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~person:"Drew, Michael E."
~person:"Lin, Chien-ting"
~person:"Polk, Christopher"
~subject:"Australien"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Drew, Michael E.
Lin, Chien-ting
Polk, Christopher
Faff, Robert W.
16
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12
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9
Chan, Howard Wei-hong
8
Demirer, Rıza
8
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Review of Pacific Basin financial markets and policies
2
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1
Journal of emerging market finance
1
Journal of international financial markets, institutions & money
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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 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:
3
The pricing of deposit insurance in the presence of systematic risk
Lee, Shih-Cheng
;
Lin, Chien-ting
;
Tsai, Ming-shann
- In:
Journal of banking & finance
51
(
2015
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011317822
Saved in:
4
Higher moments and beta asymmetry : evidence from Australia
Doan, Minh-Phuong
;
Lin, Chien-ting
;
Chng, Michael
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
3
,
pp. 779-807
Persistent link: https://www.econbiz.de/10011348087
Saved in:
5
On the robustness of higher-moment factors in explaining average expected returns : evidence from Australia
Doan, Minh-Phuong
;
Lin, Chien-ting
- In:
Research in international business and finance
26
(
2012
)
1
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009384360
Saved in:
6
Pricing assets with higher moments : evidence from the Australian and us stock markets
Doan, Phuong
;
Lin, Chien-ting
;
Zurbruegg, Ralf
- In:
Journal of international financial markets, …
20
(
2010
)
1
,
pp. 51-67
Persistent link: https://www.econbiz.de/10003942469
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:
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