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231
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
232
Further evidence on the announcement effect of bonus shares in an imputation tax setting
Balachandran, Balasingham
;
Faff, Robert W.
;
Tanner, Sally
- In:
Global finance journal
15
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002375111
Saved in:
233
Maximizing futures using fixed fraction asset allocation
Anderson, John A.
;
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1067-1073
Persistent link: https://www.econbiz.de/10002390879
Saved in:
234
Does undercapitalisation help explain why futures speculators lose money?
Anderson, J. A.
;
Faff, Robert W.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
28
(
2004
)
1
,
pp. 45-55
Persistent link: https://www.econbiz.de/10002107799
Saved in:
235
A further examination of the price and volatility impact of stock dividends at ex-dates
Balachandran, Balasingham
;
Faff, Robert W.
;
Tanner, Sally
- In:
Australian economic papers
44
(
2005
)
3
,
pp. 248-268
Persistent link: https://www.econbiz.de/10003092334
Saved in:
236
An empirical analysis of hedge fund performance : the case of Australian hedge funds industry
Do, Viet
;
Faff, Robert W.
;
Wickramanayake, Jayasinghe
- In:
Journal of multinational financial management
15
(
2005
)
4/5
,
pp. 377-393
Persistent link: https://www.econbiz.de/10003103050
Saved in:
237
International evidence on the determinants of foreign exchange rate exposure of multinational corporations
Faff, Robert W.
;
Marshall, Andrew P.
- In:
Journal of international business studies : JIBS ; an …
36
(
2005
)
5
,
pp. 539-558
Persistent link: https://www.econbiz.de/10003118389
Saved in:
238
Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Saved in:
239
A simple test of the "risk class hypothesis"
Faff, Robert W.
;
Brooks, Robert
;
Kee, H. Y.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
29
(
2005
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10002743375
Saved in:
240
Complete markets, informed trading and equity option introductions
Faff, Robert W.
;
Hillier, David
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1359-1384
Persistent link: https://www.econbiz.de/10002717339
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