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Faff, Robert W.
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Brooks, Robert
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2
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1
The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Benson, Karen
;
Pope, Peter J.
;
Faff, Robert W.
- In:
Journal of quantitative economics : official journal of …
1
(
2003
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10001807026
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2
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
3
The effects of futures trading on stock market volatility
Hodgson, Allan
;
Pope, Peter
-
1989
Persistent link: https://www.econbiz.de/10000829671
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4
Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets
Yadav, Pradeep
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 349-377
Persistent link: https://www.econbiz.de/10001208721
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5
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
Saved in:
6
International differences in GAAP and the pricing of earnings
Pope, Peter F.
- In:
Journal of international financial management and accounting
4
(
1992
)
3
,
pp. 190-219
Persistent link: https://www.econbiz.de/10001146905
Saved in:
7
Economic surprises and the behaviour of asset prices : some analysis and further empir. results
Peel, David
- In:
Economics letters
4
(
1988
),
pp. 375-379
Persistent link: https://www.econbiz.de/10001051462
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8
Intraweek and intraday seasonalities in stock market risk premia : cash and futures
Yadav, Pradeep
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 233-270
Persistent link: https://www.econbiz.de/10001330015
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9
Indonesia: the sleeping tiger of Asia
Pope, Peter J.
;
Tanner, Ian
-
1991
Persistent link: https://www.econbiz.de/10000851570
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10
Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.
;
Lohre, Harald
;
Pope, Peter F.
; …
- In:
Journal of business economics : JBE
91
(
2021
)
5
,
pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
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