//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Faff, Robert W."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Can the Consumption-Free Nonex...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
60
Share price
60
Australia
58
Australien
58
Capital income
50
Kapitaleinkommen
50
Estimation
47
Schätzung
47
Aktienmarkt
39
Stock market
39
Theorie
30
Theory
30
CAPM
24
Volatility
20
Volatilität
20
USA
14
United States
14
Portfolio selection
11
Portfolio-Management
11
Risiko
11
Risikoprämie
11
Risk
11
Risk premium
11
ARCH model
10
ARCH-Modell
10
Beta risk
9
Betafaktor
9
Estimation theory
9
Schätztheorie
9
Ankündigungseffekt
7
Announcement effect
7
Financial crisis
7
Finanzkrise
7
Liquidity
7
Liquidität
7
Welt
7
World
7
Betriebliche Liquidität
6
Corporate finance
6
Corporate liquidity
6
more ...
less ...
Online availability
All
Free
46
Undetermined
14
Type of publication
All
Article
92
Book / Working Paper
64
Type of publication (narrower categories)
All
Article in journal
89
Aufsatz in Zeitschrift
89
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
3
Book section
3
Forschungsbericht
1
Reprint
1
more ...
less ...
Language
All
English
142
Undetermined
14
Author
All
Faff, Robert W.
Caporale, Guglielmo Maria
738
Gupta, Rangan
428
Fernandez, Pablo
398
Gil-Alaña, Luis A.
352
Wagner, Joachim
352
Belke, Ansgar
316
McAleer, Michael
316
Bekaert, Geert
278
Campbell, John Y.
250
Narayan, Paresh Kumar
238
Pesaran, M. Hashem
223
Zaremba, Adam
217
Schneider, Friedrich
216
Pierdzioch, Christian
212
Bahmani-Oskooee, Mohsen
196
Buch, Claudia M.
196
Schnabel, Claus
194
Stulz, René M.
188
Harvey, Campbell R.
187
Nunnenkamp, Peter
185
Heckman, James J.
183
Wohar, Mark E.
173
Bollerslev, Tim
171
Addison, John T.
168
Ang, Andrew
168
Hayo, Bernd
166
Itō, Takatoshi
166
McMillan, David G.
164
Görg, Holger
162
Härdle, Wolfgang
162
Schnabl, Gunther
162
Allen, David E.
160
Cheung, Yin-Wong
158
Woessmann, Ludger
158
Diebold, Francis X.
157
Dreher, Axel
156
Brunello, Giorgio
155
Fitzenberger, Bernd
153
Lux, Thomas
153
more ...
less ...
Published in...
All
Applied financial economics
9
Working paper
8
Australian journal of management
7
Pacific-Basin finance journal
7
Journal of banking & finance
6
The journal of futures markets
4
Accounting research journal
3
Journal of international financial markets, institutions & money
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics
2
Australian economic papers
2
Energy economics
2
Global finance journal
2
International review of economics & finance : IREF
2
International review of finance
2
Journal of multinational financial management
2
Review of applied economics
2
The financial review : the official publication of the Eastern Finance Association
2
25th Australasian Finance and Banking Conference 2012
1
AFBC 2018
1
Abacus : a journal of accounting, finance and business studies
1
Applied economics letters
1
Applied financial economics letters
1
CAFM 2018
1
Economic modelling
1
European Financial Management, Forthcoming
1
European research studies
1
International journal of commerce and management
1
International journal of managerial finance : IJMF
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of accounting & management information systems : JAMIS
1
Journal of applied corporate finance : JACF
1
Journal of business ethics : JOBE
1
Journal of business finance & accounting : JBFA
1
Journal of economic integration
1
Journal of empirical finance
1
Journal of energy finance & development
1
Journal of financial and quantitative analysis : JFQA
1
more ...
less ...
Source
All
ECONIS (ZBW)
156
Showing
21
-
30
of
156
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
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
Saved in:
22
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
23
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.
;
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
Saved in:
24
An examination of conditional asset pricing models in the Australian equities market
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 307-312
Persistent link: https://www.econbiz.de/10003604997
Saved in:
25
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
Saved in:
26
The complementary role of cross-sectional and time-series information in forecasting stock returns
Zhou, Qing
;
Faff, Robert W.
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 113-139
Persistent link: https://www.econbiz.de/10011774110
Saved in:
27
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
28
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
29
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
Saved in:
30
A further examination of the price and volatility impact of stock dividends at ex-dates
Balachandran, Balasingham
;
Faff, Robert W.
;
Tanner, Sally
- In:
Australian economic papers
44
(
2005
)
3
,
pp. 248-268
Persistent link: https://www.econbiz.de/10003092334
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->