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CAPM
Australia
151
Australien
142
Capital income
73
Kapitaleinkommen
73
Theorie
72
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72
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66
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66
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42
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20
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20
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20
Risiko
20
Unternehmensfinanzierung
19
Capital structure
17
Kapitalstruktur
17
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16
Derivat
16
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Faff, Robert W.
41
Gharghori, Philip
14
Chan, Howard Wei-hong
13
Docherty, Paul
8
Easton, Steve
4
Nguyen, Annette
4
Benson, Karen
3
Brailsford, Timothy J.
3
Davidson, Sinclair
3
Veeraraghavan, Madhu
3
Xiao, Yuchao
3
Brooks, Robert
2
Chiah, Mardy
2
Easton, Stephen Andrew
2
Faff, Robert
2
Fry, Tim R. L.
2
Galagedera, Don U. A.
2
Au Yong, Hue Hwa
1
Bollen, Bernard
1
Chai, Daniel
1
Chan, Howard
1
Chang, Xin
1
FAFF, ROBERT
1
Fan, Tan Pooi
1
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1
Galagedera, Don U.A.
1
Hamzah, Yusuf
1
Hillier, David
1
Ho, Yew Kee
1
Holmes, Kathryn A.
1
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1
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1
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1
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1
Lee, Darren
1
Lee, John H. H.
1
Lee, Ronald
1
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1
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1
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Department of Econometrics and Business Statistics, Monash Business School
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8
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4
Australian journal of management
4
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3
Journal of international financial markets, institutions & money
3
Applied financial economics letters
2
Journal of business ethics : JOBE
2
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2
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22nd Australasian Finance and Banking Conference 2009
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1
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1
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1
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International journal of theoretical and applied finance
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1
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ECONIS (ZBW)
57
RePEc
2
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1
Are the Fama-French factors proxying default risk?
Gharghori, Philip
;
Chan, Howard
;
Faff, Robert
- In:
Australian journal of management
32
(
2007
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10003628572
Saved in:
2
Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
Saved in:
3
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
4
Are the Fama-French factors proxying news related to GDP growth? : the Australian evidence
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Review of quantitative finance and accounting
33
(
2009
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10003880536
Saved in:
5
An examination of conditional asset pricing models in the Australian equities market
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 307-312
Persistent link: https://www.econbiz.de/10003604997
Saved in:
6
The financial performance of socially responsible investments : insights from the intertemporal CAPM
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of business ethics : JOBE
146
(
2017
)
2
,
pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
Saved in:
7
An empirical study of the world price of sustainability
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Lee, …
- In:
Journal of business ethics : JOBE
114
(
2013
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10009780370
Saved in:
8
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:
9
An investigation into the role of liquidity in asset pricing : Australian evidence
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
11
(
2003
)
5
,
pp. 555-572
Persistent link: https://www.econbiz.de/10001806901
Saved in:
10
Financial constraints and stock returns : evidence from Australia
Chan, Howard Wei-hong
;
Chang, Xin
;
Faff, Robert W.
; …
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 306-318
Persistent link: https://www.econbiz.de/10008661192
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