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Internal governance does matter to equity returns but much more so during “Flights to Quality”

Internal governance does matter to equity returns but much more so during “Flights to Quality”

by Andrew Baber | May 21, 2019 | Academic Research

Academic Research Internal governance does matter to equity returns but much more so during “Flights to Quality” Academic Research | 29 October 2019 This paper uses hand-collected data that measures the quality of corporate governance for companies in the ASX300 over...
Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia

Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia

by Andrew Baber | Apr 21, 2019 | Academic Research

Academic Research Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia Academic Research | 29 October 2019 If the investment opportunity set changes over time, then investors should allocate their resources to hedge against...
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