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Time stationarity of systematic risk : some Australian evidence
Faff, Robert W.; Lee, John H. H.; Fry, Tim R. L. - 1990
Persistent link: https://www.econbiz.de/10000849458
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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
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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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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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Asymmetry and time variation in exchange rate exposure : an investigation of Australian stocks returns
Brooks, Robert D.; Di Iorio, Amalia; Faff, Robert W.; … - In: International journal of commerce and management 20 (2010) 4, pp. 276-295
Persistent link: https://www.econbiz.de/10008798811
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Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Applied financial economics 15 (2005) 18, pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
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Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Latin American financial markets : developments in …, (pp. 329-344). 2004
Persistent link: https://www.econbiz.de/10002608146