Timothy Brailsford

University of Queensland

St Lucia

Brisbane, Queensland 4072

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

446

CITATIONS
Rank 25,259

SSRN RANKINGS

Top 25,259

in Total Papers Citations

24

Scholarly Papers (3)

Size and Book-to-Market Factors in Australia

Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
Timothy Brailsford, Clive Gaunt and Michael A O'Brien
University of Queensland, University of Queensland - Business School and Schroder Investment Management Limited

Abstract:

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asset pricing, book-to-market effect, capital asset-pricing model, Fama–French three-factor model, size effect

2.

Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 03 May 2013
University of Queensland Business School, The University of Sydney Business School, University of Queensland and University of Queensland
Downloads 399 (72,511)

Abstract:

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vine copula, clayton copula, asymmetric dependence, portfolio management, canonical vine, Conditional Value-At-Risk

3.

Hot and Cold IPO Markets: Identification Using a Regime Switching Model

Multinational Finance Journal, Vol. 4, No. 1/2, p. 35-68, 2000
Number of pages: 34 Posted: 08 Jul 2015
Timothy Brailsford, Richard Heaney, John Powell and Shi Jing
University of Queensland, Australian National University, University of Otago and Australian National University (ANU)
Downloads 47 (396,372)

Abstract:

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hot issues; IPOs; regime-switching; stock market; unseasoned issues