Dominic Lim

The University of Western Australia - Department of Accounting and Finance

School of Business

35 Stirling Highway

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

1,023

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Fear and the Fama-French Factors

Number of pages: 29 Posted: 26 Feb 2007
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, The University of Western Australia - Department of Accounting and Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 845 (35,109)
Citation 6

Abstract:

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Asset-pricing, market volatility, VIX

2.

The Microstructure of Fear, the Fama-French Factors and the Global Financial Crisis of 2007 and 2008

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33 Posted: 15 Aug 2010 Last Revised: 16 Aug 2010
The University of Western Australia - Department of Accounting and Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and The University of Western Australia - UWA Business School
Downloads 178 (207,021)
Citation 4

Abstract:

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Global Financial Crisis, VIX, Fama-French Factors