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The complementary role of cross-sectional and time-series information in forecasting stock returns
Zhou, Qing; Faff, Robert W. - In: Australian journal of management 42 (2017) 1, pp. 113-139
Persistent link: https://www.econbiz.de/10011774110
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Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
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A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Faff, Robert W. - In: Australian journal of management 17 (1992) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10001157623
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Modelling Australian stock market volatility
Brailsford, Timothy J. - In: Australian journal of management 18 (1993) 2, pp. 109-132
Persistent link: https://www.econbiz.de/10001158400
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The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates
Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R. - In: Australian journal of management 36 (2011) 3, pp. 387-403
Persistent link: https://www.econbiz.de/10009410607
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Is default risk priced in Australian equity? : exploring the role of the business cycle
Chan, Howard Wei-hong; Faff, Robert W.; Kofman, Paul - In: Australian journal of management 36 (2011) 2, pp. 217-246
Persistent link: https://www.econbiz.de/10009303253
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Liquidity in asset pricing : New Australian evidence using low-frequency data
Chai, Daniel; Faff, Robert W.; Gharghori, Philip - In: Australian journal of management 38 (2013) 2, pp. 375-400
Persistent link: https://www.econbiz.de/10009786613
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A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
Faff, Robert W.; Sirimon Treepongkaruna - In: Australian journal of management 38 (2013) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10009786619
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Reported earnings and analyst forecasts as competing sources of information : a new approach
Anderson, Heather M.; Chan, Howard Wei-hong; Faff, Robert W. - In: Australian journal of management 37 (2012) 3, pp. 333-359
Persistent link: https://www.econbiz.de/10009679138
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Market discipline and bank risk taking
Hoang, Khoa T. A.; Faff, Robert W.; Haq, Mamiza - In: Australian journal of management 39 (2014) 3, pp. 327-350
Persistent link: https://www.econbiz.de/10010422040