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The microstructure of fear, th...
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Durand, Robert B.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
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1
Fear and the Fama-French factors
Durand, Robert B.
;
Lim, Dominic
;
Zumwalt, J. Kenton
- In:
Financial management
40
(
2011
)
2
,
pp. 409-426
Persistent link: https://www.econbiz.de/10009316477
Saved in:
2
iShares Australia : a clinical study in international behavioral finance
Durand, Robert B.
;
Scott, Douglas
- In:
International review of financial analysis
12
(
2003
)
3
,
pp. 223-239
Persistent link: https://www.econbiz.de/10001782441
Saved in:
3
Conditional beta : evidence from Asian emerging markets
Durand, Robert B.
;
Lan, Yihui
;
Ng, Andrew
- In:
Global finance journal
22
(
2011
)
2
,
pp. 130-153
Persistent link: https://www.econbiz.de/10009427407
Saved in:
4
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
5
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
Saved in:
6
SMB : arousal, disproportionate reactions and the size-premium
Durand, Robert B.
;
Juricev, Alex
;
Smith, Gary W.
- In:
Pacific-Basin finance journal
15
(
2007
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10003602761
Saved in:
7
Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu
;
Durand, Robert B.
- In:
Economics letters
132
(
2015
),
pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
Saved in:
8
Is liquidity the missing link?
Manapon Limkriangkrai
;
Durand, Robert B.
;
Watson, Iain D.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 829-845
Persistent link: https://www.econbiz.de/10003782253
Saved in:
9
Saints versus sinners : does morality matter?
Durand, Robert B.
;
Koh, SzeKee
;
Manapon Limkriangkrai
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 166-183
Persistent link: https://www.econbiz.de/10009726409
Saved in:
10
The Australian asset-pricing debate
Durand, Robert B.
;
Manapon Limkriangkrai
;
Chai, Daniel
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
2
,
pp. 393-421
Persistent link: https://www.econbiz.de/10011585945
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