Michael A O'Brien

Schroder Investment Management Limited

United States

University of Queensland - Business School

Brisbane, Queensland 4072

Australia

SCHOLARLY PAPERS

2

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743

CITATIONS
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18

Scholarly Papers (2)

Size and Book-to-Market Factors in Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 06 Aug 2008
Michael A O'Brien, Tim Brailsford and Clive Gaunt
Schroder Investment Management Limited, Bond University and University of Queensland - Business School
Downloads 561 (46,681)
Citation 20

Abstract:

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Size effect, Book-to-market effect, CAPM, Asset pricing, Fama-French Three-Factor Model

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.

An Empirical Analysis of Strategic Behaviour Models

Number of pages: 41 Posted: 03 Feb 2005
UNSW Business School, Schroder Investment Management Limited and University of Sydney Business School
Downloads 182 (163,525)
Citation 1

Abstract:

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Informed trading, liquidity trading, strategic behaviour, intraday patterns