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An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability

Benson, Karen; Pope, Peter; Faff, Robert - In: Pacific Accounting Review 15 (2003) 1, pp. 1-15

This paper examines the market timing ability of a sample of 62 Australian International equity funds using the returns‐based approach of Henriksson and Merton (1981) (H&M) and Treynor and Mazuy (1966) (T&M). Specifically, the primary focus is to investigate whether market timing ability bears...

Persistent link: https://www.econbiz.de/10014968806

The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM

Benson, Karen; Pope, Peter J.; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 20-35

Persistent link: https://www.econbiz.de/10001807026

Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis

Mi, Lin; Benson, Karen; Faff, Robert - In: Accounting Research Journal 29 (2016) 1, pp. 34-58

Purpose The purpose of this study is to provide new cross-country evidence on the relation between real estate investment trust (REIT) returns and idiosyncratic risk for samples of listed and unlisted REITs in the US and Australia. Design/methodology/approach Five alternative models with...

Persistent link: https://www.econbiz.de/10014676784

Exchange rate sensitivity of Australian international equity funds

Benson, Karen; Faff, Robert W. - In: Global finance journal 14 (2003) 1, pp. 95-120

Persistent link: https://www.econbiz.de/10001763731

A performance analysis of Australian international equity trusts

Benson, Karen; Faff, Robert W. - In: Journal of international financial markets, … 13 (2003) 1, pp. 69-84

Persistent link: https://www.econbiz.de/10001723756

The relationship between exchange rate exposure, currency risk management and performance of international equity funds

Benson, Karen; Faff, Robert W. - In: Pacific-Basin finance journal 12 (2004) 3, pp. 333-357

Persistent link: https://www.econbiz.de/10002059398

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

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

Persistent link: https://www.econbiz.de/10002091403

Corporate social responsibility and CEO compensation revisited : do disaggregation, market stress, gender matter?

Rekker, Saphira A. C.; Benson, Karen; Faff, Robert W. - In: Journal of economics & business 72 (2014), pp. 84-103

Persistent link: https://www.econbiz.de/10010258361

Beta

Benson, Karen; Faff, Robert W. - In: Abacus : a journal of accounting, finance and business … 49 (2013), pp. 24-31

Persistent link: https://www.econbiz.de/10009713221

Fifty years of finance research in the Asia Pacific Basin

Benson, Karen; Faff, Robert W.; Smith, Tom - In: Accounting and finance : journal of the Accounting … 54 (2014) 2, pp. 335-363

Persistent link: https://www.econbiz.de/10010372669