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CAPM
Australia
137
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136
Theorie
70
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70
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66
Kapitaleinkommen
66
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60
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Unternehmensfinanzierung
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English
42
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Faff, Robert W.
41
Gharghori, Philip
6
Chan, Howard Wei-hong
5
Benson, Karen
3
Brailsford, Timothy J.
3
Davidson, Sinclair
3
Nguyen, Annette
3
Xiao, Yuchao
3
Brooks, Robert
2
Fry, Tim R. L.
2
Galagedera, Don U. A.
2
Au Yong, Hue Hwa
1
Chang, Xin
1
Fan, Tan Pooi
1
Hillier, David
1
Ho, Yew Kee
1
Hodgson, Allan
1
Holmes, Kathryn A.
1
In, Francis Haeuck
1
Kim, Sangbae
1
Kofman, Paul
1
Kwabi, Frank Obenpong
1
Lee, Darren
1
Lee, John H. H.
1
Lie, Frida
1
Marshall, Andrew P.
1
Mi, Lin
1
Min, Byoung-Kyu
1
Min, Byoung-kyu
1
Mitchell, H.
1
Newton, Emma
1
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1
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1
Pope, Peter J.
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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Working paper
8
Applied financial economics
3
Pacific-Basin finance journal
3
Applied financial economics letters
2
Australian journal of management
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
Abacus : a journal of accounting, finance and business studies
1
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1
Advances in investment analysis and portfolio management : a research annual
1
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1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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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1
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
The empirical relationship between aggregate consumption and security prices in Australia
Faff, Robert W.
-
1995
Persistent link: https://www.econbiz.de/10000912060
Saved in:
6
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:
7
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:
8
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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9
An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence
Faff, Robert W.
- In:
Asia Pacific journal of management : APJM ; a …
10
(
1993
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10001154726
Saved in:
10
A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Faff, Robert W.
- In:
Australian journal of management
17
(
1992
)
2
,
pp. 233-258
Persistent link: https://www.econbiz.de/10001157623
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