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A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
Brooks, R.D.; Faff, R.W.; Ho, Y.Kee - In: Journal of banking & finance 21 (1997) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10005906398
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Exploring the economic rationale of extremes in GARCH generated betas: The case of U.S. banks
McKenzie, M.D.; Brooks, R.D.; Faff, R.W.; Ho, Y.K. - In: The quarterly review of economics and finance : journal … 40 (2000) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10007677937
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Exploring the economic rationale of extremes in GARCH generated betas: The case of U.S. banks
McKenzie, M.D.; Brooks, R.D.; Faff, R.W.; Ho, Y.K. - In: The quarterly review of economics and finance : journal … 40 (2000) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10007677958
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An examination of the effects of major political change on stock market volatility: The South African experience
Brooks, R.D.; Davidson, S.; Faff, R.W. - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-276
Persistent link: https://www.econbiz.de/10007128257
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Australian industry beta risk, the choice of market index and business cycles
Ragunathan, V.; Faff, R.W.; Brooks, R.D. - In: Applied financial economics 10 (2000) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10007681340
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A further examination of the effect of diversification on the stability of portfolio betas
Brooks, R.D.; Faff, R.W.; Gangemi, M.A.M.; Lee, J.H.H. - In: Applied financial economics 7 (1997) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10007703976
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Book Review Section - Corporate Finance
Bishop, S.R.; Crapp, H.R.; Faff, R.W.; Twite, G.J.; … - In: Accounting and finance : journal of the Accounting … 42 (2002) 1, pp. 89-90
Persistent link: https://www.econbiz.de/10006265124
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An evaluation of volatility forecasting techniques
Brailsford, T.J.; Faff, R.W. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10005907747
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An investigation of the robustness of the day-of-the-week effect in Australia
Easton, S.A.; Faff, R.W. - In: Applied financial economics 4 (1994) 2, pp. 99-110
Persistent link: https://www.econbiz.de/10007712685
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Interest rate risk of Australian financial sector companies in a period of regulatory change
Faff, R.W.; Howard, P.F. - In: Pacific-Basin finance journal 7 (1999) 1, pp. 83
Persistent link: https://www.econbiz.de/10007243986