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~subject:"Estimation"
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Consumption versus market beta...
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Estimation
Australia
126
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117
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55
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50
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50
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49
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Faff, Robert W.
33
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10
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4
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4
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4
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4
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3
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2
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Applied financial economics
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4
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2
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2
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2
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ECONIS (ZBW)
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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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2
Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J.
;
Oliver, Barry R.
-
1993
-
1. draft
Persistent link: https://www.econbiz.de/10000889671
Saved in:
3
Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J.
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 191-212
Persistent link: https://www.econbiz.de/10001243740
Saved in:
4
Distraction effects on stock return co-movements : confirmation from the Shenzhen and Shanghai stock markets
Zhaunerchyk, Katsiaryna
;
Haghighi, Afshin
;
Oliver, Barry R.
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012494341
Saved in:
5
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
Saved in:
6
Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions : Australian evidence
Anderson, Kristen
;
Woodhouse, Kerrie
;
Ramsay, Alan
; …
- In:
Pacific accounting review
21
(
2009
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003918953
Saved in:
7
The simultaneous relation between fund flows and returns
Benson, Karen
;
Faff, Robert W.
;
Smith, Tom
- In:
Australian journal of management
35
(
2010
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10003975426
Saved in:
8
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:
9
Reported earnings and analyst forecasts as competing sources of information : a new approach
Anderson, Heather M.
;
Chan, Howard Wei-hong
;
Faff, Robert W.
-
2007
Persistent link: https://www.econbiz.de/10003711845
Saved in:
10
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
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