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Asset pricing and downside risk in the Australian share market
Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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Does Momentum Profit Exist in Australia - A Systematic Analysis of Price and Alpha Momentum Strategies
Deng, Yijie - 2022
This paper examines the momentum strategy in Australia under the debate on whether momentum strategy is profitable in … Australia. It studies both the price and alpha momentum strategy performance under several lookback periods, and applies short …
Persistent link: https://www.econbiz.de/10013492318
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Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin; Di Iorio, Amalia - In: Studies in economics and finance 33 (2016) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10011718726
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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
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Australian firm characteristics and the cross-section variation in equity returns
Heaney, Richard A.; Koh, SzeKee; Lan, Yihui - In: Pacific-Basin finance journal 37 (2016), pp. 104-115
Persistent link: https://www.econbiz.de/10011668987
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Idiosyncratic volatility in the Australian equity market
Zhong, Angel - In: Pacific-Basin finance journal 50 (2018), pp. 105-125
Persistent link: https://www.econbiz.de/10012033763
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Higher-order moments and asset pricing in the Australian stock market
Ahadzie, Richard Mawulawoea; Jeyasreedharan, Nagaratnam - In: Accounting and finance 64 (2024) 1, pp. 75-128
Persistent link: https://www.econbiz.de/10014537473
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Momentum in Australian style portfolios : risk or inefficiency?
Chan, Howard Wei-hong; Docherty, Paul - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 333-361
Persistent link: https://www.econbiz.de/10011585935
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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536
Persistent link: https://www.econbiz.de/10010506548