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GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Journal of international financial markets, … 11 (2001) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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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
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Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Applied financial economics 14 (2004) 6, pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
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Short-term contrarian investing - is it profitable? ... Yes and no
Lee, Darren D.; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Journal of multinational financial management 13 (2003) 4/5, pp. 385-404
Persistent link: https://www.econbiz.de/10001782067
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Capital market integration and industrial structure : the case of Australia, Canada and the United States
Faff, Robert W.; Mittoo, Usha R. - In: Journal of economic integration 18 (2003) 3, pp. 433-465
Persistent link: https://www.econbiz.de/10001789257
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Further evidence on the announcement effect of bonus shares in an imputation tax setting
Balachandran, Balasingham; Faff, Robert W.; Tanner, Sally - In: Global finance journal 15 (2004) 2, pp. 147-170
Persistent link: https://www.econbiz.de/10002375111
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Modelling the equity beta risk of Australian financial sector companies
Lie, Frida; Brooks, Robert; Faff, Robert W. - In: Australian economic papers 39 (2000) 3, pp. 301-311
Persistent link: https://www.econbiz.de/10002202854
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A performance analysis of Australian international equity trusts
Benson, Karen; Faff, Robert W. - In: Journal of international financial markets, … 13 (2003) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10001723756
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An investigation into the role of liquidity in asset pricing : Australian evidence
Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 11 (2003) 5, pp. 555-572
Persistent link: https://www.econbiz.de/10001806901
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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