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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
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Time-varying risk premia and the term structure of forward exchange rates
Peel, David - In: The Manchester School of Economic and Social Studies 63 (1995) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10001179036
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Trading volatility spreads : a test of index option market efficiency
Poon, Ser-Huang; Pope, Peter F. - In: European financial management : the journal of the … 6 (2000) 2, pp. 235-260
Persistent link: https://www.econbiz.de/10001474534
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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
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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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A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987
Faff, Robert W. - 1990
Persistent link: https://www.econbiz.de/10000849358
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A test of the intertemporal CAPM in the Australian equity market
Faff, Robert W.; Chan, Howard Wei-hong - In: Journal of international financial markets, … 8 (1998) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10001402078
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A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Faff, Robert W. - In: Australian journal of management 17 (1992) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10001157623
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Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111
Persistent link: https://www.econbiz.de/10001229799