Michael A O'Brien

Schroder Investment Management Limited

United States

University of Queensland - Business School

Brisbane, Queensland 4072

Australia

  • Schroder Investment Management Limited

  • University of Queensland - Business School

SCHOLARLY PAPERS

2

DOWNLOADS

930

TOTAL CITATIONS

17

Scholarly Papers (2)

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1.

Size and Book-to-Market Factors in Australia

Downloads 649 (83,788)
Citation 16

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, Michael A O'Brien, Tim Brailsford and Clive Gaunt
University of Queensland - Business SchoolSchroder Investment Management Limited, Bond University and University of Queensland - Business School
Downloads 649 (82,657)
Citation 16

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, Michael A O'Brien and Michael A O'Brien
University of Queensland, University of Queensland - Business School and University of Queensland - Business SchoolSchroder 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
Carole Comerton-Forde, Michael A O'Brien, Michael A O'Brien and P. Joakim Westerholm
University of Melbourne - Department of Finance, University of Queensland - Business SchoolSchroder Investment Management Limited and University of Sydney Business School
Downloads 281 (221,068)
Citation 1

Abstract:

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Informed trading, liquidity trading, strategic behaviour, intraday patterns