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Some additional Australian evidence on the day-of-the-week effect

Davidson, Sinclair; Faff, Robert - In: Applied Economics Letters 6 (1999) 4, pp. 247-249

This paper re-investigates the day-of-the-week effect in Australia. This issue has been previously investigated using an Australian dataset over the period 1974-95 by Easton and Faff (Applied Financial Economics, 4, 1994). They find that the robust techniques suggested by Connolly (Journal of...

Persistent link: https://www.econbiz.de/10009207990

Sudden changes in property rights: the case of Australian native title

Brooks, Robert; Davidson, Sinclair; Faff, Robert - In: Journal of Economic Behavior & Organization 52 (2003) 4, pp. 427-442

Persistent link: https://www.econbiz.de/10005126912

Gold factor exposures in international asset pricing

Davidson, Sinclair; Faff, Robert; Hillier, David - In: Journal of International Financial Markets, … 13 (2003) 3, pp. 271-289

Persistent link: https://www.econbiz.de/10005403486

An examination of the effects of major political change on stock market volatility : the South African experience

Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001238418

Gold factor exposures in international asset pricing

Davidson, Sinclair; Faff, Robert W.; Hillier, David - In: Journal of international financial markets, … 13 (2003) 3, pp. 271-289

Persistent link: https://www.econbiz.de/10001754285

Are returns in the international economy explained by a single or multi-factor structure?

Davidson, Sinclair; Faff, Robert W.; Mitchell, H. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 26 (2002) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10001658856

Sudden changes in property rights : the case of Australian native title

Brooks, Robert; Davidson, Sinclair; Faff, Robert W. - In: Journal of economic behavior & organization : JEBO 52 (2003) 4, pp. 427-442

Persistent link: https://www.econbiz.de/10001832828

Extra-market sensitivity to a gold price factor : evidence from national market portfolios

Davidson, Sinclair; Faff, Robert W. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 23 (1999) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10001437502

Sudden changes in property rights: the case of Australian native title

Brooks, Robert; Davidson, Sinclair; Faff, Robert - In: Journal of economic behavior & organization : JEBO 52 (2003) 4, pp. 427-442

Persistent link: https://www.econbiz.de/10006820542

Gold factor exposures in international asset pricing

Davidson, Sinclair; Faff, Robert; Hillier, David - In: Journal of international financial markets, … 13 (2003) 3, pp. 271

Persistent link: https://www.econbiz.de/10007106366