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ECONIS (ZBW)
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1
The empirical relationship between aggregate consumption and security prices in Australia
Faff, Robert W.
-
1995
Persistent link: https://www.econbiz.de/10000912060
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2
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
Saved in:
3
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
Saved in:
4
A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987
Faff, Robert W.
-
1990
Persistent link: https://www.econbiz.de/10000849358
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5
The form of time variation of systematic risk : some Australian evidence
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1992
Persistent link: https://www.econbiz.de/10000849414
Saved in:
6
The constant chain of replacement model and inflation
Faff, Robert W.
;
Brailsford, Timothy J.
-
1991
Persistent link: https://www.econbiz.de/10000849416
Saved in:
7
The behaviour of Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1992
Persistent link: https://www.econbiz.de/10000849418
Saved in:
8
Capital market anomalies : a survey of the evidence
Faff, Robert W.
-
1992
Persistent link: https://www.econbiz.de/10000849420
Saved in:
9
A multivariate test of the APT in the Australian equity market : asymptotic principal components
Faff, Robert W.
-
1991
Persistent link: https://www.econbiz.de/10000849444
Saved in:
10
An investigation of the robustness of day-of-the week effect in Australia
Easton, Stephen Andrew
;
Faff, Robert W.
-
1991
Persistent link: https://www.econbiz.de/10000849449
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