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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; Oliver, Barry - In: Australian journal of management 36 (2011) 3, pp. 387-404
Persistent link: https://www.econbiz.de/10009809112
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Determinants of bond spreads: evidence from credit derivatives of Australian firms
Darwin, Tristan; Treepongkaruna, Sirimon; Faff, Robert - In: Australian journal of management 37 (2012) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10009849491
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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; Treepongkaruna, Sirimon - In: Australian journal of management 38 (2013) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10010158472
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Liquidity in asset pricing: New Australian evidence using low-frequency data
Chai, Daniel; Faff, Robert; Gharghori, Philip - In: Australian journal of management 38 (2013) 2, pp. 375-400
Persistent link: https://www.econbiz.de/10010158474
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The long- and short-run financial impacts of cross listing on Australian firms
Ng, Yen Hou; Yong, Hue Hwa Au; Faff, Robert - In: Australian journal of management 38 (2013) 1, pp. 81-98
Persistent link: https://www.econbiz.de/10010101091
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1 On The Determinants of Derivative Usage by Australian Companies
Nguyen, Hoa; Faff, Robert - In: Australian journal of management 27 (2002) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10006973118
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Papers - 1 An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors
Faff, Robert - In: Australian journal of management 26 (2001) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10006978183