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An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence
Faff, Robert W. - In: Asia Pacific journal of management : APJM ; a … 10 (1993) 2, pp. 195-211
Persistent link: https://www.econbiz.de/10001154726
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A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W. - In: Applied financial economics 14 (2004) 2, pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
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The empirical relationship between aggregate consumption and security prices in Australia
Faff, Robert W. - 1995
Persistent link: https://www.econbiz.de/10000912060
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A GMM test of the three-moment CAPM in the Australian equity market
Faff, Robert W.; Ho, Yew Kee; Zhang, Li - 1995
Persistent link: https://www.econbiz.de/10000912061
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Modelling Australian stock market volatility
Brailsford, Timothy J.; Faff, Robert W. - 1993
Persistent link: https://www.econbiz.de/10000878805
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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
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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
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The form of time variation of systematic risk : some Australian evidence
Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1992
Persistent link: https://www.econbiz.de/10000849414
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The behaviour of Australian stock market volatility
Brailsford, Timothy J.; Faff, Robert W. - 1992
Persistent link: https://www.econbiz.de/10000849418
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Capital market anomalies : a survey of the evidence
Faff, Robert W. - 1992
Persistent link: https://www.econbiz.de/10000849420