Publications by Robert Faff

Browse Results (194 results found)

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Books (2)
Bishop, Steve, Faff, Robert, Oliver, Barry, and Twite, Garry Corporate finance 5th ed. Australia: Pearson Education, 2004.    
Brailsford, Timothy J., Faff, Robert W. and Oliver, Barry Research design issues in the estimation of Beta. Sydney, NSW, Australia: McGraw-Hill, 1997.    
Book Chapters (1)
Mendez-Rodriguez, Paz, Galguera, Laura, Bravo, Mila, Benson, Karen, Faff, Robert and Perez-Gladish, Blanca (2015). Profiling ethical investors. In Enrique Ballestero, Blanca Pérez-Gladish and Ana Garcia-Bernabeu (Ed.), Socially responsible investment (pp. 23-52) Dordrecht, Netherlands: Springer International Publishing. doi:10.1007/978-3-319-11836-9_2     1 Cited 1 times in Scopus1
Journal Articles (186)
Haq, Mamiza, Hu, Daniel, Pathan, Shams and Faff, Robert (2017) New evidence on national culture and bank capital structure. Pacific-Basin Finance Journal, . doi:10.1016/j.pacfin.2017.09.005     0
Mi, Lin, Benson, Karen and Faff, Robert (2017) A specialised volatility index for the new GICS sector - real estate. Economic Modelling, . doi:10.1016/j.econmod.2017.08.025    
Liu, Zhangxin (Frank) and Faff, Robert (2017) Hitting SKEW for SIX. Economic Modelling, 64 449-464. doi:10.1016/j.econmod.2017.02.026    
Woods, Keegan, Tan, Kelvin Jui Keng and Faff, Robert (2017) Labor unions and corporate financial leverage: the bargaining device versus crowding-out hypotheses. Journal of Financial Intermediation, . doi:10.1016/j.jfi.2017.05.005     Cited 1 times in Scopus1
Cai, Charlie X., Faff, Robert and Shin, Yongcheol (2017) Noise momentum around the world. Abacus, . doi:10.1111/abac.12101    
Faff, Robert, Ali, Searat, Atif, Muhammad, Brenner, Matt, Chowdhury, Hasibul, Cruddas, Leelyn, Joubert, Alison, Malik, Ihtisham, Mi, Lin, Nagar, Vinu, Pullen, Tim, Siegrist, Manuel, Smythe, Steve, Stephenson, Jeff, Zhang, Beile and Kun Zhang (2017) Fantasy pitching. Journal of Accounting and Management Information Systems, 16 2: 360-379. doi:10.24818/jamis.2017.02007     0
Isshaq, Zangina and Faff, Robert (2016) Stock liquidity risk and the cross-sectional earnings-returns relationship. Journal of Business Finance and Accounting, 43 9-10: 1121-1141. doi:10.1111/jbfa.12209     1 Cited 1 times in Scopus1
Li, Yong, Benson, Karen and Faff, Robert (2016) Political constraints and trading strategy in times of market stress: evidence from the Chinese national social security fund. Finance Research Letters, 19 217-221. doi:10.1016/j.frl.2016.08.002    
Faff, Robert, Kwok, Wing Chun, Podolski, Edward J. and Wong, George (2016) Do corporate policies follow a life-cycle?. Journal of Banking and Finance, 69 95-107. doi:10.1016/j.jbankfin.2016.04.009     1 Cited 2 times in Scopus2
Zhou, Qing, Tan, Kelvin Jui Keng, Faff, Robert and Zhu, Yushu (2016) Deviation from target capital structure, cost of equity and speed of adjustment. Journal of Corporate Finance, 39 99-120. doi:10.1016/j.jcorpfin.2016.06.002     3 Cited 3 times in Scopus3
Isshaq, Zangina and Faff, Robert (2016) Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?. Journal of Banking and Finance, 68 153-161. doi:10.1016/j.jbankfin.2016.02.012    
Kwabi, Frank, Faff, Robert, Marshall, Andrew and Thapa, Chandra (2016) Sub-optimal international portfolio allocations and the cost of capital. Journal of Multinational Financial Management, 35 41-58. doi:10.1016/j.mulfin.2016.04.001    
Chang, Yanhao, Benson, Karen and Faff, Robert (2016) Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters. Pacific Basin Finance Journal, . doi:10.1016/j.pacfin.2016.05.007    
Rad, Hossein, Low, Rand Kwong Yew and Faff, Robert (2016) The profitability of pairs training strategies: distance, cointegration and copula methods. Quantitative Finance, 16 10: 1541-1558. doi:10.1080/14697688.2016.1164337     2 Cited 2 times in Scopus2 4
Faff, Robert W., Gray, Stephen and Tan, Kelvin Jui Keng (2016) A contemporary view of corporate finance theory, empirical evidence and practice. Australian Journal of Management, 41 4: 662-686. doi:10.1177/0312896216632032     1 Cited 1 times in Scopus1
Huang, Ronghong, Tan, Kelvin Jui Keng and Faff, Robert W. (2016) CEO overconfidence and corporate debt maturity. Journal of Corporate Finance, 36 93-110. doi:10.1016/j.jcorpfin.2015.10.009     6 Cited 8 times in Scopus8
Low, Rand Kwong Yew, Faff, Robert and Aas, Kjersti (2016) Enhancing mean-variance portfolio selection by modeling distributional asymmetries. Journal of Economics and Business, 85 49-72. doi:10.1016/j.jeconbus.2016.01.003     Cited 3 times in Scopus3 3
Mi, Lin, Benson, Karen and Faff, Robert (2016) Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis. Accounting Research Journal, 29 1: 34-58. doi:10.1108/ARJ-07-2013-0048    
Low, Rand Kwong Yew, Yao, Yiran and Faff, Robert (2016) Diamonds vs. precious metals: what shines brightest in your investment portfolio?. International Review of Financial Analysis, 43 1-14. doi:10.1016/j.irfa.2015.11.002     5 Cited 6 times in Scopus6 3
Benson, Karen, Faff, Robert and Smith, Tom (2015) Injecting liquidity into liquidity research. Pacific Basin Finance Journal, 35 Part B: 533-540. doi:10.1016/j.pacfin.2015.10.001     Cited 2 times in Scopus2 4
Xiao, Yuchao, Faff, Robert, Gharghori, Philip and Min, Byoung-Kyu (2015) The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM. Journal of Business Ethics, . doi:10.1007/s10551-015-2894-8    
Balachandran, Balasingham and Faff, Robert (2015) Corporate governance, firm value and risk: Past, present, and future. Pacific Basin Finance Journal, 35 1-12. doi:10.1016/j.pacfin.2015.07.002     1 Cited 2 times in Scopus2
Lugo, Stefano, Croce, Annalisa and Faff, Robert (2015) Herding behavior and rating convergence among credit rating agencies: evidence from the subprime crisis. Review of Finance, 19 4: 1703-1731. doi:10.1093/rof/rfu028     3 Cited 3 times in Scopus3
Faff, Robert W (2015) A simple template for pitching research. Accounting and Finance, 55 2: 311-336. doi:10.1111/acfi.12116     14 Cited 15 times in Scopus15 23
Brooks, Robert, Faff, Robert, Treepongkaruna, Sirimon and Wu, Eliza (2015) Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments. Journal of Business Finance and Accounting, 42 5-6: 777-799. doi:10.1111/jbfa.12119    
Gerrans, Paul, Faff, Robert and Hartnett, Neil (2015) Individual financial risk tolerance and the global financial crisis. Accounting and Finance, 55 1: 165-185. doi:10.1111/acfi.12053   1 9 Cited 8 times in Scopus8
Pathan, Shams, Faff, Robert, Mendez, Carlos Fernandez and Masters, Nicholas (2015) Financial constraints and dividend policy. Australian Journal of Management, 41 3: 484-507. doi:10.1177/0312896214557835     1 Cited 2 times in Scopus2
Norton, Hugh, Gray, Steve and Faff, Robert (2015) Yes, one-day international cricket 'in-play' trading strategies can be profitable!. Journal of Banking and Finance, 61 S164-S176. doi:10.1016/j.jbankfin.2015.08.031   2 3
Tan, Kelvin Jui Keng, Lee, Jia Min and Faff, Robert (2015) Short-selling pressure and last-resort debt financing: evidence from 144A high-yield risk-adjusted debt. Accounting and Finance, 56 4: 1149-1185. doi:10.1111/acfi.12125     2 Cited 1 times in Scopus1
Do, Viet, Faff, Robert, Lajbcygier, Paul, Veeraraghavan, Madhu and Tupitsyn, Mikhail (2015) Factors affecting the birth and fund flows of CTAs. Australian Journal of Management, 41 2: 324-352. doi:10.1177/0312896214539816    
Zhou, Qing and Faff, Robert (2015) The complementary role of cross-sectional and time-series information in forecasting stock returns. Australian Journal of Management, 42 1: 113-139. doi:10.1177/0312896215575888     1
Phan, Dinh, Nguyen, Hoa and Faff, Robert (2014) Uncovering the asymmetric linkage between financial derivatives and firm value - the case of oil and gas exploration and production companies. Energy Economics, 45 340-352. doi:10.1016/j.eneco.2014.07.018     Cited 6 times in Scopus6 1
Benson, Karen, Faff, Robert and Smith, Tom (2014) Fifty years of finance research in the Asia Pacific Basin. Accounting and Finance, 54 2: 335-363. doi:10.1111/acfi.12081     23 Cited 26 times in Scopus26
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     8 Cited 8 times in Scopus8 1
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     Cited 10 times in Scopus10
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     2 Cited 5 times in Scopus5
Siu, David T. L. and Faff, Robert W. (2014) Liquidity management around seasoned equity offerings. Journal of Finance and Financial Services, 1 1: 1-30.   3
Haq, Mamiza, Faff, Robert, Seth, Rama and Mohanty, Sunil (2014) Disciplinary tools and bank risk exposure. Pacific-Basin Finance Journal, 26 37-64. doi:10.1016/j.pacfin.2013.10.005     8 Cited 7 times in Scopus7
Faff, Robert, Gharghori, Philip and Nguyen, Annette (2014) Non-nested tests of a GDP-augmented Fama-French model versus a conditional Fama-French model in the Australian stock market. International Review of Economics and Finance, 29 627-638. doi:10.1016/j.iref.2013.07.007     2 Cited 3 times in Scopus3
Zhong, Tian, Faff, Robert, Hodgson, Allan and Yao, Lee J. (2014) The role of board gender on the profitability of insider trading. International Journal of Accounting and Information Management, 22 3: 180-193. doi:10.1108/IJAIM-03-2013-0020    
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   1 2 Cited 2 times in Scopus2
Faff, Robert (2013) Mickey Mouse and the IDioT principle for assessing research contribution: discussion of 'Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?'. Accounting and Finance, 53 4: 949-960. doi:10.1111/acfi.12050     1 Cited 1 times in Scopus1
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     22 Cited 31 times in Scopus31 3
Hoang, Khoa, Faff, Robert and Haq, Mamiza (2013) Market discipline and bank risk taking. Australian Journal of Management, 39 3: 327-350. doi:10.1177/0312896213496800     6 Cited 5 times in Scopus5 2
Chan, Howard, Faff, Robert, Khan, Arifur and Mather, Paul (2013) Exploring the moderating role of growth options on the relation between board characteristics and management earnings forecasts. Corporate Governance: An International Review, 21 4: 314-333. doi:10.1111/corg.12027   3 2 Cited 2 times in Scopus2
Talbot, Edward, Artiach, Tracy and Faff, Robert (2013) What drives the commodity price beta of oil industry stocks?. Energy Economics, 37 1-15. doi:10.1016/j.eneco.2013.01.004     3 Cited 4 times in Scopus4
Pathan, Shams and Faff, Robert (2013) Does board structure in banks really affect their performance?. Journal of Banking and Finance, 37 5: 1573-1589. doi:10.1016/j.jbankfin.2012.12.016     34 Cited 45 times in Scopus45
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     1 Cited 3 times in Scopus3
Nandha, Mohan, Brooks, Robert and Faff, Robert (2013) Oil, oil volatility and airline stocks: a global analysis. Contabilitate si Informatica de Gestiune, 12 2: 302-318.   6
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.   4
Xiao, Yuchao, Faff, Robert, Gharghori, Philip and Min, Byoung-Kyu (2013) Pricing innnovations in consumption growth: A re-evaluation of the recursive utility model. Journal of Banking and Finance, 37 11: 4465-4475. doi:10.1016/j.jbankfin.2012.08.015     1 Cited 2 times in Scopus2
Poulsen, Michael, Faff, Robert and Gray, Stephen (2013) Financial inflexibility and the value peremium. International Review of Finance, 13 3: 327-344. doi:10.1111/irfi.12010   2 3 Cited 3 times in Scopus3
Lee, Darren, Faff, Robert and Rekker, Saphira (2013) Do high and low-ranked sustainability stocks perform differently?. International Journal of Accounting and Information Management, 21 2: 116-132. doi:10.1108/18347641311312267     Cited 3 times in Scopus3
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     4 Cited 5 times in Scopus5
Chai, Daniel, Faff, Robert and Gharghori, Philip (2013) Liquidity in asset pricing: New Australian evidence using low-frequency data. Australian Journal of Management, 38 2: 375-400. doi:10.1177/0312896213489143     10 Cited 11 times in Scopus11
Benson, Karen and Faff, Robert (2013) β. Abacus, 49 Supplement 1: 24-31. doi:10.1111/j.1467-6281.2012.00380.x     4 Cited 7 times in Scopus7
Anderson, Heather, Chan, Howard, Faff, Robert and Ho, Yew Kee (2012) Reported earnings and analyst forecasts as competing sources of information: a new approach. Australian Journal of Management, 37 3: 333-359. doi:10.1177/0312896211434574     3 Cited 3 times in Scopus3
Faff, Robert, Lodh, Tribeni and Pawada, Jerry (2012) Location decisions of domestic and foreign-affiliated financial advisors: Australian evidence. Journal of Financial Services Research, 42 3: 207-228. doi:10.1007/s10693-011-0123-x    
Akhtar, Shumi, Faff, Robert, Oliver, Barry and Subrahmanyam, Avanidhar (2012) Stock salience and the asymmetric market effect of consumer sentiment news. Journal of Banking and Finance, 36 12: 3289-3301. doi:10.1016/j.jbankfin.2012.07.019     17 Cited 18 times in Scopus18
Pérez-Gladish, Blanca, Benson, Karen and Faff, Robert (2012) Profiling socially responsible investors: Australian evidence. Australian Journal of Management, 37 2: 189-209. doi:10.1177/0312896211429158     19 Cited 18 times in Scopus18
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     Cited 24 times in Scopus24
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     12 Cited 15 times in Scopus15
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     5 Cited 5 times in Scopus5
Allen, David and Faff, Robert (2012) The Global Financial Crisis: Some attributes and responses. Accounting and Finance, 52 1: 1-7. doi:10.1111/j.1467-629X.2011.00416.x   2 13 Cited 13 times in Scopus13 2
Balachandran, Balasingham, Faff, Robert, Theobald, Michael and van Zijl, Tony (2012) Rights, offerings, subscription period, shareholder takeup and liquidity. Journal of Financial and Quantitative Analysis, 47 1: 213-239. doi:10.1017/S0022109011000573   1 4 Cited 4 times in Scopus4
McGilvery, Andrew, Faff, Robert and Pathan, Shams (2012) Competitive valuation effects of Australian IPOs. International Review of Financial Analysis, 74-83. doi: 10.1016/j.irfa.2012.08.002     0 0
Faff, Robert W., Nguyen, Annette, Ip, Bonnie H. I. and Gharghori, Philip (2012) Return-based style analysis in Australian funds. Multinational Finance Journal, 16 3/4: 155-188.   3
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     2 Cited 2 times in Scopus2
Ng, Yen Hou, Yong, Hue Hwa Au and Faff, Robert (2012) The long- and short-run financial impacts of cross listing on Australian firms. Australian Journal of Management, 38 1: 81-98. doi:10.1177/0312896212437622     2 Cited 4 times in Scopus4
Akhtar, Shumi, Faff, Robert and Oliver, Barry (2011) The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates. Australian Journal of Management, 36 3: 387-403. doi:10.1177/0312896211410723     3 Cited 3 times in Scopus3
Dean, Warren G. and Faff, Robert (2011) Feedback trading and the behavioural ICAPM: Multivariate evidence across international equity and bond markets. Applied Financial Economics, 21 22: 1665-1678. doi:10.1080/09603107.2011.591728    
Chan, Howard, Faff, Robert and Kofman, Paul (2011) Is default risk priced in Australian equity? Exploring the role of the business cycle. Australian Journal of Management, 36 2: 217-246. doi:10.1177/0312896211407528     14 Cited 13 times in Scopus13
Akhtar, Shumi, Faff, Robert, Oliver, Barry and Subrahmanyam, Avanidhar (2011) The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns. Journal of Banking and Finance, 35 5: 1239-1249. doi:10.1016/j.jbankfin.2010.10.014   1 16 Cited 20 times in Scopus20
Yong, Hue Hwa Au, Faff, Robert and Nguyen, Hoa (2011) The association between firm characteristics and the use of a comprehensive corporate hedging strategy: An ordered probit analysis. Frontiers in Finance and Economics, 8 1: 1-16.   6
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     Cited 6 times in Scopus6
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     Cited 2 times in Scopus2
Faff, Robert, Hallahan, Terrence and McKenzie, Michael (2011) Women and risk tolerance in an aging world. International Journal of Accounting and Information Management, 19 2: 100-117. doi:10.1108/18347641111136427     Cited 7 times in Scopus7
Hill, Paula and Faff, Robert (2010) The market impact of relative agency activity in the sovereign ratings market. Journal of Business Finance and Accounting, 37 9-10: 1309-1347. doi:10.1111/j.1468-5957.2010.02220.x     23 Cited 24 times in Scopus24
Do, Viet, Faff, Robert and Veeraraghavan, Madhu (2010) Performance persistence in hedge funds : Australian evidence. Journal of International Financial markets, Institutions and Money, 20 4: 346-462. doi:10.1016/j.intfin.2010.03.004     Cited 2 times in Scopus2
Do, Binh and Faff, Robert (2010) Does simple pairs trading still work?. Financial Analysts Journal, 66 4: 83-95. doi:10.2469/faj.v66.n4.1   1 25 Cited 38 times in Scopus38
Chang, Yuk Ying, Faff, Robert and Hwang, Chuan-Yang (2010) Testing seasonality in the liquidity-return relation: Japanese evidence. Applied Economics Letters, 17 10: 951-954. doi:10.1080/17446540802599705     1 Cited 3 times in Scopus3
Hill, P., Brooks, R. and Faff, R. (2010) Variations in sovereign credit quality assessments across rating agencies. Journal of Banking and Finance, 34 6: 1327-1343. doi:10.1016/j.jbankfin.2009.11.028   5 37 Cited 40 times in Scopus40
Chan, Howard, Chang, Xin, Faff, Robert and Wong, George (2010) Financial constraints and stock returns - Evidence from Australia. Pacific Basin Finance Journal, 18 3: 306-318. doi:10.1016/j.pacfin.2010.02.004     2 Cited 3 times in Scopus3
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     12 Cited 14 times in Scopus14
Chai, Daniel, Faff, Robert and Gharghori, Philip (2010) New evidence on the relation between stock liquidity and measures of trading activity. International Review of Financial Analysis, 19 3: 181-192. doi:10.1016/j.irfa.2010.02.005     Cited 13 times in Scopus13
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     Cited 2 times in Scopus2
Nguyen, Hoa and Faff, Robert (2010) Does the type of derivative instrument used by companies impact firm value?. Applied Econmics Letters, 17 7: 681-683. doi:10.1080/13504850802297822     4 Cited 5 times in Scopus5
Benson, Karen L., Faff, Robert W. and Smith, Tom (2010) The simultaneous relation between fund flows and returns. Australian Journal of Management, 35 1: 51-18. doi:10.1177/0312896209354217   4 8 Cited 8 times in Scopus8
Holmes, Kathryn, Faff, Robert and Clacher, Iain (2010) Style analysis and dominant index timing: An application to Australian multi-sector managed funds. Applied Financial Economics, 20 4: 293-301. doi:10.1080/09603100903459915   1 Cited 1 times in Scopus1
Ina, Francis, Kim, Sangbae and Faff, Robert (2010) Explaining mispricing with Fama-French factors: New evidence from the multiscaling approach. Applied Financial Economics, 20 4: 323-330. doi:10.1080/09603100903299667   1 Cited 1 times in Scopus1
Hallahan, Terry and Faff, Robert W. (2010) Testing a non-linear effect in the risk shifting tournament model applied to Australian superannuation funds. Journal of Accounting and Management Information Systems, 9 2: 210-217.    
Uylangco, Katherine, Easton, Steve and Faff, Robert (2010) The equity and efficiency of the Australian share market with respect to director trading. Accounting Research Journal, 23 1: 5-19. doi:10.1108/10309611011060506     Cited 7 times in Scopus7
Phua, V., Chan, H., Faff, R. and Hudson, R. (2010) The influence of time, seasonality and market state on momentum: Insights from the Australian stock market. Applied Financial Economics, 20 20: 1547-1563. doi:10.1080/09603107.2010.510463     Cited 8 times in Scopus8
Chang, Yuk Ying, Faff, Robert and Hwang, Chuan-Yang (2010) Liquidity and stock returns in Japan: New evidence. Pacific Basin Finance Journal, 18 1: 90-115. doi:10.1016/j.pacfin.2009.09.001   4 11 Cited 20 times in Scopus20
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   5 4 Cited 3 times in Scopus3
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     Cited 4 times in Scopus4
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     11 Cited 13 times in Scopus13
Mahipala, Thusitha, Chan, Howard and Faff, Robert (2009) Trading volume and information asymmetry: Routine versus non-routine earnings announcements in Australia. Applied Financial Economics, 19 21: 1737-1752. doi:10.1080/09603100802599639     Cited 2 times in Scopus2
Brooks, Robert, Di Iorio, Amalia, Faff, Robert and Wang, Yuenan (2009) Testing the integration of the US and Chinese stock markets in a Fama-Frenchy framework. Journal of Economic Integration, 24 3: 435-454.    
Mulino, Daniel, Scheelings, Richard, Brooks, Robert and Faff, Robert (2009) Does risk aversion vary with decision-frame? An empirical test using recent game show data. Review of Behavioral Finance, 1 1-2: 44-61. doi:10.1002/rbf.3    
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     Cited 11 times in Scopus11
Chan, Howard W. H., Faff, Robert W., Gallagher, David R. and Looi, Adrian (2009) Fund size, transaction costs and performance: Size matters!. Australian Journal of Management, 34 1: 73-96. doi:10.1177/031289620903400105   4 9 Cited 12 times in Scopus12
Lee, Darren D., Faff, Robert W. and Langrield-Smith, Kim (2009) Revisiting the vexing question: Does superior corporate social performance lead to improved financial performance?. Australian Journal of Management, 34 1: 21-49. doi:10.1177/031289620903400103     33 Cited 42 times in Scopus42
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   4 3
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    
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     Cited 11 times in Scopus11
Anderson, Kristen, Woodhouse, Kerrie, Ramsay, Alan and Faff, Robert (2009) Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions: Australian evidence. Pacific Accounting Review, 21 1: 5-25. doi:10.1108/01140580910956830    
Balachandran, Balasingham, Faff, Robert and Theobald, Michael (2009) New insights into rights offerings, takeup, renounceability, and underwriting status. Journal of Applied Corporate Finance, 21 3: 80-85. doi:10.1111/j.1745-6622.2009.00241.x    
Chan, Howard, Faff, Robert, Ho, Yee Kee and Ramsay, Alan (2009) The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts. Accounting Research Journal, 22 3: 237-261. doi:10.1108/10309610911005572    
Do, Viet, Faff, Robert and Veeraraghavan, Madhu (2009) Do Australian hedge fund managers possess timing abilities?. Applied Financial Economics, 19 1: 27-38. doi:10.1080/09603100701735987     Cited 5 times in Scopus5
Faff, Robert, Hallahan, Terrence and McKenzie, Michael (2009) Nonlinear linkages between financial risk tolerance and demographic characteristics. Applied Economics Letters, 16 13: 1329-1332. doi:10.1080/13504850701381123     7 Cited 10 times in Scopus10
Hallahan, Terrence and Faff, Robert (2009) Tournament behavior in Australian superannuation funds: A non-parametric analysis. Global Finance Journal, 19 3: 307-322. doi:10.1016/j.gfj.2008.09.003     Cited 5 times in Scopus5
Holmes, Kathryn A. and Faff, Robert (2008) Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework. International Review of Financial Analysis, 17 5: 998-1011. doi:10.1016/j.irfa.2008.05.001     Cited 12 times in Scopus12
Holmes, Kathryn and Faff, Robert (2008) Style drift and fund performance in up and down markets: Australian evidence. Applied Financial Economics Letters, 4 6: 395-398. doi:10.1080/17446540801964439     Cited 1 times in Scopus1
Balachandran, Balasingham, Faff, Robert and Theobald, Michael (2008) Rights offerings, takeup, renounceability, and underwriting status. Journal of Financial Economics, 89 2: 328-346. doi:10.1016/j.jfineco.2007.11.001   5 22 Cited 23 times in Scopus23
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     Cited 12 times in Scopus12
Holmes, Kathryn A. and Faff, Robert W. (2008) Style analysis, customized benchmarks, and managed funds: New evidence. Applied Financial Economics Letters, 4 4: 253-258. doi:10.1080/17446540701720519     Cited 1 times in Scopus1
Balachandran, Balasingham, Faff, Robert and Nguyen, Tuan Anh (2008) The ex-date impact of special dividend announcements: A note. International Review of Financial Analysis, 17 3: 635-643. doi:10.1016/j.irfa.2006.08.002    
Hallahan, T., Faff, R. W. and Benson, K. L. (2008) Fortune favours the bold? Exploring tournament behavior among Australian superannuation funds. Journal of Financial Services Research, 33 3: 205-220. doi:10.1007/s10693-008-0030-y   2 4 Cited 6 times in Scopus6
Nandha, Mohan and Faff, Robert (2008) Does oil move equity prices? A global view. Energy Economics, 30 3: 986-997. doi:10.1016/j.eneco.2007.09.003   3 137 Cited 167 times in Scopus167 3
Sujoto, Charly, Kalev, Petko and Faff, Robert (2008) Systematic liquidity in the long run. Applied Financial Economics Letters, 4 3: 187-191. doi:10.1080/17446540701591357     Cited 1 times in Scopus1
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     Cited 4 times in Scopus4
Faff, Robert, Mulino, Daniel and Chai, Daniel (2008) On the linkage between financial risk tolerance and risk aversion. Journal of Financial Research, 31 1: 1-23. doi:10.1111/j.1475-6803.2008.00229.x   4 Cited 28 times in Scopus28
Dean, Warren G. and Faff, Robert W. (2008) Evidence of feedback trading with Markov switching regimes. Review of Quantitative Finance and Accounting, 30 2: 133-151. doi:10.1007/s11156-007-0047-6     Cited 12 times in Scopus12
Balachandran, Balasingham, Faff, Robert, Love, Roger and Menon, Andrew (2008) The impact of the announcement of acquisition of divested assets on buyers' wealth - Asset fit and disclosure of funds used: Evidence from the UK. Multinational Finance Journal, 12 3/4: 219-240.    
Anderson, Kristen, Woodhouse, Kerrie, Ramsay, Aalan and Faff, Robert (2008) The persistence and pricing of earnings, accruals and free cash flows in Australia. Journal of Accounting and Management Information Systems, 25 6-24.    
Annaert, Jan, Faff, Robert and Van Osselaer, Sofieke (2008) On the relative merits of passive commodity investments. Tijdschrift voor Bank - en Financiewezen, 72 384-394.    
Anderson, John A. and Faff, Robert W. (2008) Point and figure charting: A computational methodology and trading rule performance in the S&P 500 futures market. International Review of Financial Analysis, 17 1: 198-217. doi:10.1016/j.irfa.2004.08.002     Cited 6 times in Scopus6
Chan, Howard, Faff, Robert, Mather, Paul and Ramsay, Alan (2008) The relationship between director independence, reputation and management earnings forecasts. Corporate Ownership & Control, 6 2: 404-419.     Cited 4 times in Scopus4
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.     Cited 3 times in Scopus3
Benson, K. L., Faff, R. W. and Nowland, J. (2007) Do derivatives have a role in the risk shifting behaviour of fund managers?. Australian Journal of Management, 32 2: 271-292.   4 6
Ghaghori, Philip, Chan, Howard and Faff, Robert (2007) Are the Fama-French factors proxying default risk?. Australian Journal of Management, 32 2: 223-249.     33
Faff, Robert W., Parwada, Jerry T. and Poh, Hun-Lune (2007) The information content of Australian managed fund ratings. Journal of Business Finance and Accounting, 34 9-10: 1528-1547. doi:10.1111/j.1468-5957.2007.02053.x   2 4 Cited 4 times in Scopus4
Cai, Charlie X., Faff, Robert W., Hillier, David and Mohamed, Suleiman (2007) Exploring the link between information quality and systematic risk. Journal of Financial Research, 30 3: 335-353. doi:10.1111/j.1475-6803.2007.00217.x   3 Cited 2 times in Scopus2
Chan, Howard W. H., Faff, Robert W., Gharghori, Philip and Ho, Yew Kee (2007) The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?. Review of Quantitative Finance and Accounting, 29 1: 25-51. doi:10.1007/s11156-007-0023-1     Cited 16 times in Scopus16
Ma, Shiguang and Faff, Robert (2007) Market conditions and the optimal IPO allocation procedure in China. Pacific-Basin Finance Journal, 15 2: 121-139. doi:10.1016/j.pacfin.2006.06.001     Cited 16 times in Scopus16
Holmes, Kathryn A. and Faff, Robert W. (2007) Style drift, fund flow and fund performance: New cross-sectional evidence. Financial Services Review, 16 1: 55-71.    
Chan, H., Faff, R., Ho, Y. K. and Ramsay, A. (2007) Management earnings forecasts in a continuous disclosure environment. Pacific Accounting Review, 19 1: 5-30. doi:10.1108/01140580710754629    
Nguyen, Hoa, Faff, Robert and Marshall, Andrew (2007) Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence. International Review of Economics and Finance, 16 4: 563-577. doi:10.1016/j.iref.2006.01.002     Cited 14 times in Scopus14
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     Cited 2 times in Scopus2
Faff, Robert W. and McKenzie, Michael D. (2007) The relationship between implied volatility and autocorrelation. International Journal of Managerial Finance, 3 2: 191-196. doi:10.1108/17439130710738736     Cited 5 times in Scopus5
Gharghori, Philip, Chan, Howard and Faff, Robert (2006) Investigating the performance of alternative default-risk models: Option-based versus accounting-based approaches. Australian Journal of Management, 31 2: 207-234. doi:10.1177/031289620603100203   3 Cited 19 times in Scopus19
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     Cited 12 times in Scopus12
Faff, R. and Gray, P. (2006) On the estimation and comparison of short-rate models using the generalised method of moments. Journal of Banking and Finance, 30 11: 3131-3146. doi:10.1016/j.jbankfin.2005.09.016     6 Cited 9 times in Scopus9
Cai, Charlie X., Faff, Robert W., Hillier, David J. and McKenzie, Michael D. (2006) Modelling return and conditional volatility exposures in global stock markets. Review of Quantitative Finance and Accounting, 27 2: 125-142. doi:10.1007/s11156-006-8793-4     Cited 4 times in Scopus4
Gharghori, Philip, Chan, Howard and Faff, Robert (2006) Factors or characteristics? That is the question. Pacific Accounting Review, 18 1: 21-46. doi:10.1108/01140580610732769    
Langford, Benjamin R., Faff, Robert W. and Marisetty, Vijaya B. (2006) On the choice of superannuation funds in Australia. Journal of Financial Services Research, 29 3: 255-279. doi:10.1007/s10693-006-7628-8     Cited 7 times in Scopus7 3
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   2 Cited 7 times in Scopus7
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    
Hillier, D, Draper, P and Faff, R (2006) Do precious metals shine? An investment perspective. Financial Analysts Journal, 62 2: 98-106. doi:10.2469/faj.v62.n2.4085     57 Cited 99 times in Scopus99
Balaban, Ercan, Bayar, Asli and Faff, Robert W. (2006) Forecasting stock market volatility: Further international evidence. European Journal of Finance, 12 2: 171-188. doi:10.1080/13518470500146082     Cited 8 times in Scopus8
Parwada, Jerry T. and Faff, Robert W. (2006) Fund flows, MERs and managed fund ratings initiations: Australian evidence. Journal of Investing, 15 3: 69-78. doi:10.3905/joi.2006.650146    
Au Yong, H. H., Faff, R. and Nguyen, H. (2006) Investigating the determinants of the decision to engage in a corporate hedging strategy. Journal for Studies in Economics and Econometrics, 30 147-160.    
Nguyen, Hoa and Faff, Robert (2006) Impact of board size and board diversity on firm value: Australian evidence. Corporate Ownership and Control - Корпоративная собственность и контроль, 4 2 Part 1: 24-32.    
Nandha, Mohan and Faff, Robert (2006) Short-run and long-run oil price sensitivity of equity returns: The South Asian markets. Review of Applied Economics, 2 2: 229-244.    
Nguyen, Hoa and Faff, Robert (2006) Foreign debt and financial hedging: Evidence from Australia. International Review of Economics and Finance, 15 2: 184-201. doi:10.1016/j.iref.2004.03.006     Cited 6 times in Scopus6
Faff, Robert, Gallagher, David R. and Wu, Eliza (2005) Tactical asset allocation: Australian evidence. Australian Journal of Management, 30 2: 261-282. doi:10.1177/031289620503000205     Cited 12 times in Scopus12 3
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    
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     Cited 5 times in Scopus5
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    
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     Cited 14 times in Scopus14
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    
Nandha, M. and Faff, R. (2005) Impact of oil price on stock returns: Evidence from South Asian markets. ICFAI Journal of Applied Finance, 11 8: 5-20.    
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     Cited 2 times in Scopus2
Faff, Robert W. and Marshall, Andrew (2005) International evidence on the determinants of foreign exchange rate exposure of multinational companies. Journal of International Business Studies, 36 5: 539-558. doi:10.1057/palgrave.jibs.8400155     13 Cited 14 times in Scopus14
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     14 Cited 17 times in Scopus17
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   3 9 Cited 16 times in Scopus16
Parwada, Jerry T. and Faff, Robert W. (2005) Pension plan investment management mandates: An empirical analysis of manager selection. Journal of Financial Services Research, 27 1: 77-98. doi:10.1007/s10693-005-6413-4    
Galagedera, Don U. A. and Faff, Robert (2005) Modeling the risk and return relation conditional on market volatility and market conditions. International Journal of Theoretical and Applied Finance, 8 1: 75-95. doi:10.1142/S0219024905002901     Cited 7 times in Scopus7
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.    
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.    
Anderson, J. and Faff, R. (2005) Profitability of trading rules in futures markets. Accounting Research Journal, 18 2: 83-92. doi:10.1108/10309610580000677     Cited 2 times in Scopus2
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     Cited 4 times in Scopus4
McKenzie, Michael D. and Faff, Robert W. (2005) Modeling conditional return autocorrelation. International Review of Financial Analysis, 14 1: 23-42. doi:10.1016/j.irfa.2004.06.002     Cited 7 times in Scopus7
Brooks, R., Faff, R. and Sokulsky, D. (2005) The stock market impact of German reunification: International evidence. Applied Financial Economics, 15 1: 31-42. doi:10.1080/0960310042000281158     Cited 1 times in Scopus1
Chan, Howard, Faff, Robert and Ramsay, Alan (2005) Firm size and the information content of annual earnings announcements: Australian evidence. Journal of Business Finance and Accounting, 32 1-2: 211-253. doi:10.1111/j.0306-686X.2005.00593.x     8 Cited 7 times in Scopus7
Benson, Karen L. and Faff, Robert W. (2004) The relationship between exchange rate exposure, currency risk management and performance of international equity funds. Pacific Basin Finance Journal, 12 3: 333-357. doi:10.1016/j.pacfin.2003.10.001   1 Cited 3 times in Scopus3
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     Cited 2 times in Scopus2
Benson, K. L. and Faff, R. W. (2004) Investigating performance benchmarks in the context of international trusts: Australian evidence. Applied Financial Economics, 14 9: 631-644. doi:10.1080/0960310032000     Cited 8 times in Scopus8
Lee, Darren D., Chan, Howard, Faff, Robert W. and Kalev, Petko S. (2003) Short-term contrarian investing: is it profitable? … Yes and No. Journal of Multinational Financial Management, 13 4-5: 385-404. doi:10.1016/S1042-444X(03)00017-3     Cited 21 times in Scopus21
Benson, Karen L. and Faff, Robert W. (2003) Exchange rate sensitivity of Australian international equity funds. Global Finance Journal, 14 1: 95-120. doi:10.1016/S1044-0283(03)00007-3     Cited 3 times in Scopus3
Chan, Howard, Faff, Robert W., Kalev, Petko S. and Lee, Darren D. (2003) Further evidence on the short-term contrarian investment strategy. Finance Letters, 1 2: 41-45.   5
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.    
Benson, K. L., Pope, P. and Faff, R. W. (2003) The relevance of investor risk classes in ranking fund performance: An application of the Extended Mean-Gini CAPM. Journal of Quantitative Economics, 1 1: 20-35.    
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     Cited 6 times in Scopus6
Faff, R. W. and Oliver, B. R. (1998) Consumption versus market betas of Australian industry portfolios. Applied Economics Letters, 5 8: 513-517.     1 Cited 2 times in Scopus2
Conference Papers (3)
Meath, Cristyn (2013). Decline in natural capital – understanding the cost of business dependence and what will be required to remain competitive. In: Robert Faff, Book of Abstracts: 15th Annual Research Students' Colloquium. 15th Annual Research Students' Colloquium, Brisbane, Australia, (24-24). 19 July 2013.    
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.    
Benson, Karen L. and Faff, Robert W. (2002). The relationship between exchange rate exposure, currency risk management and performance of international equity funds. In: Accounting Association of Australia and New Zealand (AAANZ) 2002 Annual Conference: Program and Abstracts. AAANZ 2002 Annual Conference, Perth, Western Australia, (30-30). 7-9 July, 2002.    
All Others (2)
Faff, Robert, Benson, Karen and James, Wilma (2015) Australian superannuation fund investment in agriculture 2014/2015 :    
Hill, Paula, Brooks, Robert and Faff, Robert (2010) Variations in sovereign credit quality assessments across rating agencies (vol 34, pg 1327-1343, 2010). Journal of Banking & Finance, 34 9: 2306-2306. doi:10.1016/j.jbankfin.2010.04.004