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Beta stability and portfolio formation

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993

Persistent link: https://www.econbiz.de/10000869915

Further evidence on the relationship between beta stability and the length of the estimation period

Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111

Persistent link: https://www.econbiz.de/10001229799

An examination of the effects of major political change on stock market volatility : the South African experience

Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001238418

Beta stability and portfolio formation

Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479

Persistent link: https://www.econbiz.de/10001178922

GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume

Brooks, Robert; 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/10001575257

GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Papers in efficiency, effectiveness and international …, (pp. 141-151). 2000

Persistent link: https://www.econbiz.de/10001586273

The form of time variation of systematic risk : some Australian evidence

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1992

Persistent link: https://www.econbiz.de/10000849414

A further examination of the effect of diversification on the stability of portfolio betas

Brooks, Robert (contributor) - In: Applied financial economics 7 (1997) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001219247

The role of information in Hong Kong individual stock futures trading

McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131

Persistent link: https://www.econbiz.de/10001725734

Concurrent Momentum and Contrarian Strategies in the Australian Stock Market

Doan, Minh Phuong - 2016

We investigate the coexistence of momentum and contrarian strategies in the Australian equity market from 1992 to 2011. We show that contrarian strategies prevail in the short-term investment horizon while momentum strategies dominate in the intermediate- and long-term horizons. However, only...

Persistent link: https://www.econbiz.de/10013000133