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An ordered response model of t...
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Applied financial economics
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Australian journal of management
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Journal of banking & finance
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Pacific-Basin finance journal
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Untangling demand curves from information effects: evidence from Australian index adjustments
Sokulsky, David
;
Brooks, Robert
;
Davidson, Sinclair
- In:
Applied financial economics
18
(
2008
)
8
,
pp. 605-616
Persistent link: https://www.econbiz.de/10007995400
Saved in:
2
Sudden changes in property rights: the case of Australian native title
Brooks, Robert
;
Davidson, Sinclair
;
Faff, Robert
- In:
Journal of economic behavior & organization : JEBO
52
(
2003
)
4
,
pp. 427-442
Persistent link: https://www.econbiz.de/10006820542
Saved in:
3
Modelling the Equity Beta Risk of Australian Financial Sector Companies
Lie, Frida
;
Brooks, Robert
;
Faff, Robert
- In:
Australian economic papers
39
(
2000
)
3
,
pp. 301-311
Persistent link: https://www.econbiz.de/10006452914
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4
Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework
Brooks, Robert
;
Di Iorio, Amalia
;
Faff, Robert
;
Wang, Yuenan
- In:
Journal of economic integration
24
(
2009
)
3
,
pp. 435-454
Persistent link: https://www.econbiz.de/10008333356
Saved in:
5
Persistence and predictability of skewness in country equity market returns
Lai, Eric
;
Brooks, Robert
;
Faff, Robert
- In:
Journal of quantitative economics : journal of the …
1
(
2003
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10009927352
Saved in:
6
Erratum to “Variations in sovereign credit quality assessments across rating agencies” [J. Bank. Finance 34 (2010) 1327–1343]
Hill, Paula
;
Brooks, Robert
;
Faff, Robert
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2306-2307
Persistent link: https://www.econbiz.de/10008433510
Saved in:
7
Variations in sovereign credit quality assessments across rating agencies
Hill, Paula
;
Brooks, Robert
;
Faff, Robert
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1327-1344
Persistent link: https://www.econbiz.de/10008400797
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8
Mean Reversion and the Forecasting of Country Betas: A Note - Blume (1971 & 1975) found individual equity betas to have a "regression" tendency towards the grand mean of unity. His original results have been widely accepted to the extent that a literature had developed on applying Bayesian techniques to beta estimation so as to adjust for mean reversion. The more recent literature has focused on ...
Gangemi, Michael
;
Brooks, Robert
;
Faff, Robert
- In:
Global finance journal
10
(
1999
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10007682309
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9
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
Saved in:
10
Power arch modelling of the volatility of emerging equity markets
Brooks, Robert
- In:
Emerging markets review
8
(
2007
)
2
,
pp. 124-133
Persistent link: https://www.econbiz.de/10009869092
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