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CAPM
Australia
25
Australien
25
Capital income
24
Kapitaleinkommen
24
Börsenkurs
18
Share price
18
Theorie
18
Theory
18
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16
Behavioural finance
16
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13
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13
Aktienmarkt
12
Asset pricing
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Stock market
12
Estimation
9
Schätzung
9
Behavioral finance
8
Capital market returns
8
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Volatilität
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Risk premium
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4
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4
ARCH model
3
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Ausgründung
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Betriebliche Liquidität
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English
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Chai, Daniel
11
Durand, Robert B.
10
Chiah, Mardy
7
Zhong, Angel
7
Li, Bob
3
Limkriangkrai, Manapon
3
Gharghori, Philip
2
Lim, Dominic
2
Maller, Ross A.
2
Vu, Van
2
Watson, Iain D.
2
Ang, Hong Nee
1
Do, Viet
1
Do, Viet Minh
1
Ee, Mong Shan
1
Faff, Robert W.
1
Gould, John
1
Gray, Philip K.
1
Juricev, Alex
1
Lan, Yihui
1
Li, Song
1
Müller, Gernot
1
Ng, Andrew
1
Rath, Subhrendu
1
Scott, Douglas
1
Smith, Gary W.
1
Stork, Thomas
1
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Pacific-Basin finance journal
6
Global finance journal
2
International review of financial analysis
2
2014 Financial Markets & Corporate Governance Conference
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics letters
1
Economics letters
1
Financial management
1
International review of economics & finance : IREF
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1
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ECONIS (ZBW)
22
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1
A robustness test of asset-pricing models using individual security returns
Limkriangkrai, Manapon
;
Durand, Robert B.
;
Watson, Iain D.
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 629-637
Persistent link: https://www.econbiz.de/10003842983
Saved in:
2
Is liquidity the missing link?
Limkriangkrai, Manapon
;
Durand, Robert B.
;
Watson, Iain D.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 829-845
Persistent link: https://www.econbiz.de/10003782253
Saved in:
3
SMB : arousal, disproportionate reactions and the size-premium
Durand, Robert B.
;
Juricev, Alex
;
Smith, Gary W.
- In:
Pacific-Basin finance journal
15
(
2007
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10003602761
Saved in:
4
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
5
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
Saved in:
6
Conditional beta : evidence from Asian emerging markets
Durand, Robert B.
;
Lan, Yihui
;
Ng, Andrew
- In:
Global finance journal
22
(
2011
)
2
,
pp. 130-153
Persistent link: https://www.econbiz.de/10009427407
Saved in:
7
Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu
;
Durand, Robert B.
- In:
Economics letters
132
(
2015
),
pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
Saved in:
8
The microstructure of fear, the Fama-French factors and the global financial crisis of 2007 and 2008
Lim, Dominic
;
Durand, Robert B.
;
Yang, Wenling
- In:
Global finance journal
25
(
2014
)
3
,
pp. 169-180
Persistent link: https://www.econbiz.de/10010473396
Saved in:
9
iShares Australia : a clinical study in international behavioral finance
Durand, Robert B.
;
Scott, Douglas
- In:
International review of financial analysis
12
(
2003
)
3
,
pp. 223-239
Persistent link: https://www.econbiz.de/10001782441
Saved in:
10
Fear and the Fama-French factors
Durand, Robert B.
;
Lim, Dominic
;
Zumwalt, J. Kenton
- In:
Financial management
40
(
2011
)
2
,
pp. 409-426
Persistent link: https://www.econbiz.de/10009316477
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