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An investigation of conditiona...
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Faff, Robert W.
607
Hillier, David
291
Faff, Robert
288
McKenzie, Michael D.
133
Jones, Peter
126
Comfort, Daphne
111
Brooks, Robert
70
Gharghori, Philip
41
McKenzie, Michael
40
Balachandran, Balasingham
39
Chan, Howard
38
Brooks, Robert D.
34
Benson, Karen
31
Nguyen, Hoa
28
Hodgson, Allan
25
McColgan, Patrick
24
Kim, Suk-Joong
21
Brailsford, Timothy J.
20
Di Iorio, Amalia
19
Marshall, Andrew P.
19
Pathan, Shams
19
Cai, Charlie X.
18
Chan, Howard Wei-hong
18
Bajo, Emanuele
17
Benson, Karen L.
17
Hill, Paula
17
Clarke-Hill, Colin
16
Low, Rand Kwong Yew
16
Faff, R.
15
Oliver, Barry R.
15
Theobald, Michael
15
Hallahan, Terrence
14
Lee, Darren D.
14
Davidson, Sinclair
13
Dean, Warren G.
13
Dungey, Mardi
13
Ho, Yew Kee
13
Mckenzie, Michael D.
13
Akhtar, Shumi
12
Au Yong, Hue Hwa
12
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College of Business and Economics, Australian National University
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Australian journal of management
44
Applied financial economics
41
Journal of banking & finance
40
Pacific-Basin finance journal
39
Applied Financial Economics
23
International review of financial analysis
23
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
22
Australian Journal of Management
22
Journal of business finance & accounting : JBFA
22
Journal of multinational financial management
22
Journal of international financial markets, institutions & money
21
International journal of retail & distribution management
20
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18
Accounting and Finance
17
Pacific-Basin Finance Journal
17
Journal of Banking & Finance
16
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16
Review of quantitative finance and accounting
15
Property Management
14
Tydskrif vir studies in ekonomie en ekonometrie : SEE
14
Accounting & Finance
13
International Journal of Retail & Distribution Management
13
Journal of Business Finance & Accounting
12
The journal of corporate finance : contracting, governance and organization
12
Marketing intelligence & planning
11
Applied Economics Letters
10
Australian economic papers
10
Journal of Multinational Financial Management
10
The European journal of finance
10
The financial review : the official publication of the Eastern Finance Association
10
Applied economics
9
International Review of Financial Analysis
9
Journal of International Financial Markets, Institutions and Money
9
The journal of futures markets
9
World review of entrepreneurship, management and sustainable development
9
European financial management : the journal of the European Financial Management Association
8
International review of economics & finance : IREF
8
Journal of Accounting and Management Information Systems (JAMIS)
8
Journal of accounting & management information systems : JAMIS
8
Journal of business ethics : JOBE
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ECONIS (ZBW)
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RePEc
286
OLC EcoSci
279
Other ZBW resources
86
BASE
30
EconStor
9
USB Cologne (EcoSocSci)
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1
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
2
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
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
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:
5
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics
Hallahan, Terrence
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
Journal of multinational financial management
13
(
2003
)
4/5
,
pp. 483-502
Persistent link: https://www.econbiz.de/10001782082
Saved in:
6
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
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
Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong
;
McKenzie, Michael D.
;
Faff, Robert W.
- In:
Journal of multinational financial management
14
(
2004
)
3
,
pp. 217-232
Persistent link: https://www.econbiz.de/10002539268
Saved in:
9
Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Saved in:
10
Nonlinear linkages between financial risk tolerance and demographic characteristics
Faff, Robert W.
;
Hallahan, Terrence
;
McKenzie, Michael D.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1329-1332
Persistent link: https://www.econbiz.de/10003894210
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