//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modelling the Risk and Return...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Australia
149
Australien
126
Theorie
67
Theory
67
Capital income
66
Kapitaleinkommen
66
Börsenkurs
55
Share price
55
CAPM
45
Portfolio selection
39
Portfolio-Management
39
Aktienmarkt
38
Stock market
38
Welt
38
World
38
China
37
Estimation
36
Schätzung
36
Volatility
31
Anlageverhalten
26
Behavioural finance
26
USA
26
United States
26
Risk
25
Investment Fund
22
Investmentfonds
22
ECONOMETRICS
21
Financial crisis
21
Finanzkrise
20
Risiko
20
Ankündigungseffekt
19
Announcement effect
19
Beta risk
19
Corporate finance
19
ECONOMIC MODELS
19
Betafaktor
18
Unternehmensfinanzierung
18
exponential smoothing
18
Capital structure
17
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Article
23
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
27
Author
All
Faff, Robert W.
27
Brooks, Robert
4
McKenzie, Michael D.
4
Brailsford, Timothy J.
3
Hillier, David
3
Benson, Karen
2
Cai, Charlie X.
2
Dean, Warren G.
2
Galagedera, Don U. A.
2
Gray, Stephen
2
Mi, Lin
2
Poulsen, Michael
2
Akhtar, Shumi M.
1
Artiach, Tracy
1
Balaban, Ercan
1
Balachandran, Balasingham
1
Bayar, Asli
1
Chan, Kam Fong
1
Davidson, Sinclair
1
Isshaq, Zangina
1
Lhaopadchan, Suntharee
1
Liu, Mengxi
1
Liu, Zhangxin
1
Loudon, Geoffrey F.
1
Nandha, Mohan
1
Oliver, Barry R.
1
Sirimon Treepongkaruna
1
Talbot, Edward
1
Tanner, Sally
1
Wu, Eliza
1
more ...
less ...
Published in...
All
Journal of banking & finance
3
Economic modelling
2
Review of quantitative finance and accounting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Accounting research journal
1
Australian economic papers
1
Australian journal of management
1
Energy economics
1
International journal of theoretical and applied finance
1
International review of finance
1
Journal of accounting & management information systems : JAMIS
1
Journal of business finance & accounting : JBFA
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Stock market volatility
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of business : B
1
The journal of futures markets
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
3
Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
Saved in:
4
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
5
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
6
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
;
Faff, Robert W.
-
1994
Persistent link: https://www.econbiz.de/10000894255
Saved in:
7
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Saved in:
8
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
9
A further examination of the price and volatility impact of stock dividends at ex-dates
Balachandran, Balasingham
;
Faff, Robert W.
;
Tanner, Sally
- In:
Australian economic papers
44
(
2005
)
3
,
pp. 248-268
Persistent link: https://www.econbiz.de/10003092334
Saved in:
10
Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
-
2004
Persistent link: https://www.econbiz.de/10002121816
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->