The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach
No abstract is available for this item.
|Date of creation:||Dec 2010|
|Date of revision:|
|Contact details of provider:|| Postal: Nathan, Brisbane, Queensland, 4111|
Phone: (07) 3875-5364
Fax: (07) 3875-7750
Web page: http://www.griffith.edu.au/business-commerce/griffith-business-school/departments/department-accounting-finance-economics
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Vanitha Ragunathan & Robert Faff & Robert Brooks, 2000. "Australian industry beta risk, the choice of market index and business cycles," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 49-58.
- Eduardo Roca & Victor Wong, 2008. "An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 583-597.
- Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-80.
- Alberto Humala, 2005. "Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 77-94.
- Eduardo Roca, 1999. "Short-term and long-term price linkages between the equity markets of Australia and its major trading partners," Applied Financial Economics, Taylor & Francis Journals, vol. 9(5), pages 501-511.
- Chen, Son-Nan, 1982. "An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(02), pages 265-286, June.
- Michael Drew & Jon Stanford, 2003. "Returns from investing in Australian equity superannuation funds, 1991--1999," The Service Industries Journal, Taylor & Francis Journals, vol. 23(4), pages 12-24, September.
- Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
- Huntley Schaller & Simon Van Norden, 1997.
"Regime switching in stock market returns,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 7(2), pages 177-191.
- Eun, Cheol S. & Shim, Sangdal, 1989. "International Transmission of Stock Market Movements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(02), pages 241-256, June.
When requesting a correction, please mention this item's handle: RePEc:gri:fpaper:finance:201012. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dr. Alexandr Akimov)
If references are entirely missing, you can add them using this form.