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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
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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
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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
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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
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Difference of opinion and the cross-section of equity returns : Australian evidence
Gharghori, Philip; See, Quin; Veeraraghavan, Madhu - In: Pacific-Basin finance journal 19 (2011) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10009271541
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A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W. - In: Applied financial economics 14 (2004) 2, pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
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An examination of the relationship between Australian industry equity returns and expected inflation
Faff, Robert W.; Heaney, Richard A. - In: Applied economics 31 (1999) 8, pp. 915-933
Persistent link: https://www.econbiz.de/10001438435
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Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
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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
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Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111
Persistent link: https://www.econbiz.de/10001229799