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Authors (Last name first) (1-7 of 7)
Faff, Robert W. (Robert William), 1959-
1
Book
1991

An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence


Faff, Robert W. (Robert William), 1959-
[Clayton, Vic.] : Dept. of Accounting and Finance, 1991

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.9/91  LIB USE ONLY
2
Book
1993

An evaluation of volatility forecasting techniques


Brailsford, Tim.
[Clayton, Vic.] : Dept. of Accounting and Finance, Faculty of Economics, Commerce and Management, 1993

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.1/93  LIB USE ONLY
3
Book
1990

A further test of arbitrage pricing in the Australian equity market : multivariate evidence


Faff, Robert W. (Robert William), 1959-
[Clayton, Vic.] : Monash University, Dept. of Accounting and Finance, 1990

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.11/90  LIB USE ONLY
4
Book
1991

An investigation of the robustness of the day-of-the-week effect in Australia


Easton, Stephen Andrew
[Clayton, Vic.] : Monash University, Dept. of Accounting and Finance, Faculty of Economics, Commerce and Management, [1991]

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.3/91  LIB USE ONLY
5
Book
1990

A multivariate test of the mean-lower partial moment asset pricing model : Australian equity returns 1958 to 1987


Faff, Robert W. (Robert William), 1959-
[Clayton, Vic.] : Dept. of Accounting and Finance, 1990

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.1/90  LIB USE ONLY
6
Book
1991

Some preliminary evidence concerning stock market volatility


Brailsford, Tim.
[Clayton, Vic.] : Dept. of Accounting and Finance, 1991

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.13/91  LIB USE ONLY
7
Book
1989

The zero-beta CAPM : a multivariate test


Faff, Robert W. (Robert William), 1959-
[Clayton, Vic.] : Dept. of Accounting and Finance, Monash University, 1989

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.16/89  LIB USE ONLY
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