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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

Trading volume and information asymmetry : routine versus nonroutine earnings announcements in Australia

Mahipala, Thusitha; Chan, Howard Wei-hong; Faff, Robert W. - In: Applied financial economics 19 (2009) 19/21, pp. 1737-1752

Focussing on earnings-related rather than different classes of corporate announcements as in Chae (2005), we examine trading volume behaviour and the role played by informed and uninformed investors around routine and nonroutine announcements. Prior to preliminary final earnings announcements,...

Persistent link: https://www.econbiz.de/10003904322

The influence of time, seasonality and market state on momentum : insights from the Australian stock market

Phua, Victor; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Applied financial economics 20 (2010) 19/21, pp. 1547-1563

Persistent link: https://www.econbiz.de/10009011588

Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia

Mahipala, Thusitha; Chan, Howard; Faff, Robert - In: Applied financial economics 19 (2009) 21, pp. 1737-1752

Persistent link: https://www.econbiz.de/10008327490

The influence of time, seasonality and market state on momentum: insights from the Australian stock market

Phua, Victor; Chan, Howard; Faff, Robert; Hudson, Robert - In: Applied financial economics 20 (2010) 20, pp. 1547-1564

Persistent link: https://www.econbiz.de/10008706498

The effect of volatility estimates in the valuation of underwritten rights issues

Chan, Howard Wei-hong - In: Applied financial economics 7 (1997) 5, pp. 473-480

Persistent link: https://www.econbiz.de/10001229841

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

An investigation of the robustness of the day-of-the-week effect in Australia

Easton, Stephen Andrew - In: Applied financial economics 4 (1994) 2, pp. 99-110

Persistent link: https://www.econbiz.de/10001160477

Investigating performance benchmarks in the context of international trusts : Australian evidence

Benson, Karen; Faff, Robert W. - In: Applied financial economics 14 (2004) 9, pp. 631-644

Persistent link: https://www.econbiz.de/10002091403

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

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