robert william faff : Citation Profile


Are you robert william faff?

University of Queensland

24

H index

77

i10 index

2804

Citations

RESEARCH PRODUCTION:

258

Articles

12

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 103
   Journals where robert william faff has often published
   Relations with other researchers
   Recent citing documents: 262.    Total self citations: 81 (2.81 %)

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   Permalink: http://citec.repec.org/pfa127
   Updated: 2021-01-16    RAS profile: 2021-01-13    
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Relations with other researchers


Works with:

Białek-Jaworska, Anna (2)

Pathan, Shams (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with robert william faff.

Is cited by:

Brooks, Robert (28)

McAleer, Michael (26)

ap Gwilym, Owain (24)

Alsakka, Rasha (23)

lucey, brian (21)

Degiannakis, Stavros (20)

Filis, George (19)

Chang, Chia-Lin (17)

Nguyen, Duc Khuong (17)

Ratti, Ronald (16)

Roca, Eduardo (15)

Cites to:

Fama, Eugene (93)

French, Kenneth (84)

Jagannathan, Ravi (57)

Harvey, Campbell (51)

Shleifer, Andrei (43)

Brooks, Robert (36)

merton, robert (35)

Engle, Robert (33)

Bollerslev, Tim (30)

Subrahmanyam, Avanidhar (29)

Brown, Stephen (27)

Main data


Where robert william faff has published?


Journals with more than one article published# docs
Australian Journal of Management26
Pacific-Basin Finance Journal22
Applied Financial Economics20
Journal of Banking & Finance18
Accounting and Finance15
Applied Economics Letters10
Journal of Multinational Financial Management10
Journal of Business Finance & Accounting9
International Review of Financial Analysis8
Journal of International Financial Markets, Institutions and Money7
Review of Quantitative Finance and Accounting7
Journal of Accounting and Management Information Systems6
Journal of Financial Research6
The Financial Review6
Global Finance Journal5
The European Journal of Finance4
Applied Financial Economics Letters4
Journal of Corporate Finance4
International Review of Economics & Finance4
Journal of Financial Services Research4
Australian Economic Papers4
Applied Economics3
Accounting Research Journal3
Energy Economics3
Journal of Economics and Business3
International Journal of Accounting and Information Management3
Multinational Finance Journal3
International Review of Finance3
Journal of Futures Markets3
Journal of Business Ethics2
Abacus2
Economic Modelling2
Capital Markets Review2

Recent works citing robert william faff (2021 and 2020)


YearTitle of citing document
2020Public Listing and Corporate Social Responsibility from a Sustainability Risk Management Perspective. (2020). Hu, Fang ; Li, Ruitao. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:808.

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2020Grain Imports Risk Hedging in Morocco. (2020). Harbouze, Rachid ; Boubrahimi, Nabil ; el Mekki, Abdelkader Ait ; Jouamaa, Mohammed Adil. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:307656.

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2020Corporate Governance and Firm Performance in Pakistan: Dynamic Panel Estimation. (2020). Hussain, Shahzad ; Akbar, Muhammad ; Hassan, Shoib ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:6.

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2020A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502.

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Gold Standard Pairs Trading Rules: Are They Valid?. (2020). Fil, Miroslav. In: Papers. RePEc:arx:papers:2010.01157.

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2020Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

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2020Foreign exchange derivatives and currency mismatch in Irish investment funds. (2020). Bua, Giovanna ; Bianchi, Benedetta. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-10.

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2020Competitive effects of IPOs: evidence from Chinese listing suspensions. (2020). Spiegel, Mark ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:888.

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2020The value of ongoing venture capital investment to newly listed firms. (2020). Suchard, Joann ; Owen, Sian ; Hsu, Weihuei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1327-1349.

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2020Emerging new themes in environmental, social and governance investing: a systematic literature review. (2020). Daugaard, Dan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1501-1530.

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2020Trade credit use and bank loan access: an agency theory perspective. (2020). Ma, Shiguang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1835-1865.

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2020Does stronger corporate governance constrain insider trading? Asymmetric evidence from Australia. (2020). Uylangco, Katherine ; Seamer, Michael ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2665-2687.

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2020Pitching research: ‘Qualitative cousins’, the ‘extended family’ and ‘living harmoniously’. (2020). Lodhia, Sumit. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2879-2887.

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2020The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937.

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2020Sixty years of Accounting & Finance: a bibliometric analysis of major research themes and contributions. (2020). Singh, Abhay K ; Marrone, Mauricio ; Linnenluecke, Martina K. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3217-3251.

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2020Strategic insider trading around earnings announcements in Australia. (2020). Katselas, Dean. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3709-3741.

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2020A response surface analysis of critical values for the lead?lag ratio with application to high frequency and non?synchronous financial data. (2020). Rajaguru, Gulasekaran ; O'Neill, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3979-3990.

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2020Saving or tunnelling: value effects of tax avoidance in Chinese listed local government?controlled firms. (2020). Wang, Lihong ; Kang, Shaoqing ; Qu, Wenzhou. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4421-4465.

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2020Audit partner rotation and negative information hoarding: evidence from China. (2020). Chan, Kam C ; Zhou, Donghua ; Xu, Nianhang ; Zhao, Yujie. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4693-4722.

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2020Do ETF flows increase market efficiency? Evidence from China. (2020). Zhao, Yang ; Xu, Liao ; Chen, Jilong . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4795-4819.

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2020Cash holdings, costly financing and the q theory of returns. (2020). Galpin, Neal . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1149-1174.

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2020Influence of media coverage and sentiment on seasoned equity offerings. (2020). Guo, Jie ; Wang, Jiaguo ; Zhou, YI ; Sun, JI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:557-585.

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2020Say‐on‐pay judgements: the two‐strikes rule and the pay‐performance link. (2020). Rankin, Michaela ; Moroney, Robyn ; Liang, Yimeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:943-970.

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2020Evidence of governance arbitrage by private equity sponsors. (2020). Schofield, Guy. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:971-1005.

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2020Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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2020Fair Value Exposure, Changes in Fair Value and Audit Fees: Evidence from the Australian Real Estate Industry. (2020). Uddin, Md Borhan ; Jiang, Haiyan ; Habib, Ahsan ; Sangchan, Pinprapa. In: Australian Accounting Review. RePEc:bla:ausact:v:30:y:2020:i:2:p:123-143.

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2020Water disclosure and firm risk: Empirical evidence from highly water‐sensitive industries in China. (2020). Zhang, Tao ; Zeng, Huixiang ; Chen, Xiaohong ; Zhao, Yang ; Zhou, Zhifang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:1:p:17-38.

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2020A systematic literature review of socially responsible investment and environmental social governance metrics. (2020). Widyawati, Luluk. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:619-637.

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2020Corporate environmental performance, environmental management and firm risk. (2020). Xue, Bai ; Li, Pingli ; Zhang, Zhuang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:1074-1096.

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2020Environmental policies, national culture, and stock price crash risk: Evidence from renewable energy firms. (2020). Yildiz, Yilmaz ; YilmazYildiz, ; Karan, Mehmet Baha. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2374-2391.

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2020Addressing endogeneity by proposing novel instrumental variables in the nexus of sustainability reporting and firm financial performance: A step?by?step procedure for non?experts. (2020). Ali, Wajahat ; Khan, Musa ; Ur, Haseeb ; Zahid, Muhammad ; Shad, Fazaila. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3086-3103.

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2020Testing the institutional difference hypothesis: A study about environmental, social, governance, and financial performance. (2020). Orsato, Renato J ; Garcia, Alexandre Sanches. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3261-3272.

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2020Does green innovation affect the financial performance of Multilatinas? The moderating role of ISO 14001 and R&D investment. (2020). Guerrerovillegas, Jaime ; Aguileracaracuel, Javier ; Duquegrisales, Eduardo ; Garciasanchez, Encarnacion. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3286-3302.

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2020Does individualistic culture impact operational risk?. (2020). Li, Donghui ; Chen, Zhian ; Cao, Zhe ; An, Zhe. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:808-838.

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2020Trust, regulation, and contracting institutions. (2020). Williamson, Claudia ; Cline, Brandon N. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:859-895.

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2020An Institutional Theory Approach to the Evolution of the Corporate Social Performance – Corporate Financial Performance Relationship. (2020). Dacin, Peter A ; Brower, Jacob. In: Journal of Management Studies. RePEc:bla:jomstd:v:57:y:2020:i:4:p:805-836.

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2020Determinantes del rating soberano: el caso de Chile. (2020). Hitschfeld, Mauricio ; Gallardo, Natalia. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:891.

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2020Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Molyneux, Philip ; Pancotto, Livia ; Dacri, Costanza Rodriguez. In: Working Paper Series. RePEc:ecb:ecbwps:20202496.

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2020The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia. (2020). Alsharif, Mohammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-1.

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2020An Empirical Analysis of Financial Risk Tolerance and Demographic Factors of Business Graduates in Pakistan. (2020). Khan, Muhammad Asad ; Arif, Muhammad ; Khalid, Waqar ; Shah, Naveed Hussain . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-27.

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2020Did the US Shale Oil Revolution Ruin Oil Industry Stock Market Returns?. (2020). Barrows, Samuel D. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-1.

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2020The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index. (2020). Akbulaev, Nurkhodzha Nazirkhodzha ; Rahimli, Etimad Munasib ; Suleymanli, Javid Elkhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-15.

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2020The Effects of Environment, Society and Governance Scores on Investment Returns and Stock Market Volatility. (2020). Birau, Ramona ; SPULBAR, Cristi ; Mohapatra, Latasha ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-29.

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2020Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence. (2020). Raju, Guntur Anjana ; Marathe, Shripad Ramchandra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-67.

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2020The effects of financial and operational hedging on company value: The case of Malaysian multinationals. (2020). Adaoglu, Cahit ; Hadian, Azadeh. In: Journal of Asian Economics. RePEc:eee:asieco:v:70:y:2020:i:c:s1049007820301123.

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2020Intra-industry transfer effects of credit risk news: Rated versus unrated rivals. (2020). Abad, Pilar ; Robles, M D ; Ferreras, R. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s0890838918300830.

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2020Hard markets, hard times: On the inefficiency of the CAT bond market. (2020). Gurtler, Marc ; Gotze, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911991930937x.

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2020How mixed ownership affects decision making in turbulent times: Evidence from the digital revolution in telecommunications. (2020). Wehrheim, David ; Helmers, Christian ; Fosfuri, Andrea ; Dalay, Hakki Doan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300705.

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2020Elective stock and scrip dividends. (2020). Renneboog, Luc ; Vansteenkiste, Cara ; Feito-Ruiz, Isabel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301048.

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2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

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2020The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115.

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2020Does debt concentration depend on the risk-taking incentives in CEO compensation?. (2020). Vallascas, Francesco ; Tascon, Maria T ; Amor-Tapia, Borja ; Keasey, Kevin ; Castro, Paula. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301280.

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2020Does takeover activity affect stock price crash risk? Evidence from international M&A laws. (2020). Nguyen, Lily ; Luong, Hoang ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301413.

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2020CEO risk-taking incentives and corporate social responsibility. (2020). Shi, Yaqi ; Li, Zhichuan ; Dunbar, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301589.

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2020Stigma or cushion? IMF programs and sovereign creditworthiness. (2020). Lang, Valentin ; Gehring, Kai. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300821.

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2020Provincial economic performance and underpricing of IPOs: Evidence from political interventions in China. (2020). Li, Yuan ; Uchida, Konari ; Liu, Jianlei . In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:274-285.

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2020Do cash flow imbalances facilitate leverage adjustments of Chinese listed firms? Evidence from a dynamic panel threshold model. (2020). Jian, Wenqing ; Zhao, Zhao ; Zhang, Jianhua. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:201-214.

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2020Does board gender diversity influence firm profitability? A control function approach. (2020). Simioni, Michel ; Reddy, Krishna ; Houanti, Lhocine ; Ng, Rey. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:168-181.

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2020Asymmetric signals and skewness. (2020). Zhen, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:32-42.

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2020Does foreign exchange derivatives market promote R&D? International industry-level evidence. (2020). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:33-42.

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2020Does corporate social responsibility reduce financial distress risk?. (2020). Saeed, Asif ; Manita, Riadh ; Cellier, Alexis ; Boubaker, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:835-851.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650.

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2020Interest rate derivatives and risk exposure: Evidence from the life insurance industry. (2020). Shiu, Yung-Ming ; Chang, Ariana ; Liu, Hui-Hsuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301566.

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2020Lasso-based index tracking and statistical arbitrage long-short strategies. (2020). Filomena, Tiago Pascoal ; Caldeira, Joo Frois ; Santanna, Leonardo Riegel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830336x.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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2020Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). Tang, Xueli ; Ali, Huson Joher ; Wadud, Mokhtarul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020The impact of appointment-based CEO connectedness on firms’ performance and profitability. (2020). Hung, Mao-Wei ; Chien, Yi-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300802.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020Directors’ prior life experience and corporate donations: Evidence from China. (2020). Fung, Hung-Gay ; Xiao, Zuoping ; Xu, Yuyang ; Su, Zhong-Qin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300887.

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2020How do markets value stock liquidity? Comparative evidence from the UK, the US, Germany and China. (2020). Liu, Guy ; Bo, Yibo ; Gregoriou, Andros. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302198.

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2020Do mutual fund managers earn their fees? New measures for performance appraisal. (2020). Tan, Kian ; Galagedera, Don ; Watson, John ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:653-667.

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2020Disclosure for whom? Government involvement, CSR disclosure and firm value. (2020). Xia, Xinping ; Li, Antai ; Chen, Xia ; Xu, Shen. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119300780.

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2020Board independence and firm value: A quasi-natural experiment using Taiwanese data. (2020). Liu, Frank Hong ; Kao, Mao-Feng ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:71-88.

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2020Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Tight oil, real WTI prices and U.S. stock returns. (2020). Mollick, Andre Varella ; Huang, Wanling. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930369x.

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2020Multi-dimensional interactions in the oilfield market: A jackknife model averaging approach of spatial productivity analysis. (2020). Gong, Binlei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317302992.

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2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector. (2020). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300542.

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2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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2020Organization capital and corporate cash holdings. (2020). Luo, Tianpei ; Hasan, Mostafa Monzur ; Marwick, Alex. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301000.

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2020Readability of narrative disclosures, and corporate liquidity and payout policies. (2020). Habib, Ahsan ; Hasan, Mostafa Monzur. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919302583.

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2020The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?. (2020). Kutan, Ali M ; Samargandi, Nahla ; Alqahtani, Faisal. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301149.

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2020Fetching better deals from creditors: Board busyness, agency relationships and the bank cost of debt. (2020). Cao, Ngan Duong ; Aljughaiman, Abdullah A ; Trinh, Vu Quang. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301162.

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2020Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460.

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2020Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic. (2020). Tayal, Jitendra ; Bergsma, Kelley. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301551.

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2020Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

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2020Delineating social finance. (2020). Andrikopoulos, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301630.

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2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda. (2020). Ntim, Collins G ; Hanh, Thi Hong ; Malagila, John K. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301988.

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2020Stages of firm life cycle, transition, and dividend policy. (2020). Li, Wei-Hsien ; Chang, Chia-Wen ; Bhattacharya, Debarati. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318306664.

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2020Diamonds versus precious metals: What gleams most against USD exchange rates?. (2020). PORCHER, Thomas ; Guesmi, Khaled ; Bedoui, Rihab ; Kalai, Saoussen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319305288.

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2020Did Congress trade ahead? Considering the reaction of US industries to COVID-19. (2020). Duc, Toan Luu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305018.

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2020Gender equalitys impact on female directors’ efficacy: A multi-country study. (2020). Zhao, Hong ; Tao, Ran ; Belaounia, Samia. In: International Business Review. RePEc:eee:iburev:v:29:y:2020:i:5:s0969593120300822.

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robert william faff is editor of


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Accounting and Finance

Works by robert william faff:


YearTitleTypeCited
2017Applicability of Investment and Profitability Effects in Asset Pricing Models In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
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2007Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach In: ANU Working Papers in Economics and Econometrics.
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2012Reported earnings and analyst forecasts as competing sources of information: A new approach.(2012) In: Australian Journal of Management.
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2006Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets In: Review of Applied Economics.
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2013Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems.
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2013An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries In: Journal of Accounting and Management Information Systems.
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article1
2014Determinants of the extent of Asia-Pacific banks’ derivative activities In: Journal of Accounting and Management Information Systems.
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article1
2014Alpha In: Journal of Accounting and Management Information Systems.
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2017Fantasy Pitching In: Journal of Accounting and Management Information Systems.
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2018Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework In: Journal of Accounting and Management Information Systems.
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article0
2014A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets In: Abacus.
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2018Noise Momentum Around the World In: Abacus.
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2001The intertemporal relationship between market return and variance: an Australian perspective In: Accounting and Finance.
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2005Editorial Note In: Accounting and Finance.
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2011Introduction: 50th Anniversary Issue of Accounting & Finance In: Accounting and Finance.
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2012The Global Financial Crisis: some attributes and responses In: Accounting and Finance.
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2013Mickey Mouse and the IDioT principle for assessing research contribution: discussion of ‘Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?’ In: Accounting and Finance.
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2014Fifty years of finance research in the Asia Pacific Basin In: Accounting and Finance.
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2015Individual financial risk tolerance and the global financial crisis In: Accounting and Finance.
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2015A simple template for pitching research In: Accounting and Finance.
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2016Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt In: Accounting and Finance.
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2019Do brokers recommendation changes generate brokerage? Evidence from a central limit order market In: Accounting and Finance.
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2020Pitching research: ‘qualitative cousins’ and the ‘extended family’ In: Accounting and Finance.
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2020The impact of audit quality in rights offerings In: Accounting and Finance.
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2020Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence In: Accounting and Finance.
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2020Market response of US equities to domestic natural disasters: industry?based evidence In: Accounting and Finance.
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2020Size?conditioned mandatory capital adequacy disclosure and bank intermediation In: Accounting and Finance.
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1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
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1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
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1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
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2000Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers.
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2005A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX‐DATES* In: Australian Economic Papers.
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2019Individualistic cultures and crash risk In: European Financial Management.
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2001A Multivariate Test of a Dual-Beta CAPM: Australian Evidence. In: The Financial Review.
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2003Creating Fama and French Factors with Style In: The Financial Review.
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2004An International Investigation of the Factors that Determine Conditional Gold Betas In: The Financial Review.
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2005Asset Pricing and the Illiquidity Premium In: The Financial Review.
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2009Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective In: The Financial Review.
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2019Is Financial Flexibility a Priced Factor in the Stock Market? In: The Financial Review.
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2013Financial Inflexibility and the Value Premium In: International Review of Finance.
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2006Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* In: International Review of Finance.
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2009Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk In: International Review of Finance.
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2009New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* In: Journal of Applied Corporate Finance.
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1998Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis In: Journal of Business Finance & Accounting.
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2000Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques In: Journal of Business Finance & Accounting.
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2004Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds In: Journal of Business Finance & Accounting.
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article3
2005Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence In: Journal of Business Finance & Accounting.
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article1
2005An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions In: Journal of Business Finance & Accounting.
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article1
2007The Information Content of Australian Managed Fund Ratings In: Journal of Business Finance & Accounting.
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article1
2010The Market Impact of Relative Agency Activity in the Sovereign Ratings Market In: Journal of Business Finance & Accounting.
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2015Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting.
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2016Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship In: Journal of Business Finance & Accounting.
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2003The Determinants of Conditional Autocorrelation in Stock Returns In: Journal of Financial Research.
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2004ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS In: Journal of Financial Research.
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2007EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK In: Journal of Financial Research.
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2008ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION In: Journal of Financial Research.
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2011ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
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2012ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? In: Journal of Financial Research.
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2012Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity In: Journal of Financial and Quantitative Analysis.
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2007Are financial derivates really value enhancing? Australian evidence In: Working Papers.
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2004Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings.
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2014Bias correction in the estimation of dynamic panel models in corporate finance In: Journal of Corporate Finance.
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2014An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility In: Journal of Corporate Finance.
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2016CEO overconfidence and corporate debt maturity In: Journal of Corporate Finance.
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2016Deviation from target capital structure, cost of equity and speed of adjustment In: Journal of Corporate Finance.
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2017Hitting SKEW for SIX In: Economic Modelling.
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2018A specialised volatility index for the new GICS sector - Real estate In: Economic Modelling.
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2002New evidence on the impact of financial leverage on beta risk: A time-series approach In: The North American Journal of Economics and Finance.
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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? In: Journal of Empirical Finance.
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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?.(2020) In: Post-Print.
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2008Does oil move equity prices? A global view In: Energy Economics.
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2013What drives the commodity price beta of oil industry stocks? In: Energy Economics.
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2014Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies In: Energy Economics.
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2005Modeling conditional return autocorrelation In: International Review of Financial Analysis.
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2008Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market In: International Review of Financial Analysis.
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2008The ex-date impact of special dividend announcements: A note In: International Review of Financial Analysis.
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article1
2008Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework In: International Review of Financial Analysis.
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2010New evidence on the relation between stock liquidity and measures of trading activity In: International Review of Financial Analysis.
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2012Competitive valuation effects of Australian IPOs In: International Review of Financial Analysis.
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2016Diamonds vs. precious metals: What shines brightest in your investment portfolio? In: International Review of Financial Analysis.
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2018New evidence on sovereign to corporate credit rating spill-overs In: International Review of Financial Analysis.
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2016Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund In: Finance Research Letters.
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1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
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2003Exchange rate sensitivity of Australian international equity funds In: Global Finance Journal.
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2004Further evidence on the announcement effect of bonus shares in an imputation tax setting In: Global Finance Journal.
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2005Announcements of bonus share options: Signalling of the quality of firms In: Global Finance Journal.
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2009Tournament behavior in Australian superannuation funds: A non-parametric analysis In: Global Finance Journal.
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2001GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money.
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2003A performance analysis of Australian international equity trusts In: Journal of International Financial Markets, Institutions and Money.
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2003Gold factor exposures in international asset pricing In: Journal of International Financial Markets, Institutions and Money.
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2009Derivative activities and Asia-Pacific banks interest rate and exchange rate exposures In: Journal of International Financial Markets, Institutions and Money.
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article15
2010Performance persistence in hedge funds: Australian evidence In: Journal of International Financial Markets, Institutions and Money.
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1997An examination of the effects of major political change on stock market volatility: the South African experience In: Journal of International Financial Markets, Institutions and Money.
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1997An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience..(1997) In: Melbourne - Centre in Finance.
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1998A test of the intertemporal CAPM in the Australian equity market In: Journal of International Financial Markets, Institutions and Money.
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2019Did connected hedge funds benefit from bank bailouts during the financial crisis? In: Journal of Banking & Finance.
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2020Evidence of strategic information uncertainty around opportunistic insider purchases In: Journal of Banking & Finance.
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1996An evaluation of volatility forecasting techniques In: Journal of Banking & Finance.
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1997A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions In: Journal of Banking & Finance.
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2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
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2005Complete markets, informed trading and equity option introductions In: Journal of Banking & Finance.
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2006On the estimation and comparison of short-rate models using the generalised method of moments In: Journal of Banking & Finance.
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2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
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2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343] In: Journal of Banking & Finance.
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2011The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns In: Journal of Banking & Finance.
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2012Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance.
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2013Pricing innovations in consumption growth: A re-evaluation of the recursive utility model In: Journal of Banking & Finance.
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2013Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance.
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2013Does board structure in banks really affect their performance? In: Journal of Banking & Finance.
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2013Canonical vine copulas in the context of modern portfolio management: Are they worth it? In: Journal of Banking & Finance.
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2015Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! In: Journal of Banking & Finance.
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2016Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? In: Journal of Banking & Finance.
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2016Do corporate policies follow a life-cycle? In: Journal of Banking & Finance.
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2003Sudden changes in property rights: the case of Australian native title In: Journal of Economic Behavior & Organization.
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2000Modeling Australias country risk: a country beta approach In: Journal of Economics and Business.
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2014Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? In: Journal of Economics and Business.
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2016Enhancing mean–variance portfolio selection by modeling distributional asymmetries In: Journal of Economics and Business.
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1999Oil price risk and the Australian stock market In: Journal of Energy Finance & Development.
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2008Rights offerings, takeup, renounceability, and underwriting status In: Journal of Financial Economics.
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2019Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses In: Journal of Financial Intermediation.
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2000A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance.
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2000An analysis of asymmetry in foreign currency exposure of the Australian equities market In: Journal of Multinational Financial Management.
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2002International cross-listings towards more liquid markets: the impact on domestic firms In: Journal of Multinational Financial Management.
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2003Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies In: Journal of Multinational Financial Management.
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2003Short-term contrarian investing--is it profitable? ... Yes and No In: Journal of Multinational Financial Management.
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2003An exploratory investigation of the relation between risk tolerance scores and demographic characteristics In: Journal of Multinational Financial Management.
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2004Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets In: Journal of Multinational Financial Management.
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2018Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets.(2018) In: World Scientific Book Chapters.
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2004The intra-industry impact of special dividend announcements: contagion versus competition In: Journal of Multinational Financial Management.
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2005An empirical analysis of hedge fund performance: The case of Australian hedge funds industry In: Journal of Multinational Financial Management.
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2016Sub-optimal international portfolio allocations and the cost of capital In: Journal of Multinational Financial Management.
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1999An examination of Australian equity trusts for selectivity and market timing performance In: Journal of Multinational Financial Management.
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2002The pricing of foreign exchange risk in the Australian equities market In: Pacific-Basin Finance Journal.
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2003An investigation into the role of liquidity in asset pricing: Australian evidence In: Pacific-Basin Finance Journal.
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2004The relationship between exchange rate exposure, currency risk management and performance of international equity funds In: Pacific-Basin Finance Journal.
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2006Conditional performance evaluation and the relevance of money flows for Australian international equity funds In: Pacific-Basin Finance Journal.
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2007Market conditions and the optimal IPO allocation mechanism in China In: Pacific-Basin Finance Journal.
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2009Default risk and equity returns: Australian evidence In: Pacific-Basin Finance Journal.
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2010Liquidity and stock returns in Japan: New evidence In: Pacific-Basin Finance Journal.
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2010Asymmetry in return and volatility spillover between equity and bond markets in Australia In: Pacific-Basin Finance Journal.
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2010Financial constraints and stock returns -- Evidence from Australia In: Pacific-Basin Finance Journal.
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2012Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China In: Pacific-Basin Finance Journal.
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2014Disciplinary tools and bank risk exposure In: Pacific-Basin Finance Journal.
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1994Beta stability and portfolio formation In: Pacific-Basin Finance Journal.
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1995Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal.
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1994Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance.
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2015Corporate governance, firm value and risk: Past, present, and future In: Pacific-Basin Finance Journal.
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2015Injecting liquidity into liquidity research In: Pacific-Basin Finance Journal.
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2017Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters In: Pacific-Basin Finance Journal.
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2018New evidence on national culture and bank capital structure In: Pacific-Basin Finance Journal.
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2019Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal.
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1997Testing the conditional CAPM and the effect of intervaling: A note In: Pacific-Basin Finance Journal.
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1998The empirical relationship between aggregate consumption and security prices in Australia In: Pacific-Basin Finance Journal.
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1998An investigation into the extent of beta instability in the Singapore stock market In: Pacific-Basin Finance Journal.
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1999Interest rate risk of Australian financial sector companies in a period of regulatory change In: Pacific-Basin Finance Journal.
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2000Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks In: The Quarterly Review of Economics and Finance.
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2006Foreign debt and financial hedging: Evidence from Australia In: International Review of Economics & Finance.
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2007Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence In: International Review of Economics & Finance.
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2014Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market In: International Review of Economics & Finance.
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2019Predicting corporate bankruptcy: What matters? In: International Review of Economics & Finance.
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2019Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions In: Research in International Business and Finance.
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2009The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts In: Accounting Research Journal.
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2010The equity and efficiency of the Australian share market with respect to director trading In: Accounting Research Journal.
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2016Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis In: Accounting Research Journal.
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2011Women and risk tolerance in an aging world In: International Journal of Accounting and Information Management.
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2013Do high and low-ranked sustainability stocks perform differently? In: International Journal of Accounting and Information Management.
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