Callaghan, NSW 2308
University of Newcastle (Australia)
in Total Papers Downloads
Momentum, trend salience, extrapolation, market states
asset pricing, Fama-French model, macroeconomic risk, ICAPM
Asset pricing, tangibility of assets, investment irreversibility, Fama-French model
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File name: acfi.
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asset pricing, autocorrelation, momentum, style investing, Fama-French model
Corporate governance, agency theory, asset pricing
Tangibility of assets, cross-section, industry, asset pricing
asset pricing, cross-section, industry, tangibility of assets
Monetary policy, Foreign Exchange Market, Global Financial Crisis, Sentiment
Momentum crash; skewness; cumulative prospect theory.
Monetary policy announcement, explanatory minutes, asymmetry, global financial crisis, sentiment
File name: acfi464.
Size, Value, Risk, Liquidity
Feller Diffusion, Fokker-Planck Equation, Geometric Brownian Motion, Logarithmic Return
File name: ACFI.
Net share issuance, Dividend imputation, Anomalies, Fama–French model
Asset pricing, Momentum, Style investing, Fama–French model
Illiquidity risk, yield spreads, sovereign debt, volatility
Smart beta, funds management, value, momentum, volatility, quality
Anomalies, Stock market seasonality, Emerging markets
asset sales, Australian governments, privatisation
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