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Testing a two-factor APT model...
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Applied financial economics
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International review of financial analysis
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Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling
Josev, Thomas
;
Brooks, Robert D.
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-164
Persistent link: https://www.econbiz.de/10007672039
Saved in:
2
A test of a two-factor APT based on the quadratic market model : international evidence
Brooks, R. D.
;
Faff, R. W.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
22
(
1998
)
2
,
pp. 65-76
Persistent link: https://www.econbiz.de/10009952061
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3
A simple test of the "risk class hypothesis"
Faff, R. W.
;
Brooks, R. D.
;
Kee, H. Y.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
29
(
2005
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10009952163
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4
A multi-country study of power ARCH models and national stock market returns
Brooks, Robert D.
;
Faff, Robert W.
;
Mckenzie, Michael D.
; …
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 377-398
Persistent link: https://www.econbiz.de/10006907842
Saved in:
5
Financial Deregulation and Relative Risk of Australian Industry
Brooks, Robert D.
;
Faff, Robert W.
- In:
Australian economic papers
36
(
1997
)
69
,
pp. 308-320
Persistent link: https://www.econbiz.de/10006470673
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6
Modeling Australia's country risk: a country beta approach
Gangemi, Michael A.M.
;
Brooks, Robert D.
;
Faff, Robert W.
- In:
Journal of economics and business
52
(
2000
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10005959785
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7
Financial Market Deregulation and Bank Risk: Testing for Beta Instability
Brooks, Robert D.
;
Faff, Robert W.
- In:
Australian economic papers
34
(
1995
)
65
,
pp. 180-199
Persistent link: https://www.econbiz.de/10006488654
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8
Correlations, integration and Hansen-Jagannathan bounds
Ragunathan, Vanitha
;
Faff, Robert W.
;
Brooks, Robert D.
- In:
Applied financial economics
14
(
2004
)
16
,
pp. 1167-1180
Persistent link: https://www.econbiz.de/10007644685
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9
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
Brooks, Robert D.
;
Faff, Robert W.
;
Fry, Tim R.L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10007650772
Saved in:
10
An ordered response model of test cricket performance
Brooks, Robert D.
;
Faff, Robert W.
;
Sokulsky, David
- In:
Applied economics
34
(
2002
)
18
,
pp. 2353
Persistent link: https://www.econbiz.de/10007659186
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