Disentangling size from momentum in Australian stock returns
Year of publication: |
2008
|
---|---|
Authors: | Brailsford, Timothy J. ; O'Brian, Michael A. |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 32.2007/08, 3, p. 463-484
|
Subject: | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Australien | Australia |
-
Exploring the asset growth effect in the Australian equity market
Bettman, Jenni L., (2011)
-
Higher moments and beta asymmetry : evidence from Australia
Doan, Minh-Phuong, (2014)
-
Price and earnings momentum in Australian stock returns
Schneider, Paul, (2012)
- More ...
-
Selecting the forgetting factor in subset autoregressive modelling
Brailsford, Timothy J., (2002)
-
Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J., (1993)
-
An evaluation of volatility forecasting techniques
Brailsford, Timothy J., (1994)
- More ...