//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Beta risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing a two-factor APT model...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Beta risk
Australia
195
Australien
181
Theorie
150
Theory
150
Capital income
133
Kapitaleinkommen
133
Börsenkurs
99
Share price
99
Welt
83
World
83
Portfolio selection
82
Portfolio-Management
82
Aktienmarkt
78
Stock market
78
Estimation
74
Schätzung
74
Volatility
72
Volatilität
69
CAPM
61
USA
57
United States
57
Anlageverhalten
38
Behavioural finance
38
Derivat
35
Derivative
35
Risk
35
Risiko
34
Financial crisis
33
Finanzkrise
33
International financial market
31
Internationaler Finanzmarkt
31
Ankündigungseffekt
29
Announcement effect
29
Betafaktor
29
ARCH model
28
ARCH-Modell
28
Börsengang
26
China
26
Estimation theory
26
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
25
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
29
Author
All
Faff, Robert W.
20
Brooks, Robert
18
Galagedera, Don U. A.
3
Bissoondoyal-Bheenick, Emawtee
2
Brooks, Robert D.
2
Fry, Tim R. L.
2
Hillier, David
2
Lie, Frida
2
Maldonado-Rey, Diana
2
McKenzie, Michael D.
2
Artiach, Tracy
1
Artiach, Tracy Charmaine
1
Benson, Karen
1
Brailsford, Timothy J.
1
Brooks, Robin
1
Chan, Howard
1
Del Negro, Marco
1
Faff, Robert
1
Fry, Tim
1
Gangemi, Michael
1
Gangemi, Michael A. M.
1
Gharghori, Philip
1
Hillier, Joseph
1
Iqbal, Javed
1
Kee, Ho Yew
1
Mohamed Ariff
1
Nurjannah
1
Oliver, Barry R.
1
Ragunathan, Vanitha
1
Shoung, Lye Chee
1
Talbot, Ed
1
Talbot, Edward
1
Woodward, G. Thomas
1
more ...
less ...
Published in...
All
Journal of multinational financial management
3
Applied financial economics
2
Australian economic papers
2
Latin American financial markets : developments in financial innovations
2
Abacus : a journal of accounting, finance and business studies
1
Applied economics letters
1
Applied financial economics letters
1
Australian journal of management
1
Energy economics
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of accounting & management information systems : JAMIS
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of emerging market finance
1
McGraw-Hill series in advanced finance
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
2
Modeling Australia's country risk : a country beta approach
Gangemi, Michael A. M.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of economics & business
52
(
2000
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001496466
Saved in:
3
Financial deregulation and relative risk of Australian industry
Brooks, Robert
- In:
Australian economic papers
36
(
1997
)
69
,
pp. 308-320
Persistent link: https://www.econbiz.de/10001239138
Saved in:
4
New evidence on the impact of financial leverage on beta risk : a time-series approach
Faff, Robert W.
;
Brooks, Robert
;
Kee, Ho Yew
- In:
The North American journal of economics and finance : a …
13
(
2002
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001716383
Saved in:
5
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
6
Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Latin American financial markets : developments in …
,
(pp. 329-344)
.
2004
Persistent link: https://www.econbiz.de/10002608146
Saved in:
7
The national market impact of sovereign rating changes
Brooks, Robert
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Journal of banking & finance
28
(
2004
)
1
,
pp. 233-250
Persistent link: https://www.econbiz.de/10001857303
Saved in:
8
Australian industry beta risk, the choice of market index and business cycles
Ragunathan, Vanitha
;
Faff, Robert W.
;
Brooks, Robert
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10001525800
Saved in:
9
Modelling the equity beta risk of Australian financial sector companies
Lie, Frida
;
Brooks, Robert
;
Faff, Robert W.
- In:
Australian economic papers
39
(
2000
)
3
,
pp. 301-311
Persistent link: https://www.econbiz.de/10002202854
Saved in:
10
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->