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Creating Fama and French factors with style
Faff, Robert W. - In: The financial review : the official publication of the … 38 (2003) 2, pp. 311-322
Persistent link: https://www.econbiz.de/10001794887
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Corporate sustainability performance and idiosyncratic risk : a global perspective
Lee, Darren D.; Faff, Robert W. - In: The financial review : the official publication of the … 44 (2009) 2, pp. 213-237
Persistent link: https://www.econbiz.de/10003850779
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An international investigation of the factors that determine conditional gold betas
Faff, Robert W.; Hillier, David - In: The financial review : the official publication of the … 39 (2004) 3, pp. 473-488
Persistent link: https://www.econbiz.de/10002163325
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Asset pricing and the illiquidity premium
Chan, Howard Wei-hong; Faff, Robert W. - In: The financial review : the official publication of the … 40 (2005) 4, pp. 429-458
Persistent link: https://www.econbiz.de/10003211775
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An International Investigation of the Factors that Determine Conditional Gold Betas
Faff, Robert; Hillier, David - In: The financial review : the official publication of the … 39 (2004) 3, pp. 473
Persistent link: https://www.econbiz.de/10005926345
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A Multivariate Test of a Dual-Beta CAPM: Australian Evidence
Faff, Robert - In: The financial review : the official publication of the … 36 (2001) 4, pp. 157
Persistent link: https://www.econbiz.de/10005945533
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Asset Pricing and the Illiquidity Premium
Chan, Howard W.; Faff, Robert W. - In: The financial review : the official publication of the … 40 (2005) 4, pp. 429-458
Persistent link: https://www.econbiz.de/10005920616
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Creating Fama and French Factors with Style
Faff, Robert W. - In: The financial review : the official publication of the … 38 (2003) 2, pp. 311
Persistent link: https://www.econbiz.de/10005935590