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Analysts’ recommendations: from which signal does the market take its lead?

Brown, Rob; Chan, Howard; Ho, Yew - In: Review of Quantitative Finance and Accounting 33 (2009) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10005005532

Initiation of brokers' recommendations, market predictors and stock returns

Chan, Howard W.H.; Brown, Rob; Ho, Yew Kee - In: Journal of Multinational Financial Management 16 (2006) 3, pp. 213-231

Persistent link: https://www.econbiz.de/10005183855

Efficiency, Bond of Association and Exit Patterns in Credit Unions: Australian Evidence

Brown, Rayna; Brown, Rob; O'Connor, Ian - In: Annals of Public and Cooperative Economics 70 (1999) 1, pp. 5-23

Persistent link: https://www.econbiz.de/10010717339

Old volatility - ARCH effects in 19th century consol data

Mitchell, Heather; Brown, Rob; Easton, Stephen - In: Applied Financial Economics 12 (2002) 4, pp. 301-307

Engle's autoregressive conditional heteroscedasticity (ARCH) model has been used successfully to model volatility in modern financial data. Here the returns on 3% Consols traded on the London market from 1821 to 1860 are examined for timevarying conditional heteroscedasticity. The series...

Persistent link: https://www.econbiz.de/10009200841

Macroeconomic news, business cycles and Australian financial markets

Fang, Victor; Lin, Chien-ting; Parbhoo, Kunaal M. - In: Asia-Pacific financial markets 15 (2008) 3/4, pp. 185-207

Persistent link: https://www.econbiz.de/10003833131

Value-at-risk disclosures and the implications on bank stakeholders

Ball, Jason; Fang, Victor - In: Banking and capital markets : new international perspectives, (pp. 3-27). 2009

Persistent link: https://www.econbiz.de/10008696125

Determinants of stock returns : factors or systematic co-moments? ; crisis versus non-crisis periods

Hung, Chi-Hsiou D.; Azad, A. S. M. Sohel; Fang, Victor - In: Journal of international financial markets, … 31 (2014), pp. 14-29

Persistent link: https://www.econbiz.de/10011299361

Corporate bond prices and idiosyncratic risk : evidence from Australia

Fang, Victor; Hung, Chi-Hsiou D. - In: Journal of international financial markets, … 33 (2014), pp. 99-114

Persistent link: https://www.econbiz.de/10011299865

Non-tradable share reform, liquidity, and stock returns in China

Hung, Chi-Hsiou D.; Chen, Qiuliang; Fang, Victor - In: International review of finance 15 (2015) 1, pp. 27-54

Persistent link: https://www.econbiz.de/10011337046

Transmigration across price discovery categories : evidence from the US CDS and equity markets

Xiang, Vincent; Chng, Michael; Fang, Victor - In: The journal of futures markets 33 (2013) 6, pp. 573-599

Persistent link: https://www.econbiz.de/10009756561