Narrow search
Showing 1 - 10 of 12
Cover Image
The relation between R&D intensity and future market returns : does expensing versus capitalization matter?
Chan, Howard Wei-hong; Faff, Robert W.; Gharghori, Philip; … - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10003600061
Cover Image
Analysts' recommendations: from which signal does the market take its lead?
Brown, Rob; Chan, Howard Wei-hong; Ho, Yew Kee - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 91-111
Persistent link: https://www.econbiz.de/10003880516
Cover Image
The relation between R&D intensity and future market returns: does expensing versus capitalization matter?
Chan, Howard W.H.; Faff, Robert W.; Gharghori, Philip; … - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10007765968
Cover Image
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach
Brooks, Robert D.; Faff, Robert W.; Mckenzie, Michael D.; … - In: Review of quantitative finance and accounting 14 (2000) 1, pp. 17-44
Persistent link: https://www.econbiz.de/10007182203
Cover Image
Are the Fama-French factors proxying news related to GDP growth? : the Australian evidence
Nguyen, Annette; Faff, Robert W.; Gharghori, Philip - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10003880536
Cover Image
An integrated multi-model credit rating system for private firms
Butera, Giovanni; Faff, Robert W. - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003374249
Cover Image
Evidence of feedback trading with Markov switching regimes
Dean, Warren G.; Faff, Robert W. - In: Review of quantitative finance and accounting 30 (2008) 2, pp. 133-151
Persistent link: https://www.econbiz.de/10003620890
Cover Image
Analysing the performance of managed funds using the wavelet multiscaling method
In, Francis Haeuck; Kim, Sangbae; Marisetty, Vijaya; … - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10003711406
Cover Image
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Cover Image
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.; Faff, Robert W.; Hillier, David J.; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142
Persistent link: https://www.econbiz.de/10007273543