WebBin Li Griffith University E-Mail: [email protected] Richard Chung Griffith University E-Mail: [email protected] ABSTRACT We examine seasonal anomalies in Johannesburg daily stock returns from January 1973 to September 2012. This paper focuses on three seasonal effects: day-of-the-week, beginning-of-the-month and month … WebOct 16, 2013 · Richard Chung Griffith Business School, Griffith University, Nathan, Queensland 4111, Australia Correspondence [email protected] Ali F. Darrat College of Business, Louisiana Tech University, Ruston, LA 71272, USA

A Fresh Look at Seasonal Anomalies: An International Perspec

WebBin Li Griffith Business School, Griffith University, Brisbane, QLD 4111, Australia E-mail: [email protected] Tel: +61-7- 3735 7117 Abstract This paper studies the empirical performance of a linearised version of the classic CCAPM in the Australian market. The studies of Faff and Oliver (1998) and Faff (1998) WebBin Li (Griffith Business School, Griffith University, Australia) Rakesh Gupta (Griffith Business School, Griffith University, Australia) Jen-Je Su ... Luo Wang & Bin Li & Benjamin Liu, 2024. "Can Macroeconomic Variables Explain Managed Fund Returns? The Australian Case," Economic Papers, ... showcase food gallery menu

Augmenting the Intertemporal CAPM with Inflation: Further …

WebBin Li Griffith Business School, Griffith University, Australia [email protected] Tarlok Singh Griffith Business School, Griffith University, Australia [email protected] Jung Chul Park University of South Florida, The United States [email protected] * Corresponding author. Griffith Business School, Griffith University, Nathan Campus ... WebJun 2, 2024 · Griffith University, Griffith Business School, Department of Accounting, Finance and Economics. Bin Li. ... Shi, Qi and Li, Bin and Cheung, Adrian (Wai‐Kong) and Chung, Richard, Augmenting the Intertemporal CAPM with Inflation: Further Evidence from Alternative Models (May 23, 2024). http://www.cmr-journal.org/article/download/10629/pdf showcase food gallery