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~isPartOf:"Applied financial economics"
~isPartOf:"Southern economic journal"
~language:"afr"
~language:"ces"
~language:"eng"
~language:"est"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Fabozzi, Frank J."
~person:"Faff, Robert W."
~subject:"Arbitrage Pricing"
~subject:"Asiatisch-pazifischer Raum"
~subject:"Derivative"
~subject:"Schätzung"
~subject:"Supply chain"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
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Fabozzi, Frank J.
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Madura, Jeff
12
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11
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10
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9
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Applied financial economics
Southern economic journal
The handbook of fixed income securities
9
The journal of fixed income
9
Handbook of financial markets : securities, options and futures
7
The journal of portfolio management : a publication of Institutional Investor
7
Australian journal of management
6
Financial markets and instruments
6
Valuation, financial modeling, and quantitative tools
6
International review of financial analysis
5
Applied economics
4
Investment management and financial management
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of futures markets
4
Advances in futures and options research : a research annual
3
Applied economics letters
3
The Frank J. Fabozzi series
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of structured finance
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Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
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European financial management : the journal of the European Financial Management Association
2
Journal of economic integration
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Journal of financial and quantitative analysis : JFQA
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Journal of multinational financial management
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Pacific-Basin finance journal
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The handbook of European structured financial products
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Annals of finance
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Annals of operations research
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Computational economics
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Economics letters
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Emerging markets review
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Energy economics
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European research studies
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ECONIS (ZBW)
13
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1
Feedback trading and the behavioural ICAPM : multivariate evidence across international equity and bond markets
Dean, Warren G.
;
Faff, Robert W.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1665-1678
Persistent link: https://www.econbiz.de/10009385058
Saved in:
2
Savings selectivity bias, subjective expectations and stock market participation
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 119-130
Persistent link: https://www.econbiz.de/10009124659
Saved in:
3
Are firms hedging or speculating? : the relationship between financial derivatives and firm risk
Nguyen, Hoa
;
Faff, Robert W.
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 827-843
Persistent link: https://www.econbiz.de/10009009816
Saved in:
4
Asia-Pacific banks risk exposures : pre and post the Asian financial crisis
Au Yong, Hue Hwa
;
Faff, Robert W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 431-449
Persistent link: https://www.econbiz.de/10003739139
Saved in:
5
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
6
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
7
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
8
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
9
Maximizing futures using fixed fraction asset allocation
Anderson, John A.
;
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1067-1073
Persistent link: https://www.econbiz.de/10002390879
Saved in:
10
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
Saved in:
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