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Asset pricing in the Asian region

Drew, Michael E.; Veeraraghavan, Madhu - 2001

Persistent link: https://www.econbiz.de/10001601671

Asset pricing in China : evidence from the Shanghai Stock Exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - 2003

Persistent link: https://www.econbiz.de/10001737290

Market timing and selectivity : evidence from Australian equity superannuation funds

Drew, Michael E.; Veeraraghavan, Madhu; Wilson, Vanessa - 2002

Persistent link: https://www.econbiz.de/10001658933

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

Do momentum strategies work? : Australian evidence

Drew, Michael E.; Veeraraghavan, Madhu; Ye, Min - 2004

Persistent link: https://www.econbiz.de/10002018386

Equity premium : does it exist? ; Evidence from Germany and United Kingdom

Drew, Michael E.; Mallin, Mirela; Naughton, Tony; … - 2004

Persistent link: https://www.econbiz.de/10002018409

Small firm effect, liquidity and security returns : Australian evidence

Drew, Michael E.; Marsden, Alastair; Veeraraghavan, Madhu - 2004

Persistent link: https://www.econbiz.de/10002021933

Idiosyncratic volatility and security returns : Australian evidence

Bollen, Bernard; Skotnicki, Anthony; Veeraraghavan, Madhu - In: Applied financial economics 19 (2009) 19/21, pp. 1573-1579

This article examines whether idiosyncratic risk is priced for equities listed in the Australian Stock Exchange (ASX). Specifically, this article follows the methodology of Bali et al. (2005) and investigates whether idiosyncratic volatility is able to predict 1-month ahead excess returns on the...

Persistent link: https://www.econbiz.de/10003904299

The death of the overreaction anomal? : a multifactor explanation of contrarian returns

Clements, Adam; Drew, Michael E.; Reedman, Evan M.; … - In: Investment management and financial innovations 6 (2009) 1, pp. 75-85

Persistent link: https://www.econbiz.de/10003917408

Anomalies and stock returns : Australian evidence

Gharghori, Philip; Lee, Ronald; Veeraraghavan, Madhu - In: Accounting and finance : journal of the Accounting … 49 (2009) 3, pp. 555-576

Persistent link: https://www.econbiz.de/10003889310