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~language:"eng"
~person:"Faff, Robert W."
~type_genre:"Article in journal"
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Australia
97
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Faff, Robert W.
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568
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251
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
252
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
Brooks, Robert
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10001213041
Saved in:
253
Testing the conditional CAPM and the effect of intervaling : a note
Brailsford, Timothy J.
- In:
Pacific-Basin finance journal
5
(
1997
)
5
,
pp. 527-537
Persistent link: https://www.econbiz.de/10001234778
Saved in:
254
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
255
Financial market deregulation and bank risk : testing for beta instability
Brooks, Robert
- In:
Australian economic papers
34
(
1995
)
65
,
pp. 180-199
Persistent link: https://www.econbiz.de/10001197995
Saved in:
256
Beta stability and portfolio formation
Brooks, Robert
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
Saved in:
257
An investigation of the robustness of the day-of-the-week effect in Australia
Easton, Stephen Andrew
- In:
Applied financial economics
4
(
1994
)
2
,
pp. 99-110
Persistent link: https://www.econbiz.de/10001160477
Saved in:
258
An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence
Faff, Robert W.
- In:
Asia Pacific journal of management : APJM ; a …
10
(
1993
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10001154726
Saved in:
259
Modelling Australian stock market volatility
Brailsford, Timothy J.
- In:
Australian journal of management
18
(
1993
)
2
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001158400
Saved in:
260
A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Faff, Robert W.
- In:
Australian journal of management
17
(
1992
)
2
,
pp. 233-258
Persistent link: https://www.econbiz.de/10001157623
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