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~person:"Drew, Michael E."
~person:"Liu, Bin"
~person:"Polk, Christopher"
~subject:"Australien"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Drew, Michael E.
Liu, Bin
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16
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Review of Pacific Basin financial markets and policies
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1
Reinvestigate the bid-ask bounce effect and pricing of idiosyncratic volatility : the case of the Australian market
Liu, Bin
;
Tan, Monica
;
Cam, Marie-Anne
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950004-1-1950004-23
Persistent link: https://www.econbiz.de/10012156144
Saved in:
2
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:
3
The pricing of idiosyncratic volatility : an Australian study
Liu, Bin
;
Di Iorio, Amalia
- In:
Australian journal of management
41
(
2016
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10011577340
Saved in:
4
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:
5
Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?
Liu, Bin
;
Di Iorio, Amalia
;
De Silva, Ashton
- In:
Studies in economics and finance
33
(
2016
)
3
,
pp. 359-376
Persistent link: https://www.econbiz.de/10011722529
Saved in:
6
Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin
;
Di Iorio, Amalia
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10011718726
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
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