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Faff, Robert W.
59
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36
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8
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7
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7
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6
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5
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Applied financial economics
11
Journal of multinational financial management
8
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Australian journal of management
5
Review of quantitative finance and accounting
5
International review of financial analysis
4
Journal of quantitative economics : journal of the Indian Econometric Society
4
Global finance journal
3
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3
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3
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3
The journal of futures markets
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Applied economics
2
Australian economic papers
2
Journal of economic integration
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
2
African journal of accounting, economics, finance and banking research
1
Economic papers : a journal of applied economics and policy
1
International journal of accounting and information management
1
International journal of commerce and management
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Macroeconomic dynamics
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The Public relations strategist : issues and trends that affect management
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Asymmetry and time variation in exchange rate exposure : an investigation of Australian stocks returns
Brooks, Robert D.
;
Di Iorio, Amalia
;
Faff, Robert W.
; …
- In:
International journal of commerce and management
20
(
2010
)
4
,
pp. 276-295
Persistent link: https://www.econbiz.de/10009890835
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2
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
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3
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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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
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8
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:
9
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:
10
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
Brooks, Robert D.
;
Faff, Robert W.
;
Fry, Tim R.L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10007114537
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