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Are REITs real estate? : evidence from international sector level data
Hoesli, Martin; Oikarinen, Elias - 2012
general stock market returns using international data for the U.S., U.K., and Australia. In contrast to previous research …
Persistent link: https://www.econbiz.de/10009558452
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Lead-lag effects in Australian industry portfolios
Haque, Tariq - In: Asia-Pacific financial markets 18 (2011) 3, pp. 267-290
Persistent link: https://www.econbiz.de/10009303055
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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Quality investing in an Australian context
Gallagher, David R.; Gardner, Peter; Schmidt, Camille H.; … - In: Australian journal of management 39 (2014) 4, pp. 615-643
Persistent link: https://www.econbiz.de/10010475665
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Growth optimal investment strategy efficacy : an application on long run Australian equity data
Hunt, Benjamin F. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260594
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Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.; Maharaj, Elizabeth Ann - 2004
Persistent link: https://www.econbiz.de/10002474629
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Volatility, Time Varying Correlation and International Portfolio Diversification : An Empirical Study of Australia and Emerging Markets
Gupta, Rakesh - 2010
This paper examines the changing correlations between the equity returns of Australia and the emerging equity markets … that the correlations between Australia's equity return and emerging markets' equity returns, represented by the respective …
Persistent link: https://www.econbiz.de/10013152875
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Industry- and liquidity-based momentum in Australian equities
Tan, Yeng-May; Cheng, Fan Fah - In: Financial innovation : FIN 5 (2019) 43, pp. 1-18
This study examined momentum profitability in Australia, providing further evidence for intermediate-term momentum … Australia. …
Persistent link: https://www.econbiz.de/10012268501
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Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
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Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?
Liu, Bin; Di Iorio, Amalia; De Silva, Ashton - In: Studies in economics and finance 33 (2016) 3, pp. 359-376
Persistent link: https://www.econbiz.de/10011722529