Similar Search Results - EconBiz

Investigating the performance of alternative default-risk models: option-based versus accounting-based approaches

Gharghori, Philip; Chan, Howard; Faff, Robert - In: Australian journal of management 31 (2006) 2, pp. 207-234

Persistent link: https://www.econbiz.de/10003437496

Explaining mispricing with Fama-French factors : new evidence from the multiscaling approach

In, Francis Haeuck; Kim, Sangbae; Faff, Robert W. - In: Applied financial economics 20 (2010) 4/6, pp. 323-330

This article examines the Capital Asset Pricing Model (CAPM) over different frequencies utilizing a recently developed multiscaling method: wavelet analysis. Our empirical analysis shows that the risk factors are more relevant at the lower frequencies than at the higher frequencies in the...

Persistent link: https://www.econbiz.de/10003963131

Corporate governance, firm value and risk : past, present, and future

Balachandran, Balasingham; Faff, Robert W. - In: Pacific-Basin finance journal 35 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011537985

Modelling the risk and return relation conditional on market volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - 2004

Persistent link: https://www.econbiz.de/10002121816

Modeling the risk and return relation conditional on markt volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10002625219

A simple test of the "risk class hypothesis"

Faff, Robert W.; Brooks, Robert; Kee, H. Y. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 29 (2005) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10002743375

Financial deregulation and relative risk of Australian industry

Brooks, Robert - In: Australian economic papers 36 (1997) 69, pp. 308-320

Persistent link: https://www.econbiz.de/10001239138

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

Time stationarity of systematic risk : some Australian evidence

Faff, Robert W.; Lee, John H. H.; Fry, Tim R. L. - 1990

Persistent link: https://www.econbiz.de/10000849458

Evidence of strategic information uncertainty around opportunistic insider purchases

Rahman, Dewan; Oliver, Barry R.; Faff, Robert W. - In: Journal of banking & finance 117 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012495779

A service of the