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~isPartOf:"Applied financial economics"
~language:"eng"
~language:"nor"
~language:"und"
~person:"Faff, Robert W."
~person:"Wohar, Mark E."
~subject:"Branche"
~subject:"Climate change"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Internationaler Vergleich"
~subject:"Wirkungsanalyse"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Faff, Robert W.
Wohar, Mark E.
Brooks, Robert
7
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Applied financial economics
International review of economics & finance : IREF
9
Applied economics
7
Australian journal of management
7
Energy economics
7
Finance research letters
7
Journal of international financial markets, institutions & money
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of banking & finance
4
Journal of economic research
4
Journal of macroeconomics
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Global finance journal
3
International journal of forecasting
3
Research in international business and finance
3
Southern economic journal
3
The financial review : the official publication of the Eastern Finance Association
3
Abacus : a journal of accounting, finance and business studies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
2
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of business ethics : JOBE
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Journal of international economics
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Macroeconomic dynamics
2
Open economies review
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Applied financial economics letters
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Econometric analysis of financial and economic time series ; part B
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Economic inquiry : journal of the Western Economic Association International
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Economics and Business Letters : EBL
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ECONIS (ZBW)
10
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1
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
2
Sum of the parts stock return forecasting : international evidence
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Saved in:
3
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:
4
The stock market impact of German reunification : international evidence
Brooks, Robert
;
Faff, Robert W.
;
Sokulsky, David L.
- In:
Applied financial economics
15
(
2005
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10002529583
Saved in:
5
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:
6
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:
7
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
8
Australian industry beta risk, the choice of market index and business cycles
Ragunathan, Vanitha
;
Faff, Robert W.
;
Brooks, Robert
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10001525800
Saved in:
9
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W.
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
Saved in:
10
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S.
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
Saved in:
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