Narrow search
Showing 1 - 10 of 123
Cover Image
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
Cover Image
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
Cover Image
Persistence and predictability of skewness in country equity market returns
Lai, Eric; Brooks, Robert; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10001807037
Cover Image
Investment decision making with derivative securities
Brooks, Robert - In: The financial review : the official publication of the … 24 (1989) 4, pp. 511-527
Persistent link: https://www.econbiz.de/10001103535
Cover Image
Investment decision making with index futures and index futures options
Brooks, Robert - In: The journal of futures markets 9 (1989) 2, pp. 143-162
Persistent link: https://www.econbiz.de/10001066575
Cover Image
Samuelson hypothesis and carry arbitrage
Brooks, Robert - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 37-65
Persistent link: https://www.econbiz.de/10009718108
Cover Image
A surplus optimization approach to managing municipal debt
Brooks, Robert - In: Public finance review : PFR 33 (2005) 2, pp. 236-254
Persistent link: https://www.econbiz.de/10003142593
Cover Image
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W. - In: Applied financial economics 14 (2004) 2, pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Cover Image
Mickey Mouse and the IDioT principle for assessing research contribution : discussion of "Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?"
Faff, Robert W. - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 949-960
Persistent link: https://www.econbiz.de/10010240305
Cover Image
Currency risk in forward foreign exchange markets
Copp, Joanne; Brooks, Robert; Risman, Sveta - 1999
Persistent link: https://www.econbiz.de/10001517701