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The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.; Brooks, Robert; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
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Rating spillover effects on the stock markets
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Journal of multinational financial management 25/26 (2014), pp. 51-63
Persistent link: https://www.econbiz.de/10010516824
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Alternative beta risk estimators and asset pricing tests in emerging markets : the case of Pakistan
Iqbal, Javed; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10003441921
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Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of multinational financial management 14 (2004) 3, pp. 217-232
Persistent link: https://www.econbiz.de/10002539268
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An analysis of asymmetry in foreign currency exposure of the Australian equities market
Di Iorio, Amalia; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 2, pp. 133-159
Persistent link: https://www.econbiz.de/10001511718
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Sub-optimal international portfolio allocations and the cost of capital
Kwabi, Frank Obenpong; Faff, Robert W.; Marshall, Andrew P. - In: Journal of multinational financial management 35 (2016), pp. 41-58
Persistent link: https://www.econbiz.de/10011719960