31
H index
105
i10 index
4224
Citations
robert william faff : Citation Profile
University of Queensland | RESEARCH PRODUCTION: 302 Articles 14 Papers 3 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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29 years (1993 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with robert william faff. | Is cited by:
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Main data
Where robert william faff has published?
| Working Papers Series with more than one paper published | # docs |
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| Post-Print / HAL | 2 |
Recent works citing robert william faff (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Do Sustainability Risks Affect Credit Ratings? Evidence from European Banks. (2022). Giraldez-Puig, Pilar ; Samaniego-Medina, Reyes . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:720. Full description at Econpapers || Download paper | |
| 2022 | Pitching Research for Research-Enabled Students: Reflections on My Experience as A “Test Pilot†Of the Inspir2es “Internship†Initiative. (2022). Li, Yitong. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:4:p:631-654. Full description at Econpapers || Download paper | |
| 2023 | Sektorowe 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. Full description at Econpapers || Download paper | |
| 2022 | Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2018). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1811.09312. Full description at Econpapers || Download paper | |
| 2023 | Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870. Full description at Econpapers || Download paper | |
| 2022 | Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028. Full description at Econpapers || Download paper | |
| 2023 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper | |
| 2022 | Index Tracking via Learning to Predict Market Sensitivities. (2022). Choi, Yongmin ; Kim, Jeonghun ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2209.00780. Full description at Econpapers || Download paper | |
| 2023 | Select 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. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | Monte 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. Full description at Econpapers || Download paper | |
| 2022 | Hierarchical 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. Full description at Econpapers || Download paper | |
| 2023 | Risk 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. Full description at Econpapers || Download paper | |
| 2022 | Assessing 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. Full description at Econpapers || Download paper | |
| 2022 | Does 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. Full description at Econpapers || Download paper | |
| 2022 | Corporate 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. Full description at Econpapers || Download paper | |
| 2022 | Institutional 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. Full description at Econpapers || Download paper | |
| 2022 | Corporate 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. Full description at Econpapers || Download paper | |
| 2022 | Cognitive 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. Full description at Econpapers || Download paper | |
| 2023 | Speculative 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. Full description at Econpapers || Download paper | |
| 2023 | Meta?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. Full description at Econpapers || Download paper | |
| 2023 | Capital 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. Full description at Econpapers || Download paper | |
| 2023 | Local 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. Full description at Econpapers || Download paper | |
| 2023 | Customer 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. Full description at Econpapers || Download paper | |
| 2023 | CEO 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. Full description at Econpapers || Download paper | |
| 2023 | Toxic 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. Full description at Econpapers || Download paper | |
| 2023 | Earnings 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. Full description at Econpapers || Download paper | |
| 2023 | Difference 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. Full description at Econpapers || Download paper | |
| 2023 | Former 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. Full description at Econpapers || Download paper | |
| 2023 | State?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. Full description at Econpapers || Download paper | |
| 2023 | Corporate 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. Full description at Econpapers || Download paper | |
| 2023 | Social 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. Full description at Econpapers || Download paper | |
| 2022 | Foreign 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. Full description at Econpapers || Download paper | |
| 2022 | Financial 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. Full description at Econpapers || Download paper | |
| 2022 | Innovation information disclosure and stock price crash risk?based supervision and insurance effect path analysis. (2022). Xiao, Xiang ; Yu, Ziqin. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:534-590. Full description at Econpapers || Download paper | |
| 2022 | Examining 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. Full description at Econpapers || Download paper | |
| 2022 | Founder 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. Full description at Econpapers || Download paper | |
| 2022 | The effect of corporate environmental, social and governance disclosure on cash holdings: Life?cycle perspective. (2022). Nadarajah, Sivathaasan ; Liu, Benjamin ; Atif, Muhammad. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:5:p:2193-2212. Full description at Econpapers || Download paper | |
| 2022 | Why dont asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals. (2022). Zeidan, Rodrigo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3028-3039. Full description at Econpapers || Download paper | |
| 2022 | Are boards ‘substitute’ or ‘complement’ dividend payout? Econometric evidence for Indian banks. (2022). Gulati, Rachita ; Bhatia, Madhur. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:2:n:e12198. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Environmental uncertainty and corporate cash holdings: The moderating role of CEO ability. (2022). Habib, Ahsan ; Magerakis, Efstathios. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:402-432. Full description at Econpapers || Download paper | |
| 2023 | Institutional 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. Full description at Econpapers || Download paper | |
| 2023 | Co?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. Full description at Econpapers || Download paper | |
| 2022 | Does corporate governance have a differential effect on downside and upside risk?. (2022). Je, Jen ; Liu, Benjamin ; Ali, Searat. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1642-1695. Full description at Econpapers || Download paper | |
| 2023 | Bank 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. Full description at Econpapers || Download paper | |
| 2022 | Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764. Full description at Econpapers || Download paper | |
| 2022 | CEO 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | FEAR 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. Full description at Econpapers || Download paper | |
| 2022 | Managing bank liquidity hoarding during uncertain times : The role of board gender diversity. (2022). Weill, Laurent ; Garanina, Tatiana ; Davydov, Denis. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2022_011. Full description at Econpapers || Download paper | |
| 2022 | Post-pandemic inflation: Phillips Curve, trends, drivers and lessons. (2022). Catiforis, Christos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:43-65. Full description at Econpapers || Download paper | |
| 2022 | Proposals for the reform of EU fiscal rules. (2022). Palaiodimos, Georgios ; Ventouris, Nikos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:67-81. Full description at Econpapers || Download paper | |
| 2022 | Skills, management practices and technology adoption in Greek manufacturing firms. (2022). Petroulakis, Filippos ; Karadimitropoulou, Aikaterini ; Dellis, Konstantinos ; Caloghirou, Yannis ; Anyfantaki, Sofia. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:7-42. Full description at Econpapers || Download paper | |
| 2022 | Green finance in Europe: actors and challenges. (2022). Paisiou, Katerina ; Migiakis, Petros ; Anyfantaki, Sofia. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:83-105. Full description at Econpapers || Download paper | |
| 2022 | On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant. (2022). Simshauser, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2229. Full description at Econpapers || Download paper | |
| 2022 | Culture of Individualism and Uncertainty Avoidance in the G20 Countries’ Industries: An Analysis of Capital Structure and Performance. (2022). de Carvalho, Luciano Castro ; da Silva, Tarcisio Pedro ; de Lima, Gleice Carvalho ; Panosso, Oderson. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020555. Full description at Econpapers || Download paper | |
| 2023 | Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773. Full description at Econpapers || Download paper | |
| 2022 | It’s not time to make a change: sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222740. Full description at Econpapers || Download paper | |
| 2023 | Window 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. Full description at Econpapers || Download paper | |
| 2022 | Investment 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. Full description at Econpapers || Download paper | |
| 2022 | On the Effectiveness of Stock Index Futures for Tail Risk Protection. (2022). Zouari, Hammadi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-5. Full description at Econpapers || Download paper | |
| 2022 | Optimal Cash Ratio and Adjustment Speed Across Different Firm Characteristics. (2022). Farouk, Mohamed ; Dawood, Aly ; Otaify, Mahmoud. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-9. Full description at Econpapers || Download paper | |
| 2022 | Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors. (2022). Ferreira-Schenk, Sune ; Dickason-Koekemoer, Zandri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-11. Full description at Econpapers || Download paper | |
| 2022 | Psychological and Behavioural Drivers of Short-Term Investment Intentions. (2022). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune ; van Heerden, Wilme ; Mankuroane, Evodia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-3. Full description at Econpapers || Download paper | |
| 2022 | Volatility 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. Full description at Econpapers || Download paper | |
| 2022 | Firm life cycle and financial statement comparability. (2022). Ranasinghe, Dinithi ; Habib, Ahsan ; Biswas, Pallab Kumar. In: Advances in accounting. RePEc:eee:advacc:v:58:y:2022:i:c:s088261102200027x. Full description at Econpapers || Download paper | |
| 2022 | Board characteristics and efficiency of value added by banks: Evidence from an emerging economy. (2022). Nidugala, Ganesh Kumar ; Pant, Abhay . In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s104900782200015x. Full description at Econpapers || Download paper | |
| 2022 | Do external labor market incentives improve labor investment efficiency?. (2022). Zheng, Jiayi ; Tan, Kelvin ; Hossain, Ashrafee ; Chowdhury, Hasibul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000168. Full description at Econpapers || Download paper | |
| 2022 | Corporate sexual orientation equality policies and the cost of equity capital. (2022). Marwick, Trevor ; Cheung, Adrian ; Hasan, Mostafa Monzur. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000247. Full description at Econpapers || Download paper | |
| 2022 | Are boards risk management committees associated with firms’ environmental performance?. (2022). Li, Zhongtian ; Jia, Jing ; de Villiers, Charl. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:1:s0890838921000925. Full description at Econpapers || Download paper | |
| 2022 | Why are distressed firms acquisitive?. (2022). Zhang, Eden Quxian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002480. Full description at Econpapers || Download paper | |
| 2022 | Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510. Full description at Econpapers || Download paper | |
| 2022 | Board gender diversity and responsible banking during the COVID-19 pandemic. (2022). Yildiz, Yilmaz ; YilmazYildiz, ; Ozkan, Aydin ; Nanteza, Aziidah ; Kara, Alper. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000566. Full description at Econpapers || Download paper | |
| 2022 | Mind the sovereign ceiling on corporate performance. (2022). Zhang, Lambert ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000967. Full description at Econpapers || Download paper | |
| 2022 | Individualism, formal institutional environments, and bank capital decisions. (2022). TARAZI, Amine ; Bitar, Mohammad. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922000876. Full description at Econpapers || Download paper | |
| 2022 | CEO overconfidence and bondholder wealth effects: Evidence from mergers and acquisitions. (2022). Nie, Wei-Ying ; Ho, Po-Hsin ; Chen, Sheng-Syan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001213. Full description at Econpapers || Download paper | |
| 2023 | Prosocial 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. Full description at Econpapers || Download paper | |
| 2022 | Exposure to transit migration: Public attitudes and entrepreneurship. (2022). Guriev, Sergei ; Aksoy, Cevat Giray ; Ajzenman, Nicolas. In: Journal of Development Economics. RePEc:eee:deveco:v:158:y:2022:i:c:s0304387822000608. Full description at Econpapers || Download paper | |
| 2022 | Oil price shocks and the hedging benefit of airline investments. (2022). Güntner, Jochen ; Ohlinger, Peter ; Guntner, Jochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002111. Full description at Econpapers || Download paper | |
| 2022 | Sustainable behaviors and firm performance: The role of financial constraints’ alleviation. (2022). Lucey, Brian M ; Zhang, Dongyang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:220-233. Full description at Econpapers || Download paper | |
| 2022 | Modern health pandemic crises and stock price crash risk. (2022). Pan, Zikui ; Zhao, Chenfang ; Yao, Chia-Ling ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:448-463. Full description at Econpapers || Download paper | |
| 2022 | The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505. Full description at Econpapers || Download paper | |
| 2022 | The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Zhang, Rui ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805. Full description at Econpapers || Download paper | |
| 2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
| 2022 | Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663. Full description at Econpapers || Download paper | |
| 2022 | Board gender diversity and bank risks: Evidence from Australia. (2022). Mishra, Anil V ; Daly, Kevin ; Liu, Jacie Jia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1040-1052. Full description at Econpapers || Download paper | |
| 2022 | Nationalization of private enterprises and default risk: Evidence from mixed-ownership reform in China. (2022). Li, Wanli ; Huang, Qing ; Ran, Maosheng ; Wang, Jinbo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:534-553. Full description at Econpapers || Download paper | |
| 2022 | Environmental regulation and firm capital structure dynamics. (2022). Xiao, HE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:770-787. Full description at Econpapers || Download paper | |
| 2023 | On 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. Full description at Econpapers || Download paper | |
| 2022 | Business strategy, corporate social responsibility, and within-firm pay gap. (2022). Zhu, Ling ; Jiang, Fan ; Kong, Xiao Wei. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002923. Full description at Econpapers || Download paper | |
| 2022 | Heterogeneity in speed of adjustment using finite mixture models. (2022). Harris, Mark ; Khoo, Joye ; Greene, William H ; Durand, Robert B. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003023. Full description at Econpapers || Download paper | |
| 2022 | The power and influence of rating agencies with insights into their misuse. (2022). Sun, Haokun ; Basu, Kaushik. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000098. Full description at Econpapers || Download paper | |
| 2022 | Does systematic risk change when markets close? An analysis using stocks’ beta. (2022). Insana, Alessandra. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000281. Full description at Econpapers || Download paper | |
| 2022 | Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463. Full description at Econpapers || Download paper | |
| 2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
| 2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
| 2022 | Natural disasters, trade credit, and firm performance. (2022). Anderson, Hamish ; Wang, Qing Sophie ; Chen, Lihan ; Lai, Shaojie. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200267x. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
robert william faff is editor of
| Journal | |
|---|---|
| Accounting and Finance |
Works by robert william faff:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Applicability of Investment and Profitability Effects in Asset Pricing Models In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 1 |
| 2007 | Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Reported 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 another version. Agregated cites: 2 | article | |
| 2006 | Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets In: Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA. In: Annales Universitatis Apulensis Series Oeconomica. [Full Text][Citation analysis] | article | 1 |
| 2013 | Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems. [Full Text][Citation analysis] | article | 0 |
| 2013 | An 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] | article | 2 |
| 2014 | Determinants of the extent of Asia-Pacific banks’ derivative activities In: Journal of Accounting and Management Information Systems. [Full Text][Citation analysis] | article | 1 |
| 2014 | Alpha In: Journal of Accounting and Management Information Systems. [Full Text][Citation analysis] | article | 0 |
| 2017 | Fantasy Pitching In: Journal of Accounting and Management Information Systems. [Full Text][Citation analysis] | article | 0 |
| 2018 | Pitching 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] | article | 0 |
| 2021 | Dynamic industry uncertainty networks and the business cycle In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets In: Abacus. [Full Text][Citation analysis] | article | 14 |
| 2018 | Noise Momentum Around the World In: Abacus. [Full Text][Citation analysis] | article | 2 |
| 2022 | Whos Greenwashing Via the Media and What are the Consequences? Evidence From China In: Abacus. [Full Text][Citation analysis] | article | 1 |
| 2001 | The intertemporal relationship between market return and variance: an Australian perspective In: Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
| 2005 | Editorial Note In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Introduction: 50th Anniversary Issue of Accounting & Finance In: Accounting and Finance. [Citation analysis] | article | 0 |
| 2012 | The Global Financial Crisis: some attributes and responses In: Accounting and Finance. [Full Text][Citation analysis] | article | 8 |
| 2013 | Mickey 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] | article | 0 |
| 2014 | Fifty years of finance research in the Asia Pacific Basin In: Accounting and Finance. [Full Text][Citation analysis] | article | 46 |
| 2015 | Individual financial risk tolerance and the global financial crisis In: Accounting and Finance. [Full Text][Citation analysis] | article | 27 |
| 2015 | A simple template for pitching research In: Accounting and Finance. [Full Text][Citation analysis] | article | 19 |
| 2016 | Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Do brokers recommendation changes generate brokerage? Evidence from a central limit order market In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Pitching research: ‘qualitative cousins’ and the ‘extended family’ In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | The impact of audit quality in rights offerings In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2020 | Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | Market response of US equities to domestic natural disasters: industry?based evidence In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Size?conditioned mandatory capital adequacy disclosure and bank intermediation In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Pairs trading and idiosyncratic cash flow risk In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Social trust and the speed of corporate leverage adjustment: evidence from around the globe In: Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Pitching research for engagement and impact: a simple tool and illustrative examples In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | … More on the use of research templates In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | A visualisation approach for pitching research In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Using abnormal analyst coverage to unlock new evidence on stock price crash risk In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Vale Emeritus Professor Francis (Frank) James Finn In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 1995 | Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers. [Citation analysis] | article | 9 |
| 1995 | Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1997 | Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers. [Citation analysis] | article | 3 |
| 2000 | Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers. [Full Text][Citation analysis] | article | 20 |
| 2005 | A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX?DATES* In: Australian Economic Papers. [Full Text][Citation analysis] | article | 3 |
| 2019 | Individualistic cultures and crash risk In: European Financial Management. [Full Text][Citation analysis] | article | 19 |
| 2001 | A Multivariate Test of a Dual-Beta CAPM: Australian Evidence. In: The Financial Review. [Citation analysis] | article | 22 |
| 2003 | Creating Fama and French Factors with Style In: The Financial Review. [Full Text][Citation analysis] | article | 14 |
| 2004 | An International Investigation of the Factors that Determine Conditional Gold Betas In: The Financial Review. [Full Text][Citation analysis] | article | 16 |
| 2005 | Asset Pricing and the Illiquidity Premium In: The Financial Review. [Full Text][Citation analysis] | article | 42 |
| 2009 | Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective In: The Financial Review. [Full Text][Citation analysis] | article | 175 |
| 2019 | Is Financial Flexibility a Priced Factor in the Stock Market? In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
| 2013 | Financial Inflexibility and the Value Premium In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
| 2006 | Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* In: International Review of Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | Deal 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] | article | 11 |
| 2009 | New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 3 |
| 1998 | Time?varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 17 |
| 2000 | Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 60 |
| 2004 | Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi?sector Managed Funds In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 22 |
| 2005 | Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 7 |
| 2005 | An 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] | article | 11 |
| 2007 | The Information Content of Australian Managed Fund Ratings In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 4 |
| 2010 | The Market Impact of Relative Agency Activity in the Sovereign Ratings Market In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 47 |
| 2015 | Do 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] | article | 9 |
| 2016 | Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 2003 | The Determinants of Conditional Autocorrelation in Stock Returns In: Journal of Financial Research. [Full Text][Citation analysis] | article | 20 |
| 2004 | ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2007 | EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2008 | ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 24 |
| 2011 | ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 8 |
| 2012 | ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 50 |
| 2012 | Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 13 |
| 2007 | Are financial derivates really value enhancing? Australian evidence In: Working Papers. [Citation analysis] | paper | 8 |
| 2004 | Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 1 |
| 2014 | Bias correction in the estimation of dynamic panel models in corporate finance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 24 |
| 2014 | An 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] | article | 8 |
| 2016 | CEO overconfidence and corporate debt maturity In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 63 |
| 2016 | Deviation from target capital structure, cost of equity and speed of adjustment In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 32 |
| 2021 | Institutional investor horizon and bank risk-taking In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 7 |
| 2021 | Relative bond-stock liquidity and capital structure choices In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | Hitting SKEW for SIX In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2018 | A specialised volatility index for the new GICS sector - Real estate In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2002 | New 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] | article | 13 |
| 2020 | Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Does oil move equity prices? A global view In: Energy Economics. [Full Text][Citation analysis] | article | 364 |
| 2013 | What drives the commodity price beta of oil industry stocks? In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | Uncovering 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] | article | 7 |
| 2005 | Modeling conditional return autocorrelation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2008 | Point 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] | article | 3 |
| 2008 | The ex-date impact of special dividend announcements: A note In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | Estimating 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] | article | 9 |
| 2010 | New evidence on the relation between stock liquidity and measures of trading activity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 26 |
| 2012 | Competitive valuation effects of Australian IPOs In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2016 | Diamonds vs. precious metals: What shines brightest in your investment portfolio? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 29 |
| 2018 | New evidence on sovereign to corporate credit rating spill-overs In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2022 | The 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] | article | 8 |
| 2016 | Political 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] | article | 1 |
| 1999 | Mean reversion and the forecasting of country betas: a note In: Global Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2003 | Exchange rate sensitivity of Australian international equity funds In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2004 | Further evidence on the announcement effect of bonus shares in an imputation tax setting In: Global Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2005 | Announcements of bonus share options: Signalling of the quality of firms In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2009 | Tournament behavior in Australian superannuation funds: A non-parametric analysis In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2001 | GARCH 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] | article | 13 |
| 2003 | A performance analysis of Australian international equity trusts In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2003 | Gold factor exposures in international asset pricing In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 36 |
| 2009 | Derivative activities and Asia-Pacific banks interest rate and exchange rate exposures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 17 |
| 2010 | Performance persistence in hedge funds: Australian evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
| 1997 | An 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] | article | 14 |
| 1997 | An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience..(1997) In: Melbourne - Centre in Finance. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2022 | Foreign ownership and stock liquidity uncertainty In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 1998 | A test of the intertemporal CAPM in the Australian equity market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2019 | Did connected hedge funds benefit from bank bailouts during the financial crisis? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2020 | Evidence of strategic information uncertainty around opportunistic insider purchases In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2021 | Business shocks and corporate leverage In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | What can we learn from firm-level jump-induced tail risk around earnings announcements? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Uncertainty, investment spikes, and corporate leverage adjustments In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 1996 | An evaluation of volatility forecasting techniques In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 159 |
| 1997 | A 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] | article | 9 |
| 2004 | The national market impact of sovereign rating changes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 124 |
| 2005 | Complete markets, informed trading and equity option introductions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
| 2006 | On the estimation and comparison of short-rate models using the generalised method of moments In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2010 | Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 81 |
| 2010 | Erratum 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] | article | 0 |
| 2011 | The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2012 | Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
| 2013 | Pricing innovations in consumption growth: A re-evaluation of the recursive utility model In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2013 | Does board structure in banks really affect their performance? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 174 |
| 2013 | Canonical vine copulas in the context of modern portfolio management: Are they worth it? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 61 |
| 2015 | Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Do corporate policies follow a life-cycle? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 60 |
| 2003 | Sudden changes in property rights: the case of Australian native title In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2000 | Modeling Australias country risk: a country beta approach In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 12 |
| 2014 | Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 18 |
| 2016 | Enhancing mean–variance portfolio selection by modeling distributional asymmetries In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 10 |
| 1999 | Oil price risk and the Australian stock market In: Journal of Energy Finance & Development. [Full Text][Citation analysis] | article | 220 |
| 2008 | Rights offerings, takeup, renounceability, and underwriting status In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 23 |
| 2019 | Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 8 |
| 2000 | A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 47 |
| 2022 | The strategic allocation to style-integrated portfolios of commodity futures In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2000 | An analysis of asymmetry in foreign currency exposure of the Australian equities market In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 32 |
| 2002 | International cross-listings towards more liquid markets: the impact on domestic firms In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 6 |
| 2003 | Can 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] | article | 22 |
| 2003 | Short-term contrarian investing--is it profitable? ... Yes and No In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 14 |
| 2003 | An exploratory investigation of the relation between risk tolerance scores and demographic characteristics In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 31 |
| 2004 | Macroeconomic 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] | article | 42 |
| 2018 | Macroeconomic 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 another version. Agregated cites: 42 | chapter | |
| 2004 | The intra-industry impact of special dividend announcements: contagion versus competition In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2005 | An empirical analysis of hedge fund performance: The case of Australian hedge funds industry In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 10 |
| 2016 | Sub-optimal international portfolio allocations and the cost of capital In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
| 1999 | An examination of Australian equity trusts for selectivity and market timing performance In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 22 |
| 2002 | The pricing of foreign exchange risk in the Australian equities market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
| 2003 | An investigation into the role of liquidity in asset pricing: Australian evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 34 |
| 2004 | The relationship between exchange rate exposure, currency risk management and performance of international equity funds In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2006 | Conditional performance evaluation and the relevance of money flows for Australian international equity funds In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2007 | Market conditions and the optimal IPO allocation mechanism in China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
| 2009 | Default risk and equity returns: Australian evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 15 |
| 2010 | Liquidity and stock returns in Japan: New evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 29 |
| 2010 | Asymmetry in return and volatility spillover between equity and bond markets in Australia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 44 |
| 2010 | Financial constraints and stock returns -- Evidence from Australia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 10 |
| 2012 | Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 32 |
| 2014 | Disciplinary tools and bank risk exposure In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
| 1994 | Beta stability and portfolio formation In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
| 1995 | Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 1994 | Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2015 | Corporate governance, firm value and risk: Past, present, and future In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 18 |
| 2015 | Injecting liquidity into liquidity research In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2017 | Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 18 |
| 2018 | New evidence on national culture and bank capital structure In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 24 |
| 2019 | Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 1997 | Testing the conditional CAPM and the effect of intervaling: A note In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
| 1998 | The empirical relationship between aggregate consumption and security prices in Australia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 1998 | An investigation into the extent of beta instability in the Singapore stock market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 1999 | Interest rate risk of Australian financial sector companies in a period of regulatory change In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 17 |
| 2000 | Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2006 | Foreign debt and financial hedging: Evidence from Australia In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
| 2007 | Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| 2014 | Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2019 | Predicting corporate bankruptcy: What matters? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
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| 2022 | Realized moments and the cross-sectional stock returns around earnings announcements In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
| 2005 | Asia Pacific banks derivative and risk management disclosures In: Asian Review of Accounting. [Full Text][Citation analysis] | article | 0 |
| 2005 | Profitability of Trading Rules in Futures Markets In: Accounting Research Journal. [Full Text][Citation analysis] | article | 2 |
| 2009 | The effects of forecast specificity on the asymmetric short?window share market response to management earnings forecasts In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
| 2010 | The equity and efficiency of the Australian share market with respect to director trading In: Accounting Research Journal. [Full Text][Citation analysis] | article | 6 |
| 2016 | Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis In: Accounting Research Journal. [Full Text][Citation analysis] | article | 0 |
| 2011 | Women and risk tolerance in an aging world In: International Journal of Accounting and Information Management. [Full Text][Citation analysis] | article | 14 |
| 2013 | Do high and low-ranked sustainability stocks perform differently? In: International Journal of Accounting and Information Management. [Full Text][Citation analysis] | article | 13 |
| 2014 | The role of board gender on the profitability of insider trading In: International Journal of Accounting and Information Management. [Full Text][Citation analysis] | article | 1 |
| 2021 | Informational content of options around analyst recommendations In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | The relationship between implied volatility and autocorrelation In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 6 |
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| 2009 | Does Risk Aversion Vary with Decision?Frame? An Empirical Test Using Recent Game Show Data In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland In: European Research Studies Journal. [Full Text][Citation analysis] | article | 1 |
| 1996 | Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 1 |
| 1998 | Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 15 |
| 2001 | Power ARCH modelling of commodity futures data on the London Metal Exchange.(2001) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 1998 | A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
| 2022 | Effects of institutional investor ownership on innovation In: International Journal of Corporate Governance. [Full Text][Citation analysis] | article | 0 |
| 2013 | An Empirical Study of the World Price of Sustainability In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 11 |
| 2017 | The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 5 |
| 2005 | Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 6 |
| 2006 | On the Choice of Superannuation Funds in Australia In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 6 |
| 2008 | Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 3 |
| 2012 | Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 0 |
| 2000 | U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 7 |
| 2006 | Modelling return and conditional volatility exposures in global stock markets In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2006 | An integrated multi-model credit rating system for private firms In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 10 |
| 2007 | The relation between R&D intensity and future market returns: does expensing versus capitalization matter? In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 10 |
| 2008 | Evidence of feedback trading with Markov switching regimes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 11 |
| 2008 | Analysing the performance of managed funds using the wavelet multiscaling method In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
| 2009 | Are the Fama–French factors proxying news related to GDP growth? The Australian evidence In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
| 2019 | Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework In: Capital Markets Review. [Full Text][Citation analysis] | article | 3 |
| 1996 | The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market In: Capital Markets Review. [Full Text][Citation analysis] | article | 1 |
| 2008 | The Impact of the Announcement of Acquisition of Divested Assets on Buyers’ Wealth - Asset Fit and Disclosure of Funds Used: Evidence from the U.K. In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2012 | Return-based Style Analysis in Australian Funds In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2001 | The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 2004 | Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2005 | MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS.(2005) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | Is there a Banking Risk Premium in the US Stock Market? In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] | article | 1 |
| 2015 | Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 31 |
| 2005 | International evidence on the determinants of foreign exchange rate exposure of multinational corporations In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 17 |
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| 2003 | Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States In: Journal of Economic Integration. [Citation analysis] | article | 6 |
| 1993 | A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 1998 | Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques In: Australian Journal of Management. [Full Text][Citation analysis] | article | 56 |
| 2000 | Beta and Return: Implications of Australias Dividend Imputation Tax System In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
| 2001 | An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors In: Australian Journal of Management. [Full Text][Citation analysis] | article | 42 |
| 2002 | On The Determinants of Derivative Usage by Australian Companies In: Australian Journal of Management. [Full Text][Citation analysis] | article | 36 |
| 2003 | Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments In: Australian Journal of Management. [Full Text][Citation analysis] | article | 16 |
| 2005 | Tactical Asset Allocation: Australian Evidence In: Australian Journal of Management. [Full Text][Citation analysis] | article | 7 |
| 2006 | Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
| 2007 | Are the Fama-French Factors Proxying Default Risk? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 29 |
| 2007 | Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 5 |
| 2009 | Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 48 |
| 2009 | Fund Size, Transaction Costs and Performance: Size Matters! In: Australian Journal of Management. [Full Text][Citation analysis] | article | 8 |
| 2010 | The simultaneous relation between fund flows and returns In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
| 2011 | Is default risk priced in Australian equity? Exploring the role of the business cycle In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
| 2011 | The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
| 2012 | Determinants of bond spreads: evidence from credit derivatives of Australian firms In: Australian Journal of Management. [Full Text][Citation analysis] | article | 2 |
| 2012 | Profiling socially responsible investors: Australian evidence In: Australian Journal of Management. [Full Text][Citation analysis] | article | 24 |
| 2013 | The long- and short-run financial impacts of cross listing on Australian firms In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2013 | A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2013 | Liquidity in asset pricing: New Australian evidence using low-frequency data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 18 |
| 2014 | Market discipline and bank risk taking In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
| 2016 | Factors affecting the birth and fund flows of CTAs In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2016 | Financial constraints and dividend policy In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
| 2016 | A contemporary view of corporate finance theory, empirical evidence and practice In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
| 2017 | The complementary role of cross-sectional and time-series information in forecasting stock returns In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2022 | Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Profiling Ethical Investors In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 1 |
| 2022 | Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. [Full Text][Citation analysis] | article | 1 |
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| 2009 | Nonlinear linkages between financial risk tolerance and demographic characteristics In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2010 | Testing seasonality in the liquidity-return relation: Japanese evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | Does the type of derivative instrument used by companies impact firm value? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1997 | Bank exposures to interest-rate risk: the case of the Australian banking industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1997 | A note on beta forecasting In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1997 | Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1998 | Consumption versus market betas of Australian industry portfolios In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1999 | An international market model and exchange rate risk: Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1999 | Some additional Australian evidence on the day-of-the-week effect In: Applied Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 2007 | An examination of conditional asset pricing models in the Australian equities market In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | Systematic liquidity in the long run In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | Style analysis, customized benchmarks, and managed funds: new evidence In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | Style drift and fund performance in up and down markets: Australian evidence In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2000 | Australian industry beta risk, the choice of market index and business cycles In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2001 | Induced persistence or reversals in fund performance?: the effect of survivorship bias In: Applied Financial Economics. [Full Text][Citation analysis] | article | 11 |
| 2001 | Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Maximizing futures returns using fixed fraction asset allocation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Correlations, integration and Hansen-Jagannathan bounds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | A simple test of the Fama and French model using daily data: Australian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 41 |
| 2004 | Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Investigating performance benchmarks in the context of international trusts: Australian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2005 | The stock market impact of German reunification: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Asia-Pacific banks risk exposures: pre and post the Asian financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Do Australian hedge fund managers possess timing abilities? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Are firms hedging or speculating? The relationship between financial derivatives and firm risk In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2010 | The influence of time, seasonality and market state on momentum: insights from the Australian stock market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Style analysis and dominant index timing: an application to Australian multi-sector managed funds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 1997 | A further examination of the effect of diversification on the stability of portfolio betas In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 1998 | A multifactor model of gold industry stock returns: evidence from the Australian equity market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 42 |
| 2013 | Diminishing marginal returns from R&D investment: evidence from manufacturing firms In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 1999 | An examination of the relationship between Australian industry equity returns and expected inflation In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2002 | An ordered response model of test cricket performance In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 2021 | Institutional ownership and corporate risk-taking in Japanese listed firms In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Forecasting stock market volatility: Further international evidence In: The European Journal of Finance. [Full Text][Citation analysis] | article | 15 |
| 2019 | Financial markets, innovation and regulation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2002 | Time varying country risk: an assessment of alternative modelling techniques In: The European Journal of Finance. [Full Text][Citation analysis] | article | 22 |
| 2016 | The profitability of pairs trading strategies: distance, cointegration and copula methods In: Quantitative Finance. [Full Text][Citation analysis] | article | 43 |
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| 2002 | The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study In: The Journal of Business. [Full Text][Citation analysis] | article | 10 |
| 2001 | New insights into the impact of the introduction of futures trading on stock price volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
| 2004 | Do futures?based strategies enhance dynamic portfolio insurance? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| 2010 | Corporate usage of financial derivatives, information asymmetry, and insider trading In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2022 | Nonlinear limits to arbitrage In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2005 | An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 4 |
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