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A practical guide to gold as an investment asset

Cai, Charlie X.; Clacher, Iain; Faff, Robert W.; … - In: The handbook of commodity investing, (pp. 712-735). 2008

Persistent link: https://www.econbiz.de/10003795269

Financial inflexibility and the value premium

Poulsen, Michael; Faff, Robert W.; Gray, Stephen - In: International review of finance 13 (2013) 3, pp. 327-344

Persistent link: https://www.econbiz.de/10010191930

A comparative analysis of the investment characteristics of alternative gold assets

Pullen, Tim; Benson, Karen; Faff, Robert W. - In: Abacus : a journal of accounting, finance and business … 50 (2014) 1, pp. 76-92

Persistent link: https://www.econbiz.de/10010351516

A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets

Pullen, Tim - 2011

Employing daily data over the period 1987-2010, we examine the diversifying, hedging and safe haven properties of gold bullion, gold stocks, gold mutual funds and gold exchange traded funds (ETFs). First, with regard to gold bullion, we document a clear and strong hedging role over a mere...

Persistent link: https://www.econbiz.de/10013120486

A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987

Faff, Robert W. - 1990

Persistent link: https://www.econbiz.de/10000849358

An Investigation into the extent of beta instability in the Singapore stock market

Brooks, Robert D.; Faff, Robert W.; Mohamed Ariff - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 87-101

Persistent link: https://www.econbiz.de/10001375754

Is there a banking risk premium in the US stock market?

Zeng, Liujing; Au Yong, Hue Hwa; Sirimon Treepongkaruna; … - In: Journal of financial management, markets and institutions 2 (2014) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10011949651

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market

Faff, Robert W.; Gharghori, Philip; Nguyen, Annette - In: International review of economics & finance : IREF 29 (2014), pp. 627-638

Persistent link: https://www.econbiz.de/10010432291

A test of the stability of exchange rate risk evidence from Australian equities market

Di Iorio, Amalia; Faff, Robert W. - In: Global finance journal 12 (2001) 2, pp. 179-203

Persistent link: https://www.econbiz.de/10001708681