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A multifactor model of gold industry stock returns : evidence from the Australian equity market

Faff, Robert W. - In: Applied financial economics 8 (1998) 1, pp. 21-28

Persistent link: https://www.econbiz.de/10001240716

Trading volume and information asymmetry : routine versus nonroutine earnings announcements in Australia

Mahipala, Thusitha; Chan, Howard Wei-hong; Faff, Robert W. - In: Applied financial economics 19 (2009) 19/21, pp. 1737-1752

Focussing on earnings-related rather than different classes of corporate announcements as in Chae (2005), we examine trading volume behaviour and the role played by informed and uninformed investors around routine and nonroutine announcements. Prior to preliminary final earnings announcements,...

Persistent link: https://www.econbiz.de/10003904322

The influence of time, seasonality and market state on momentum : insights from the Australian stock market

Phua, Victor; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Applied financial economics 20 (2010) 19/21, pp. 1547-1563

Persistent link: https://www.econbiz.de/10009011588

The effect of volatility estimates in the valuation of underwritten rights issues

Chan, Howard Wei-hong - In: Applied financial economics 7 (1997) 5, pp. 473-480

Persistent link: https://www.econbiz.de/10001229841

A multifactor model of gold industry stock returns: Evidence from the Australian equity market

Faff, R.; Chan, H. - In: Applied financial economics 8 (1998) 1, pp. 21-28

Persistent link: https://www.econbiz.de/10007696686

An investigation of the robustness of the day-of-the-week effect in Australia

Easton, Stephen Andrew - In: Applied financial economics 4 (1994) 2, pp. 99-110

Persistent link: https://www.econbiz.de/10001160477

Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling

Josev, Thomas; Brooks, Robert; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-163

Persistent link: https://www.econbiz.de/10001563335

Correlations, integration and Hansen-Jagannathan bounds

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert D. - In: Applied financial economics 14 (2004) 16, pp. 1167-1180

Persistent link: https://www.econbiz.de/10007644685

Maximizing futures returns using fixed fraction asset allocation

Anderson, John A.; Faff, Robert W. - In: Applied financial economics 14 (2004) 15, pp. 1067-1074

Persistent link: https://www.econbiz.de/10007645434

Investigating performance benchmarks in the context of international trusts: Australian evidence

Benson, Karen L.; Faff, Robert W. - In: Applied financial economics 14 (2004) 9, pp. 631-644

Persistent link: https://www.econbiz.de/10007649193

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