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CAPM
Australia
141
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138
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88
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88
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74
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74
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68
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Faff, Robert W.
44
Gharghori, Philip
6
Chan, Howard Wei-hong
5
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3
Brailsford, Timothy J.
3
Davidson, Sinclair
3
Nguyen, Annette
3
Xiao, Yuchao
3
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2
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2
Galagedera, Don U. A.
2
Kofman, Paul
2
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1
Chan, H.
1
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1
Fan, Tan Pooi
1
Hillier, David
1
Ho, Yew Kee
1
Hodgson, Allan
1
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1
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1
Isshaq, Zangina
1
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1
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1
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Working paper
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Pacific-Basin finance journal
4
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3
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2
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2
Journal of business ethics : JOBE
2
Journal of international financial markets, institutions & money
2
The financial review : the official publication of the Eastern Finance Association
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
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1
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1
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1
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1
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1
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1
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Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan
;
Okunev, John
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260
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2
The empirical reletionship between aggregate consumption and security prices in Australia
Faff, Robert W.
- In:
Pacific-Basin finance journal
6
(
1998
)
1/2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10001375769
Saved in:
3
Creating Fama and French factors with style
Faff, Robert W.
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 311-322
Persistent link: https://www.econbiz.de/10001794887
Saved in:
4
Extra-market sensitivity to a gold price factor : evidence from national market portfolios
Davidson, Sinclair
;
Faff, Robert W.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
23
(
1999
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001437502
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5
A test of the intertemporal CAPM in the Australian equity market
Faff, Robert W.
;
Chan, Howard Wei-hong
- In:
Journal of international financial markets, …
8
(
1998
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10001402078
Saved in:
6
An Australian test of the mean-lower partial moment asset pricing model
Faff, Robert W.
-
1990
Persistent link: https://www.econbiz.de/10000802648
Saved in:
7
The empirical relationship between aggregate consumption and security prices in Australia
Faff, Robert W.
-
1995
Persistent link: https://www.econbiz.de/10000912060
Saved in:
8
A GMM test of the three-moment CAPM in the Australian equity market
Faff, Robert W.
;
Ho, Yew Kee
;
Zhang, Li
-
1995
Persistent link: https://www.econbiz.de/10000912061
Saved in:
9
Testing the conditional CAPM and the effect of intervaling
Brailsford, Timothy J.
;
Faff, Robert W.
-
1995
Persistent link: https://www.econbiz.de/10000929105
Saved in:
10
Testing the conditional CAPM and the effect of intervaling : a note
Brailsford, Timothy J.
- In:
Pacific-Basin finance journal
5
(
1997
)
5
,
pp. 527-537
Persistent link: https://www.econbiz.de/10001234778
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