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~person:"Drew, Michael E."
~person:"Durand, Robert B."
~person:"Polk, Christopher"
~subject:"Australien"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"CAPM"
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Australien
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Drew, Michael E.
Durand, Robert B.
Polk, Christopher
Faff, Robert W.
16
Zaremba, Adam
12
Zhong, Angel
9
Chan, Howard Wei-hong
8
Demirer, Rıza
8
Bali, Turan G.
7
Bergeron, Claude
6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
3
Review of Pacific Basin financial markets and policies
2
International review of financial analysis
1
Journal of emerging market finance
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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1
Risk factors in Australian bond returns
Bianchi, Robert
;
Drew, Michael E.
;
Roca, Eduardo
; …
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
Saved in:
2
The Australian asset-pricing debate
Durand, Robert B.
;
Limkriangkrai, Manapon
;
Chai, Daniel
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
2
,
pp. 393-421
Persistent link: https://www.econbiz.de/10011585945
Saved in:
3
The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Bianchi, Robert
;
Drew, Michael E.
;
Whittaker, Timothy
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011644612
Saved in:
4
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
5
Is liquidity the missing link?
Limkriangkrai, Manapon
;
Durand, Robert B.
;
Watson, Iain D.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 829-845
Persistent link: https://www.econbiz.de/10003782253
Saved in:
6
SMB : arousal, disproportionate reactions and the size-premium
Durand, Robert B.
;
Juricev, Alex
;
Smith, Gary W.
- In:
Pacific-Basin finance journal
15
(
2007
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10003602761
Saved in:
7
Does idiosyncratic volatility matter? : New Zealand evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 289-308
Persistent link: https://www.econbiz.de/10003611777
Saved in:
8
Small firm effect, liquidity and security returns : Australian evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
- In:
Journal of emerging market finance
5
(
2006
)
2
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003390740
Saved in:
9
iShares Australia : a clinical study in international behavioral finance
Durand, Robert B.
;
Scott, Douglas
- In:
International review of financial analysis
12
(
2003
)
3
,
pp. 223-239
Persistent link: https://www.econbiz.de/10001782441
Saved in:
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