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Performance persistence in hedge funds : Australian evidence
Do, Viet; Faff, Robert W.; Veeraraghavan, Madhu - In: Journal of international financial markets, … 20 (2010) 4, pp. 346-362
Persistent link: https://www.econbiz.de/10009260254
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A performance analysis of Australian international equity trusts
Benson, Karen; Faff, Robert W. - In: Journal of international financial markets, … 13 (2003) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10001723756
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Style analysis, customized benchmarks, and managed funds : new evidence
Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 253-258
Persistent link: https://www.econbiz.de/10003807574
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Decomposition of mutual fund underperformance
Hu, Jin-li; Chang, Tzu-pu - In: Applied financial economics letters 4 (2008) 4/6, pp. 363-367
Persistent link: https://www.econbiz.de/10003807805
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Style drift and fund performance in up and down markets : Australian evidence
Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 395-398
Persistent link: https://www.econbiz.de/10003808149
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On conditional volatility transmission among mutual fund portfolios
Jones, Samuel Kyle; Thompson, Mark A. - In: Applied financial economics letters 1 (2005) 6, pp. 339-342
Persistent link: https://www.econbiz.de/10003229631
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GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Journal of international financial markets, … 11 (2001) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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Transmission of shocks among health care stock index returns
Ewing, Bradley T.; Brown-Kruse, Jamie Lynette; … - In: Applied financial economics letters 4 (2008) 1/3, pp. 71-75
Persistent link: https://www.econbiz.de/10003725324