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Benson, Karen and Faff, Robert (2013) β. Abacus, 49 Supplement 1: 24-31. doi:10.1111/j.1467-6281.2012.00380.x 144   2 Cited 4 times in Scopus4 0
Albu, Cătălin Nicolae, Albu, Nadia, Faff, Robert and Hodgson, Allan (2011) Accounting competencies and the changing role of accountants in emerging economies: The Case of Romania. Accounting in Europe, 8 2: 155-184. doi:10.1080/17449480.2011.621395 197   Cited 2 times in Scopus2 0
Pullen, Tim, Benson, Karen and Faff, Robert (2014) A comparative analysis of the investment characteristics of alternative gold assets. Abacus, 50 1: 76-92. doi:10.1111/abac.12023 69   0 Cited 0 times in Scopus0 0
Balachandran, Balasingham, Faff, Robert and Tanner, Sally (2005) A further examination of the price and volatility impact of stock dividends at ex-dates. Australian Economic Papers, 44 3: 248-268. doi:10.1111/j.1467-8454.2005.00263.x 54   0
Brooks, Robert D., Faff, Robert W., Fry, Tim R. L. and Bisoondoyal-Bheenick, E. (2005) Alternative risk estimators in cases of extreme thin trading: Canadian evidence. Applied Financial Economics, 15 18: 1251-1258. doi:10.1080/09603100500396585 45   Cited 4 times in Scopus4 0
In, Francis, Kim, Sangbae, Marisetty, Vijaya and Faff, Robert (2008) Analysing the performance of managed funds using the wavelet multiscaling method. Review of Quantitative Finance and Accounting, 31 1: 55-70. doi:10.1007/s11156-007-0061-8 54   Cited 7 times in Scopus7 0
Do, Viet, Faff, Robert and Wickramanayake, J. (2005) An empirical analysis of hedge fund performance: The case of Australian hedge funds industry. Journal of Multinational Financial Management, 15 4-5: 377-393. doi:10.1016/j.mulfin.2005.04.006 56   Cited 9 times in Scopus9 0
Xiao, Yuchao, Faff, Robert, Gharghori, Philip and Lee, Darren (2013) An empirical study of the world price of sustainability. Journal of Business Ethics, 114 2: 297-310. doi:10.1007/s10551-012-1342-2 119 1 0 Cited 0 times in Scopus0 0
Sujoto, C., Kalev, P. S. and Faff, R. W. (2008) An examination of commonality in liquidity: new evidence from the Australian Stock Exchange. Journal for Studies in Economics and Econometrics, 32 3: 55-79. 19   Cited 0 times in Scopus0
Nguyen, Annette, Faff, Robert and Gharghori, Philip (2007) An examination of conditional asset pricing models in the Australian equities markets. Applied Financial Economics Letters, 3 5: 307-312. doi:10.1080/17446540701222409 33   Cited 0 times in Scopus0 0
Butera, Giovanni and Faff, Robert (2006) An integrated multi-model credit rating system for private firms. Review of Quantitative Finance and Accounting, 27 3: 311-340. doi:10.1007/s11156-006-9434-7 41   Cited 9 times in Scopus9 0
Faff, Robert W., Hillier, David and McKenzie, Michael D. (2005) An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets. Review of Pacific Basin Financial Markets and Policies, 8 3: 467-499. doi:10.1142/S0219091505000440 65   Cited 0 times in Scopus0 0
Agha, Mahmoud and Faff, Robert (2014) An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: "Flicking the switch" with financial flexibility. Journal of Corporate Finance, 29 37-57. doi:10.1016/j.jcorpfin.2014.08.003 51 1 Cited 0 times in Scopus0 0
Faff, Robert W., Hodgson, Allan and Kremmer, Michael L. (2005) An investigation of the impact of interest rates and interest rate volatility on Australian financial sector stock return distributions. Journal of Business Finance and Accounting, 32 5/6: 1001-1031. doi:10.1111/j.0306-686X.2005.00620.x 50   7 Cited 12 times in Scopus12 0
Di Iorio, Amalia, Faff, Robert and Sander, Harald (2013) An investigation of the interest rate risk and exchange rate risk of the European financial sector: Euro zone versus non-Euro zone countries. Accounting and Management Information Systems, 12 2: 319-344. 55 7
Benson, K. L., Pope, P. and Faff, R. W. (2003) An investigation of the relationship between stated fund management policy and market timing ability. Pacific Accounting Review, 15 1: 1-16. 82  
Balachandran, Balasingham, Faff, Robert and Jong, Len (2005) Announcements of bonus share options: Signalling of the quality of firms. Global Finance Journal, 16 2: 180-190. doi:10.1016/j.gfj.2005.05.009 33   Cited 0 times in Scopus0 0
Benson, K. L. and Faff, R. W. (2003) A performance analysis of Australian international equity trusts. Journal of International Financial Markets, Institutions and Money, 13 1: 69-84. doi:10.1016/S1042-4431(02)00027-6 74   Cited 6 times in Scopus6 0
Treepongkaruna, Sirimon and Faff, Robert (2012) A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data. Australian Journal of Management, 38 2: 333-352. doi:10.1177/0312896212443691 49   Cited 1 times in Scopus1 0
Nguyen, Hoa and Faff, Robert (2010) Are firms hedging or speculating? The relationship between financial derivatives and firm risk. Applied Financial Economics, 20 10: 827-843. doi:10.1080/09603101003636204 174 2 Cited 0 times in Scopus0 0
Do, Binh and Faff, Robert (2012) Are pairs trading profits robust to trading costs?. Journal of Financial Research, 35 2: 261-287. doi:10.1111/j.1475-6803.2012.01317.x 101   Cited 3 times in Scopus3 0
Ghaghori, Philip, Chan, Howard and Faff, Robert (2007) Are the Fama-French factors proxying default risk?. Australian Journal of Management, 32 2: 223-249. 52   19
Nguyen, Annette, Faff, Robert and Gharghori, Philip (2009) Are the Fama-French factors proxying news related to GDP Growth? The Australian evidence. Review of Quantitative Finance and Accounting, 33 2: 141-158. doi:10.1007/s11156-009-0137-8 80   Cited 8 times in Scopus8 0
Chan, Howard, Faff, Robert, Hill, Paula and Scheule, Harald (2011) Are watch procedures a critical informational event in the credit ratings process? An empirical investigation. Journal of Financial Research, 34 4: 617-640. doi:10.1111/j.1475-6803.2011.01304.x 73   Cited 0 times in Scopus0 0
Au Yong, Hue Hwa, Chalmers, Keryn and Faff, Robert (2005) Asia-Pacific banks' derivative and risk management disclosures. Asian Review of Accounting, 13 1: 15-44. doi:10.1108/eb060781 47   0
Au Yong, Hue Hwa and Faff, Robert (2008) Asia-Pacific banks risk exposures: Pre and post the Asian financial crisis. Applied Financial Economics, 18 6: 431-449. doi:10.1080/09603100600970057 66   Cited 2 times in Scopus2 0
Faff, R. W., Brooks, R. D. and Kee, H. Y. (2005) A simple test of the 'risk class hypothesis'. Journal for Studies in Economics and Econometrics, 29 1: 83-96. 35  
Chan, Howard W. and Faff, Robert W. (2005) Asset pricing and the illiquidity premium. The Financial Review, 40 4: 429-458. doi:10.1111/j.1540-6288.2005.00118.x 56   0
Chan, H., Faff, R., Ho, Y. K. and Ramsay, A. (2006) Asymmetric market reactions of growth and value firms with management earnings forecasts. International Review of Finance, 6 1-2: 79-97. doi:10.1111/j.1468-2443.2007.00060.x 43   0
Brooks, Robert D., Di Lorio, Amalia, Faff, Robert W., Fry, Tim and Joymungul, Yovina (2010) Asymmetry and time variation in exchange rate exposure: An investigation of Australian stocks returns. International Journal of Commerce and Management, 20 4: 276-295. doi:10.1108/10569211011094613 75 1 0
Dean, Warren G., Faff, Robert W. and Loudon, Geoffrey F. (2010) Asymmetry in return and volatility spillover between equity and bond markets in Australia. Pacific-Basin Finance Journal, 18 3: 272-289. doi:10.1016/j.pacfin.2009.09.003 131   3 Cited 4 times in Scopus4 0
Zhou, Qing, Faff, Robert and Alpert, Karen (2014) Bias correction in the estimation of dynamic panel models in corporate finance. Journal of Corporate Finance, 25 494-513. doi:10.1016/j.jcorpfin.2014.01.009 180   0 Cited 0 times in Scopus0 1
Low, Rand Kwong Yew, Alcock, Jamie, Faff, Robert and Brailsford, Timothy J. (2013) Canonical vine copulas in the context of modern portfolio management: are they worth it?. Journal of Banking and Finance, 37 8: 3085-3099. doi:10.1016/j.jbankfin.2013.02.036 183 4 3 Cited 4 times in Scopus4 0
Brooks, Robert D., Faff, Robert W., Fry, Tim R. L. and Gunn, Lucy (2005) Censoring and its impact on beta estimation. Advances in Investment Analysis and Portfolio Management. New Series, 1 111-135. 39  
McGilvery, Andrew, Faff, Robert and Pathan, Shams (2012) Competitive valuation effects of Australian IPOs. International Review of Financial Analysis, . 86 1 Cited 0 times in Scopus0
Faff, Robert and Hillier, David (2005) Complete markets, informed trading and equity option introductions. Journal of Banking and Finance, 29 6: 1359-1384. doi:10.1016/j.jbankfin.2004.04.009 55 3 5 Cited 13 times in Scopus13 0
Benson, K. L. and Faff, R. W. (2003). Conditional performance evaluation and the relevance of money flows for Australian international equity funds. In: AFAANZ 2003 Annual Conference: Program and Abstracts. AFAANZ 2003 Annual Conference, Brisbane, (38-38). 6-8 July, 2003. 76  
Benson, Karen L. and Faff, Robert W. (2006) Conditional performance evaluation and the relevance of money flows for Australian international equity funds. Pacific Basin Finance Journal, 14 3: 231-249. doi:10.1016/j.pacfin.2005.10.002 97 2 Cited 5 times in Scopus5 0
Faff, R. W. and Oliver, B. R. (1998) Consumption versus market betas of Australian industry portfolios. Applied Economics Letters, 5 8: 513-517. 28   1 Cited 2 times in Scopus2
Bishop, Steve, Faff, Robert, Oliver, Barry, and Twite, Garry Corporate finance 5th ed. Australia: Pearson Education, 2004. 52  
Gao, Fox, Faff, Robert and Navissi, Farshid (2012) Corporate philanthropy: Insights from the 2008 Wenchuan earthquake in China. Pacific-Basin Finance Journal, 20 3: 363-377. doi:10.1016/j.pacfin.2011.11.002 122   2 Cited 2 times in Scopus2 0
Rekker, Saphira A. C., Benson, Karen L. and Faff, Robert W. (2014) Corporate social responsibility and CEO compensation revisited, do disaggregation, market stress, sender matter?. Journal of Economics and Business, 72 84-103. doi:10.1016/j.jeconbus.2013.11.001 80   Cited 0 times in Scopus0 0
Lee, Darren D. and Faff, Robert W. (2009) Corporate sustainability performance and idiosyncratic risk: A global perspective. The Financial Review, 44 2: 213-237. doi:10.1111/j.1540-6288.2009.00216.x 103 3 0
Nguyen, Hoa, Faff, Robert and Hodgson, Allan (2010) Corporate usage of financial derivatives, information asymmetry, and insider trading. Journal of Futures Markets, 30 1: 25-47. doi:10.1002/fut.20402 113 5 3 Cited 3 times in Scopus3 0
Ragunathan, Vanitha, Faff, Robert W. and Brooks, Robert D. (2004) Correlations, integration and Hansen-Jagannathan Bounds. Applied Financial Economics, 14 16: 1167-1180. doi:10.1080/0960310042000281149 80   Cited 2 times in Scopus2 0
Brooks, Robert, Faff, Robert, Mulino, Daniel and Scheelings, Richard (2009) Deal or no deal, that is the question: The impact of increasing stakes and framing effects on decision-making under risk. International Review of Finance, 9 1-2: 27-50. doi:10.1111/j.1468-2443.2009.01084.x 41   0
Gharghori, Philip, Chan, Howard and Faff, Robert (2009) Default risk and equity returns: Australian evidence. Pacific-Basin Finance Journal, 17 5: 580-593. doi:10.1016/j.pacfin.2009.03.001 69   4 Cited 6 times in Scopus6 0
Au Yong, Hue Hwa, Faff, Robert and Chalmers, Keryn (2009) Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures. Journal of International Financial Markets, Institutions and Money, 19 1: 16-32. doi:10.1016/j.intfin.2007.08.002 58   Cited 3 times in Scopus3 0
Darwin, Tristan, Treepongkaruna, Sirimon and Faff, Robert (2012) Determinants of bond spreads: Evidence from credit derivatives of Australian firms. Australian Journal of Management, 37 1: 29-46. doi:10.1177/0312896211416137 76   1 Cited 1 times in Scopus1 0
Faff, Robert, Ho, Yew-Kee, Lin, Weiling and Yap, Chee-Meng (2013) Diminishing marginal returns from R&D investment: Evidence from manufacturing firms. Applied Economics, 45 5: 611-622. doi:10.1080/00036846.2011.608644 150   1 Cited 1 times in Scopus1 0

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