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Analysing the performance of managed funds using the wavelet multiscaling method
In, Francis Haeuck; Kim, Sangbae; Marisetty, Vijaya; … - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10003711406
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Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
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Evidence of feedback trading with Markov switching regimes
Dean, Warren G.; Faff, Robert W. - In: Review of quantitative finance and accounting 30 (2008) 2, pp. 133-151
Persistent link: https://www.econbiz.de/10003620890
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The relation between R&D intensity and future market returns : does expensing versus capitalization matter?
Chan, Howard Wei-hong; Faff, Robert W.; Gharghori, Philip; … - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10003600061