robert william faff : Citation Profile

University of Queensland

35

H index

123

i10 index

4903

Citations

RESEARCH PRODUCTION:

325

Articles

15

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 153
   Journals where robert william faff has often published
   Relations with other researchers
   Recent citing documents: 457.    Total self citations: 101 (2.02 %)

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   Permalink: http://citec.repec.org/pfa127
   Updated: 2025-12-20    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Abdul Malik, Ihtisham (2)

Baruník, Jozef (2)

Cheema, Muhammad (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 (41)

lucey, brian (27)

Tiwari, Aviral (25)

ap Gwilym, Owain (25)

Alsakka, Rasha (24)

Nguyen, Duc Khuong (22)

Degiannakis, Stavros (20)

Filis, George (19)

MONEVA, JOSE (18)

Gharghori, Philip (17)

Ratti, Ronald (17)

Cites to:

Fama, Eugene (110)

French, Kenneth (105)

Shleifer, Andrei (70)

Jagannathan, Ravi (70)

Harvey, Campbell (62)

merton, robert (49)

Bollerslev, Tim (44)

Subrahmanyam, Avanidhar (41)

Brooks, Robert (41)

Engle, Robert (39)

Titman, Sheridan (35)

Main data

Where robert william faff has published?

Journals with more than one article published# docs
Australian Journal of Management27
Accounting and Finance24
Pacific-Basin Finance Journal22
Journal of Banking & Finance21
Applied Financial Economics20
International Review of Financial Analysis12
Journal of Business Finance & Accounting11
Journal of Multinational Financial Management10
Applied Economics Letters10
Pacific Accounting Review8
Journal of International Financial Markets, Institutions and Money8
Studies in Economics and Econometrics7
Review of Quantitative Finance and Accounting7
Journal of Financial Research6
Journal of Corporate Finance6
The Financial Review6
International Review of Economics & Finance6
Global Finance Journal6
Journal of Accounting and Management Information Systems6
Energy Economics5
Applied Economics5
Abacus4
Financial Analysts Journal4
Journal of Futures Markets4
Accounting Research Journal4
Journal of Financial Services Research4
Applied Financial Economics Letters4
Australian Economic Papers4
The European Journal of Finance4
International Review of Finance3
Journal of Economics and Business3
International Journal of Managerial Finance3
Finance Research Letters3
International Journal of Accounting & Information Management3
Multinational Finance Journal3
Economic Modelling2
Journal of Business Ethics2
Journal of Empirical Finance2
Capital Markets Review2

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

Recent works citing robert william faff (2025 and 2024)

YearTitle of citing document
2024The Impact of Market Liquidity on The Stock Returns During the COVID-19 Outbreak: New Evidence from Vietnam. (2024). Thanh, Hai Phan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:75-95.

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2025The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82.

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2025Does Gender Diversity Moderate the Relationship Between Corporate Social Responsibility and Financial Distress in European Firms?. (2025). Kachouri, Maali ; Youssef, Yosra Bida. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:24:y:2024:i:1:p:173-202.

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2025Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2022). Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1811.09312.

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2025Model-free Analysis of Dynamic Trading Strategies. (2025). Xu, Renyuan ; Cont, Rama ; Ananova, Anna. In: Papers. RePEc:arx:papers:2011.02870.

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2024Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2024). Sester, Julian ; Yin, Daiying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2203.03179.

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2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875.

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

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

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Are Charter Value and Supervision Aligned? A Segmentation Analysis. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Aparicio, Juan ; Pastor, Jesus T. In: Papers. RePEc:arx:papers:2401.12274.

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2024Pairs Trading Using a Novel Graphical Matching Approach. (2024). Zaman, Tauhid ; Qureshi, Khizar. In: Papers. RePEc:arx:papers:2403.07998.

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2024Advanced Statistical Arbitrage with Reinforcement Learning. (2024). Lee, Kiseop ; Ning, Boming. In: Papers. RePEc:arx:papers:2403.12180.

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2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

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2024Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market. (2024). Ślepaczuk, Robert ; Korniejczuk, Adam. In: Papers. RePEc:arx:papers:2406.10695.

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2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

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2024Does ESG Consistently Promote the Corporate Financial Performance? A Study of the Global Cruise Industry. (2024). Wu, Yuechen. In: Papers. RePEc:arx:papers:2409.00758.

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2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?. (2025). Li, Weixian Waylon ; Kim, Hyeonjun ; Ma, Tiejun ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2505.07078.

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2025Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods. (2025). Raffiee, Kambiz ; Kolay, Madhuparna ; Hatamerad, Saman ; Adrangi, Bahram. In: Papers. RePEc:arx:papers:2506.07476.

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2025Forecasting Climate Policy Uncertainty: Evidence from the United States. (2025). Besher, Donia ; Gupta, Anirban Sen ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2507.12276.

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2025What drives strategic Corporate Social Responsibility?. (2025). Bji, Rania ; Yousfi, Ouidad. In: Journal of Economic Analysis. RePEc:bba:j00001:v:4:y:2025:i:1:p:83-106:d:344.

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2025Does Financial Fragility Shape Sovereign Credit Ratings? Evidence From a Multi-Country Study. (2025). Abdul, Yaasmin Farzana. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:4611-4624.

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2024Crisis Capital: Private Placements During COVID‐19. (2024). Foley, Sean ; Svec, Jiri ; Bi, Edward ; Aspris, Angelo. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:607-626.

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2024Employer ratings in social media and firm performance: Evidence from an explainable machine learning approach. (2024). Ranta, Mikko ; Ylinen, Mika. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:247-276.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024The impact of organisation capital on inventory efficiency. (2024). Li, Tongxia ; Lu, Chun ; Xu, Lei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3751-3779.

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2024An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802.

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2024Walking on the gender tightrope: Unlocking ESG potential through CEOs dynamic capabilities and strategic board composition. (2024). Heubeck, Tim. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2020-2039.

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2024CEO hubris and corporate carbon footprint: The role of gender diversity. (2024). Kwabi, Frank ; Fulgence, Samuel ; Adamolekun, Gbenga. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8102-8125.

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2024Determinants of corporate leverage and sustainability of small and medium‐sized enterprises: The case of commercial companies in Ecuador. (2024). Ponce, Herenia Gutirrez. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8319-8331.

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2024The interplay of cash flow uncertainty and firm life cycle on sustainability disclosure. (2024). Shiljas, K ; Kumar, Dilip. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8471-8492.

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2024Corporate fraud, political connections, and media bias: Evidence from China. (2024). Song, Victor ; Li, Qian ; Wang, Jiamin ; Lai, Chenmeng. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:319-353.

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2024CEO overcaution and capital structure choices. (2024). Brooks, Chris ; Rocciolo, Francesco ; Gheno, Andrea. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:719-743.

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2024Portfolio Allocation, Risk Aversion, and Digital Literacy Among the European Elderly. (2024). Monica, Raileanu Szeles ; Adrian-Gabriel, Enescu. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:16:n:1018.

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2025Corporate Governance, Bank Stability and Risk-Taking: Differences Between Conventional and Islamic Banks. (2025). Awdeh, Ali ; Ghaithaa, El Mokdad. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:21:y:2025:i:1:p:1-41:n:1004.

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2024Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Burke, M ; Agarwala, M ; Doherty-Bigara, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2420.

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2024Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Burke, M ; Agarwala, M ; Doherty-Bigara, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2414.

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2024Volatility Spillover: Garch Analysis of S&P 500s Influence on Precious Metals. (2024). Grubisic, Zoran ; Lazic, Milena ; Duran, Edo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:13:y:2024:i:2:p:187-211.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2025Gender diversity and firm value: Evidence from an emerging market. (2025). Bao, Vu Gia ; Phan, Quynh Trang. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00273.

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2024Social capital, CSR, and stock markets around the world. (2024). Na, Haejung ; Kim, Soonho. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00354.

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2025Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189.

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2025The importance of the SSM’s fitness and propriety work for banks’ performance – evidence from 10 years of SSM work. (2025). Scheins, Christopher ; van Breemen, Vivian M ; Faella, Francesca ; Schwarz, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20253115.

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2024Comparative Analysis of the Volatility Structures of the Stock Prices of Energy Companies Traded on the Kazakhstan Stock Exchange and International Gold and Oil Prices. (2024). Baibulekova, Lyailya ; Myrzabekkyzy, Kundyz ; Kassymbekova, Gulzhakhan ; Lukhmanova, Gulnar ; Issayeva, Gulmira ; Pazilov, Galimzhan A ; Sultanova, Zamzagul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-4.

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2024An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq. (2024). KAMEL, HELALI ; Aloulou, Rima ; Kalai, Maha ; Jabbar, Ahmed Younis ; Khaleel, Moustfa Ismael. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-7.

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2025Islamic worldview, social consciousness, and socially responsible investment. (2025). Shahid, Ahmad Usman ; Patel, Chris ; Pan, Peipei. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000100.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Benuzzi, Matteo ; Klaser, Klaudijo ; Bax, Karoline. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965.

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2025Dynamics of carbon risk, cost of debt and leverage adjustments. (2025). Tiwari, Aviral ; Singh, Shivendu Pratap ; Fernando, Ruwani ; Duppati, Geeta ; Cumming, Douglas. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:2:s0890838924000842.

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2025Mandatory corporate social responsibility spending, family control, and the cost of debt. (2025). Duggal, Naina ; He, Lerong ; Shaw, Tara Shankar. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838924000957.

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2024Long-term institutional investors and climate change news Beta. (2024). Hossain, Ashrafee ; Benkraiem, Ramzi ; Masum, Abdullah-Al. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x.

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2025Fading virtue, flourishing profits: Corporate social responsibility in the presence of competitor constraints. (2025). Zhu, Xiaoyang ; Wang, Xiaoqiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001688.

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2025Geopolitical risk and corporate capital structure. (2025). Nejadmalayeri, Ali ; Javadi, Siamak ; Aram, Mohsen ; Shahedur, MD. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000641.

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2025Islamic bonds ratings and the price of risk. (2025). Khoo, Shee Yee ; Klein, Paul-Olivier. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000756.

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2025How do political connections of firms matter during an economic crisis?. (2025). Seth, Aaditeshwar ; Sen, Anirban ; Sekhri, Sheetal ; Chen, Yutong ; Chiplunkar, Gaurav. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387825000227.

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2024Labor dynamics and unions: An empirical analysis through Okuns Law. (2024). Zambrano-Monserrate, Manuel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:613-628.

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2025Regulator as a minority shareholder: How does public-plus-private enforcement affect investment-to-price sensitivity?. (2025). Jin, Shuchang ; Xiong, Zhitao ; Hu, YI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1790-1815.

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2025The impact of inclusive lending support on the performance of small and micro enterprises: Evidence from China. (2025). Sun, Yanyang ; Li, Dan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:353-370.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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2024Impact of ESG preferences on investments and emissions in a DSGE framework. (2024). Bian, Yuxiang ; Xiong, Xiong ; Wang, Ren. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000877.

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2024The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints. (2024). Tang, Hui-Wen ; Chang, Chong-Chuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001572.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433.

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2024Addressing the financial impact of natural disasters in the era of climate change. (2024). Orlando, Giuseppe ; Bufalo, Michele ; Ceci, Claudia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000779.

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2024Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape. (2024). Tiwari, Aviral ; Hammoudeh, Shawkat ; Tripathi, Nitya Nand ; Raj, Asha Binu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001128.

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2025Tail risk spillover and systemic importance among fossil energy markets: Evidence from china. (2025). Zheng, Huike ; Gao, Chiyuan ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001019.

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2024Is the digital economy an effective tool for decreasing energy vulnerability? A global case. (2024). Dong, Kangyin ; Liu, Yang ; Wang, Jianda. In: Ecological Economics. RePEc:eee:ecolec:v:216:y:2024:i:c:s0921800923002914.

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2024Carbon assurance, corporate capital structure, and debt maturity: Global evidence. (2024). Bakry, Walid ; Alnori, Faisal ; Bugshan, Abdullah ; Datt, Rina. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005512.

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2025Can risk-free and zero-beta portfolios be constructed? UK and US Evidence. (2025). O'Connor, Fergal ; He, Zhen ; Thijssen, Jacco. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001454.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.

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2024Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Stock market connectedness during an energy crisis: Evidence from South Africa. (2024). French, Joseph ; Obalade, Adefemi A ; Lawrence, Babatunde ; Tita, Anthanasius F. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400089x.

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2025Executive overconfidence, corporate investment, and institutional ownership: Evidence from Vietnam. (2025). Yang, Fan ; Wilson, Craig ; Tran, Tam. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000780.

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2025Does firms commitment towards CSR influence idiosyncratic volatility? Evidence from India. (2025). Dhawan, Priya ; Chaudhry, Neeru. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000809.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Energy price uncertainty, environmental policy, and firm investment: A dynamic modeling approach. (2024). Deng, Zhengxing ; Hao, YU. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148.

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2024Faking for fortune: Emissions trading schemes and corporate greenwashing in China. (2024). Tan, Ruipeng ; Cai, Qijun ; Pan, Lulu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000276.

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2024Religious atmosphere, seismic impact, and corporate charitable donations in China. (2024). Jia, Zhehao ; Shi, Yujing ; Wang, Shuoxiang ; Huang, Ruixian ; Li, Danyang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400077x.

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2024Shanghai oil futures prices and firms investment decisions: Evidence from Chinese manufacturing firms. (2024). Wang, Ziqi ; Li, Rongrong ; Kong, Qunxi. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002688.

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2024Greening the future: How mergers and acquisitions in China tackle carbon challenges. (2024). Suardi, Sandy ; Han, Yikai ; Ding, Mingfa ; Cui, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400433x.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133.

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2024Dancing between threats and conflicts: How Chinese energy companies invest amidst global geopolitical risks. (2024). Li, Yunzhong ; Huang, Zhuo ; Ye, Chengfang ; Lai, Fujun. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006157.

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2024Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182.

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2024Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595.

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2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

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2024How financial derivatives affect energy firms ESG. (2024). Xiang, Junyi ; Liu, Chen ; Xiong, Mengxu. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007370.

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2025Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400.

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2025Assessing the influence of unplanned oil supply outages on airline stock connectedness. (2025). Zhang, Yahua ; Xu, Yuchao ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008545.

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2024Production of energy from renewable sources and financial performance of European utilities: A panel-data analysis. (2024). Anzalone, Giuseppe A ; Dorigoni, Susanna. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003434.

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2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

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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]		article1
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]		paper5
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: 5		article
2014A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets In: Abacus.
[Full Text][Citation analysis]		article18
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]		article11
2024Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust In: Abacus.
[Full Text][Citation analysis]		article0
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]		article50
2015Individual financial risk tolerance and the global financial crisis In: Accounting and Finance.
[Full Text][Citation analysis]		article36
2015A simple template for pitching research In: Accounting and Finance.
[Full Text][Citation analysis]		article30
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.
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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]		article3
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]		article1
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]		article13
2021Pitching research for engagement and impact: a simple tool and illustrative examples In: Accounting and Finance.
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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]		article3
2021Using abnormal analyst coverage to unlock new evidence on stock price crash risk In: Accounting and Finance.
[Full Text][Citation analysis]		article2
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]		article22
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]		article25
2001A Multivariate Test of a Dual-Beta CAPM: Australian Evidence. In: The Financial Review.
[Citation analysis]		article23
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]		article17
2005Asset Pricing and the Illiquidity Premium In: The Financial Review.
[Full Text][Citation analysis]		article45
2009Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective In: The Financial Review.
[Full Text][Citation analysis]		article215
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]		article3
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]		article18
2000Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article67
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]		article8
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]		article13
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]		article50
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]		article11
2016Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article1
2025Target firms integrity culture and M&A performance In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article0
2025Transient institutional ownership, costly external finance and corporate cash holdings In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article0
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]		article30
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]		article63
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]		article32
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]		article12
2016CEO overconfidence and corporate debt maturity In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article90
2016Deviation from target capital structure, cost of equity and speed of adjustment In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article42
2021Institutional investor horizon and bank risk-taking In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article21
2021Relative bond-stock liquidity and capital structure choices In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article8
2017Hitting SKEW for SIX In: Economic Modelling.
[Full Text][Citation analysis]		article11
2018A specialised volatility index for the new GICS sector - Real estate In: Economic Modelling.
[Full Text][Citation analysis]		article4
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]		article6
2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 6		paper
2023The commodity risk premium and neural networks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2023The commodity risk premium and neural networks.(2023) In: Post-Print.
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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market In: Energy Economics.
[Full Text][Citation analysis]		article0
2025Corrigendum to “Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225].(2025) In: Energy Economics.
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2008Does oil move equity prices? A global view In: Energy Economics.
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2013What drives the commodity price beta of oil industry stocks? In: Energy Economics.
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2014Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies In: Energy Economics.
[Full Text][Citation analysis]		article12
2025Corporate insider trading and extreme weather events: Evidence from tropical storms in the US In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
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.
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2008Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2010New evidence on the relation between stock liquidity and measures of trading activity In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article30
2012Competitive valuation effects of Australian IPOs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2016Diamonds vs. precious metals: What shines brightest in your investment portfolio? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article38
2018New evidence on sovereign to corporate credit rating spill-overs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
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]		article35
2023Behavioral implications of sovereign ceiling doctrine for the access to credit by firms In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2024Retail traders and co-movement: Evidence from Robinhood trading activity In: International Review of Financial Analysis.
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2016Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund In: Finance Research Letters.
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2024Asymmetry, earnings announcements, and the beta-return relation In: Finance Research Letters.
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2025Mapping complex interdependencies through higher order moments: Cross-market spillovers and shocks in BRICS In: Finance Research Letters.
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1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
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2003Exchange rate sensitivity of Australian international equity funds In: Global Finance Journal.
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2004Further evidence on the announcement effect of bonus shares in an imputation tax setting In: Global Finance Journal.
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2005Announcements of bonus share options: Signalling of the quality of firms In: Global Finance Journal.
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2009Tournament behavior in Australian superannuation funds: A non-parametric analysis In: Global Finance Journal.
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2023Information acquisition and market liquidity: Evidence from EDGAR search activity In: Global Finance Journal.
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2001GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money.
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2003A performance analysis of Australian international equity trusts In: Journal of International Financial Markets, Institutions and Money.
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2003Gold factor exposures in international asset pricing In: Journal of International Financial Markets, Institutions and Money.
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2009Derivative activities and Asia-Pacific banks interest rate and exchange rate exposures In: Journal of International Financial Markets, Institutions and Money.
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2010Performance persistence in hedge funds: Australian evidence In: Journal of International Financial Markets, Institutions and Money.
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1997An examination of the effects of major political change on stock market volatility: the South African experience In: Journal of International Financial Markets, Institutions and Money.
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1997An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience..(1997) In: Melbourne - Centre in Finance.
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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.
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2020Evidence of strategic information uncertainty around opportunistic insider purchases In: Journal of Banking & Finance.
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2021Business shocks and corporate leverage In: Journal of Banking & Finance.
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2022What can we learn from firm-level jump-induced tail risk around earnings announcements? In: Journal of Banking & Finance.
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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]		article166
1997A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions In: Journal of Banking & Finance.
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2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article135
2005Complete markets, informed trading and equity option introductions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
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.
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2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343].(2010) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 85		article
2011The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns In: Journal of Banking & Finance.
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2012Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance.
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2013Pricing innovations in consumption growth: A re-evaluation of the recursive utility model In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2013Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news In: Journal of Banking & Finance.
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2013Does board structure in banks really affect their performance? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article223
2013Canonical vine copulas in the context of modern portfolio management: Are they worth it? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article69
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]		article6
2016Do corporate policies follow a life-cycle? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article77
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]		article11
1999Oil price risk and the Australian stock market In: Journal of Energy Finance & Development.
[Full Text][Citation analysis]		article233
2008Rights offerings, takeup, renounceability, and underwriting status In: Journal of Financial Economics.
[Full Text][Citation analysis]		article25
2019Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article13
2000A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance.
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2022The strategic allocation to style-integrated portfolios of commodity futures In: Journal of Commodity Markets.
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