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Faff, Robert W.


 SSRN Author Rank: 890 by Downloads
 

University of Queensland


 St Lucia
 Brisbane, Queensland 4072
 Australia
 email address

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. Faff, Robert W.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,155
Total
Citations
146
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Forecasting Stock Market Volatility: Evidence From Fourteen Countries | Show Abstract | Download |
U of Edinburgh, Center for Financial Markets Research Working Paper No. 02.04; EFMA 2003 Helsinki Meetings
Working Paper Series
Balaban, Ercan
University of Aberdeen
Bayar, Asli
Cankaya University - Department of Management
Faff, Robert W.
University of Queensland
Posted:
03 Dec 02
1,407
(6,443)
7

2.  
Faff, Robert W.
University of Queensland
Posted:
04 Jul 14
Last Revised:
16 Sep 14
1,230
(8,076)
 

3.   Incl. Electronic Paper
Pathan, Shams
Faff, Robert W.
University of Queensland
Posted:
27 Jul 11
Last Revised:
28 Dec 12
807
(15,625)
3

4.  
The National Market Impact of Sovereign Rating Changes | Show Abstract | Download |
University of Strathclyde, Department of Accounting & Finance Working Paper
Working Paper Series
Faff, Robert W.
University of Queensland
Brooks, Robert Darren
Monash University
Hillier, Joe
Glasgow Caledonian University
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
05 Mar 02
655
(21,110)
28

5.  
Do, Binh Huu
Monash University
Faff, Robert W.
University of Queensland
Posted:
11 Nov 10
Last Revised:
02 Oct 12
635
(22,028)
3

6.  
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Gallagher, David R.
UNSW Business School
Looi, Adrian
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
06 Apr 05
Last Revised:
24 Nov 08
607
(23,416)
6

7.  
Mittoo, Usha R.
University of Manitoba - Department of Accounting and Finance
Faff, Robert W.
University of Queensland
Posted:
17 Nov 00
492
(31,139)
4

8.  
Dean, Warren G.
Monash University - Department of Accounting and Finance
Faff, Robert W.
University of Queensland
Posted:
21 Mar 01
479
(32,268)
2

9.  
Pullen, Tim
University of Queensland
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
16 Sep 11
451
(34,909)
 

10.   Incl. Electronic Paper
Faff, Robert W.
University of Queensland
Kremmer, Michael
La Trobe University
Hodgson, Allan
University of Queensland - Faculty of Business, Economics and Law
Posted:
18 May 04
Last Revised:
10 Aug 05
425
(37,645)
2

11.  
Di Iorio, Amalia
La Trobe Business School
Faff, Robert W.
University of Queensland
Posted:
18 Jun 02
421
(38,045)
1

12.  
Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance
Faff, Robert W.
University of Queensland
Posted:
21 Sep 04
411
(39,171)
3

13.  
Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets | Show Abstract | Download |
Journal of Multinational Financial Management, Vol. 14, No. 4, pp. 217-232, 2004
Accepted Paper Series
Kim, Suk-Joong
University of Sydney - School of Business
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Faff, Robert W.
University of Queensland
Posted:
21 Feb 05
405
(39,912)
11

14.  
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Mather, Paul R.
La Trobe University
Ramsay, Alan L.
Monash University - Department of Accounting and Finance
Posted:
20 Nov 07
Last Revised:
17 Feb 08
400
(40,537)
2

15.  
Pathan, Shams
Faff, Robert W.
University of Queensland
Fernandez, Carlos
Oviedo University - School of Economics and Business
Masters, Nicholas
Independent
Posted:
29 Jun 13
Last Revised:
21 Aug 14
383
(42,754)
 

16.  
Individual Financial Risk Tolerance and the Global Financial Crisis | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Gerrans, Paul
University of Western Australia - UWA Business School
Faff, Robert W.
University of Queensland
Hartnett, Neil
University of Newcastle
Posted:
25 Jan 12
Last Revised:
10 Jul 13
365
(45,283)
1

17.  
Modelling Return and Volatility Exposures in Global Stock Markets | Show Abstract | Download |
University of Strathclyde Accounting & Finance Working Paper
Working Paper Series
Faff, Robert W.
University of Queensland
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
05 Mar 02
365
(45,283)
1

18.  
Lee, Darren D.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
01 Aug 06
345
(48,389)
 

19.  
Rights Offerings, Takeup, Renounceability, and Underwriting Status | Show Abstract | Download |
Journal of Financial Economics (JFE), 2008
Accepted Paper Series
Balachandran, Balasingham
La Trobe University - Department of Finance
Faff, Robert W.
University of Queensland
Theobald, Michael
University of Birmingham - Department of Accounting and Finance
Posted:
17 Dec 07
Last Revised:
09 Apr 08
344
(48,587)
8

20.  
Wong, George
The Hong Kong Polytechnic University
Faff, Robert W.
University of Queensland
Chun Kwok, Wing
Monash University - Department of Accounting and Finance
Chang, Xin (Simba)
Nanyang Business School
Posted:
14 Mar 08
Last Revised:
18 Mar 09
333
(50,503)
 

21.  
Faff, Robert W.
University of Queensland
Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance
Tan, Kian M.
University of Otago - Department of Accountancy and Finance
Posted:
16 Mar 11
Last Revised:
16 Mar 12
328
(51,424)
 

22.  
Balachandran, Balasingham
La Trobe University - Department of Finance
Faff, Robert W.
University of Queensland
Theobald, Michael
University of Birmingham - Department of Accounting and Finance
Velayutham, Eswaran
University of Southern Queensland
Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
09 Apr 08
Last Revised:
29 Mar 10
294
(58,534)
3

23.  
Faff, Robert W.
University of Queensland
Mulino, Daniel
Monash University - Faculty of Business and Economics
Chai, Daniel
Monash University
Posted:
24 Nov 06
282
(61,368)
 

24.  
Cai, Charlie X.
Leeds University Business School
Faff, Robert W.
University of Queensland
Shin, Yongcheol
University of Leeds - Leeds University Business School - Division of Economics
Posted:
11 May 11
Last Revised:
21 Jul 12
253
(69,026)
1

25.  
Siu, David T.L.
affiliation not provided to SSRN
Faff, Robert W.
University of Queensland
Posted:
16 Sep 11
Last Revised:
11 Feb 13
241
(72,724)
 

26.  
Faff, Robert W.
University of Queensland
Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance
Yang, Joey Wenling
University of Western Australia - UWA Business School
Posted:
29 Mar 06
222
(79,308)
 

27.  
Nguyen, Hoa
University of South Australia - School of Commerce
Faff, Robert W.
University of Queensland
Marshall, Andrew P.
University of Strathclyde - Strathclyde Business School
Posted:
07 Feb 04
219
(80,434)
2

28.   Incl. Electronic Paper
Chang, Candie
Massey University
Faff, Robert W.
University of Queensland
Hwang, Chuan-Yang
Nanyang Technological University (NTU)
Posted:
03 Mar 09
Last Revised:
14 Mar 09
215
(81,946)
 

29.  
Brooks, Robert Darren
Monash University
Dark, Jonathan
Monash University
Faff, Robert W.
University of Queensland
Fry, Tim
RMIT University - School of Economics, Finance and Marketing
Posted:
23 Feb 06
212
(83,167)
 

30.  
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. | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper and Multinational Finance Journal, 2008, vol. 12, no. 3/4, pp. 219–240
Accepted Paper Series
Balachandran, Balasingham
La Trobe University - Department of Finance
Faff, Robert W.
University of Queensland
Love, Roger William
Monash University - Department of Accounting and Finance
Menon, Andrew
Monash University - Faculty of Business and Economics
Posted:
12 Jun 04
Last Revised:
10 Jun 13
178
(98,453)
 

31.  
Complete Markets, Informed Trading and Equity Option Introductions | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 507
Working Paper Series
Faff, Robert W.
University of Queensland
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
23 Jul 03
173
(101,074)
4

32.  
Chan, H.
University of Melbourne - Department of Finance
Chang, Xin (Simba)
Nanyang Business School
Faff, Robert W.
University of Queensland
Wong, George
The Hong Kong Polytechnic University
Posted:
31 Oct 08
Last Revised:
20 Feb 10
171
(102,118)
 

33.  
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Kofman, Paul
The University of Melbourne
Posted:
26 Feb 08
158
(109,804)
3

34.  
Low, Rand Kwong Yew
University of Queensland Business School
Alcock, Jamie
The University of Sydney Business School
Faff, Robert W.
University of Queensland
Brailsford, Timothy
University of Queensland
Posted:
03 May 13
150
(114,958)
 

35.   Incl. Electronic Paper
Siu, David T.L.
affiliation not provided to SSRN
Faff, Robert W.
University of Queensland
Posted:
16 Mar 11
Last Revised:
06 May 13
148
(116,268)
 

36.  
Croce, Annalisa
Politecnico di Milano - Dipartimento di Economia e Produzione
Lugo, Stefano
Utrecht University School of Economics
Faff, Robert W.
University of Queensland
Posted:
21 Apr 11
145
(118,333)
 

37.  
Competitive Valuation Effects of Australian IPOs | Show Abstract | Download |
International Review of Financial Analysis, Forthcoming
Accepted Paper Series
McGilvery, Andrew
affiliation not provided to SSRN
Faff, Robert W.
University of Queensland
Pathan, Shams
University of Queensland
Posted:
17 Aug 12
143
(119,737)
 

38.  
Akhtar, Shumi M.
The University of Sydney
Faff, Robert W.
University of Queensland
Oliver, Barry R.
University of Queensland
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Feb 11
Last Revised:
10 Feb 11
142
(120,450)
 

39.  
Rights Offerings, Subscription Period, Shareholder Takeup and Liquidity | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Finance and Corporate Governance Conference 2010 Paper
Accepted Paper Series
Balachandran, Balasingham
La Trobe University - Department of Finance
Faff, Robert W.
University of Queensland
Theobald, Michael
University of Birmingham - Department of Accounting and Finance
van Zijl, Tony
Victoria University of Wellington - Faculty of Commerce and Administration
Posted:
13 Jan 10
Last Revised:
15 Oct 10
140
(121,931)
1

40.  
Qiu, Judy
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Benson, Karen L.
University of Queensland - Business School
Posted:
22 Aug 11
Last Revised:
25 Aug 11
138
(123,438)
 

41.   Incl. Electronic Paper
Anderson, Heather M.
Monash University - Department of Economics
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Kee Ho, Yew
National University of Singapore (NUS) - Department of Accounting
Posted:
04 Mar 09
Last Revised:
19 Dec 12
128
(131,319)
 

42.  
Cai, Charlie X.
Leeds University Business School
Faff, Robert W.
University of Queensland
Shin, Yongcheol
University of York (UK) - Department of Economics and Related Studies
Posted:
13 Jul 14
126
(133,022)
 

43.  
Talbot, Ed
affiliation not provided to SSRN
Artiach, Tracy Charmaine
Queensland University of Technology
Faff, Robert W.
University of Queensland
Posted:
16 Sep 11
122
(136,293)
 

44.   Incl. Electronic Paper
Chang, Yanhao
University of Queensland
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
01 Jan 14
Last Revised:
17 Mar 14
119
(140,690)
 

45.  
Low, Rand Kwong Yew
University of Queensland Business School
Faff, Robert W.
University of Queensland
Aas, Kjersti
Norwegian Computing Center
Posted:
03 May 13
Last Revised:
04 Feb 14
115
(142,559)
 

46.  
Akhtar, Shumi M.
The University of Sydney
Faff, Robert W.
University of Queensland
Oliver, Barry R.
University of Queensland
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
15 Jun 10
107
(150,322)
2

47.  
Liquidity Risk and Cross-Sectional Earnings-Returns Relation | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Isshaq, Zangina
University of Queensland
Faff, Robert W.
University of Queensland
Posted:
16 Aug 12
97
(160,986)
 

48.  
Huang, Ronghong
University of Queensland - Business School
Tan, Kelvin Jui Keng
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
18 Aug 13
94
(164,417)
 

49.  
Edgar, Matthew
ANZ (Australia and New Zealand) Banking Group, Ltd.
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Faff, Robert W.
University of Queensland
Sujoto, Charly
ANZ (Australia and New Zealand) Banking Group, Ltd.
Posted:
26 Aug 11
93
(165,660)
 

50.  
Chang, Candie
Massey University
Faff, Robert W.
University of Queensland
Hwang, Chuan-Yang
Nanyang Technological University (NTU)
Posted:
15 Mar 12
80
(182,196)
 

51.   Incl. Electronic Paper
Poulsen, Michael
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Gray, Stephen
University of Queensland - Business School
Posted:
28 Jul 12
Last Revised:
03 Sep 13
79
(183,536)
 

52.  
Do, Viet Minh
Monash University - Department of Accounting and Finance
Faff, Robert W.
University of Queensland
Lajbcygier, Paul
Monash University - Department of Banking & Finance
Veeraraghavan, Madhu
T.A. PAI Management Institute, Finance Area
Posted:
02 Apr 10
Last Revised:
12 Sep 11
79
(183,536)
 

53.  
Zhou, Qing
UQ Business School, The University of Queensland
Faff, Robert W.
University of Queensland
Alpert, Karen
University of Queensland - Business School
Posted:
24 May 13
78
(184,996)
 

54.  
Is There a Banking Risk Premium in the US Stock Market? | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Zeng, Liujing
Monash University
Au Yong, Hue Hwa
Monash University - Department of Banking and Finance
Treepongkaruna, Sirimon
University of Western Australia
Faff, Robert W.
University of Queensland
Posted:
18 Jul 10
78
(184,996)
 

55.  
Do, Viet Minh
Monash University - Department of Accounting and Finance
Faff, Robert W.
University of Queensland
Veeraraghavan, Madhu
T.A. PAI Management Institute, Finance Area
Posted:
11 Mar 10
74
(190,881)
1

56.  
SIX: Proposing an Alternative Skewness Index | Show Abstract | Download |
2013 Financial Markets & Corporate Governance Conference
Working Paper Series
Liu, Zhangxin Frank
The University of Western Australia Business School
Faff, Robert W.
University of Queensland
Posted:
19 Dec 12
Last Revised:
22 Aug 14
68
(200,249)
 

57.  
Au Yong, Hue Hwa
Monash University - Department of Banking and Finance
Faff, Robert W.
University of Queensland
Nguyen, Hoa
Deakin University - School of Accounting, Economics and Finance
Posted:
28 Feb 12
65
(205,162)
 

58.  
Chang, Candie
Massey University
Faff, Robert W.
University of Queensland
Hwang, Chuan-Yang
Nanyang Technological University (NTU)
Posted:
02 Apr 11
Last Revised:
19 Mar 12
61
(211,982)
 

59.  
Siu, David T.L.
affiliation not provided to SSRN
Faff, Robert W.
University of Queensland
Posted:
26 Mar 12
Last Revised:
11 Feb 13
58
(217,336)
 

60.  
Brooks, Robert Darren
Monash University
Faff, Robert W.
University of Queensland
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
07 Dec 12
56
(221,161)
 

61.  
Lugo, Stefano
Utrecht University School of Economics
Croce, Annalisa
Politecnico di Milano - Dipartimento di Economia e Produzione
Faff, Robert W.
University of Queensland
Posted:
07 Mar 14
55
(223,062)
 

62.  
Return-Based Style Analysis in Australian Funds | Show Abstract | Download |
Forthcoming, Multinational Finance Journal
Accepted Paper Series
Faff, Robert W.
University of Queensland
Gharghori, Philip
Monash University
Ip, Bonnie
BPM Financial Modelling
Nguyen, Annette
Deakin University
Posted:
02 Mar 13
54
(224,971)
 

63.  
The Equity and Efficiency of the Australian Share Market with Respect to Director Trading | Show Abstract | Download |
22nd Australasian Finance and Banking Conference 2009
Working Paper Series
Uylangco, Katherine
University of Newcastle (Australia)
Easton, Stephen Andrew
University of Newcastle
Faff, Robert W.
University of Queensland
Posted:
29 Jul 09
49
(235,281)
1

64.  
Factors Affecting the Birth and Fund Flows of CTAS | Show Abstract | Download |
Midwest Finance Association 2012 Annual Meetings Paper
Working Paper Series
Do, Viet Minh
Monash University - Department of Accounting and Finance
Faff, Robert W.
University of Queensland
Lajbcygier, Paul
Monash University - Department of Banking & Finance
Veeraraghavan, Madhu
T.A. PAI Management Institute, Finance Area
Posted:
03 Oct 11
44
(246,189)
 

65.  
Norton, Hugh
University of Queensland - Business School
Gray, Stephen
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
14 Jul 14
36
(265,557)
 

66.  
α | Show Abstract | Download |
Working Paper Series
Faff, Robert W.
University of Queensland
Posted:
13 Jul 14
35
(268,137)
 

67.  
A Further Examination of the Price and Volatility Impact of Stock Dividends at Ex-Dates | Show Abstract | Download |
Australian Economic Papers, Vol. 44, No. 3, pp. 248-268, September 2005
Accepted Paper Series
Balachandran, Balasingham
La Trobe University - Department of Finance
Faff, Robert W.
University of Queensland
Tanner, Sally
Monash University - Department of Accounting and Finance
Posted:
06 Sep 05
27
(292,541)
 

68.  
Li, Yong
University of Queensland
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
19 Jul 14
26
(296,108)
 

69.  
The Information Content of Australian Managed Fund Ratings | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 34, Issue 9-10, pp. 1528-1547, November/December 2007
Accepted Paper Series
Faff, Robert W.
University of Queensland
Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance
Poh, Hun-Lune
affiliation not provided to SSRN
Posted:
11 Dec 07
24
(303,574)
5

70.  
Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 32, No. 1-2, pp. 211-253, January 2005
Accepted Paper Series
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Ramsay, Alan L.
Monash University - Department of Accounting and Finance
Posted:
06 Feb 05
19
(323,958)
5

71.  
Disciplinary Tools and Bank Risk Exposure | Show Abstract | Download |
Pacific-Basin Finance Journal 26 (2014) 37–64, Forthcoming
Accepted Paper Series
Haq, Mamiza
University of Queensland - Finance
Faff, Robert W.
University of Queensland
Seth, Rama
Indian Institute of Management (IIM), Kolkata
Mohanty, Sunil
University of St. Thomas (Minnesota) - Opus College of Business
Posted:
16 Dec 13
18
(328,078)
 

72.  
Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts | Show Abstract | Download |
International Review of Finance, Vol. 6, No. 1-2, pp. 79-97, March/June 2006
Accepted Paper Series
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Ho, Y. K.
National University of Singapore (NUS) - Department of Accounting
Ramsay, Alan L.
Monash University - Department of Accounting and Finance
Posted:
02 May 07
18
(328,078)
2

73.  
Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-Sector Managed Funds | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 539-578, April 2004
Accepted Paper Series
Holmes, Kathryn A.
Monash University
Faff, Robert W.
University of Queensland
Posted:
04 Jul 04
16
(336,299)
8

74.  
Chang, Yanhao
University of Queensland
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
18 Aug 14
14
(349,039)
 

75.  
Hill, Paula
University of Bristol
Banita, Bissoondoyal-Bheenick
Monash University
Faff, Robert W.
University of Queensland
Posted:
02 Sep 14
6
(382,008)
 

76.  
Woods, Keegan Lee
University of Queensland - Business School
Tan, Kelvin Jui Keng
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
6
 

77.  
Tan, Kelvin Jui Keng
University of Queensland - Business School
Lee, Jia Min
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
19 Aug 13
Last Revised:
09 Jul 14
5
(382,008)
 

78.  
The Market Impact of Relative Agency Activity in the Sovereign Ratings Market | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 37, No. 9-10, pp. 1309-1347, 2010
Accepted Paper Series
Hill, Paula
affiliation not provided to SSRN
Faff, Robert W.
University of Queensland
Posted:
01 Jan 11
4
(386,265)
4

79.   Incl. Electronic Paper
Lee, Darren D.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
20 Feb 09
Last Revised:
02 Jun 14
4
(386,265)
17

80.  
International Evidence on the Determinants of Foreign Exchange Rate Exposure of Multinational Corporations | Show Abstract | Download |
Journal of International Business Studies, Vol. 36, Issue 5, pp. 539-558, 2005
Accepted Paper Series
Faff, Robert W.
University of Queensland
Posted:
18 Apr 11
2
(396,843)
3

81.  
New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 21, Issue 3, pp. 80-85, Summer 2009
Accepted Paper Series
Balachandran, Balasingham
La Trobe University - Department of Finance
Faff, Robert W.
University of Queensland
Theobald, Michael
University of Birmingham - Department of Accounting and Finance
Posted:
02 Nov 09
2
(396,843)
 

82.  
Deal or No Deal, that is the Question: The Impact of Increasing Stakes and Framing Effects on Decision-Making Under Risk | Show Abstract | Download |
International Review of Finance, Vol. 9, Nos. 1-2, pp. 27-50, March/June 2009
Accepted Paper Series
Brooks, Robert
affiliation not provided to SSRN
Faff, Robert W.
University of Queensland
Mulino, Daniel
Monash University - Faculty of Business and Economics
Scheelings, Richard
Victorian Bar
Posted:
08 Jun 09
2
(396,843)
2

83.  
Market Discipline and Bank Risk Taking | Show Abstract |
Australian Journal of Management, Vol. 39, 2014
Accepted Paper Series
Faff, Robert W.
University of Queensland
Haq, Mamiza
University of Queensland - Finance
Hoang, Khoa T.
Independent
Posted:
20 Aug 14
 

84.  
Fifty Years of Finance Research in the Asia Pacific Basin | Show Abstract | Download |
Accounting & Finance, Vol. 54, Issue 2, pp. 335-363, 2014
Accepted Paper Series
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Smith, Tom
University of Queensland
Posted:
05 Jun 14
0
(415,752)
 

85.  
Pullen, Tim
University of Queensland - Business School
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
11 Mar 14
0
(415,752)
 

86.  
Faff, Robert W.
University of Queensland
Posted:
28 Nov 13
0
(415,752)
 

87.  
Liquidity in Asset Pricing: New Australian Evidence Using Low-Frequency Data | Show Abstract |
Australian Journal of Management, Vol. 38, No. 2, 2013
Accepted Paper Series
Chai, Daniel
Monash University
Faff, Robert W.
University of Queensland
Gharghori, Philip
Monash University
Posted:
30 Jul 13
 

88.  
Faff, Robert W.
University of Queensland
Treepongkaruna, Sirimon
University of Western Australia
Posted:
30 Jul 13
 

89.  
Exploring the Moderating Role of Growth Options on the Relation between Board Characteristics and Management Earnings Forecasts | Show Abstract | Download |
Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 314-333, 2013
Accepted Paper Series
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Khan, Arifur
Deakin University - School of Accounting, Economics and Finance
Mather, Paul R.
La Trobe University
Posted:
08 Jun 13
0
(415,752)
 

90.  
The Long- and Short-Run Financial Impacts of Cross Listing on Australian Firms | Show Abstract |
Australian Journal of Management, Vol. 38, No. 1, 2013
Accepted Paper Series
Faff, Robert W.
University of Queensland
Au Yong, Hue Hwa
Monash University - Department of Banking and Finance
Posted:
19 Apr 13
 

91.  
Albu, Catalin Nicolae
Bucharest Academy of Economic Studies
Albu, Nadia
Bucharest Academy of Economic Studies
Faff, Robert W.
University of Queensland
Hodgson, Allan
University of Queensland - Faculty of Business, Economics and Law
Posted:
19 Jan 13
 

92.  
Market Discipline and Bank Risk | Show Abstract |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Haq, Mamiza
University of Queensland - Finance
Faff, Robert W.
University of Queensland
Hoang, Khoa T.
Independent
Posted:
10 Aug 12
Last Revised:
01 Apr 13
 

93.  
Profiling Socially Responsible Investors: Australian Evidence | Show Abstract |
Australian Journal of Management, Vol. 37, No. 2, 2012
Accepted Paper Series
Perez-Gladish, Blanca
Department of Quantitative Economics, Faculty of Economics and Business, University of Oviedo
Benson, Karen L.
University of Queensland - Business School
Faff, Robert W.
University of Queensland
Posted:
04 Aug 12
 

94.  
Determinants of Bond Spreads: Evidence from Credit Derivatives of Australian Firms | Show Abstract |
Australian Journal of Management, Vol. 37, No. 1, 2012
Accepted Paper Series
Darwin, Tristan
affiliation not provided to SSRN
Treepongkaruna, Sirimon
University of Western Australia
Faff, Robert W.
University of Queensland
Posted:
05 May 12
 

95.  
Is Default Risk Priced in Australian Equity? Exploring the Role of the Business Cycle | Show Abstract |
Australian Journal of Management, Vol. 36, No. 2, 2011
Accepted Paper Series
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Kofman, Paul
The University of Melbourne
Posted:
05 Feb 12
 

96.  
The Asymmetric Impact of Consumer Sentiment Announcements on Australian Foreign Exchange Rates | Show Abstract |
Australian Journal of Management, Vol. 36, No. 3, 2011
Accepted Paper Series
Akhtar, Shumi M.
The University of Sydney
Faff, Robert W.
University of Queensland
Oliver, Barry R.
University of Queensland
Posted:
21 Dec 11
 

97.  
Does Simple Pairs Trading Still Work? | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 4, pp. 83-95, 2010
Accepted Paper Series
Do, Binh Huu
Monash University
Faff, Robert W.
University of Queensland
Posted:
11 Aug 10
 

98.  
Hill, Paula
University of Bristol
Brooks, Robert Darren
Monash University
Faff, Robert W.
University of Queensland
Posted:
02 Feb 09
 

99.  
Hill, Paula
University of Bristol
Faff, Robert W.
University of Queensland
Posted:
13 Mar 07
 

100.  
Do Precious Metals Shine? An Investment Perspective | Show Abstract |
Financial Analysts Journal, Vol. 62, No. 2, pp. 98-106, April 2006
Accepted Paper Series
Draper, Paul
University of Exeter
Faff, Robert W.
University of Queensland
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
23 May 06
 

101.  
Asset Pricing and the Illiquidity Premium | Show Abstract |
The Financial Review, Vol. 40, No. 4, November 2005
Accepted Paper Series
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Posted:
16 Aug 05
 

102.  
An International Investigation of the Factors that Determine Conditional Gold Betas | Show Abstract |
Financial Review, Vol. 39, No. 3, August 2004
Accepted Paper Series
Faff, Robert W.
University of Queensland
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
11 May 04
 

103.  
Asymmetric Covariance, Volatility, and the Effect of News | Show Abstract |
Journal of Financial Research, Forthcoming
Accepted Paper Series
Dean, Warren G.
Monash University - Department of Accounting and Finance
Faff, Robert W.
University of Queensland
Posted:
25 Jan 04
 

104.  
Further Evidence on the Short-term Contrarian Investment Strategy | Show Abstract |
Finance Letters, Vol. 1, No. 2, 2003
Accepted Paper Series
Chan, H.
University of Melbourne - Department of Finance
Faff, Robert W.
University of Queensland
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Lee, Darren D.
University of Queensland - Business School
Posted:
21 Jul 03
 

105.  
Creating Fama and French Factors with Style | Show Abstract |
The Financial Review, Vol. 38, No. 2, May 2003
Accepted Paper Series
Faff, Robert W.
University of Queensland
Posted:
23 Apr 03
 

106.  
The Determinants of Conditional Autocorrelation in Stock Returns | Show Abstract |
Journal of Financial Research, Forthcoming
Accepted Paper Series
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Faff, Robert W.
University of Queensland
Posted:
19 Aug 02
 

107.  
The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study | Show Abstract |
The Journal of Business, Vol. 75, No. 1, January 2002
Accepted Paper Series
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Faff, Robert W.
University of Queensland
Posted:
14 Jan 02
 

108.  
Taxation and Black's Zero-Beta Strategy Revisited | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
Accepted Paper Series
Wood, Justin
Sydney Office
Faff, Robert W.
University of Queensland
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
06 Nov 01
 


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