Search Results - Faff, R.W.

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  1. 1
    An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange

    An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange by Sujoto, C, Kalev, P S, Faff, R W

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  2. 2
    New evidence on the impact of financial leverage on beta risk: A time-series approach

    New evidence on the impact of financial leverage on beta risk: A time-series approach by Faff, R.W, Brooks, R.D, Kee, Ho Yew

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  3. 3
    Time-varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis

    Time-varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis by Faff, R.W., Brooks, R.D.

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  4. 4
    Interest rate risk of Australian financial sector companies in a period of regulatory change

    Interest rate risk of Australian financial sector companies in a period of regulatory change by Faff, R.W., Howard, P.F.

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  5. 5
    Does Undercapitalisation Help Explain Why Futures Speculators Lose Money?

    Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? by Anderson, J A, Faff, R W

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  6. 6
    A Simple Test of the 'Risk Class Hypothesis'

    A Simple Test of the 'Risk Class Hypothesis' by Faff, R W, Brooks, R D, Kee, H Y

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  7. 7
    A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET

    A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET by Faff, R.W., Lau, S.

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  8. 8
    Bank exposures to interest-rate risk: the case of the Australian banking industry

    Bank exposures to interest-rate risk: the case of the Australian banking industry by Faff, R.W., Howard, P.F.

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