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The relationship between volatility and expected returns : some evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar M. - In: International journal of business and economics 10 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10009309718

The Relationship between Volatility and Expected Returns: Some Evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar - In: International Journal of Business and Economics 10 (2011) 1, pp. 27-43

We explore the intertemporal relation between the conditional mean and the conditional variance of industry portfolio returns and the Fama-French 25 size/book-to-market portfolio returns using data from Australia. We estimate the portfolio conditional covariance with the market and test whether...

Persistent link: https://www.econbiz.de/10010598958

Revisiting the weak-form efficiency of the Australian stock market

Tong, Tong; Li, Bin; Benkato, Omar M. - In: Corporate ownership & control : international … 11 (2013/14) 2, pp. 21-28

Persistent link: https://www.econbiz.de/10011337223

On currency substitution and money demand instability

Darrat, Ali F. - In: International review of economics & finance : IREF 5 (1996) 3, pp. 321-334

Persistent link: https://www.econbiz.de/10001214476

Capital structure of firms in an emerging market : an empirical inquiry

Benkato, Omar M.; Darrat, Ali F.; Abual-Foul, Bassam M. - In: Savings and development : quarterly review 29 (2005) 1, pp. 97-111

Persistent link: https://www.econbiz.de/10002953219

Consumption-based CAPM models : international evidence

Darrat, Ali F.; Li, Bin; Park, Jung Chul - In: Journal of banking & finance 35 (2011) 8, pp. 2148-2157

Persistent link: https://www.econbiz.de/10009247264

The other month effect : a re-examination of the "other January" anomaly

Darrat, Ali F.; Li, Bin; Chung, Richard - In: Review of Pacific Basin financial markets and policies 16 (2013) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10010233331

Chinese superstition in US commodity trading

Chung, Richard; Darrat, Ali F.; Li, Bin - In: Applied economics letters 21 (2014) 1/3, pp. 171-175

Persistent link: https://www.econbiz.de/10010239479

Revisiting the risk/return relations in the Asian Pacific markets : new evidence from alternative models

Darrat, Ali F.; Gilley, Otis W.; Li, Bin; Wu, Yanhui - In: Journal of business research : JBR 64 (2011) 2, pp. 199-206

Persistent link: https://www.econbiz.de/10008839678

Market interdependence in the Pacific Basin region : internal drives and external influences

Darrat, Ali F.; Colthup, Grant; Li, Bin; Zhong, Maosen - In: The journal of applied business research 28 (2012) 4, pp. 619-632

Persistent link: https://www.econbiz.de/10009568692