An investigation into the extent of beta instability in the Singapore stock market

by Brooks, R.D., Faff, R.W., Ariff, M.
Published 2013

New evidence on the impact of financial leverage on beta risk: A time-series approach

by Faff, R.W., Brooks, R.D., Kee, H.Y.
Published 2013

The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?

by Chan, H.W.H., Faff, R.W., Gharghori, P., Ho, Y.K.
Published 2014

The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?

by Chan, H.W.H., Faff, R.W., Gharghori, P., Ho, Y.K.
Published 2013

Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks

by McKenzie, M.D., Brooks, R.D., Faff, R.W., Ho, Y.K.
Published 2013