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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Faff, Robert W."
~subject:"CAPM"
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Faff, Robert W.
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ECONIS (ZBW)
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An Australian test of the mean-lower partial moment asset pricing model
Faff, Robert W.
-
1990
Persistent link: https://www.econbiz.de/10000802648
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A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987
Faff, Robert W.
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1990
Persistent link: https://www.econbiz.de/10000849358
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A GMM test of the three-moment CAPM in the Australian equity market
Faff, Robert W.
;
Ho, Yew Kee
;
Zhang, Li
-
1995
Persistent link: https://www.econbiz.de/10000912061
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