The Australian asset-pricing debate-Reference-Cited by-同舟云学术

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The Australian asset-pricing debate

Published:2015-03-09 Issue:2 Volume:56 Page:393-421
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:Account Finance

Author:

Durand Robert B.¹,Limkriangkrai Manapon²,Chai Daniel²

Affiliation:

1. School of Economics and Finance; Curtin University; Bentley WA Australia

2. Department of Banking and Finance; Monash University; Clayton VIC Australia

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/acfi.12097/fullpdf

Reference58 articles.

1. Illiquidity and stock returns: cross section and time series effects;Amihud;Journal of Financial Markets,2002

2. Time-varying world market integration;Bekaert;Journal of Finance,1995

3. Selecting macroeconomic variables as explanatory factors of emerging stock market returns;Bilson;Pacific-Basin Finance Journal,2001

4. The investment value of the value premium;Brailsford;Pacific-Basin Finance Journal,2012a

5. Size and book-to-market factors in Australia;Brailsford;Australian Journal of Management,2012b

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence;Accounting & Finance;2024-05-23

2. Realized semibetas in the Australian stock market;Applied Economics;2024-04-09

3. Economic uncertainty and Australian stock returns;Accounting & Finance;2021-12-10

4. Assessing the reversal of investor sentiment;The North American Journal of Economics and Finance;2021-11

5. Assessing the usefulness of daily and monthly asset‐pricing factors for Australian equities;Accounting & Finance;2021-04-05

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