//--> //--> //--> //-->
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
~subject:"CAPM"
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
Investigating the Performance...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Australia
139
Australien
130
Capital income
61
Kapitaleinkommen
61
Börsenkurs
59
Share price
59
Theorie
53
Theory
53
Estimation
36
Schätzung
36
Aktienmarkt
34
Stock market
34
Volatility
30
Volatilität
30
USA
29
United States
29
Portfolio selection
27
Portfolio-Management
27
Welt
27
World
27
Investment Fund
22
Investmentfonds
22
Anlageverhalten
21
Behavioural finance
21
Ankündigungseffekt
19
Announcement effect
19
Beta risk
19
Betafaktor
19
Corporate finance
17
Risk
17
Risiko
16
Unternehmensfinanzierung
16
Corporate governance
14
Derivat
14
Derivative
14
Hedging
13
Liquidity
13
ARCH model
12
ARCH-Modell
12
more ...
less ...
Online availability
All
Undetermined
9
Free
4
Type of publication
All
Article
44
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Forschungsbericht
1
more ...
less ...
Language
All
English
54
Undetermined
1
Author
All
Faff, Robert W.
41
Gharghori, Philip
14
Chan, Howard Wei-hong
9
Docherty, Paul
5
Easton, Steve
4
Benson, Karen
3
Brailsford, Timothy J.
3
Davidson, Sinclair
3
Nguyen, Annette
3
Veeraraghavan, Madhu
3
Xiao, Yuchao
3
Brooks, Robert
2
Chai, Daniel
2
Chiah, Mardy
2
Faff, Robert
2
Galagedera, Don U. A.
2
Au Yong, Hue Hwa
1
Bollen, Bernard
1
Chan, Howard
1
Dean, Warren G.
1
FAFF, ROBERT
1
Fan, Tan Pooi
1
Fry, Tim R. L.
1
GALAGEDERA, DON U. A.
1
Galagedera, Don U.A.
1
Hamzah, Yusuf
1
Hillier, David
1
Ho, Yew Kee
1
In, Francis Haeuck
1
Isshaq, Zangina
1
Kim, Sangbae
1
Kofman, Paul
1
Kwabi, Frank Obenpong
1
Lee, Darren
1
Lee, Ronald
1
Lie, Frida
1
Marshall, Andrew P.
1
Mi, Lin
1
Min, Byoung-Kyu
1
Min, Byoung-kyu
1
more ...
less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School
1
Published in...
All
Working paper
7
Pacific-Basin finance journal
5
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
4
Applied financial economics
4
Australian journal of management
4
Journal of international financial markets, institutions & money
3
Journal of business ethics : JOBE
2
The financial review : the official publication of the Eastern Finance Association
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
Abacus : a journal of accounting, finance and business studies
1
Accounting research journal
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Critical finance review
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of accounting & management information systems : JAMIS
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of financial management, markets and institutions
1
Journal of multinational financial management
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
McGraw-Hill series in advanced finance
1
Monash Econometrics and Business Statistics Working Papers
1
Review of quantitative finance and accounting
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
RePEc
2
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are the Fama-French factors proxying default risk?
Gharghori, Philip
;
Chan, Howard
;
Faff, Robert
- In:
Australian journal of management
32
(
2007
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10003628572
Saved in:
2
Are the Fama-French factors proxying news related to GDP growth? : the Australian evidence
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Review of quantitative finance and accounting
33
(
2009
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10003880536
Saved in:
3
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:
4
Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
Saved in:
5
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
Saved in:
6
An empirical study of the world price of sustainability
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Lee, …
- In:
Journal of business ethics : JOBE
114
(
2013
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10009780370
Saved in:
7
The financial performance of socially responsible investments : insights from the intertemporal CAPM
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of business ethics : JOBE
146
(
2017
)
2
,
pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
Saved in:
8
Is default risk priced in Australian equity? : exploring the role of the business cycle
Chan, Howard Wei-hong
;
Faff, Robert W.
;
Kofman, Paul
- In:
Australian journal of management
36
(
2011
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10009303253
Saved in:
9
Asset pricing and the illiquidity premium
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
The financial review : the official publication of the …
40
(
2005
)
4
,
pp. 429-458
Persistent link: https://www.econbiz.de/10003211775
Saved in:
10
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->