robert william faff

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Affiliations

• University of Queensland / Business School
  • EDIRC entry
  • location:

Research profile

author of:

• Applicability of Investment and Profitability Effects in Asset Pricing Models (RePEc:abg:anprac:v:21:y:2017:i:6:1248)
  by Márcio André Veras Machado & Robert Faff & Suelle Cariele de Souza e Silva
• Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach (RePEc:acb:cbeeco:2007-488)
  by H.M. Anderson & H. Chan & R. Faff & Y.K. Ho
• Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets (RePEc:ags:reapec:50370)
  by Nandha, Mohan & Faff, Robert
• The Changing Role Of Accountants In A Transition Economy - Evidence From Romania (RePEc:alu:journl:v:1:y:2008:i:10:p:5)
  by Cătălin Nicolae Albu & Nadia Albu & Robert Faff & Allan Hodgson
• Oil, Oil Volatility and Airline Stocks: A Global Analysis (RePEc:ami:journl:v:12:y:2013:i:2:p:302-318)
  by Mohan NANDHA & Robert BROOKS & Robert FAFF
• An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries (RePEc:ami:journl:v:12:y:2013:i:2:p:319-344)
  by Amalia DI IORIO & Robert FAFF & Harald SANDER
• Determinants of the extent of Asia-Pacific banks’ derivative activities (RePEc:ami:journl:v:13:y:2014:i:3:p:430-448)
  by Hue Hwa Au Yong & Robert Faff & Keryn Chalmers
• Alpha (RePEc:ami:journl:v:13:y:2014:i:4:p:607-622)
  by Robert Faff
• Fantasy Pitching (RePEc:ami:journl:v:16:y:2017:i:2:p:360-379)
  by Robert Faff & Searat Ali & Muhammad Atif & Matt Brenner & Hasibul Chowdhury & Leelyn Crudas & Alison Joubet & Ihtisham Malik & Lin Mi & Vinu Nagar & Tim Pullen & Manuel Siegrist & Steve Smythe & Jeff
• Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework (RePEc:ami:journl:v:17:y:2018:i:2:p:266-290)
  by Robert Faff & Xuefeng Shao & Faisal Alqahtani & Muhammad Atif & Anna Bialek-Jaworska & Angel Chen & Geeta Duppati & Marisol Escobar & Marinela Finta & Anne Jeny & Ya Li & Marcio Machado & Takahiro Nis
• Dynamic industry uncertainty networks and the business cycle (RePEc:arx:papers:2101.06957)
  by Jozef Barunik & Mattia Bevilacqua & Robert Faff
• A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets (RePEc:bla:abacus:v:50:y:2014:i:1:p:76-92)
  by Tim Pullen & Karen Benson & Robert Faff
• Noise Momentum Around the World (RePEc:bla:abacus:v:54:y:2018:i:1:p:79-104)
  by Charlie X. Cai & Robert Faff & Yongcheol Shin
• Who's Greenwashing Via the Media and What are the Consequences? Evidence From China (RePEc:bla:abacus:v:58:y:2022:i:4:p:759-786)
  by Jerry Cao & Robert Faff & Jing He & Yong Li
• Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust (RePEc:bla:abacus:v:60:y:2024:i:3:p:627-664)
  by Robert Faff & Jianning Huang & Pei Shao & Yuchao Xiao & Fuzhao Zhou
• Accounting and Finance (RePEc:bla:acctfi)
  from Accounting and Finance Association of Australia and New Zealand as editor
• The intertemporal relationship between market return and variance: an Australian perspective (RePEc:bla:acctfi:v:41:y:2001:i:3:p:169-196)
  by Warren G. Dean & Robert W. Faff
• Editorial Note (RePEc:bla:acctfi:v:45:y:2005:i:1:p:1-1)
  by Robert Faff
• Introduction: 50th Anniversary Issue of Accounting & Finance (RePEc:bla:acctfi:v:51:y:2011:i:1:p:1-1)
  by Robert Faff
• The Global Financial Crisis: some attributes and responses (RePEc:bla:acctfi:v:52:y:2012:i:1:p:1-7)
  by David Allen & Robert Faff
• 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?’ (RePEc:bla:acctfi:v:53:y:2013:i:4:p:949-960)
  by Robert Faff & Steven Cahan
• Fifty years of finance research in the Asia Pacific Basin (RePEc:bla:acctfi:v:54:y:2014:i:2:p:335-363)
  by Karen Benson & Robert Faff & Tom Smith & Steven Cahan
• Individual financial risk tolerance and the global financial crisis (RePEc:bla:acctfi:v:55:y:2015:i:1:p:165-185)
  by Paul Gerrans & Robert Faff & Neil Hartnett & Henk Berkman
• A simple template for pitching research (RePEc:bla:acctfi:v:55:y:2015:i:2:p:311-336)
  by Robert W. Faff & Tom Smith
• Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt (RePEc:bla:acctfi:v:56:y:2016:i:4:p:1149-1185)
  by Kelvin Jui Keng Tan & Jia Min Lee & Robert W. Faff & Kathy Walsh
• Do brokers' recommendation changes generate brokerage? Evidence from a central limit order market (RePEc:bla:acctfi:v:59:y:2019:i:1:p:115-142)
  by Rob Brown & Howard W. H. Chan & Robert W. Faff & Yew Kee Ho
• Pitching research: ‘qualitative cousins’ and the ‘extended family’ (RePEc:bla:acctfi:v:60:y:2020:i:1:p:227-269)
  by Robert Faff
• The impact of audit quality in rights offerings (RePEc:bla:acctfi:v:60:y:2020:i:3:p:2007-2037)
  by Balasingham Balachandran & Robert Faff & Lily H. G. Nguyen & Premkanth Puwanenthiren
• Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence (RePEc:bla:acctfi:v:60:y:2020:i:4:p:3581-3619)
  by Robert W. Faff & Abeyratna Gunasekarage & Syed M. M. Shams
• Market response of US equities to domestic natural disasters: industry‐based evidence (RePEc:bla:acctfi:v:60:y:2020:i:4:p:3875-3904)
  by Ihtisham A. Malik & Robert W. Faff & Kam F. Chan
• Size‐conditioned mandatory capital adequacy disclosure and bank intermediation (RePEc:bla:acctfi:v:60:y:2020:i:4:p:4387-4417)
  by Natalya Zelenyuk & Robert Faff & Shams Pathan
• Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model (RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124)
  by Khoa Hoang & Robert Faff
• Pairs trading and idiosyncratic cash flow risk (RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206)
  by Binh Do & Robert Faff
• Social trust and the speed of corporate leverage adjustment: evidence from around the globe (RePEc:bla:acctfi:v:61:y:2021:i:2:p:3261-3303)
  by Peng Huang & Yue Lu & Robert Faff
• Pitching research for engagement and impact: a simple tool and illustrative examples (RePEc:bla:acctfi:v:61:y:2021:i:2:p:3329-3383)
  by Robert Faff & Tim Kastelle & Micheal Axelsen & Mark Brosnan & Rebecca Michalak & Kathleen Walsh
• The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation (RePEc:bla:acctfi:v:61:y:2021:i:3:p:3915-3935)
  by Natalya Zelenyuk & Robert Faff & Shams Pathan
• … More on the use of research templates (RePEc:bla:acctfi:v:61:y:2021:i:4:p:5003-5023)
  by Robert W. Faff & Sumit Lodhia
• A visualisation approach for pitching research (RePEc:bla:acctfi:v:61:y:2021:i:4:p:5177-5197)
  by Robert W. Faff & Sebastian Kernbach
• Using abnormal analyst coverage to unlock new evidence on stock price crash risk (RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1557-1588)
  by Hasibul Chowdhury & Robert Faff & Khoa Hoang
• Vale Emeritus Professor Francis (Frank) James Finn (RePEc:bla:acctfi:v:62:y:2022:i:3:p:3069-3071)
  by Tim Brailsford & Robert Faff & Allan Hodgson & Bob Officer
• Financial Market Deregulation and Bank Risk: Testing for Beta Instability (RePEc:bla:ausecp:v:34:y:1995:i:65:p:180-99)
  by Brooks, Robert D & Faff, Robert W
• Financial Deregulation and Relative Risk of Australian Industry (RePEc:bla:ausecp:v:36:y:1997:i:69:p:308-20)
  by Brooks, Robert D & Faff, Robert W
• Modelling the Equity Beta Risk of Australian Financial Sector Companies (RePEc:bla:ausecp:v:39:y:2000:i:3:p:301-311)
  by Frida Lie & Robert Brooks & Robert Faff
• A Further Examination Of The Price And Volatility Impact Of Stock Dividends At Ex‐Dates (RePEc:bla:ausecp:v:44:y:2005:i:3:p:248-268)
  by Balasingham Balachandran & Robert Faff & Sally Tanner
• Individualistic cultures and crash risk (RePEc:bla:eufman:v:25:y:2019:i:3:p:622-654)
  by Tung Lam Dang & Robert Faff & Hoang Luong & Lily Nguyen
• A Multivariate Test of a Dual-Beta CAPM: Australian Evidence (RePEc:bla:finrev:v:36:y:2001:i:4:p:157-74)
  by Faff, Robert
• Creating Fama and French Factors with Style (RePEc:bla:finrev:v:38:y:2003:i:2:p:311-322)
  by Robert W. Faff
• An International Investigation of the Factors that Determine Conditional Gold Betas (RePEc:bla:finrev:v:39:y:2004:i:3:p:473-488)
  by Robert Faff & David Hillier
• Asset Pricing and the Illiquidity Premium (RePEc:bla:finrev:v:40:y:2005:i:4:p:429-458)
  by Howard W. Chan & Robert W. Faff
• Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective (RePEc:bla:finrev:v:44:y:2009:i:2:p:213-237)
  by Darren D. Lee & Robert W. Faff
• Is Financial Flexibility a Priced Factor in the Stock Market? (RePEc:bla:finrev:v:54:y:2019:i:2:p:345-375)
  by Suresh Kumar Oad Rajput & Udomsak Wongchoti & Jianguo Chen & Robert Faff
• Financial Inflexibility and the Value Premium (RePEc:bla:irvfin:v:13:y:2013:i:3:p:327-344)
  by Michael Poulsen & Robert Faff & Stephen Gray
• Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts (RePEc:bla:irvfin:v:6:y:2006:i:1-2:p:79-97)
  by H. Chan & R. Faff & Y. K. Ho & A. Ramsay
• Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk (RePEc:bla:irvfin:v:9:y:2009:i:1-2:p:27-50)
  by Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings
• New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia (RePEc:bla:jacrfn:v:21:y:2009:i:3:p:80-85)
  by Balasingham Balachandran & Robert Faff & Michael Theobald
• Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis (RePEc:bla:jbfnac:v:25:y:1998:i:5-6:p:721-745)
  by R.W. Faff & R.D. Brooks
• Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques (RePEc:bla:jbfnac:v:27:y:2000:i:5-6:p:523-554)
  by Robert W. Faff & David Hillier & Joseph Hillier
• Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds (RePEc:bla:jbfnac:v:31:y:2004:i:3-4:p:539-578)
  by Kathryn A. Holmes & Robert W. Faff
• Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence (RePEc:bla:jbfnac:v:32:y:2005:i:1-2:p:211-253)
  by Howard Chan & Robert Faff & Alan Ramsay
• An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions (RePEc:bla:jbfnac:v:32:y:2005:i:5-6:p:1001-1031)
  by Robert W. Faff & Allan Hodgson & Michael L. Kremmer
• The Information Content of Australian Managed Fund Ratings (RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1528-1547)
  by Robert W. Faff & Jerry T. Parwada & Hun‐Lune Poh
• The Market Impact of Relative Agency Activity in the Sovereign Ratings Market (RePEc:bla:jbfnac:v:37:y:2010:i:9-10:p:1309-1347)
  by Paula Hill & Robert Faff
• Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments (RePEc:bla:jbfnac:v:42:y:2015:i:5-6:p:777-799)
  by Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu
• Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship (RePEc:bla:jbfnac:v:43:y:2016:i:9-10:p:1121-1141)
  by Zangina Isshaq & Robert Faff
• The Determinants of Conditional Autocorrelation in Stock Returns (RePEc:bla:jfnres:v:26:y:2003:i:2:p:259-274)
  by Michael D. McKenzie & Robert W. Faff
• Asymmetric Covariance, Volatility, And The Effect Of News (RePEc:bla:jfnres:v:27:y:2004:i:3:p:393-413)
  by Warren G. Dean & Robert W. Faff
• Exploring The Link Between Information Quality And Systematic Risk (RePEc:bla:jfnres:v:30:y:2007:i:3:p:335-353)
  by Charlie X. Cai & Robert W. Faff & David Hillier & Suleiman Mohamed
• On The Linkage Between Financial Risk Tolerance And Risk Aversion (RePEc:bla:jfnres:v:31:y:2008:i:1:p:1-23)
  by Robert Faff & Daniel Mulino & Daniel Chai
• Are Watch Procedures A Critical Informational Event In The Credit Ratings Process? An Empirical Investigation (RePEc:bla:jfnres:v:34:y:2011:i:4:p:617-640)
  by Howard Chan & Robert Faff & Paula Hill & Harald Scheule
• Are Pairs Trading Profits Robust To Trading Costs? (RePEc:bla:jfnres:v:35:y:2012:i:2:p:261-287)
  by Binh Do & Robert Faff
• Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity (RePEc:cup:jfinqa:v:47:y:2012:i:01:p:213-239_00)
  by Balachandran, Balasingham & Faff, Robert & Theobald, Michael & van Zijl, Tony
• Are financial derivates really value enhancing? Australian evidence (RePEc:dkn:acctwp:aef_2007_14)
  by Nguyen, Hoa & Faff, Robert
• Does the Type of Derivative Instrument Used by Companies Impact Firm Value? (RePEc:dkn:acctwp:aef_2007_15)
  by Hoa Nguyen & Robert Faff
• Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case (RePEc:ecm:ausm04:62)
  by Diana Maldonado & Tim Fry & Robert Brooks & Robert Faff
• Bias correction in the estimation of dynamic panel models in corporate finance (RePEc:eee:corfin:v:25:y:2014:i:c:p:494-513)
  by Zhou, Qing & Faff, Robert & Alpert, Karen
• An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility (RePEc:eee:corfin:v:29:y:2014:i:c:p:37-57)
  by Agha, Mahmoud & Faff, Robert
• CEO overconfidence and corporate debt maturity (RePEc:eee:corfin:v:36:y:2016:i:c:p:93-110)
  by Huang, Ronghong & Tan, Kelvin Jui Keng & Faff, Robert W.
• Deviation from target capital structure, cost of equity and speed of adjustment (RePEc:eee:corfin:v:39:y:2016:i:c:p:99-120)
  by Zhou, Qing & Tan, Kelvin Jui Keng & Faff, Robert & Zhu, Yushu
• Institutional investor horizon and bank risk-taking (RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302388)
  by Pathan, Shams & Haq, Mamiza & Faff, Robert & Seymour, Trent
• Relative bond-stock liquidity and capital structure choices (RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001474)
  by Nguyen, Trang & Alpert, Karen & Faff, Robert
• Dynamic industry uncertainty networks and the business cycle (RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999)
  by Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert
• Hitting SKEW for SIX (RePEc:eee:ecmode:v:64:y:2017:i:c:p:449-464)
  by Liu, Zhangxin (Frank) & Faff, Robert
• A specialised volatility index for the new GICS sector - Real estate (RePEc:eee:ecmode:v:70:y:2018:i:c:p:438-446)
  by Mi, Lin & Benson, Karen & Faff, Robert
• New evidence on the impact of financial leverage on beta risk: A time-series approach (RePEc:eee:ecofin:v:13:y:2002:i:1:p:1-20)
  by Faff, R. W. & Brooks, R. D. & Kee, Ho Yew
• Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? (RePEc:eee:empfin:v:58:y:2020:i:c:p:164-180)
  by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
• The commodity risk premium and neural networks (RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007)
  by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
• Does oil move equity prices? A global view (RePEc:eee:eneeco:v:30:y:2008:i:3:p:986-997)
  by Nandha, Mohan & Faff, Robert
• What drives the commodity price beta of oil industry stocks? (RePEc:eee:eneeco:v:37:y:2013:i:c:p:1-15)
  by Talbot, Edward & Artiach, Tracy & Faff, Robert
• Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies (RePEc:eee:eneeco:v:45:y:2014:i:c:p:340-352)
  by Phan, Dinh & Nguyen, Hoa & Faff, Robert
• Modeling conditional return autocorrelation (RePEc:eee:finana:v:14:y:2005:i:1:p:23-42)
  by McKenzie, Michael D. & Faff, Robert W.
• Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market (RePEc:eee:finana:v:17:y:2008:i:1:p:198-217)
  by Anderson, John A. & Faff, Robert W.
• The ex-date impact of special dividend announcements: A note (RePEc:eee:finana:v:17:y:2008:i:3:p:635-643)
  by Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh
• Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework (RePEc:eee:finana:v:17:y:2008:i:5:p:998-1011)
  by Holmes, Kathryn A. & Faff, Robert
• New evidence on the relation between stock liquidity and measures of trading activity (RePEc:eee:finana:v:19:y:2010:i:3:p:181-192)
  by Chai, Daniel & Faff, Robert & Gharghori, Philip
• Competitive valuation effects of Australian IPOs (RePEc:eee:finana:v:24:y:2012:i:c:p:74-83)
  by McGilvery, Andrew & Faff, Robert & Pathan, Shams
• Diamonds vs. precious metals: What shines brightest in your investment portfolio? (RePEc:eee:finana:v:43:y:2016:i:c:p:1-14)
  by Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert
• New evidence on sovereign to corporate credit rating spill-overs (RePEc:eee:finana:v:55:y:2018:i:c:p:209-225)
  by Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert
• The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002691)
  by Cheema, Muhammad A. & Faff, Robert & Szulczyk, Kenneth R.
• Behavioral implications of sovereign ceiling doctrine for the access to credit by firms (RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812)
  by Riaz, Yasir & Faff, Robert & Shehzad, Choudhry Tanveer & Shahab, Yasir
• Retail traders and co-movement: Evidence from Robinhood trading activity (RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636)
  by Haghighi, Afshin & Faff, Robert & Oliver, Barry
• Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund (RePEc:eee:finlet:v:19:y:2016:i:c:p:217-221)
  by Li, Yong & Benson, Karen & Faff, Robert
• Asymmetry, earnings announcements, and the beta-return relation (RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723)
  by Lee, Deok-Hyeon & Min, Byoung-Kyu & Faff, Robert & Kim, Young-Mee
• Mean reversion and the forecasting of country betas: a note (RePEc:eee:glofin:v:10:y:1999:i:2:p:231-245)
  by Gangemi, Michael & Brooks, Robert & Faff, Robert
• Exchange rate sensitivity of Australian international equity funds (RePEc:eee:glofin:v:14:y:2003:i:1:p:95-120)
  by Benson, Karen L. & Faff, Robert W.
• Further evidence on the announcement effect of bonus shares in an imputation tax setting (RePEc:eee:glofin:v:15:y:2004:i:2:p:147-170)
  by Balachandran, Balasingham & Faff, Robert & Tanner, Sally
• Announcements of bonus share options: Signalling of the quality of firms (RePEc:eee:glofin:v:16:y:2005:i:2:p:180-190)
  by Balachandran, Balasingham & Faff, Robert & Jong, Len
• Tournament behavior in Australian superannuation funds: A non-parametric analysis (RePEc:eee:glofin:v:19:y:2009:i:3:p:307-322)
  by Hallahan, Terrence & Faff, Robert
• Information acquisition and market liquidity: Evidence from EDGAR search activity (RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000601)
  by Haghighi, Afshin & Zhang, Lei & Oliver, Barry & Faff, Robert
• GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume (RePEc:eee:intfin:v:11:y:2001:i:2:p:215-222)
  by Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L.
• A performance analysis of Australian international equity trusts (RePEc:eee:intfin:v:13:y:2003:i:1:p:69-84)
  by Benson, Karen L. & Faff, Robert W.
• Gold factor exposures in international asset pricing (RePEc:eee:intfin:v:13:y:2003:i:3:p:271-289)
  by Davidson, Sinclair & Faff, Robert & Hillier, David
• Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures (RePEc:eee:intfin:v:19:y:2009:i:1:p:16-32)
  by Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn
• Performance persistence in hedge funds: Australian evidence (RePEc:eee:intfin:v:20:y:2010:i:4:p:346-362)
  by Do, Viet & Faff, Robert & Veeraraghavan, Madhu
• An examination of the effects of major political change on stock market volatility: the South African experience (RePEc:eee:intfin:v:7:y:1997:i:3:p:255-275)
  by Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W.
• A test of the intertemporal CAPM in the Australian equity market (RePEc:eee:intfin:v:8:y:1998:i:2:p:175-188)
  by Faff, Robert & Chan, Howard
• Foreign ownership and stock liquidity uncertainty (RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001457)
  by Li, Yong & Han, Minghui & Faff, Robert & Zhang, Hao
• Did connected hedge funds benefit from bank bailouts during the financial crisis? (RePEc:eee:jbfina:v:107:y:2019:i:c:15)
  by Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M.
• Evidence of strategic information uncertainty around opportunistic insider purchases (RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620300881)
  by Rahman, Dewan & Oliver, Barry & Faff, Robert
• Business shocks and corporate leverage (RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001679)
  by Tan, Kelvin Jui Keng & Zhou, Qing & Pan, Zheyao & Faff, Robert
• What can we learn from firm-level jump-induced tail risk around earnings announcements? (RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000097)
  by Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert
• Uncertainty, investment spikes, and corporate leverage adjustments (RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002291)
  by Im, Hyun Joong & Faff, Robert & Ha, Chang Yong
• An evaluation of volatility forecasting techniques (RePEc:eee:jbfina:v:20:y:1996:i:3:p:419-438)
  by Brailsford, Timothy J. & Faff, Robert W.
• A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions (RePEc:eee:jbfina:v:21:y:1997:i:2:p:197-219)
  by Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho
• The national market impact of sovereign rating changes (RePEc:eee:jbfina:v:28:y:2004:i:1:p:233-250)
  by Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph
• Complete markets, informed trading and equity option introductions (RePEc:eee:jbfina:v:29:y:2005:i:6:p:1359-1384)
  by Faff, Robert & Hillier, David
• On the estimation and comparison of short-rate models using the generalised method of moments (RePEc:eee:jbfina:v:30:y:2006:i:11:p:3131-3146)
  by Faff, Robert & Gray, Philip
• Variations in sovereign credit quality assessments across rating agencies (RePEc:eee:jbfina:v:34:y:2010:i:6:p:1327-1343)
  by Hill, Paula & Brooks, Robert & Faff, Robert
• Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] (RePEc:eee:jbfina:v:34:y:2010:i:9:p:2306-2306)
  by Hill, Paula & Brooks, Robert & Faff, Robert
• The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns (RePEc:eee:jbfina:v:35:y:2011:i:5:p:1239-1249)
  by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
• Stock salience and the asymmetric market effect of consumer sentiment news (RePEc:eee:jbfina:v:36:y:2012:i:12:p:3289-3301)
  by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
• Pricing innovations in consumption growth: A re-evaluation of the recursive utility model (RePEc:eee:jbfina:v:37:y:2013:i:11:p:4465-4475)
  by Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu
• Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news (RePEc:eee:jbfina:v:37:y:2013:i:11:p:4488-4500)
  by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
• Does board structure in banks really affect their performance? (RePEc:eee:jbfina:v:37:y:2013:i:5:p:1573-1589)
  by Pathan, Shams & Faff, Robert
• Canonical vine copulas in the context of modern portfolio management: Are they worth it? (RePEc:eee:jbfina:v:37:y:2013:i:8:p:3085-3099)
  by Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy
• Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! (RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s164-s176)
  by Norton, Hugh & Gray, Steve & Faff, Robert
• Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? (RePEc:eee:jbfina:v:68:y:2016:i:c:p:153-161)
  by Isshaq, Zangina & Faff, Robert
• Do corporate policies follow a life-cycle? (RePEc:eee:jbfina:v:69:y:2016:i:c:p:95-107)
  by Faff, Robert & Kwok, Wing Chun & Podolski, Edward J. & Wong, George
• Sudden changes in property rights: the case of Australian native title (RePEc:eee:jeborg:v:52:y:2003:i:4:p:427-442)
  by Brooks, Robert & Davidson, Sinclair & Faff, Robert
• Modeling Australia's country risk: a country beta approach (RePEc:eee:jebusi:v:52:y:2000:i:3:p:259-276)
  by Gangemi, Michael A. M. & Brooks, Robert D. & Faff, Robert W.
• Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? (RePEc:eee:jebusi:v:72:y:2014:i:c:p:84-103)
  by Rekker, Saphira A.C. & Benson, Karen L. & Faff, Robert W.
• Enhancing mean–variance portfolio selection by modeling distributional asymmetries (RePEc:eee:jebusi:v:85:y:2016:i:c:p:49-72)
  by Yew Low, Rand Kwong & Faff, Robert & Aas, Kjersti
• Oil price risk and the Australian stock market (RePEc:eee:jefdev:v:4:y:1999:i:1:p:69-87)
  by Faff, Robert W. & Brailsford, Timothy J.
• Rights offerings, takeup, renounceability, and underwriting status (RePEc:eee:jfinec:v:89:y:2008:i:2:p:328-346)
  by Balachandran, Balasingham & Faff, Robert & Theobald, Michael
• Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses (RePEc:eee:jfinin:v:37:y:2019:i:c:p:28-44)
  by Woods, Keegan & Tan, Kelvin Jui Keng & Faff, Robert
• A multi-country study of power ARCH models and national stock market returns (RePEc:eee:jimfin:v:19:y:2000:i:3:p:377-397)
  by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather
• The strategic allocation to style-integrated portfolios of commodity futures (RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000174)
  by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
• An analysis of asymmetry in foreign currency exposure of the Australian equities market (RePEc:eee:mulfin:v:10:y:2000:i:2:p:133-159)
  by Di Iorio, Amalia & Faff, Robert
• International cross-listings towards more liquid markets: the impact on domestic firms (RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:365-390)
  by Faff, Robert W. & Hodgson, Allan & Saudagaran, Shahrokh
• Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies (RePEc:eee:mulfin:v:13:y:2003:i:3:p:193-215)
  by Nguyen, Hoa & Faff, Robert
• Short-term contrarian investing--is it profitable? ... Yes and No (RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:385-404)
  by Lee, Darren D. & Chan, Howard & Faff, Robert W. & Kalev, Petko S.
• An exploratory investigation of the relation between risk tolerance scores and demographic characteristics (RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:483-502)
  by Hallahan, Terrence & Faff, Robert & McKenzie, Michael
• Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets (RePEc:eee:mulfin:v:14:y:2004:i:3:p:217-232)
  by Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W.
• The intra-industry impact of special dividend announcements: contagion versus competition (RePEc:eee:mulfin:v:14:y:2004:i:4-5:p:369-385)
  by Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh
• An empirical analysis of hedge fund performance: The case of Australian hedge funds industry (RePEc:eee:mulfin:v:15:y:2005:i:4-5:p:377-393)
  by Do, Viet & Faff, Robert & Wickramanayake, J.
• Sub-optimal international portfolio allocations and the cost of capital (RePEc:eee:mulfin:v:35:y:2016:i:c:p:41-58)
  by Kwabi, Frank & Faff, Robert & Marshall, Andrew & Thapa, Chandra
• An examination of Australian equity trusts for selectivity and market timing performance (RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:387-402)
  by Hallahan, Terrence A. & Faff, Robert W.
• The pricing of foreign exchange risk in the Australian equities market (RePEc:eee:pacfin:v:10:y:2002:i:1:p:77-95)
  by Di Iorio, Amalia & Faff, Robert
• An investigation into the role of liquidity in asset pricing: Australian evidence (RePEc:eee:pacfin:v:11:y:2003:i:5:p:555-572)
  by Chan, Howard W. & Faff, Robert W.
• The relationship between exchange rate exposure, currency risk management and performance of international equity funds (RePEc:eee:pacfin:v:12:y:2004:i:3:p:333-357)
  by Benson, Karen L. & Faff, Robert W.
• Conditional performance evaluation and the relevance of money flows for Australian international equity funds (RePEc:eee:pacfin:v:14:y:2006:i:3:p:231-249)
  by Benson, Karen L. & Faff, Robert W.
• Market conditions and the optimal IPO allocation mechanism in China (RePEc:eee:pacfin:v:15:y:2007:i:2:p:121-139)
  by Ma, Shiguang & Faff, Robert
• Default risk and equity returns: Australian evidence (RePEc:eee:pacfin:v:17:y:2009:i:5:p:580-593)
  by Gharghori, Philip & Chan, Howard & Faff, Robert
• Liquidity and stock returns in Japan: New evidence (RePEc:eee:pacfin:v:18:y:2010:i:1:p:90-115)
  by Chang, Yuk Ying & Faff, Robert & Hwang, Chuan-Yang
• Asymmetry in return and volatility spillover between equity and bond markets in Australia (RePEc:eee:pacfin:v:18:y:2010:i:3:p:272-289)
  by Dean, Warren G. & Faff, Robert W. & Loudon, Geoffrey F.
• Financial constraints and stock returns -- Evidence from Australia (RePEc:eee:pacfin:v:18:y:2010:i:3:p:306-318)
  by Chan, Howard & Chang, Xin & Faff, Robert & Wong, George
• Beta stability and portfolio formation (RePEc:eee:pacfin:v:2:y:1994:i:4:p:463-479)
  by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H.
• Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China (RePEc:eee:pacfin:v:20:y:2012:i:3:p:363-377)
  by Gao, Fox & Faff, Robert & Navissi, Farshid
• Disciplinary tools and bank risk exposure (RePEc:eee:pacfin:v:26:y:2014:i:c:p:37-64)
  by Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil
• Beta stability and portfolio formation (RePEc:eee:pacfin:v:3:y:1995:i:1:p:145-146)
  by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H.
• Corporate governance, firm value and risk: Past, present, and future (RePEc:eee:pacfin:v:35:y:2015:i:pa:p:1-12)
  by Balachandran, Balasingham & Faff, Robert
• Injecting liquidity into liquidity research (RePEc:eee:pacfin:v:35:y:2015:i:pb:p:533-540)
  by Benson, Karen & Faff, Robert & Smith, Tom
• Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters (RePEc:eee:pacfin:v:45:y:2017:i:c:p:157-173)
  by Chang, Yanhao & Benson, Karen & Faff, Robert
• Testing the conditional CAPM and the effect of intervaling: A note (RePEc:eee:pacfin:v:5:y:1997:i:5:p:527-537)
  by Brailsford, Timothy J. & Faff, Robert W.
• New evidence on national culture and bank capital structure (RePEc:eee:pacfin:v:50:y:2018:i:c:p:41-64)
  by Haq, Mamiza & Hu, Daniel & Faff, Robert & Pathan, Shams
• Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework (RePEc:eee:pacfin:v:56:y:2019:i:c:p:129-150)
  by Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All
• The empirical relationship between aggregate consumption and security prices in Australia (RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:213-224)
  by Faff, Robert W.
• An investigation into the extent of beta instability in the Singapore stock market (RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:87-101)
  by Brooks, Robert D. & Faff, Robert W. & Ariff, Mohamed
• Interest rate risk of Australian financial sector companies in a period of regulatory change (RePEc:eee:pacfin:v:7:y:1999:i:1:p:83-101)
  by Faff, R. W. & Howard, P. F.
• Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks (RePEc:eee:quaeco:v:40:y:2000:i:1:p:85-106)
  by McKenzie, Michael D. & Brooks, Robert D. & Faff, Robert W. & Ho, Yew Kee
• Foreign debt and financial hedging: Evidence from Australia (RePEc:eee:reveco:v:15:y:2006:i:2:p:184-201)
  by Nguyen, Hoa & Faff, Robert
• Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence (RePEc:eee:reveco:v:16:y:2007:i:4:p:563-577)
  by Nguyen, Hoa & Faff, Robert & Marshall, Andrew
• Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market (RePEc:eee:reveco:v:29:y:2014:i:c:p:627-638)
  by Faff, Robert & Gharghori, Philip & Nguyen, Annette
• Predicting corporate bankruptcy: What matters? (RePEc:eee:reveco:v:62:y:2019:i:c:p:1-19)
  by Li, Leon & Faff, Robert
• Political connections and media slant (RePEc:eee:reveco:v:74:y:2021:i:c:p:58-80)
  by Guo, Shijun & Yu, Xin & Faff, Robert
• Realized moments and the cross-sectional stock returns around earnings announcements (RePEc:eee:reveco:v:79:y:2022:i:c:p:408-427)
  by Wang, Qingxia & Faff, Robert & Zhu, Min
• Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions (RePEc:eee:riibaf:v:50:y:2019:i:c:p:267-278)
  by Faff, Robert & Prasadh, Shyaam & Shams, Syed
• Asia Pacific banks' derivative and risk management disclosures (RePEc:eme:arapps:eb060781)
  by Hue Hwa Au Yong & Keryn Chalmers & Robert Faff
• Profitability of Trading Rules in Futures Markets (RePEc:eme:arjpps:10309610580000677)
  by John Anderson & Robert Faff
• The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts (RePEc:eme:arjpps:v:22:y:2009:i:3:p:237-261)
  by Howard Chan & Robert Faff & Yee Kee Ho & Alan Ramsay
• The equity and efficiency of the Australian share market with respect to director trading (RePEc:eme:arjpps:v:23:y:2010:i:1:p:5-19)
  by Katherine Uylangco & Steve Easton & Robert Faff
• Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis (RePEc:eme:arjpps:v:29:y:2016:i:1:p:34-58)
  by Lin Mi & Karen Benson & Robert Faff
• Women and risk tolerance in an aging world (RePEc:eme:ijaimp:v:19:y:2011:i:2:p:100-117)
  by Robert Faff & Terrence Hallahan & Michael McKenzie
• Do high and low‐ranked sustainability stocks perform differently? (RePEc:eme:ijaimp:v:21:y:2013:i:2:p:116-132)
  by Darren D. Lee & Robert W. Faff & Saphira A.C. Rekker
• The role of board gender on the profitability of insider trading (RePEc:eme:ijaimp:v:22:y:2014:i:3:p:180-193)
  by Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao
• Unknown item RePEc:eme:ijaipp:v:19:y:2011:i:2:p:100-117 (article)
• Unknown item RePEc:eme:ijaipp:v:21:y:2013:i:2:p:116-132 (article)
• Unknown item RePEc:eme:ijaipp:v:22:y:2014:i:3:p:180-193 (article)
• Informational content of options around analyst recommendations (RePEc:eme:ijmfpp:ijmf-04-2021-0168)
  by Qingxia Wang & Robert Faff & Min Zhu
• The relationship between implied volatility and autocorrelation (RePEc:eme:ijmfpp:v:3:y:2007:i:2:p:191-196)
  by Robert W. Faff & Michael D. McKenzie
• Pitching business school researcher profiles (RePEc:eme:jalpps:jal-10-2022-0105)
  by Robert Faff & David Mathuva & Mark Brosnan & Sebastian Hoffmann & Catalin Albu & Searat Ali & Micheal Axelsen & Nikki Cornwell & Adrian Gepp & Chelsea Gill & Karina Honey & Ihtisham Malik & Vishal Meh
• What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market (RePEc:eme:parpps:01140580410818469)
  by Thomas Josev & Howard Chan & Robert Faff
• Factors or Characteristics? That is the Question (RePEc:eme:parpps:01140580610732769)
  by Philip Gharghori & Howard Chan & Robert Faff
• Management earnings forecasts in a continuous disclosure environment (RePEc:eme:parpps:01140580710754629)
  by H. Chan & R. Faff & Y.K. Ho & A. Ramsay
• Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions (RePEc:eme:parpps:01140580910956830)
  by Kristen Anderson & Kerrie Woodhouse & Alan Ramsay & Robert Faff
• A Generalised Method Of Moments Test Of Mean Variance Efficiency In The Australian Stock Market (RePEc:eme:parpps:eb037916)
  by R.W. Faff & S. Lau
• A Test of a Two‐Factor ‘Market and Oil’ Pricing Model (RePEc:eme:parpps:eb037949)
  by Robert Faff & TIMOTHY J. BRAILSFORD
• An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas (RePEc:eme:parpps:eb037958)
  by Robert Brooks & Robert Faff & Tom Josev
• An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability (RePEc:eme:parpps:eb037969)
  by Karen Benson & Peter Pope & Robert Faff
• Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data (RePEc:eme:rbfpps:v:1:y:2009:i:1/2:p:44-61)
  by Daniel Mulino & Richard Scheelings & Robert Brooks & Robert Faff
• A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland (RePEc:ers:journl:v:xxiii:y:2020:i:1:p:151-175)
  by Anna Bialek-Jaworska & Robert Faff & Damian Zieba
• The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis (RePEc:ffe:journl:v:8:y:2011:i:1:p:1-16)
  by Hue Hwa Au Yong, Robert Faff,Hoa Nguyen
• Beta Stability and Portfolio Formation (RePEc:fth:melrfi:94-3)
  by Brooks, R.D. & Faff, R.W. & Lee, J.H.H.
• Financial Market Deregulation and Bank Risk: Testing for Beta Instability (RePEc:fth:melrfi:95-3)
  by Brooks, R. & Faff, R.
• Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period (RePEc:fth:melrfi:96-10)
  by Faff, R. & Brooks, R.
• An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience (RePEc:fth:melrfi:97-4)
  by Brooks, R & Davidson, S & Faff, R
• Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange (RePEc:fth:melrfi:98-3)
  by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
• A Multi-Country of Power ARCH Models and National Stock Market Returns (RePEc:fth:melrfi:98-4)
  by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
• Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? (RePEc:hal:journl:hal-02868473)
  by Hossein Rad & Rand Low & Joelle Miffre & Robert Faff
• The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures (RePEc:hal:journl:hal-03881976)
  by Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff
• The commodity risk premium and neural networks (RePEc:hal:journl:hal-04322519)
  by Joelle Miffre & Hossein Rad & Rand Kwong Yew Low & Robert Faff
• Effects of institutional investor ownership on innovation (RePEc:ids:ijcgov:v:13:y:2022:i:1:p:1-26)
  by Geeta Rani Duppati & Anne Christine D'Arcy & Robert Faff & Neha Matlani
• An Empirical Study of the World Price of Sustainability (RePEc:kap:jbuset:v:114:y:2013:i:2:p:297-310)
  by Yuchao Xiao & Robert Faff & Philip Gharghori & Darren Lee
• The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM (RePEc:kap:jbuset:v:146:y:2017:i:2:d:10.1007_s10551-015-2894-8)
  by Yuchao Xiao & Robert Faff & Philip Gharghori & Byoung-Kyu Min
• Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection (RePEc:kap:jfsres:v:27:y:2005:i:1:p:77-98)
  by Jerry Parwada & Robert Faff
• On the Choice of Superannuation Funds in Australia (RePEc:kap:jfsres:v:29:y:2006:i:3:p:255-279)
  by Benjamin Langford & Robert Faff & Vijaya Marisetty
• Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds (RePEc:kap:jfsres:v:33:y:2008:i:3:p:205-220)
  by Terry Hallahan & Robert Faff & Karen Benson
• Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence (RePEc:kap:jfsres:v:42:y:2012:i:3:p:207-228)
  by Robert Faff & Tribeni Lodh & Jerry Pawada
• U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach (RePEc:kap:rqfnac:v:14:y:2000:i:1:p:17-43)
  by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Ho, Yew Kee
• Modelling return and conditional volatility exposures in global stock markets (RePEc:kap:rqfnac:v:27:y:2006:i:2:p:125-142)
  by Charlie Cai & Robert Faff & David Hillier & Michael McKenzie
• An integrated multi-model credit rating system for private firms (RePEc:kap:rqfnac:v:27:y:2006:i:3:p:311-340)
  by Giovanni Butera & Robert Faff
• The relation between R&D intensity and future market returns: does expensing versus capitalization matter? (RePEc:kap:rqfnac:v:29:y:2007:i:1:p:25-51)
  by Howard Chan & Robert Faff & Philip Gharghori & Yew Ho
• Evidence of feedback trading with Markov switching regimes (RePEc:kap:rqfnac:v:30:y:2008:i:2:p:133-151)
  by Warren Dean & Robert Faff
• Analysing the performance of managed funds using the wavelet multiscaling method (RePEc:kap:rqfnac:v:31:y:2008:i:1:p:55-70)
  by Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff
• Are the Fama–French factors proxying news related to GDP growth? The Australian evidence (RePEc:kap:rqfnac:v:33:y:2009:i:2:p:141-158)
  by Annette Nguyen & Robert Faff & Philip Gharghori
• Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework (RePEc:mfa:journl:v:27:y:2019:i:2:p:1-13)
  by Robert W. Faff
• The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market (RePEc:mfa:journl:v:4:y:1996:i:2:p:1-14)
  by Robert D. Brooks & Robert W. Faff & Mohamed Ariff
• 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 (RePEc:mfj:journl:v:12:y:2008:i:3-4:p:219-240)
  by Balasingham Balachandran & Robert Faff & Roger Love & Andrew Menon
• Return-based Style Analysis in Australian Funds (RePEc:mfj:journl:v:16:y:2012:i:3-4:p:155-188)
  by Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori
• The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns (RePEc:mfj:journl:v:5:y:2001:i:1:p:1-33)
  by Amalia Di Iorio & Robert Faff
• Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions (RePEc:msh:ebswps:2004-8)
  by Don U.A. Galagedera & Robert Faff
• Is there a Banking Risk Premium in the US Stock Market? (RePEc:mul:jdp901:doi:10.12831/77235:y:2014:i:1:p:27-42)
  by Liujing Zeng & Hue Hwa Au Yong & Sirimon Treepongkaruna & Robert Faff
• Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis (RePEc:oup:revfin:v:19:y:2015:i:4:p:1703-1731.)
  by Stefano Lugo & Annalisa Croce & Robert Faff
• International evidence on the determinants of foreign exchange rate exposure of multinational corporations (RePEc:pal:jintbs:v:36:y:2005:i:5:p:539-558)
  by Robert W Faff & Andrew Marshall
• Unknown item RePEc:qut:dpaper:133 (paper)
• Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States (RePEc:ris:integr:0243)
  by R. Mittoo, Usha & W. Faff, Robert
• A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market (RePEc:sae:ausman:v:17:y:1993:i:2:p:233-258)
  by Robert W. Faff
• Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques (RePEc:sae:ausman:v:23:y:1998:i:1:p:1-22)
  by Robert D. Brooks & Robert W. Faff & Michael D. McKenzie
• Beta and Return: Implications of Australia's Dividend Imputation Tax System (RePEc:sae:ausman:v:25:y:2000:i:3:p:245-260)
  by Robert Faff & David Hillier & Justin Wood
• An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors (RePEc:sae:ausman:v:26:y:2001:i:1:p:1-17)
  by Robert Faff
• On The Determinants of Derivative Usage by Australian Companies (RePEc:sae:ausman:v:27:y:2002:i:1:p:1-24)
  by Hoa Nguyen & Robert Faff
• Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments (RePEc:sae:ausman:v:28:y:2003:i:3:p:307-317)
  by Hoa Nguyen & Robert Faff
• Tactical Asset Allocation: Australian Evidence (RePEc:sae:ausman:v:30:y:2005:i:2:p:261-282)
  by Robert Faff & David R. Gallagher & Eliza Wu
• Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches (RePEc:sae:ausman:v:31:y:2006:i:2:p:207-234)
  by Philip Gharghori & Howard Chan & Robert Faff
• Are the Fama-French Factors Proxying Default Risk? (RePEc:sae:ausman:v:32:y:2007:i:2:p:223-249)
  by Philip Gharghori & Howard Chan & Robert Faff
• Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? (RePEc:sae:ausman:v:32:y:2007:i:2:p:271-292)
  by Karen L. Benson & Robert W. Faff & John Nowland
• Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? (RePEc:sae:ausman:v:34:y:2009:i:1:p:21-49)
  by Darren D. Lee & Robert W. Faff & Kim Langfield-Smith
• Fund Size, Transaction Costs and Performance: Size Matters! (RePEc:sae:ausman:v:34:y:2009:i:1:p:73-96)
  by Howard W. H. Chan & Robert W. Faff & David R. Gallagher & Adrian Looi
• The simultaneous relation between fund flows and returns (RePEc:sae:ausman:v:35:y:2010:i:1:p:51-68)
  by Karen L. Benson & Robert W. Faff & Tom Smith
• Is default risk priced in Australian equity? Exploring the role of the business cycle (RePEc:sae:ausman:v:36:y:2011:i:2:p:217-246)
  by Howard Chan & Robert Faff & Paul Kofman
• The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates (RePEc:sae:ausman:v:36:y:2011:i:3:p:387-403)
  by Shumi Akhtar & Robert Faff & Barry Oliver
• Determinants of bond spreads: evidence from credit derivatives of Australian firms (RePEc:sae:ausman:v:37:y:2012:i:1:p:29-46)
  by Tristan Darwin & Sirimon Treepongkaruna & Robert Faff
• Profiling socially responsible investors: Australian evidence (RePEc:sae:ausman:v:37:y:2012:i:2:p:189-209)
  by Blanca Pérez-Gladish & Karen Benson & Robert Faff
• Reported earnings and analyst forecasts as competing sources of information: A new approach (RePEc:sae:ausman:v:37:y:2012:i:3:p:333-359)
  by Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho
• The long- and short-run financial impacts of cross listing on Australian firms (RePEc:sae:ausman:v:38:y:2013:i:1:p:81-98)
  by Yen Hou Ng & Hue Hwa Au Yong & Robert Faff
• A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data (RePEc:sae:ausman:v:38:y:2013:i:2:p:333-352)
  by Robert Faff & Sirimon Treepongkaruna
• Liquidity in asset pricing: New Australian evidence using low-frequency data (RePEc:sae:ausman:v:38:y:2013:i:2:p:375-400)
  by Daniel Chai & Robert Faff & Philip Gharghori
• Market discipline and bank risk taking (RePEc:sae:ausman:v:39:y:2014:i:3:p:327-350)
  by Khoa TA Hoang & Robert Faff & Mamiza Haq
• Factors affecting the birth and fund flows of CTAs (RePEc:sae:ausman:v:41:y:2016:i:2:p:324-352)
  by Viet Do & Robert Faff & Paul Lajbcygier & Madhu Veeraraghavan & Mikhail Tupitsyn
• Financial constraints and dividend policy (RePEc:sae:ausman:v:41:y:2016:i:3:p:484-507)
  by Shams Pathan & Robert Faff & Carlos Fernández Méndez & Nicholas Masters
• A contemporary view of corporate finance theory, empirical evidence and practice (RePEc:sae:ausman:v:41:y:2016:i:4:p:662-686)
  by Robert W Faff & Stephen Gray & Kelvin Jui Keng Tan
• The complementary role of cross-sectional and time-series information in forecasting stock returns (RePEc:sae:ausman:v:42:y:2017:i:1:p:113-139)
  by Qing Zhou & Robert Faff
• Does board independence constrain insider opportunism? (RePEc:sae:ausman:v:46:y:2021:i:3:p:499-522)
  by Dewan Rahman & Robert Faff & Barry Oliver
• Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar (RePEc:spr:empeco:v:63:y:2022:i:6:d:10.1007_s00181-022-02236-2)
  by Natalya Zelenyuk & Robert Faff
• Profiling Ethical Investors (RePEc:spr:isochp:978-3-319-11836-9_2)
  by Paz Méndez-Rodrı́guez & Laura Galguera & Mila Bravo & Karen Benson & Robert Faff & Blanca Pérez-Gladish
• Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? (RePEc:spr:nathaz:v:111:y:2022:i:3:d:10.1007_s11069-021-05164-z)
  by Ihtisham A. Malik & Robert Faff
• Conceptual Framework for Lending Money Outside Business Groups: Evidence from Poland (RePEc:spr:prbchp:978-3-030-15581-0_7)
  by Anna Białek-Jaworska & Dominika Gadowska-dos Santos & Robert Faff
• Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania (RePEc:taf:acceur:v:8:y:2011:i:2:p:155-184)
  by Cătălin Albu & Nadia Albu & Robert Faff & Allan Hodgson
• Global industry betas (RePEc:taf:apeclt:v:10:y:2003:i:1:p:21-26)
  by Frida Lie & Robert Faff
• Nonlinear linkages between financial risk tolerance and demographic characteristics (RePEc:taf:apeclt:v:16:y:2009:i:13:p:1329-1332)
  by Robert Faff & Terrence Hallahan & Michael McKenzie
• Testing seasonality in the liquidity-return relation: Japanese evidence (RePEc:taf:apeclt:v:17:y:2010:i:10:p:951-954)
  by Yuk Ying Chang & Robert Faff & Chuan-Yang Hwang
• Does the type of derivative instrument used by companies impact firm value? (RePEc:taf:apeclt:v:17:y:2010:i:7:p:681-683)
  by Hoa Nguyen & Robert Faff
• Bank exposures to interest-rate risk: the case of the Australian banking industry (RePEc:taf:apeclt:v:4:y:1997:i:12:p:737-739)
  by R. W. Faff & P. F. Howard
• A note on beta forecasting (RePEc:taf:apeclt:v:4:y:1997:i:2:p:77-78)
  by Robert Brooks & Robert Faff
• Beta stability and monthly seasonal effects: evidence from the Australian capital market (RePEc:taf:apeclt:v:4:y:1997:i:9:p:563-566)
  by Robert Brooks & Robert Faff & Thomas Josev
• Consumption versus market betas of Australian industry portfolios (RePEc:taf:apeclt:v:5:y:1998:i:8:p:513-517)
  by Robert Faff & Barry Oliver
• An international market model and exchange rate risk: Australian evidence (RePEc:taf:apeclt:v:6:y:1999:i:2:p:77-80)
  by Amalia Di Iorio & Robert Faff
• Some additional Australian evidence on the day-of-the-week effect (RePEc:taf:apeclt:v:6:y:1999:i:4:p:247-249)
  by Sinclair Davidson & Robert Faff
• Unknown item RePEc:taf:apfelt:v:3:y:2007:i:5:p:307-312 (article)
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• Unknown item RePEc:taf:apfiec:v:7:y:1997:i:1:p:9-14 (article)
• Unknown item RePEc:taf:apfiec:v:8:y:1998:i:1:p:21-28 (article)
• Diminishing marginal returns from R&D investment: evidence from manufacturing firms (RePEc:taf:applec:45:y:2013:i:5:p:611-622)
  by Robert Faff & Yew-Kee Ho & Weiling Lin & Chee-Meng Yap
• An examination of the relationship between Australian industry equity returns and expected inflation (RePEc:taf:applec:v:31:y:1999:i:8:p:915-933)
  by Robert Faff & Richard Heaney
• An ordered response model of test cricket performance (RePEc:taf:applec:v:34:y:2002:i:18:p:2353-2365)
  by Robert Brooks & Robert Faff & David Sokulsky
• Institutional ownership and corporate risk-taking in Japanese listed firms (RePEc:taf:applec:v:53:y:2021:i:16:p:1899-1914)
  by Hideaki Sakawa & Naoki Watanabel & Geeta Duppati & Robert Faff
• Are there any safe haven assets against oil price falls? (RePEc:taf:applec:v:56:y:2024:i:57:p:7845-7860)
  by Muhammad A. Cheema & Robert Faff & Michael Ryan
• When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms (RePEc:taf:euract:v:33:y:2024:i:3:p:771-795)
  by Shijun Guo & Xin Yu & Robert Faff
• Forecasting stock market volatility: Further international evidence (RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188)
  by Ercan Balaban & Asli Bayar & Robert Faff
• Financial markets, innovation and regulation (RePEc:taf:eurjfi:v:25:y:2019:i:7:p:595-598)
  by Dimitris Andriosopoulos & Robert Faff & Krishna Paudyal
• Power ARCH modelling of commodity futures data on the London Metal Exchange (RePEc:taf:eurjfi:v:7:y:2001:i:1:p:22-38)
  by Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff
• Time varying country risk: an assessment of alternative modelling techniques (RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274)
  by R. D. Brooks & R. W. Faff & M. McKenzie
• The profitability of pairs trading strategies: distance, cointegration and copula methods (RePEc:taf:quantf:v:16:y:2016:i:10:p:1541-1558)
  by Hossein Rad & Rand Kwong Yew Low & Robert Faff
• An examination of conditional asset pricing models in the Australian equities market (RePEc:taf:raflxx:v:3:y:2007:i:5:p:307-312)
  by Annette Nguyen & Robert Faff & Philip Gharghori
• Systematic liquidity in the long run (RePEc:taf:raflxx:v:4:y:2008:i:3:p:187-191)
  by Charly Sujoto & Petko Kalev & Robert Faff
• Style analysis, customized benchmarks, and managed funds: new evidence (RePEc:taf:raflxx:v:4:y:2008:i:4:p:253-258)
  by Kathryn Holmes & Robert Faff
• Style drift and fund performance in up and down markets: Australian evidence (RePEc:taf:raflxx:v:4:y:2008:i:6:p:395-398)
  by Kathryn Holmes & Robert Faff
• A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence (RePEc:taf:rseexx:v:22:y:1998:i:2:p:65-76)
  by R D Brooks & R W Faff
• Extra-Market Sensitivity to a Gold Price Factor: Evidence From National Market Portfolios (RePEc:taf:rseexx:v:23:y:1999:i:3:p:1-14)
  by S Davidson & R Faff
• Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? (RePEc:taf:rseexx:v:26:y:2002:i:1:p:17-32)
  by S Davidson & R Faff & H Mitchell
• Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? (RePEc:taf:rseexx:v:28:y:2004:i:1:p:45-56)
  by J A Anderson & R W Faff
• A Simple Test of the ‘Risk Class Hypothesis’ (RePEc:taf:rseexx:v:29:y:2005:i:1:p:83-96)
  by R W Faff & R D Brooks & H Y Kee
• Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy (RePEc:taf:rseexx:v:30:y:2006:i:1:p:147-160)
  by H H A Yong & R Faff & H Nguyen
• An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange (RePEc:taf:rseexx:v:32:y:2008:i:3:p:55-80)
  by C Sujoto & P S Kalev & R W Faff
• Taxation and Black's Zero-Beta Strategy Revisited (RePEc:taf:ufajxx:v:57:y:2001:i:5:p:57-65)
  by Robert Faff & David Hillier & Justin Wood
• Do Precious Metals Shine? An Investment Perspective (RePEc:taf:ufajxx:v:62:y:2006:i:2:p:98-106)
  by David Hillier & Paul Draper & Robert Faff
• Does Simple Pairs Trading Still Work? (RePEc:taf:ufajxx:v:66:y:2010:i:4:p:83-95)
  by Binh Do & Robert Faff
• Trusting Clients’ Financial Risk Tolerance Survey Scores (RePEc:taf:ufajxx:v:75:y:2019:i:2:p:91-104)
  by Neil Hartnett & Paul Gerrans & Robert Faff
• The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study (RePEc:ucp:jnlbus:v:75:y:2002:i:1:p:95-126)
  by Robert W. Faff
• New insights into the impact of the introduction of futures trading on stock price volatility (RePEc:wly:jfutmk:v:21:y:2001:i:3:p:237-255)
  by Michael D. McKenzie & Timothy J. Brailsford & Robert W. Faff
• Do futures‐based strategies enhance dynamic portfolio insurance? (RePEc:wly:jfutmk:v:24:y:2004:i:6:p:591-608)
  by Binh Huu Do & Robert W. Faff
• Corporate usage of financial derivatives, information asymmetry, and insider trading (RePEc:wly:jfutmk:v:30:y:2010:i:1:p:25-47)
  by Hoa Nguyen & Robert Faff & Allan Hodgson
• Nonlinear limits to arbitrage (RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1084-1113)
  by Jingzhi Chen & Charlie X. Cai & Robert Faff & Yongcheol Shin
• Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions (RePEc:wsi:ijtafx:v:08:y:2005:i:01:n:s0219024905002901)
  by Don U. A. Galagedera & Robert Faff
• An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets (RePEc:wsi:rpbfmp:v:08:y:2005:i:03:n:s0219091505000440)
  by Robert W. Faff & David Hillier & Michael D. McKenzie
• Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets (RePEc:wsi:wschap:9789813223585_0005)
  by Suk-Joong Kim & Michael D. McKenzie & Robert W. Faff