robert william faff : Citation Profile

Are you robert william faff?

University of Queensland

32

H index

105

i10 index

4277

Citations

RESEARCH PRODUCTION:

298

Articles

15

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 137
   Journals where robert william faff has often published
   Relations with other researchers
   Recent citing documents: 256.    Total self citations: 100 (2.28 %)

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   Permalink: http://citec.repec.org/pfa127
   Updated: 2024-04-18    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Walsh, Kathleen (2)

Baruník, Jozef (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 (25)

Alsakka, Rasha (24)

lucey, brian (23)

Tiwari, Aviral (21)

Nguyen, Duc Khuong (21)

Degiannakis, Stavros (20)

Filis, George (19)

MONEVA, JOSE (18)

Gharghori, Philip (17)

Ratti, Ronald (17)

Cites to:

Fama, Eugene (108)

French, Kenneth (102)

Jagannathan, Ravi (70)

Shleifer, Andrei (70)

Harvey, Campbell (60)

merton, robert (49)

Bollerslev, Tim (42)

Brooks, Robert (39)

Engle, Robert (39)

Subrahmanyam, Avanidhar (36)

Stulz, René (34)

Main data

Where robert william faff has published?

Journals with more than one article published# docs
Australian Journal of Management26
Accounting and Finance24
Pacific-Basin Finance Journal22
Journal of Banking & Finance21
Applied Financial Economics20
Journal of Multinational Financial Management10
Applied Economics Letters10
International Review of Financial Analysis10
Journal of Business Finance & Accounting9
Pacific Accounting Review8
Journal of International Financial Markets, Institutions and Money8
Review of Quantitative Finance and Accounting7
Studies in Economics and Econometrics7
Journal of Corporate Finance6
Journal of Financial Research6
The Financial Review6
Journal of Accounting and Management Information Systems6
International Review of Economics & Finance6
Global Finance Journal5
Accounting Research Journal4
Journal of Futures Markets4
Journal of Financial Services Research4
Applied Economics4
The European Journal of Finance4
Australian Economic Papers4
Multinational Finance Journal3
Journal of Economics and Business3
Abacus3
Energy Economics3
International Review of Finance3
Economic Modelling2
Capital Markets Review2
Journal of Business Ethics2
Journal of Empirical Finance2
International Journal of Managerial Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3

Recent works citing robert william faff (2024 and 2023)

YearTitle of citing document
2023Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194.

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2023Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

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2024Detecting 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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2023Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724.

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2023A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2024Monte Carlo Simulation for Trading Under a L\evy-Driven Mean-Reverting Framework. (2023). Lu, Kevin W ; Leung, Tim. In: Papers. RePEc:arx:papers:2309.05512.

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2024Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008.

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2023Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898.

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2023Voluntary Carbon Reporting Prediction: A Machine Learning Approach. (2023). Yu, Muchen ; Jones, Stewart ; Frost, Geoffrey. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:1116-1166.

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2023Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574.

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2023Meta?analysis of the impact of financial constraints on firm performance. (2023). van Zijl, Tony ; Houqe, Muhammad Nurul ; Ahamed, Fatematuz Tamanna. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1671-1707.

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2023Capital and labour distortion in China: a systematic literature review using HistCite. (2023). Liang, Yidan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1759-1784.

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2023Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952.

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2023Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079.

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2023CEO overconfidence and the tone of press release. (2023). Gong, Rong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2081-2108.

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2023Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143.

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2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

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2023Former auditors on the audit committee and earnings management: Evidence from African banks. (2023). Slimi, Imen ; Mnif, Yosra. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2383-2420.

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2023State?owned capital and corporate social responsibility of private?holding companies: evidence from China. (2023). Wang, Jenny Jing ; Gu, Lishi ; Zhang, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1101-1120.

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2023Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415.

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2023Social media information dissemination and corporate bad news hoarding. (2023). Feng, Lingbing ; He, Feng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1503-1532.

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2023Classifying responsible investors: Identifying clusters of Ontario investors. (2023). Piscitelli, Anthony. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:4:p:1133-1144.

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2023Advisory or monitoring role in ESG scenario: Which women directors are more influential in the Italian context?. (2023). Paolone, Francesco ; Cambrea, Domenico Rocco ; Cucari, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4299-4314.

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2023Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987.

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2023Institutional investors corporate site visits and corporate investment efficiency. (2023). Xiao, HE. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:359-392.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440.

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2023The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97.

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2023Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773.

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2023Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771.

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2023Momentum in Low Carbon and Fossil Fuel Free Equity Investing. (2023). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-51.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Prosocial CEOs and the cost of debt: Evidence from syndicated loan contracts. (2023). Zhang, Wenqiao ; Yang, Haoyi ; Xu, Liang ; Liu, Chunbo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001596.

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2023On dividend policy and market valuations of Australia’s listed electricity utilities: Regulated vs. merchant. (2023). Simshauser, Paul. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:696-715.

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2023Does national culture impact trade credit provision of SMEs?. (2023). Ly, Kim Cuong ; Hoang, Cong Huan ; Zhang, Xuan ; Xiao, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001001.

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2023Are activist hedge funds good business advisors?. (2023). Desrousseaux, Luc. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001475.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x.

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2023Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes. (2023). Oyekola, Olayinka ; Adigun, Rasheed ; Dosumu, Oluwatoyin Esther ; Lawal, Rodiat ; Sakariyahu, Rilwan. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001787.

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2023Pairs trading via unsupervised learning. (2023). Wei, Alenson Jun ; He, Zhaodong ; Han, Chulwoo. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:929-947.

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2023Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future. (2023). Sinha, Avik ; Abbas, Shujaat ; Shah, Muhammad Ibrahim ; Saha, Tanaya. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003348.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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2023The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816.

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2023Foreign institutional investment horizon and earnings management: Evidence from around the world. (2023). Mian, Affan ; Irfan, Saadia. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300025x.

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2023Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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2023Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2023Regional social capital and stock price crash risk: Evidence from the US. (2023). Zadeh, Mohammad Hendijani. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200602x.

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2023The effect of earnings management on bank efficiency: Evidence from ECB-supervised banks. (2023). Murteira, Jose ; Augusto, Mario ; Proena, Catarina. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006274.

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2023“Not all climate risks are alike”: Heterogeneous responses of financial firms to natural disasters in China. (2023). Zhang, Dayong ; Ji, Qiang ; Guo, Kun ; Chen, Yajie. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007140.

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2023Deciphering the influence of the macroeconomic environment on economic preferences: A comprehensive analysis of the Global Preferences Survey. (2023). Zhang, Xiaomeng ; Li, Haoyang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005706.

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2023Impactful messaging: Elite sentiment in Chinese new energy vehicle vs machine learning perspective. (2023). Jia, Guozhu ; Gong, Xingyue. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006232.

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2023Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling. (2023). Riaz, Yasir ; Yousaf, Imran ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006487.

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2023Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490.

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2023Do labor mobility restrictions affect debt maturity?. (2023). Cheng, Mingying ; Huang, HE ; Ee, Mong Shan. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000219.

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2023Top executive gender, corporate culture, and the value of corporate cash holdings. (2023). Toscano, Francesca ; Doan, Trang ; Datta, Sudip. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000542.

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2023Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x.

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2023Cultural values of parent bank board members and lending by foreign subsidiaries: The moderating role of personal traits. (2023). Kozowski, Ukasz ; Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000045.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744.

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2023Credit ratings and firm innovation: Evidence from sovereign downgrades. (2023). Yang, Shijie ; Wang, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002990.

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2023Capital structure and reversible bargaining tools: Evidence from union-sponsored shareholder proposals. (2023). Romec, Arthur ; Matta, Rafael ; di Giuli, Alberta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000201.

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2023CSR-contingent executive compensation contracts. (2023). Minor, Dylan ; Li, Zhichuan ; Ikram, Atif. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619302304.

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2023Investment decisions and financial leverage under a potential entry threat. (2023). Kamoto, Shinsuke. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001498.

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2023Firm life cycle and cost of debt. (2023). Tresl, Jiri ; Lobo, Gerald J ; Hasan, Mostafa Monzur ; Bowler, Blake ; Amin, Abu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001693.

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2023Informal care, older people, and COVID-19: Evidence from the UK. (2023). Nicodemo, Catia ; Moscone, Francesco ; Madia, Joan E. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:468-488.

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2023Gender and willingness to compete for high stakes. (2023). van Dolder, Dennie ; van den Assem, Martijn J ; Buser, Thomas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:350-370.

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2023Changes in risk attitudes vary across domains throughout the life course. (2023). schröder, carsten ; Murray, Neil ; Schroder, Carsten ; Neyse, Levent. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:534-563.

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2023Facial attractiveness and CEO compensation: Evidence from the banking industry. (2023). Vahamaa, Sami ; Ranta, Mikko ; Ahmed, Shaker. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000510.

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2023Information spillover in Chinese hybrid IPO auctions. (2023). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s026156062200170x.

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2023Do adjustment costs influence firms’ target adjustment speeds? International evidence from share repurchase legalization. (2023). Gamage, Charith B. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001760.

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2023Competition and bank dividends. (2023). Yilmaz, Muhammed H ; Sobiech, Anna L ; Scholtens, Bert ; Che, Edie Erman ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000992.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Maitra, Debasish ; Jain, Prachi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411.

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2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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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).
[Full Text][Citation analysis]		article1
2007Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper2
2012Reported earnings and analyst forecasts as competing sources of information: A new approach.(2012) In: Australian Journal of Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2006Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets In: Review of Applied Economics.
[Full Text][Citation analysis]		article0
2008THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA. In: Annales Universitatis Apulensis Series Oeconomica.
[Full Text][Citation analysis]		article1
2013Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article2
2014Determinants of the extent of Asia-Pacific banks’ derivative activities In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]		article1
2014Alpha In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]		article0
2017Fantasy Pitching In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]		article0
2018Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]		article0
2021Dynamic industry uncertainty networks and the business cycle In: Papers.
[Full Text][Citation analysis]		paper1
2024Dynamic industry uncertainty networks and the business cycle.(2024) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets In: Abacus.
[Full Text][Citation analysis]		article14
2018Noise Momentum Around the World In: Abacus.
[Full Text][Citation analysis]		article2
2022Whos Greenwashing Via the Media and What are the Consequences? Evidence From China In: Abacus.
[Full Text][Citation analysis]		article3
2001The intertemporal relationship between market return and variance: an Australian perspective In: Accounting and Finance.
[Full Text][Citation analysis]		article6
2005Editorial Note In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2011Introduction: 50th Anniversary Issue of Accounting & Finance In: Accounting and Finance.
[Citation analysis]		article0
2012The Global Financial Crisis: some attributes and responses In: Accounting and Finance.
[Full Text][Citation analysis]		article9
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.
[Full Text][Citation analysis]		article0
2014Fifty years of finance research in the Asia Pacific Basin In: Accounting and Finance.
[Full Text][Citation analysis]		article48
2015Individual financial risk tolerance and the global financial crisis In: Accounting and Finance.
[Full Text][Citation analysis]		article29
2015A simple template for pitching research In: Accounting and Finance.
[Full Text][Citation analysis]		article21
2016Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2019Do brokers recommendation changes generate brokerage? Evidence from a central limit order market In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2020Pitching research: ‘qualitative cousins’ and the ‘extended family’ In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2020The impact of audit quality in rights offerings In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2020Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2020Market response of US equities to domestic natural disasters: industry?based evidence In: Accounting and Finance.
[Full Text][Citation analysis]		article2
2020Size?conditioned mandatory capital adequacy disclosure and bank intermediation In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2021Pairs trading and idiosyncratic cash flow risk In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2021Social trust and the speed of corporate leverage adjustment: evidence from around the globe In: Accounting and Finance.
[Full Text][Citation analysis]		article7
2021Pitching research for engagement and impact: a simple tool and illustrative examples In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2021The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2021… More on the use of research templates In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2021A visualisation approach for pitching research In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2021Using abnormal analyst coverage to unlock new evidence on stock price crash risk In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2022Vale Emeritus Professor Francis (Frank) James Finn In: Accounting and Finance.
[Full Text][Citation analysis]		article0
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
[Citation analysis]		article8
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
[Citation analysis]		article3
2000Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers.
[Full Text][Citation analysis]		article20
2005A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX?DATES* In: Australian Economic Papers.
[Full Text][Citation analysis]		article3
2019Individualistic cultures and crash risk In: European Financial Management.
[Full Text][Citation analysis]		article19
2001A Multivariate Test of a Dual-Beta CAPM: Australian Evidence. In: The Financial Review.
[Citation analysis]		article22
2003Creating Fama and French Factors with Style In: The Financial Review.
[Full Text][Citation analysis]		article14
2004An International Investigation of the Factors that Determine Conditional Gold Betas In: The Financial Review.
[Full Text][Citation analysis]		article16
2005Asset Pricing and the Illiquidity Premium In: The Financial Review.
[Full Text][Citation analysis]		article43
2009Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective In: The Financial Review.
[Full Text][Citation analysis]		article178
2019Is Financial Flexibility a Priced Factor in the Stock Market? In: The Financial Review.
[Full Text][Citation analysis]		article3
2013Financial Inflexibility and the Value Premium In: International Review of Finance.
[Full Text][Citation analysis]		article2
2006Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* In: International Review of Finance.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article11
2009New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article3
1998Time?varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article17
2000Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article60
2004Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi?sector Managed Funds In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article22
2005Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article11
2007The Information Content of Australian Managed Fund Ratings In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article4
2010The Market Impact of Relative Agency Activity in the Sovereign Ratings Market In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article47
2015Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article9
2016Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article1
2003The Determinants of Conditional Autocorrelation in Stock Returns In: Journal of Financial Research.
[Full Text][Citation analysis]		article21
2004ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2007EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2008ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION In: Journal of Financial Research.
[Full Text][Citation analysis]		article24
2011ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
[Full Text][Citation analysis]		article8
2012ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article52
2012Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article14
2007Are financial derivates really value enhancing? Australian evidence In: Working Papers.
[Citation analysis]		paper8
2004Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper1
2014Bias correction in the estimation of dynamic panel models in corporate finance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article24
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.
[Full Text][Citation analysis]		article9
2016CEO overconfidence and corporate debt maturity In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article69
2016Deviation from target capital structure, cost of equity and speed of adjustment In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article34
2021Institutional investor horizon and bank risk-taking In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2021Relative bond-stock liquidity and capital structure choices In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article2
2017Hitting SKEW for SIX In: Economic Modelling.
[Full Text][Citation analysis]		article9
2018A specialised volatility index for the new GICS sector - Real estate In: Economic Modelling.
[Full Text][Citation analysis]		article3
2002New evidence on the impact of financial leverage on beta risk: A time-series approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023The commodity risk premium and neural networks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2023The commodity risk premium and neural networks.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008Does oil move equity prices? A global view In: Energy Economics.
[Full Text][Citation analysis]		article373
2013What drives the commodity price beta of oil industry stocks? In: Energy Economics.
[Full Text][Citation analysis]		article6
2014Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies In: Energy Economics.
[Full Text][Citation analysis]		article7
2005Modeling conditional return autocorrelation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2008Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2008The ex-date impact of special dividend announcements: A note In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2008Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2010New evidence on the relation between stock liquidity and measures of trading activity In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2012Competitive valuation effects of Australian IPOs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2016Diamonds vs. precious metals: What shines brightest in your investment portfolio? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article32
2018New evidence on sovereign to corporate credit rating spill-overs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2022The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2023Behavioral implications of sovereign ceiling doctrine for the access to credit by firms In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2016Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund In: Finance Research Letters.
[Full Text][Citation analysis]		article1
1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
[Full Text][Citation analysis]		article3
2003Exchange rate sensitivity of Australian international equity funds In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2004Further evidence on the announcement effect of bonus shares in an imputation tax setting In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2005Announcements of bonus share options: Signalling of the quality of firms In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2009Tournament behavior in Australian superannuation funds: A non-parametric analysis In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2001GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2003A performance analysis of Australian international equity trusts In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2003Gold factor exposures in international asset pricing In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article36
2009Derivative activities and Asia-Pacific banks interest rate and exchange rate exposures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article17
2010Performance persistence in hedge funds: Australian evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		article13
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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2022Foreign ownership and stock liquidity uncertainty In: Journal of International Financial Markets, Institutions and Money.
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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.
[Full Text][Citation analysis]		article2
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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2022Uncertainty, investment spikes, and corporate leverage adjustments In: Journal of Banking & Finance.
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1996An evaluation of volatility forecasting techniques In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article159
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.
[Full Text][Citation analysis]		article8
2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article124
2005Complete markets, informed trading and equity option introductions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2006On the estimation and comparison of short-rate models using the generalised method of moments In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article81
2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343] In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2011The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article54
2012Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2013Pricing innovations in consumption growth: A re-evaluation of the recursive utility model In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2013Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2013Does board structure in banks really affect their performance? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article186
2013Canonical vine copulas in the context of modern portfolio management: Are they worth it? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article65
2015Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2016Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2016Do corporate policies follow a life-cycle? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article61
2003Sudden changes in property rights: the case of Australian native title In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2000Modeling Australias country risk: a country beta approach In: Journal of Economics and Business.
[Full Text][Citation analysis]		article12
2014Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? In: Journal of Economics and Business.
[Full Text][Citation analysis]		article19
2016Enhancing mean–variance portfolio selection by modeling distributional asymmetries In: Journal of Economics and Business.
[Full Text][Citation analysis]		article10
1999Oil price risk and the Australian stock market In: Journal of Energy Finance & Development.
[Full Text][Citation analysis]		article223
2008Rights offerings, takeup, renounceability, and underwriting status In: Journal of Financial Economics.
[Full Text][Citation analysis]		article23
2019Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article8
2000A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article47
2022The strategic allocation to style-integrated portfolios of commodity futures In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2022The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 1		paper
2000An analysis of asymmetry in foreign currency exposure of the Australian equities market In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article31
2002International cross-listings towards more liquid markets: the impact on domestic firms In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article6
2003Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article22
2003Short-term contrarian investing--is it profitable? ... Yes and No In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article14
2003An exploratory investigation of the relation between risk tolerance scores and demographic characteristics In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article34
2004Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article42
2018Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		chapter
2004The intra-industry impact of special dividend announcements: contagion versus competition In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article5
2005An empirical analysis of hedge fund performance: The case of Australian hedge funds industry In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article10
2016Sub-optimal international portfolio allocations and the cost of capital In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article2
1999An examination of Australian equity trusts for selectivity and market timing performance In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article22
2002The pricing of foreign exchange risk in the Australian equities market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article16
2003An investigation into the role of liquidity in asset pricing: Australian evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article34
2004The relationship between exchange rate exposure, currency risk management and performance of international equity funds In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2006Conditional performance evaluation and the relevance of money flows for Australian international equity funds In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2007Market conditions and the optimal IPO allocation mechanism in China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article16
2009Default risk and equity returns: Australian evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article15
2010Liquidity and stock returns in Japan: New evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article29
2010Asymmetry in return and volatility spillover between equity and bond markets in Australia In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article45
2010Financial constraints and stock returns -- Evidence from Australia In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2012Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article33
2014Disciplinary tools and bank risk exposure In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article19
1994Beta stability and portfolio formation In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article14
1995Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
1994Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
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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