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The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Bianchi, Robert; Drew, Michael E.; Whittaker, Timothy - In: Review of Pacific Basin financial markets and policies 19 (2016) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011644612
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Financialization and De-Financialization of Commodity Futures : A Quantile Regression Approach
Bianchi, Robert - 2019
This study examines the relationship between commodity futures and global stocks. For the first time, we examine the financialization of commodity futures by employing a quantile regression approach. From 2004-2013, we confirm a strong degree of dependence in energy commodities with moderate...
Persistent link: https://www.econbiz.de/10012897786
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Financialization and de-financialization of commodity futures: a quantile regression approach
Bianchi, Robert; Fan, John Hua; Todorova, Neda - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012300938
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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Multifactor models are alive and well
Drew, Michael E.; Veeraraghavan, Madhu - 2000
Persistent link: https://www.econbiz.de/10001527842
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Beta, firm size, book-to-market equity and stock returns : further evidence from emerging markets
Drew, Michael E.; Veeraraghavan, Madhu - In: Journal of the Asia Pacific economy 8 (2003) 3, pp. 354-379
Persistent link: https://www.econbiz.de/10001794217
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Small firm effect, liquidity and security returns : Australian evidence
Drew, Michael E.; Marsden, Alastair; Veeraraghavan, Madhu - 2004
Persistent link: https://www.econbiz.de/10002021933
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HACking at non-linearity : evidence from stocks and bonds
Bianchi, Robert J. (contributor); Clements, Adam (contributor) - 2009
Persistent link: https://www.econbiz.de/10003799348
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Small firm effect, liquidity and security returns : Australian evidence
Drew, Michael E.; Marsden, Alastair; Veeraraghavan, Madhu - In: Journal of emerging market finance 5 (2006) 2, pp. 135-149
Persistent link: https://www.econbiz.de/10003390740