Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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