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The impact of the return interval on the estimation of systematic risk
Brailsford, Timothy J. - In: Pacific-Basin finance journal 5 (1997) 3, pp. 357-376
Persistent link: https://www.econbiz.de/10001229127
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Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas; Brooks, Robert; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
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Untangling demand curves from information effects : evidence from Australian index adjustments
Sokulsky, David; Brooks, Robert; Davidson, Sinclair - In: Applied financial economics 18 (2008) 7/9, pp. 605-616
Persistent link: https://www.econbiz.de/10003739251