Faff R.W.

R.W. Faff

Information about the author R.W. Faff will soon be added to the site.
Found 2 papers in total
Extra-market sensitivity to a gold price factor: Evidence from national market portfolios
1999
This paper investigates the extra-market sensitivity of aggregate national market...
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
1998
This paper presents tests of Barone-Adesi's two-factor arbitrage pricing theory (APT),...
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