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Estimation
Australia
141
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74
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74
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Faff, Robert W.
41
Brooks, Robert
9
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4
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4
Gharghori, Philip
4
Zhou, Qing
3
Alpert, Karen
2
Au Yong, Hue Hwa
2
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2
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2
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2
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1
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1
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1
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Bissoondoyal-Bheenick, Emawtee
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Applied financial economics
5
Australian journal of management
3
Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
The journal of corporate finance : contracting, governance and organization
2
The journal of futures markets
2
Applied economics
1
Applied financial economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of economics & finance : IREF
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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1
Multivariate information dynamics between prices and futures trading volume
Hodgson, Allan
;
Masih, Abdul Mansur M.
;
Masih, Rumi
-
1998
Persistent link: https://www.econbiz.de/10000992991
Saved in:
2
The empirical reletionship between aggregate consumption and security prices in Australia
Faff, Robert W.
- In:
Pacific-Basin finance journal
6
(
1998
)
1/2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10001375769
Saved in:
3
Creating Fama and French factors with style
Faff, Robert W.
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 311-322
Persistent link: https://www.econbiz.de/10001794887
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
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
Saved in:
8
Financial deregulation and relative risk of Australian industry
Brooks, Robert
- In:
Australian economic papers
36
(
1997
)
69
,
pp. 308-320
Persistent link: https://www.econbiz.de/10001239138
Saved in:
9
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W.
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
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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