Narrow search
Showing 1 - 10 of 151
Cover Image
Asymmetric market reactions of growth and value firms with management earnings forecasts
Chan, Howard Wei-hong; Faff, Robert W.; Ho, Yew Kee; … - In: International review of finance 6 (2006) 1/2, pp. 79-97
Persistent link: https://www.econbiz.de/10003516543
Cover Image
Research design issues in the estimation of beta
Brailsford, Timothy J.; Faff, Robert W.; Oliver, Barry R. - 1997
Persistent link: https://www.econbiz.de/10000963237
Cover Image
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
Cover Image
A test of the intertemporal CAPM in the Australian equity market
Faff, Robert W.; Chan, Howard Wei-hong - In: Journal of international financial markets, … 8 (1998) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10001402078
Cover Image
The empirical reletionship between aggregate consumption and security prices in Australia
Faff, Robert W. - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 213-224
Persistent link: https://www.econbiz.de/10001375769
Cover Image
A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Faff, Robert W. - In: Australian journal of management 17 (1992) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10001157623
Cover Image
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Cover Image
Financial deregulation and relative risk of Australian industry
Brooks, Robert - In: Australian economic papers 36 (1997) 69, pp. 308-320
Persistent link: https://www.econbiz.de/10001239138
Cover Image
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W. - In: Applied financial economics 8 (1998) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
Cover Image
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.; Gharghori, Philip; Nguyen, Annette - In: International review of economics & finance : IREF 29 (2014), pp. 627-638
Persistent link: https://www.econbiz.de/10010432291