-
1
-
-
0027387298
-
Oil Shocks and Oil Stocks: Evidence from the 1970s
-
Al-Mudhaf, A. and Goodwin, T.H., (1993). Oil Shocks and Oil Stocks: Evidence from the 1970s. Applied Economics, 25, 181-190.
-
(1993)
Applied Economics
, vol.25
, pp. 181-190
-
-
Al-Mudhaf, A.1
Goodwin, T.H.2
-
2
-
-
0012638685
-
Risk and Return from Equity Investments in the Australian Mining Industry: 1974-83
-
Ball, R., (1986). Risk and Return from Equity Investments in the Australian Mining Industry: 1974-83. JASSA, 3, 10-12.
-
(1986)
JASSA
, vol.3
, pp. 10-12
-
-
Ball, R.1
-
3
-
-
0001773835
-
Risk and Return from Equity Investments in the Australian Mining Industry: January 1958-February 1979
-
Ball, R. and Brown, P., (1980). Risk and Return from Equity Investments in the Australian Mining Industry: January 1958-February 1979. Australian Journal of Management, 5, 45-66.
-
(1980)
Australian Journal of Management
, vol.5
, pp. 45-66
-
-
Ball, R.1
Brown, P.2
-
4
-
-
12144256823
-
Abnormal Returns, Risk, and Financial Statement Data: The Case of the Iraqi Invasion of Kuwait
-
Bradford, B. and Robison, D., (1997). Abnormal Returns, Risk, and Financial Statement Data: The Case of the Iraqi Invasion of Kuwait. Journal of Economics and Business, 49, 193-204.
-
(1997)
Journal of Economics and Business
, vol.49
, pp. 193-204
-
-
Bradford, B.1
Robison, D.2
-
5
-
-
84977729854
-
Empirical Tests of the Consumption-Oriented CAPM
-
Breeden, D., Gibbons, M. and Litzenberger, R., (1989). Empirical Tests of the Consumption-Oriented CAPM, Journal of Finance, 44, 231-262.
-
(1989)
Journal of Finance
, vol.44
, pp. 231-262
-
-
Breeden, D.1
Gibbons, M.2
Litzenberger, R.3
-
6
-
-
0000360235
-
Estimation of Unobservable Expected Monthly Inflation Using Kalman Filtering
-
Burmeister, E., Wall, K.D. and Hamilton, J.D., (1986). Estimation of Unobservable Expected Monthly Inflation Using Kalman Filtering. Journal of Business and Economic Statistics, 4, 147-160.
-
(1986)
Journal of Business and Economic Statistics
, vol.4
, pp. 147-160
-
-
Burmeister, E.1
Wall, K.D.2
Hamilton, J.D.3
-
7
-
-
84977738382
-
Financial Investment Opportunities and the Macroeconomy
-
Chen, N.F., (1991). Financial Investment Opportunities and the Macroeconomy. Journal of Finance, 46, 529-554.
-
(1991)
Journal of Finance
, vol.46
, pp. 529-554
-
-
Chen, N.F.1
-
8
-
-
0000496978
-
Economic Forces and the Stock Market
-
Chen, N.F., Roll, R. and Ross, S.A., (1986). Economic Forces and the Stock Market. Journal of Business, 59, 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.F.1
Roll, R.2
Ross, S.A.3
-
9
-
-
0012462762
-
Short-Term Interest Rates as Predictors of Inflation Revisited: A Signal Extraction Approach
-
Cheung, K., (1993). Short-Term Interest Rates as Predictors of Inflation Revisited: A Signal Extraction Approach. Applied Financial Economics, 3, 113-118.
-
(1993)
Applied Financial Economics
, vol.3
, pp. 113-118
-
-
Cheung, K.1
-
10
-
-
0002056085
-
Booming Sector and Dutch Disease Economics: Survey and Consolidation
-
Corden, W.M., (1984). Booming Sector and Dutch Disease Economics: Survey and Consolidation. Oxford Economic Papers. 36, 359-380.
-
(1984)
Oxford Economic Papers
, vol.36
, pp. 359-380
-
-
Corden, W.M.1
-
11
-
-
0012638503
-
Tilting the Balance: How to Put the ‘Value’ in Value Management
-
Summer
-
Dolan, P., (1997). Tilting the Balance: How to Put the ‘Value’ in Value Management. JASSA, Summer, 24-29.
-
(1997)
JASSA
, pp. 24-29
-
-
Dolan, P.1
-
12
-
-
0032833092
-
An Examination of the Relationship between Australian Industry Equity Returns and Expected Inflation
-
Faff, R.W. and Heaney, R.A., (1999). An Examination of the Relationship between Australian Industry Equity Returns and Expected Inflation. Applied Economics, 31, 915-933.
-
(1999)
Applied Economics
, vol.31
, pp. 915-933
-
-
Faff, R.W.1
Heaney, R.A.2
-
13
-
-
0000029776
-
Efficient Capital Markets: II
-
Fama, E.F., (1991). Efficient Capital Markets: II. Journal of Finance, 46, 1575-1617.
-
(1991)
Journal of Finance
, vol.46
, pp. 1575-1617
-
-
Fama, E.F.1
-
14
-
-
38549147867
-
Common Risk Factors in the Returns on Stocks and Bonds
-
Fama, E.F. and French, K.R., (1993). Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, 33, 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.F.1
French, K.R.2
-
15
-
-
43949159894
-
Finite Sample Properties of the Generalized Method of Moments in Tests of Conditional Asset Pricing Models
-
Ferson, W. and Foerster, S., (1994). Finite Sample Properties of the Generalized Method of Moments in Tests of Conditional Asset Pricing Models. Journal of Financial Economics, 36, 29-55.
-
(1994)
Journal of Financial Economics
, vol.36
, pp. 29-55
-
-
Ferson, W.1
Foerster, S.2
-
16
-
-
0000369716
-
Sources of Risk and Expected Returns in Global Equity Markets
-
Ferson, W. and Harvey, C.R., (1994). Sources of Risk and Expected Returns in Global Equity Markets. Journal of Banking and Finance, 18, 775-803.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 775-803
-
-
Ferson, W.1
Harvey, C.R.2
-
17
-
-
0009021859
-
Predictability and Time-Varying Risk in World Equity Markets
-
Chen, A. (ed.)
-
Ferson, W. and Harvey, C.R., (1995). Predictability and Time-Varying Risk in World Equity Markets, in: Chen, A. (ed.) Research in Finance, 13, 25-88.
-
(1995)
Research in Finance
, vol.13
, pp. 25-88
-
-
Ferson, W.1
Harvey, C.R.2
-
18
-
-
0030198073
-
Price Discovery in Oil Markets: A Time Varying Analysis of the 1990-91 Gulf Conflict
-
Foster, A., (1996). Price Discovery in Oil Markets: A Time Varying Analysis of the 1990-91 Gulf Conflict. Energy Economics, 18, 231-246.
-
(1996)
Energy Economics
, vol.18
, pp. 231-246
-
-
Foster, A.1
-
20
-
-
50849147784
-
An Empirical Examination of the Arbitrage Pricing Theory: Using Japanese Data
-
Hamao, Y., (1989). An Empirical Examination of the Arbitrage Pricing Theory: Using Japanese Data. Japan and the World Economy, 1, 45-61.
-
(1989)
Japan and the World Economy
, vol.1
, pp. 45-61
-
-
Hamao, Y.1
-
21
-
-
0002115055
-
Historical Causes of Postwar Oil Shocks and Recessions
-
Hamilton, J.D., (1985). Historical Causes of Postwar Oil Shocks and Recessions. Energy Journal, 6, 97-116.
-
(1985)
Energy Journal
, vol.6
, pp. 97-116
-
-
Hamilton, J.D.1
-
22
-
-
0001644323
-
Potential Performance and Tests of Portfolio Efficiency
-
433-166
-
Jobson, J. and Korkie, B., (1985). Potential Performance and Tests of Portfolio Efficiency, Journal of Financial Economics, 10, 433-166.
-
(1985)
Journal of Financial Economics
, vol.10
-
-
Jobson, J.1
Korkie, B.2
-
23
-
-
0039607955
-
Oil and the Stock Markets
-
Jones, C. and Kaul, G., (1996). Oil and the Stock Markets. Journal of Finance, 51, 463-491.
-
(1996)
Journal of Finance
, vol.51
, pp. 463-491
-
-
Jones, C.1
Kaul, G.2
-
24
-
-
0000419191
-
Relative Importance of Economic Factors in the U.S. and Japanese Stock Markets
-
Kaneko, T. and Lee, B.S. (1995). Relative Importance of Economic Factors in the U.S. and Japanese Stock Markets. Journal of the Japanese and International Economies, 9, 290-307.
-
(1995)
Journal of the Japanese and International Economies
, vol.9
, pp. 290-307
-
-
Kaneko, T.1
Lee, B.S.2
-
25
-
-
84977715008
-
Using Generalised Method of Moments to Test Mean-Variance Efficiency
-
MacKinlay, A. C. and Richardson, M., (1991). Using Generalised Method of Moments to Test Mean-Variance Efficiency. Journal of Finance, 46, 511-527.
-
(1991)
Journal of Finance
, vol.46
, pp. 511-527
-
-
MacKinlay, A.C.1
Richardson, M.2
-
26
-
-
0012638977
-
Diggers, Dreamers and Lady Luck
-
Autumn
-
Ord, T., (1998). Diggers, Dreamers and Lady Luck. JASSA, Autumn, 2-7.
-
(1998)
JASSA
, pp. 2-7
-
-
Ord, T.1
-
27
-
-
49549135545
-
The Arbitrage Theory of Capital Asset Pricing
-
Ross, S., (1976). The Arbitrage Theory of Capital Asset Pricing. Journal of Economic Theory, 13, 341-360.
-
(1976)
Journal of Economic Theory
, vol.13
, pp. 341-360
-
-
Ross, S.1
|