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The impact of the return interval on the estimation of systematic risk
Brailsford, Timothy J. - In: Pacific-Basin finance journal 5 (1997) 3, pp. 357-376
Persistent link: https://www.econbiz.de/10001229127
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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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Gold factor exposures in international asset pricing
Davidson, Sinclair; Faff, Robert W.; Hillier, David - In: Journal of international financial markets, … 13 (2003) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10001754285
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Are returns in the international economy explained by a single or multi-factor structure?
Davidson, Sinclair; Faff, Robert W.; Mitchell, H. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 26 (2002) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10001658856