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The microstructure of fear, th...
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Fear and the Fama‐French Factors
Durand, Robert B.
;
Lim, Dominic
;
Zumwalt, J. Kenton
- In:
Financial management
40
(
2011
)
2
,
pp. 409-427
Persistent link: https://www.econbiz.de/10009167141
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2
Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets
Yang, Wenling
;
Allen, David E.
- In:
Accounting and finance : journal of the Accounting …
45
(
2005
)
2
,
pp. 301
Persistent link: https://www.econbiz.de/10006237579
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3
Order size, order imbalance and the volatility–volume relation in a bull versus a bear market
Wee, Marvin
;
Yang, Joey W.
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 145-164
Persistent link: https://www.econbiz.de/10009821671
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4
Transaction duration and asymmetric price impact of trades—Evidence from Australia
Yang, Joey Wenling
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10008769862
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6 An Examination of the Role of Time and its Impact on Price Revision
Allen, David
;
Peiris, Shelton
;
Yang, Joey Wenling
- In:
Australian journal of management
30
(
2005
)
2
,
pp. 283-302
Persistent link: https://www.econbiz.de/10006956661
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6
A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia
Durack, Nick
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Accounting and finance : journal of the Accounting …
44
(
2004
)
2
,
pp. 139-162
Persistent link: https://www.econbiz.de/10006247050
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7
Conditional beta: Evidence from Asian emerging markets
Durand, Robert B.
;
Lan, Yihui
;
Ng, Andrew
- In:
Global finance journal
22
(
2011
)
2
,
pp. 130-154
Persistent link: https://www.econbiz.de/10009804457
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8
Personality
Durand, Robert B.
;
Newby, Rick
;
Peggs, Leila
; …
- In:
The journal of behavioral finance : a publication of …
14
(
2013
)
2
,
pp. 116-133
Persistent link: https://www.econbiz.de/10010122880
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9
SMB — Arousal, disproportionate reactions and the size-premium
Durand, Robert B.
;
Juricev, Alex
;
Smith, Gary W.
- In:
Pacific-Basin finance journal
15
(
2007
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10007767571
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10
The role of salience in portfolio formation
da Silva Rosa, Raymond
;
Durand, Robert B.
- In:
Pacific-Basin finance journal
16
(
2008
)
1
,
pp. 78-94
Persistent link: https://www.econbiz.de/10007895145
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