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Interaction of size, book-to-market and momentum effects in Australia

O'Brien, Michael A.; Brailsford, Timothy J.; Gaunt, Clive - In: Accounting and finance : journal of the Accounting … 50 (2010) 1, pp. 197-219

Persistent link: https://www.econbiz.de/10003964192

The investment value of the value premium

Brailsford, Timothy J.; Gaunt, Clive; O'Brien, Michael A. - In: Pacific-Basin finance journal 20 (2012) 3, pp. 416-437

Persistent link: https://www.econbiz.de/10009532250

Size and book-to-market factors in Australia

Brailsford, Timothy J.; Gaunt, Clive; O'Brien, Michael A. - In: Australian journal of management 37 (2012) 2, pp. 261-281

Persistent link: https://www.econbiz.de/10009630162

An empirical analysis of strategic behaviour models

Comerton-Forde, Carole; O'Brien, Michael A.; … - In: Australian journal of management 32 (2007) 2, pp. 181-203

Persistent link: https://www.econbiz.de/10003628526

Pension reform in New Zealand and Sweden : a comparative analysis of path dependent reform processes

Harrysson, Lars; O'Brien, Michael A. - In: Nordisk försäkringstidskrift : NFT 85 (2004) 1, pp. 63-74

Persistent link: https://www.econbiz.de/10001992451

Persistence and the four-factor model in the Australian funds market: a note

Humphrey, Jacquelyn E.; O'Brien, Michael A. - In: Accounting and Finance 50 (2010) 1, pp. 103-119

We investigate whether Australian fund managers are able to deliver persistent performance using Carhart's (1997) four-factor model. Short- and long-term persistence is examined and the sample is also divided into unit trusts and superannuation funds. We do not find evidence of persistence in...

Persistent link: https://www.econbiz.de/10008472835