robert william faff : Citation Profile


Are you robert william faff?

University of Queensland

29

H index

93

i10 index

3631

Citations

RESEARCH PRODUCTION:

282

Articles

13

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 125
   Journals where robert william faff has often published
   Relations with other researchers
   Recent citing documents: 551.    Total self citations: 94 (2.52 %)

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   Permalink: http://citec.repec.org/pfa127
   Updated: 2022-06-25    RAS profile: 2022-05-19    
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Relations with other researchers


Works with:

Sakawa, Hideaki (2)

Białek-Jaworska, Anna (2)

Walsh, Kathleen (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 (33)

ap Gwilym, Owain (24)

Alsakka, Rasha (23)

McAleer, Michael (23)

lucey, brian (23)

Degiannakis, Stavros (20)

Nguyen, Duc Khuong (20)

Filis, George (19)

Gharghori, Philip (17)

Ratti, Ronald (17)

Gallagher, David (15)

Cites to:

Fama, Eugene (100)

French, Kenneth (89)

Jagannathan, Ravi (64)

Harvey, Campbell (57)

Shleifer, Andrei (57)

merton, robert (43)

Brooks, Robert (38)

Subrahmanyam, Avanidhar (33)

Engle, Robert (33)

Stulz, René (32)

Brown, Stephen (31)

Main data


Where robert william faff has published?


Journals with more than one article published# docs
Australian Journal of Management26
Accounting and Finance23
Pacific-Basin Finance Journal22
Applied Financial Economics20
Journal of Banking & Finance20
Journal of Multinational Financial Management10
Applied Economics Letters10
Journal of Business Finance & Accounting9
International Review of Financial Analysis8
Studies in Economics and Econometrics7
Review of Quantitative Finance and Accounting7
Journal of International Financial Markets, Institutions and Money7
Journal of Accounting and Management Information Systems6
Journal of Financial Research6
Journal of Corporate Finance6
The Financial Review6
International Review of Economics & Finance6
Global Finance Journal5
Journal of Futures Markets4
Australian Economic Papers4
Journal of Financial Services Research4
Applied Economics4
Applied Financial Economics Letters4
The European Journal of Finance4
Journal of Economics and Business3
Energy Economics3
International Review of Finance3
Accounting Research Journal3
International Journal of Accounting and Information Management3
Multinational Finance Journal3
Capital Markets Review2
Journal of Business Ethics2
Economic Modelling2
Abacus2

Recent works citing robert william faff (2022 and 2021)


YearTitle of citing document
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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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2021.

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

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2021Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028.

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2021Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations. (2021). Tjostheim, Dag ; Berentsen, Geir Drage ; Otneim, Haakon ; Stove, Baard ; Sleire, Anders D ; Haugen, Sverre Hauso. In: Papers. RePEc:arx:papers:2106.12425.

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2021Bibliometric Analysis Of Herding Behavior In Times Of Crisis. (2021). Ul, Saif ; Santi, Fitri ; Nurazi, Ridwan ; Marietza, Fenny. In: Papers. RePEc:arx:papers:2106.13598.

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2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2021). Shang, Han Lin ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:2107.14026.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2022Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:488-500.

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2021Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511.

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2022Hierarchical political power and the value of cash holdings. (2022). Talavera, Oleksandr ; Zhang, Mao ; Yin, Shuxing ; Liu, Jia. In: Discussion Papers. RePEc:bir:birmec:22-03.

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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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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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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). Marrone, Mauricio ; Linnenluecke, Martina K ; Singh, Abhay K. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3217-3251.

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2020Saving or tunnelling: value effects of tax avoidance in Chinese listed local government?controlled firms. (2020). Kang, Shaoqing ; Qu, Wenzhou ; Wang, Lihong. 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). Xu, Nianhang ; Zhao, Yujie ; Chan, Kam C ; Zhou, Donghua. 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). Xu, Liao ; Chen, Jilong ; Zhao, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4795-4819.

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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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2021Research productivity of Australian accounting academics. (2021). , Robert ; Robert, ; Clout, Victoria J ; Bond, David ; Wright, Anna. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:1081-1104.

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2021How do US investors perceive the risk of local political corruption? Evidence from acquisition announcement. (2021). Lu, Louise ; Jiang, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:885-912.

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2021Firm life cycle and debt maturity structure: evidence from China. (2021). Xu, Longbing ; Zhang, Xiaofei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:937-976.

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2021Does prestigious board membership matter? Evidence from New Zealand. (2021). Lubberink, Martien ; Van Peursem, Karen ; Jahan, Mosammet Asma. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:977-1015.

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2021A critical examination of the use of research templates in accounting and finance. (2021). Bui, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2671-2696.

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2021Leverage deviation from the target debt ratio and leasing. (2021). Sankaran, Harikumar ; Rahman, Shofiqur ; Chowdhury, Hasibul. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3481-3515.

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2021The long?run role of innovation in the IPO market: inhibition or promotion?. (2021). Sadeghi, Mehdi ; Zhou, Lu Jolly. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3735-3779.

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2021Does family ownership always reduce default risk?. (2021). Martinez, Beatriz ; Corredor, Pilar ; Abinzano, Isabel. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4025-4060.

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2021Stock performance under alternative Shariah screening methods: Evidence from Australia. (2021). Jurdi, Doureige ; el Saleh, Ali I. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4339-4388.

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2021Rethinking capital structure decision and corporate social responsibility in response to COVID?19. (2021). Ye, YE ; Huang, HE. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4757-4788.

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2021The role of target’s financial statement comparability in the efficiency of takeover decisions. (2021). Truong, Thu Phuong ; Duong, Lien. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5731-5743.

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2021Effect of positive tone in MD&A disclosure on capital structure adjustment speed: evidence from China. (2021). Yan, Lina ; Wu, Duowen ; Wang, Qian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5809-5845.

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2021Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2021The value relevance of fair value and historical cost measurements during the financial crisis. (2021). Morris, Richard D ; Kang, Helen ; Liao, Lin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2069-2107.

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2021No more excuses! Performance of ESG?integrated portfolios in Australia. (2021). , Victor ; Fan, John Hua ; Lee, Darren D. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2407-2450.

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2022Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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2022Does board gender diversity reduce ‘CEO luck’?. (2022). Jiraporn, Pornsit ; Treepongkaruna, Sirimon ; Jaroenjitrkam, Anutchanat ; Ongsakul, Viput. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:243-260.

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2022Corporate reputation risk and cash holdings. (2022). Zhao, Ruoyun (Lucy) ; Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:667-707.

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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2022Corporate vote trading in Australia. (2022). Chewie, Tze Chuan ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1065-1105.

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2022Cognitive functioning, financial literacy, and judgment in older age. (2022). Earl, Joanne Kaa ; Asher, Anthony ; Gerrans, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1637-1674.

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2021Does board gender diversity matter in the banking sector? Evidence from Tunisia. (2021). Othmani, Hidaya. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:1:p:14-24.

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2022Foreign institutional ownership and bank performance: Evidence from Tunisia. (2022). Othmani, Hidaya. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:1:p:42-53.

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2022Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41.

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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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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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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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2021Nudging toward diversity in the boardroom: A systematic literature review of board diversity of financial institutions. (2021). Abdullah, Dewi Fariha ; Abueid, Raed ; Elamer, Ahmed A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:985-1002.

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2021How does a firms life cycle influence the relationship between carbon performance and financial debt?. (2021). Ferreras, Adrian ; Castro, Paula ; Tascon, Maria T. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1879-1897.

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2021Banks business strategy and environmental effectiveness: The monitoring role of the board of directors and the managerial incentives. (2021). Naciti, Valeria ; Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2656-2670.

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2021Environmental performance and bank lending: Evidence from unlisted firms. (2021). Kumar, Vijay ; Wellalage, Nirosha Hewa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:7:p:3309-3329.

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2021Power of sustainable development: Does environmental management system certification affect a firms access to finance?. (2021). Tang, Guiyao ; Ruan, Hongfei ; Zhang, Ying ; Tong, LI. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3772-3788.

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2021Sustainable finance and investment: Review and research agenda. (2021). Orsato, Renato J ; Meira, Erick ; Fogliano, Felipe Arias. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3821-3838.

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2021Environmental, social and governance disclosure and default risk. (2021). Ali, Searat ; Atif, Muhammad. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3937-3959.

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2022Examining the interaction of sustainable innovation activity and the life cycle of small high?tech enterprises. (2022). Alola, Andrew ; Podshivalova, Maria V ; Vaisman, Elena D. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1018-1029.

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2022Founder CEOs and corporate environmental violations: Evidence from S&P 1500 firms. (2022). Acharya, Keshab ; Abebe, Michael A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1204-1219.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2021Super?sizing Renewable Energy Investment: Examining the Portfolio Preferences of Superannuation Fund Members. (2021). Crosby, Paul ; Best, Rohan ; Hammerle, Mara. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:267-284.

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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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2020Credit supply and capital structure adjustments. (2020). Rahman, Shofiqur. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:949-972.

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2021Financial flexibility demand and corporate financial decisions. (2021). Byoun, Soku. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:481-509.

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2021Firm life cycle and trade credit. (2021). Tunas, Lidia ; Cheung, Adrian ; Hasan, Mostafa Monzur ; Kot, Hung Wan. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:743-771.

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2022The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178.

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2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

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2021Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944.

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2021Top management incentives and financial flexibility: The case of make?whole call provisions. (2021). Prevost, Andrew ; King, Taohsien Dolly ; Jameson, Melvin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:374-404.

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2020HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW?FREQUENCY STOCK LIQUIDITY. (2020). Gregoriou, Andros ; Le, Huong. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:5:p:1170-1186.

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2021Corporate governance, life cycle, and payout precommitment: An emerging market study. (2021). Goyal, Abhinav ; Flavin, Thomas ; O'Connor, Thomas. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:179-209.

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2021Trumps tweets: Sentiment, stock market volatility, and jumps. (2021). Sun, Bianxia ; Dong, Xuyi ; Nishimura, Yusaku. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:497-512.

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2022CEO overconfidence and debt covenant violations. (2022). Danso, Albert ; Lartey, Theophilus. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:162-199.

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2022The Innovation and Reporting Consequences of Financial Regulation for Young Life?Cycle Firms. (2022). Valentine, Kristen ; Lewiswestern, Melissa F ; Allen, Abigail. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:45-95.

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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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2021Finding your feet: A Gaussian process model for estimating the abilities of batsmen in test cricket. (2021). Brewer, Brendon J ; Stevenson, Oliver G. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:2:p:481-506.

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2022FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205.

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2021Does private aid follow the flag? An empirical analysis of humanitarian assistance. (2021). Fuchs, Andreas ; Ohler, Hannes. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:3:p:671-705.

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2021Gender, age and nationality diversity in UK banks. (2021). Eckley, Peter ; Suss, Joel ; Angeli, Marilena. In: Bank of England working papers. RePEc:boe:boeewp:0929.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness. (2021). Mohaddes, Kamiar ; Burke, Matt ; Agarwala, Matthew ; Kraemer, M ; Klusak, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2127.

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2021The Impact of Fintech Startups on Financial Institutions Performance and Default Risk. (2021). Haddad, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9050.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures. (2021). Gric, Zuzana ; Bajzik, Josef ; Badura, Ondrej. In: Working Papers. RePEc:cnb:wpaper:2021/10.

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2020Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; Molyneux, Philip ; Pancotto, Livia. 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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2021Effect of Financial Leverage on the Financial Performance of Jordanian Public Shareholding Companies: Applied Study on the Financial Sector of Jordan for the Period of 2015-2019. (2021). Aloshaibat, Sulieman Daood. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-7.

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2022Investment Risk Tolerance amongst South African University Students in the Vaal Triangle Area. (2022). Bothma, Elizabeth ; Ferreira, Lorainne ; Ferreira-Schenk, Sune ; Evangelou, Antonios. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-01-03.

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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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2021The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-13.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2022Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN. (2022). , Supriyanto ; Alexandri, Mohammad Benny. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-16.

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2020Does corporate social responsibility affect auditor-client contracting? Evidence from auditor selection and audit fees. (2020). Yu, Kun ; Xu, Xiaolu ; Du, Shuili. In: Advances in accounting. RePEc:eee:advacc:v:51:y:2020:i:c:s0882611020300699.

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2021Effects of managerial overconfidence and ability on going-concern decisions and auditor turnover. (2021). Kim, Mindy. In: Advances in accounting. RePEc:eee:advacc:v:54:y:2021:i:c:s0882611021000377.

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2021Abnormal volatility in seasoned equity offerings during economic disruptions. (2021). Bakry, Walid ; Prasad, Mason ; Varua, Maria Estela. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000538.

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2021Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179.

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2021The effect of corporate sustainability performance on leverage adjustments. (2021). Qin, Yafeng ; Lu, Yue ; Bai, Min ; Ho, LY. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000159.

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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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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2014Determinants of the extent of Asia-Pacific banks’ derivative activities In: Journal of Accounting and Management Information Systems.
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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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2021Dynamic industry uncertainty networks and the business cycle In: Papers.
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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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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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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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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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2005Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence In: Journal of Business Finance & Accounting.
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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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2007The Information Content of Australian Managed Fund Ratings In: Journal of Business Finance & Accounting.
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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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2021Institutional investor horizon and bank risk-taking In: Journal of Corporate Finance.
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2021Relative bond-stock liquidity and capital structure choices 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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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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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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2021Business shocks and corporate leverage In: Journal of Banking & Finance.
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2022What can we learn from firm-level jump-induced tail risk around earnings announcements? 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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article11
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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