Robert Faff

• Artículos de revistas (33)

• Artículos de revistas

  • What can we learn from firm-level jump-induced tail risk around earnings announcements?

    Mengxi Liu, Kam Fong Chan, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 138, Nº. 5, 2022, pág. 25

    

  • Uncertainty, investment spikes, and corporate leverage adjustments

    Hyun Joong Im, Robert Faff, Chang Yong Ha

    Journal of banking and finance, ISSN 0378-4266, Vol. 145, Nº. 12, 2022, pág. 6

    

  • Business shocks and corporate leverage

    Kelvin Jui Keng Tan, Qing Zhou, Zheyao Pan, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 131, Nº. 10, 2021, pág. 7

    

  • Evidence of strategic information uncertainty around opportunistic insider purchases

    Dewan Rahman, Barry Oliver, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 117, Nº. 8, 2020, pág. 8

    

  • Did connected hedge funds benefit from bank bailouts during the financial crisis?

    Robert Faff, Jerry T. Parwada, Eric K. M. Tan

    Journal of banking and finance, ISSN 0378-4266, Vol. 107, Nº. 10, 2019, pág. 105605

    

  • Noise Momentum Around the World.

    Charlie X. Cai, Robert Faff, Yongcheol Shin

    Abacus: A journal of accounting, finance and business studies, ISSN 0001-3072, Vol. 54, Nº 1, 2018, págs. 79-104

    • Resumen
    

  • The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM

    Yuchao Xiao, Robert Faff, Philip Gharghori, Byoung-Kyu Min

    Journal of business ethics, ISSN 0167-4544, Vol. 146, Nº. 2, 2017, págs. 353-364

    

  • Stock liquidity risk and the cross-sectional earnings-returns relationship

    Zangina Isshaq, Robert Faff

    Journal of Business Finance & Accounting, ISSN-e 1468-5957, Vol. 43, Nº. 0, 2016, págs. 1121-1141

    • Resumen
    

  • Do sovereign re-ratings destabilize equity markets during financial crises? New evidence from higher return moments

    Robert Brooks, Robert Faff, Sirimon Treepongkaruna, Eliza Wu

    Journal of Business Finance & Accounting, ISSN-e 1468-5957, Vol. 42, Nº. 5-6, 2015, págs. 777-799

    • Resumen
    

  • A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets

    Tim Pullen, Karen Benson, Robert Faff

    Abacus: A journal of accounting, finance and business studies, ISSN 0001-3072, Vol. 50, Nº 1, 2014, págs. 76-92

    • Resumen
    

  • Pricing innovations in consumption growth: A re-evaluation of the recursive utility model.

    Y. Xiao, Robert Faff, P. Gharghori, B.-K. Min

    Journal of banking and finance, ISSN 0378-4266, Vol. 37, Nº. 11, 2013, págs. 4465-4475

    

  • Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news.

    S. Akhtar, Robert Faff, B. Oliver, Avanidhar Subrahmanyam

    Journal of banking and finance, ISSN 0378-4266, Vol. 37, Nº. 11, 2013, págs. 4488-4500

    

  • Canonical vine copulas in the context of modern portfolio management: Are they worth it?

    R.K.Y. Low, J. Alcock, Robert Faff, T. Brailsford

    Journal of banking and finance, ISSN 0378-4266, Vol. 37, Nº. 8, 2013, págs. 3085-3099

    

  • Does board structure in banks really affect their performance?

    S. Pathan, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 37, Nº. 5, 2013, págs. 1573-1589

    

  • An Empirical Study of the World Price of Sustainability.

    Y. Xiao, Robert Faff, P. Gharghori, D. Lee

    Journal of business ethics, ISSN 0167-4544, Vol. 114, Nº. 2, 2013, págs. 297-310

    

  • Stock salience and the asymmetric market effect of consumer sentiment news.

    S. Akhtar, Robert Faff, B. Oliver, Avanidhar Subrahmanyam

    Journal of banking and finance, ISSN 0378-4266, Vol. 36, Nº. 12, 2012, págs. 3289-3301

    

  • The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns.

    S. Akhtar, Robert Faff, B. Oliver, A. Subrahmanyam

    Journal of banking and finance, ISSN 0378-4266, Vol. 35, Nº. 5, 2011, págs. 1239-1249

    

  • The influence of time, seasonality and market state on momentum: insights from the Australian stock market

    Victor Phua, Howard Chan, Robert Faff, Robert Hudson

    Applied financial economics, ISSN 0960-3107, Vol. 20, Nº. 19-21, 2010, págs. 1547-1563

    • Resumen
    

  • Are firms hedging or speculating? The relationship between financial derivatives and firm risk

    Hoa Nguyen, Robert Faff

    Applied financial economics, ISSN 0960-3107, Vol. 20, Nº. 10-12, 2010, págs. 827-843

    • Resumen
    

  • Style analysis and dominant index timing: an application to Australian multi-sector managed funds

    Kathryn Holmes, Robert Faff, Iain Clacher

    Applied financial economics, ISSN 0960-3107, Vol. 20, Nº. 4-6, 2010, págs. 293-301

    • Resumen
    

  • Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach

    Francis In, Sangbae Kim, Robert Faff

    Applied financial economics, ISSN 0960-3107, Vol. 20, Nº. 4-6, 2010, págs. 323-330

    • Resumen
    

  • Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327�1343].

    P. Hill, R. Brooks, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 34, Nº. 9, 2010, pág. 2306

    

  • Variations in sovereign credit quality assessments across rating agencies.

    P. Hill, R. Brooks, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 34, Nº. 6, 2010, págs. 1327-1343

    

  • Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia

    Thusitha Mahipala, Howard Chan, Robert Faff

    Applied financial economics, ISSN 0960-3107, Vol. 19, Nº. 19-21, 2009, págs. 1737-1752

    • Resumen
    

  • Do Australian hedge fund managers possess timing abilities?

    Viet Do, Robert Faff, Madhu Veeraraghavan

    Applied financial economics, ISSN 0960-3107, Vol. 19, Nº. 1-3, 2009, págs. 27-38

    • Resumen
    

  • Asia-Pacific banks risk exposures: pre and post the Asian financial crisis

    Hue Hwa Au Yong, Robert Faff

    Applied financial economics, ISSN 0960-3107, Vol. 18, Nº. 4-6, 2008, págs. 431-449

    • Resumen
    

  • Rights offerings, takeup, renounceability, and underwriting status.

    Balasingham Balachandran, Robert Faff, Michael Theobald

    Journal of financial economics, ISSN 0304-405X, Vol. 89, Nº. 2, 2008, págs. 328-346

    

  • On the estimation and comparison of short-rate models using the generalised method of moments

    Philip Gray, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 30, Nº. 11, 2006, págs. 3131-3146

    

  • Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence

    R. Brooks, Robert Faff, T.R.L. Fray, E. Bissoondoyal-Bheenick

    Applied financial economics, ISSN 0960-3107, Vol. 15, Nº. 18, 2005, págs. 1251-1258

    • Resumen
    

  • Complete markets, informed trading and equity option introductions

    David Hillier, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 29, Nº. 6, 2005, págs. 1359-1384

    

  • An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions

    Robert Faff, Michael L. Kremmer, Allan Hodgson

    Journal of business finance and accounting, JBFA, ISSN 0306-686X, Vol. 32, Nº 5, 2005, págs. 1001-1031

    

  • Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence

    Robert Faff, Howard Chan, Alan Ramsay

    Journal of business finance and accounting, JBFA, ISSN 0306-686X, Vol. 32, Nº 1, 2005, págs. 211-253

    

  • The national market impact of sovereign rating changes

    Joseph Hillier, David Hillier, Robert Brooks, Robert Faff

    Journal of banking and finance, ISSN 0378-4266, Vol. 28, Nº. 1, 2004, págs. 233-250

    

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