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Estimation
Australia
77
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74
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66
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66
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63
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63
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49
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48
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Brooks, Robert
38
Faff, Robert W.
9
Sirimon Treepongkaruna
7
Do, Hung Xuan
5
Galagedera, Don U. A.
5
Bissoondoyal-Bheenick, Emawtee
4
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4
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4
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3
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2
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1
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1
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1
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1
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7
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3
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3
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2
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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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1
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1
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ECONIS (ZBW)
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Is systematic downside beta risk really priced? : Evidence in emerging market data
Galagedera, Don U. A.
;
Brooks, Robert
-
2005
Persistent link: https://www.econbiz.de/10003048166
Saved in:
2
Relationship between downside risk and return : new evidence through a multiscaling approach
Galagedera, Don U. A.
;
Maharaj, Elizabeth Ann
;
Brooks, …
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1623-1633
Persistent link: https://www.econbiz.de/10003800192
Saved in:
3
Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.
;
Maharaj, Elizabeth Ann
-
2004
Persistent link: https://www.econbiz.de/10002474629
Saved in:
4
Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns
Galagedera, Don U. A.
;
Henry, Darren
;
Silvapulle, Paramsothy
- In:
Quarterly journal of business and economics : QJBE
42
(
2003
)
1/2
,
pp. 121-137
Persistent link: https://www.econbiz.de/10002171538
Saved in:
5
Modelling price movement in trading volume-volatility relations
Pei Pei Tan
;
Galagedera, Don U. A.
;
Sze Shi Ting
- In:
Malaysian journal of economic studies
52
(
2015
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10011452838
Saved in:
6
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:
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
The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
9
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:
10
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
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