Robert W. Faff

Corvinus University Budapest

Research Professor

Fovam ter 8.

Budapest

Hungary

University of Queensland

Emeritus Professor

St Lucia

Brisbane, Queensland 4072

Australia

Bond University

Honorary Adjunct Professor

Gold Coast, QLD 4229

Australia

SCHOLARLY PAPERS

197

DOWNLOADS
Rank 398

SSRN RANKINGS

Top 398

in Total Papers Downloads

88,348

TOTAL CITATIONS
Rank 2,202

SSRN RANKINGS

Top 2,202

in Total Papers Citations

655

Scholarly Papers (197)

1.

Pitching Research®

Number of pages: 41 Posted: 04 Jul 2014 Last Revised: 13 Mar 2024
Robert W. Faff
Corvinus University Budapest
Downloads 29,595 (179)
Citation 25

Abstract:

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new research ideas; pitching; template; research proposal; novice researcher advice; supervisor advice; research mentor advice; PhD coordinator advice

2.

The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods

Rad, Hossein, Low, Rand Kwong Yew and Faff, Robert W., The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods, Quantitative Finance, DOI: org/10.1080/14697688.2016.1164337
Number of pages: 35 Posted: 05 Jun 2015 Last Revised: 19 May 2016
Hossein Rad, Rand Kwong Yew Low and Robert W. Faff
University of Queensland Business School, University of Queensland and Corvinus University Budapest
Downloads 6,588 (2,476)
Citation 28

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pairs trading, copula, cointegration, quantitative strategies, statistical arbitrage

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Number of pages: 42 Posted: 03 May 2020 Last Revised: 06 Feb 2022
University of Otago - School of Business, Corvinus University Budapest and Al Akhawayn University
Downloads 1,311 (33,171)
Citation 2

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COVID-19; 2008 GFC; safe haven assets

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Covid Economics, Vetted and Real-Time Papers, Issue 34, pp. 88-115, 2020
Number of pages: 33 Posted: 05 Jul 2020
University of Otago - School of Business, Corvinus University Budapest and Al Akhawayn University
Downloads 991 (49,678)
Citation 43

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COVID-19, 2008 GFC, gold, safe haven, stablecoin, bitcoin

4.

Forecasting Stock Market Volatility: Evidence from Fourteen Countries

Number of pages: 29 Posted: 03 Dec 2002
Ercan Balaban, Asli Bayar and Robert W. Faff
University of Aberdeen, Cankaya University - Department of Management and Corvinus University Budapest
Downloads 1,853 (20,070)
Citation 13

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5.

Are Pairs Trading Profits Robust to Trading Costs?

Number of pages: 37 Posted: 11 Nov 2010 Last Revised: 02 Oct 2012
Binh Huu Do and Robert W. Faff
Monash University and Corvinus University Budapest
Downloads 1,743 (22,028)
Citation 9

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pairs trading, law of one price, trading costs, short-term reversal, contrarian strategies

Does Board Structure in Banks Really Affect Their Performance?

Journal of Banking and Finance, Forthcoming
Number of pages: 39 Posted: 05 Jan 2012 Last Revised: 28 Dec 2012
Shams Pathan and Robert W. Faff
University of Newcastle - Newcastle University Business School and Corvinus University Budapest
Downloads 1,279 (34,360)
Citation 16

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Board Structure, Board Independence, Gender Diversity, Bank Holding Companies, Endogeneity, System GMM, Sarbanes-Oxley Act; Crisis; Market Power

Does Board Structure in Banks Really Affect Their Performance?

Journal of Banking and Finance, Forthcoming
Number of pages: 39 Posted: 27 Jul 2011 Last Revised: 26 Dec 2012
Shams Pathan and Robert W. Faff
University of Newcastle - Newcastle University Business School and Corvinus University Budapest
Downloads 315 (206,710)

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Board Structure, Board Size, Board Independence, Gender Diversity, Bank Holding Companies, Endogeneity, System GMM, Sarbanes-Oxley Act

7.

Yes, One-Day International Cricket ‘In-Play’ Trading Strategies Can Be Profitable!

Number of pages: 39 Posted: 14 Jul 2014
Hugh Norton, Stephen Gray and Robert W. Faff
University of Queensland - Business School, University of Queensland - Business School and Corvinus University Budapest
Downloads 1,198 (38,509)
Citation 1

Abstract:

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in-play betting markets, Trading strategies, ODI Cricket, web-scraping, Monte Carlo simulation

8.

Pitching Research®: A Comprehensive Resource Center Supplement

Number of pages: 61 Posted: 16 Aug 2017 Last Revised: 08 Mar 2021
Robert W. Faff
Corvinus University Budapest
Downloads 1,045 (46,830)
Citation 8

Abstract:

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pitching resource center; new research ideas; pitching; template; research proposal; novice researcher advice; supervisor advice; research mentor advice; PhD coordinator advice; innovations that inspire

9.

The National Market Impact of Sovereign Rating Changes

University of Strathclyde, Department of Accounting & Finance Working Paper
Number of pages: 30 Posted: 05 Mar 2002
Corvinus University Budapest, Monash University, Glasgow Caledonian University and University of Strathclyde - Department of Accounting and Finance
Downloads 940 (54,364)
Citation 13

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Sovereign Rating Changes, Event Study, Country Beta Risk

Financial Constraints and Dividend Policy

Number of pages: 33 Posted: 29 Jun 2013 Last Revised: 21 Aug 2014
University of Newcastle - Newcastle University Business School, Corvinus University Budapest, Oviedo University - School of Economics and Business and Independent
Downloads 810 (65,581)

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Dividends, Financial constraints, Seasoned equity issues

Financial Constraints and Dividend Policy

Australian Journal of Management, Vol. 41, No. 3, 2016
Posted: 30 Jul 2016
Corvinus University Budapest, Oviedo University - School of Economics and Business, Independent and University of Newcastle - Newcastle University Business School

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Dividends, financial constraints, seasoned equity issues

11.

Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?

Journal of Empirical Finance, Vol. 58, 2020
Number of pages: 43 Posted: 04 Jun 2017 Last Revised: 16 Sep 2020
University of Queensland Business School, University of Queensland, Audencia Business School and Corvinus University Budapest
Downloads 803 (67,373)
Citation 1

Abstract:

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long-short portfolios, equal weights, optimized weights, risk-timing weights

12.

Fund Size, Transaction Costs and Performance: Size Matters!

Number of pages: 32 Posted: 06 Apr 2005 Last Revised: 24 Nov 2008
H. Chan, Robert W. Faff, David R. Gallagher and Adrian Looi
University of Melbourne - Department of Finance, Corvinus University Budapest, Bond University and UNSW Australia Business School, School of Banking and Finance
Downloads 802 (67,467)
Citation 6

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Fund size, transaction cost, market impact, fund performance

13.

A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets

Number of pages: 21 Posted: 16 Sep 2011
Tim Pullen, Karen L. Benson and Robert W. Faff
University of Queensland, University of Queensland - Business School and Corvinus University Budapest
Downloads 792 (68,599)
Citation 5

Abstract:

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Diversifier, Hedging, Safe Haven, Gold Assets, Bullion, Stocks, Funds

14.

The Commodity Risk Premium and Neural Networks

Journal of Empirical Finance, Vol. 74, No. 101433, 2023
Number of pages: 43 Posted: 01 Apr 2021 Last Revised: 30 Nov 2023
University of Queensland Business School, University of Queensland, Audencia Business School and Corvinus University Budapest
Downloads 772 (70,951)

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commodity futures, risk premium, macroeconomic variables, financial variables, neural network, deep neural learning, recurrent neural network

15.

Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 03 May 2013
University of Queensland, University of Oxford, Corvinus University Budapest and University of Queensland
Downloads 741 (74,971)
Citation 11

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vine copula, clayton copula, asymmetric dependence, portfolio management, canonical vine, Conditional Value-At-Risk

16.

Individual Financial Risk Tolerance and the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 35 Posted: 25 Jan 2012 Last Revised: 10 Jul 2013
Paul Gerrans, Robert W. Faff and Neil Hartnett
The University of Western Australia - UWA Business School, Corvinus University Budapest and University of Newcastle
Downloads 698 (80,917)
Citation 12

Abstract:

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financial risk tolerance, global financial crisis, investment choice, risk aversion, FinaMetrica

17.

Pitching Research for Engagement and Impact

Number of pages: 32 Posted: 24 Jul 2016
Robert W. Faff and Tim Kastelle
Corvinus University Budapest and University of Queensland - Business School
Downloads 681 (83,502)
Citation 17

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18.

Responsible Science Matters

Number of pages: 41 Posted: 08 Jul 2021
Robert W. Faff
Corvinus University Budapest
Downloads 626 (92,981)
Citation 1

Abstract:

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Research; Science; Responsible science

19.

Individualistic Cultures and Crash Risk

European Financial Management, Forthcoming, FIRN Research Paper No. 2711204
Number of pages: 45 Posted: 07 Jan 2016 Last Revised: 19 Apr 2018
Tung Lam Dang, Robert W. Faff, Hoang Luong and Lily Nguyen
The University of Danang, Corvinus University Budapest, The University of Queensland - UQ Business School and The University of Queensland - UQ Business School
Downloads 620 (94,160)
Citation 2

Abstract:

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National culture; Individualism; Overconfidence; Stock price crash risk

20.

Pitching Research Lite: A Reverse-Engineering Strategy for Finding a New Research Direction

Number of pages: 24 Posted: 04 Feb 2017
Bao Nguyen, Robert W. Faff and Mamiza Haq
University of Queensland, Students, Corvinus University Budapest and University of Queensland - Finance
Downloads 606 (97,093)
Citation 13

Abstract:

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; reverse-engineering strategy; bank risk exposure

21.

Macroeconomic News Announcements and the Role of Expectations: Evidence for Us Bond, Stock and Foreign Exchange Markets

Number of pages: 27 Posted: 21 Feb 2005
Suk-Joong Kim, Michael D. McKenzie and Robert W. Faff
The University of Sydney Business School, The University of Sydney - Discipline of Finance and Corvinus University Budapest
Downloads 603 (97,519)
Citation 2

Abstract:

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Macroeconomic News, Expectations, Financial Markets, GARCH

22.

Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States

Number of pages: 60 Posted: 17 Nov 2000
Usha R. Mittoo and Robert W. Faff
University of Manitoba - Department of Accounting and Finance and Corvinus University Budapest
Downloads 599 (98,413)
Citation 3

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Integration, segmentation, industrial structure, multi-country study

23.

CEO Overconfidence and Corporate Debt Maturity

Journal of Corporate Finance, Forthcoming
Number of pages: 47 Posted: 18 Aug 2013 Last Revised: 20 Nov 2015
Ronghong Huang, Kelvin Jui Keng Tan and Robert W. Faff
University of Queensland - Business School, University of Queensland - Business School and Corvinus University Budapest
Downloads 593 (99,695)
Citation 47

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Overconfidence, Debt Maturity, Leverage, Cost of Debt

24.

Asymmetric Covariance, Volatility and the Impact of News

Number of pages: 53 Posted: 21 Mar 2001
Warren G. Dean and Robert W. Faff
Monash University - Department of Accounting and Corvinus University Budapest
Downloads 562 (106,634)

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25.

Management of Core Earnings Using Classification Shifting Around Seasoned Equity Offerings

Number of pages: 34 Posted: 16 Sep 2011 Last Revised: 11 Feb 2013
David T.L. Siu and Robert W. Faff
affiliation not provided to SSRN and Corvinus University Budapest
Downloads 556 (108,104)
Citation 11

Abstract:

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Classification Shifting, Special Items, Seasoned equity offerings

26.

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

Number of pages: 31 Posted: 18 May 2004
Robert W. Faff, Michael Kremmer and Allan Hodgson
Corvinus University Budapest, La Trobe University and University of Queensland - Faculty of Business, Economics and Law
Downloads 553 (108,810)
Citation 2

Abstract:

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Interest rate risk, Australian financial sector, Regulatory change, GARCH-M

27.

Fantasy Pitching

Number of pages: 20 Posted: 02 Jun 2016 Last Revised: 20 Feb 2017
Corvinus University Budapest, University of WollongongUniversity of Wollongong - School of Accounting, Economics & Finance, Macquarie University - Department of Accounting and Corporate Governance, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Swinburne University of Technology, Swinburne Business School, University of Queensland, Bond University, Students, University of Queensland, Business School, Students, Bond University, Students, University of Queensland, Business School, Students and University of Queensland, Business School, Students
Downloads 548 (110,371)
Citation 11

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28.

Foreign Exchange Exposure and Pricing in the Australian Equities Market: A Fama and French Framework

Number of pages: 34 Posted: 18 Jun 2002
Amalia Di Iorio and Robert W. Faff
La Trobe Business School and Corvinus University Budapest
Downloads 545 (110,878)
Citation 1

Abstract:

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Exchange Rate Risk, Australian Stock Market, Fama and French Factors

29.

The Relationship Between Directors' Independence, Reputation and Management Earnings Forecasts

Number of pages: 36 Posted: 20 Nov 2007 Last Revised: 17 Feb 2008
H. Chan, Robert W. Faff, Paul R. Mather and Alan L. Ramsay
University of Melbourne - Department of Finance, Corvinus University Budapest, La Trobe University and Monash University - Department of Accounting
Downloads 516 (118,706)
Citation 2

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Management earnings forecasts, corporate governance, director reputation

30.

The Choice of Seasoned Equity Offerings Methods and Long Term Returns

EFA 2009 Bergen Meetings Paper
Number of pages: 55 Posted: 09 Apr 2008 Last Revised: 29 Mar 2010
Monash University - Monash University Malaysia, Corvinus University Budapest, University of Birmingham - Department of Accounting and Finance, University of Southern Queensland and Erasmus University Rotterdam (EUR)
Downloads 486 (127,548)
Citation 1

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Rights offerings, Private placements, Takeup, Renounceability, Private benefits of control, Book building, UK

31.

Financial Constraints, Mispricing and Corporate Investment

Number of pages: 43 Posted: 14 Mar 2008 Last Revised: 18 Mar 2009
George Wong, Robert W. Faff, Wing Chun Kwok and Xin Chang
The Hong Kong Polytechnic University, Corvinus University Budapest, Monash University - Department of Accounting and Finance and Nanyang Business School, Nanyang Technological University
Downloads 485 (127,853)

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Financial constraints, Mispricing, Corporate Investment, Investment-cash flow sensitivity, Financial Flexibility

32.

Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection

Number of pages: 34 Posted: 21 Sep 2004
Jerry T. Parwada and Robert W. Faff
UNSW Business School and Corvinus University Budapest
Downloads 482 (128,809)
Citation 3

Abstract:

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Pension plan mandates, fund managers, delegated portfolio management.

33.

Rights Offerings, Takeup, Renounceability, and Underwriting Status

Journal of Financial Economics (JFE), 2008
Number of pages: 40 Posted: 17 Dec 2007 Last Revised: 09 Apr 2008
Monash University - Monash University Malaysia, Corvinus University Budapest and University of Birmingham - Department of Accounting and Finance
Downloads 478 (130,104)
Citation 3

Abstract:

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Rights offerings, Takeup, Renounceability, Underwriting, Australia

34.

InSPiR2eS Global Pitching Research Competition 2023 (IGPRC2023) … What, Why, How, Who, and When?

Number of pages: 16 Posted: 07 Apr 2023 Last Revised: 19 Apr 2023
Robert W. Faff
Corvinus University Budapest
Downloads 464 (134,967)

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pitching research framework, responsible science, competition, InSPiR2eS

35.

Enhancing Mean-Variance Portfolio Selection by Modeling Distributional Asymmetries

Number of pages: 34 Posted: 03 May 2013 Last Revised: 21 Oct 2015
Rand Kwong Yew Low, Robert W. Faff and Kjersti Aas
University of Queensland, Corvinus University Budapest and Norwegian Computing Center
Downloads 462 (135,655)
Citation 4

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elliptical copula, asymmetric marginals, mean-variance, portfolio management

Sentiment Contagion, Corporate Governance, Information and Legal Environments

Number of pages: 49 Posted: 14 Mar 2009
Massey University, Corvinus University Budapest and Nanyang Business School, Nanyang Technological University
Downloads 243 (270,739)

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Investor Sentiment, Financial Contagion, Information Environment, Legal Environment, Corporate Governance

Sentiment Contagion, Corporate Governance, Information and Legal Environments

Number of pages: 49 Posted: 03 Mar 2009
Massey University, Corvinus University Budapest and Nanyang Business School, Nanyang Technological University
Downloads 214 (306,831)

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Investor Sentiment, Financial Contagion, Information Environment, Legal Environment, Corporate Governance

37.

Did Connected Hedge Funds Benefit From Bank Bailouts During the Financial Crisis?

Journal of Banking and Finance, Forthcoming
Number of pages: 64 Posted: 16 Mar 2011 Last Revised: 24 Sep 2019
Robert W. Faff, Jerry T. Parwada and Eric K. M. Tan
Corvinus University Budapest, UNSW Business School and University of Queensland
Downloads 435 (145,550)
Citation 4

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Financial crisis, Hedge funds, Bank bailouts, Liquidation, Capital adequacy, Risk

38.

Modelling Return and Volatility Exposures in Global Stock Markets

University of Strathclyde Accounting & Finance Working Paper
Number of pages: 32 Posted: 05 Mar 2002
Robert W. Faff, Michael D. McKenzie and David Hillier
Corvinus University Budapest, The University of Sydney - Discipline of Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 431 (147,163)

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Volatility Exposures, Volatility Spillovers, Risk Management, Asymmetric GARCH

39.

Local and Global Sentiment Effects, and the Role of Legal, Information and Trading Environments

Number of pages: 50 Posted: 15 Mar 2012
Massey University, Corvinus University Budapest and Nanyang Business School, Nanyang Technological University
Downloads 424 (150,849)
Citation 4

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Local Sentiment, Global Sentiment, Contagion, Legal Environment, Trading Environment, Information Environment

40.

Labor Unions and Corporate Financial Leverage: The Bargaining Device versus Crowding-out Hypotheses

Journal of Financial Intermediation, Forthcoming
Number of pages: 54 Posted: 18 Sep 2014 Last Revised: 18 May 2017
Keegan Woods, Kelvin Jui Keng Tan and Robert W. Faff
University of Queensland, Business School, Students, University of Queensland - Business School and Corvinus University Budapest
Downloads 423 (150,419)
Citation 1

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Labor Unions, Capital Structure, Bargaining, Operating Leverage, Natural Experiment

41.

The Corporate Sustainability Discount Puzzle

Number of pages: 25 Posted: 01 Aug 2006
Darren Lee and Robert W. Faff
Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences and Corvinus University Budapest
Downloads 420 (151,709)
Citation 2

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Corporate Sustainability, Dow Jones Sustainability Index, Cost of Equity Capital, Large Firms, Corporate Sustainability Discount, Portfolio

42.

Pitching Research: A Reverse-Engineer 'Sparring' Experiment with UQ Summer Research Scholars

Number of pages: 37 Posted: 29 Jan 2017
Corvinus University Budapest, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students
Downloads 410 (156,317)
Citation 17

Abstract:

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pitching research; reverse engineering; pitching; template; peer-to-peer learning; three-cubed design

43.

The 'Pitching Research' Concept: 2015, a Year in Review

Number of pages: 42 Posted: 25 Jan 2016
Robert W. Faff
Corvinus University Budapest
Downloads 410 (155,880)
Citation 12

Abstract:

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; research mentor; Pitch Doctor

44.

Do Corporate Policies Follow a Life-Cycle?

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 26 May 2015 Last Revised: 02 Dec 2021
Corvinus University Budapest, The Hang Seng University of Hong Kong, Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing and Hong Kong Polytechnic University
Downloads 406 (157,653)
Citation 23

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Life-cycle theory; Investment decisions; Financing decisions; Cash policy; Payout policy

Are Excess Cash Holdings More Valuable to Firms in Times of Crisis? Financial Constraints and Governance Matter

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 49 Posted: 15 Feb 2014 Last Revised: 17 Mar 2014
Yanhao Chang, Karen L. Benson and Robert W. Faff
University of Queensland, University of Queensland - Business School and Corvinus University Budapest
Downloads 297 (220,325)

Abstract:

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cash holdings; firm value; financial crisis; financial constraints; corporate governance.

Are Excess Cash Holdings More Valuable to Firms in Times of Crisis? Financial Constraints and Governance Matter

2014 Financial Markets & Corporate Governance Conference
Number of pages: 39 Posted: 01 Jan 2014
Yanhao Chang, Karen L. Benson and Robert W. Faff
University of Queensland, University of Queensland - Business School and Corvinus University Budapest
Downloads 105 (564,018)

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cash holdings, firm value, financial crisis, financial constraints, corporate governance

46.

On the Linkage between Financial Risk Tolerance and Risk Aversion: Evidence from a Psychometrically-Validated Survey Versus an Online Lottery Choice Experiment

Number of pages: 29 Posted: 24 Nov 2006
Robert W. Faff, Daniel Mulino and Daniel Chai
Corvinus University Budapest, Monash Business School and Monash University
Downloads 398 (161,177)
Citation 7

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Financial Risk Tolerance, Risk Aversion, Psychometric Survey, Online Lottery Choice Experiment

47.

Nonlinear Limits to Arbitrage

Number of pages: 52 Posted: 11 May 2011 Last Revised: 10 Feb 2021
University of Liverpool Management School, University of York, Corvinus University Budapest and University of York (UK) - Department of Economics and Related Studies
Downloads 384 (167,822)
Citation 1

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Limited Arbitrage, Noise Momentum, Futures and Spot Prices, Markov Switching Model

A Contemporary View of Corporate Finance Theory, Empirical Evidence and Practice

Australian Journal of Management, Forthcoming
Number of pages: 34 Posted: 14 Aug 2015 Last Revised: 20 Jan 2016
Robert W. Faff, Stephen Gray and Kelvin Jui Keng Tan
Corvinus University Budapest, University of Queensland - Business School and University of Queensland - Business School
Downloads 378 (169,151)
Citation 4

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Corporate Finance, Survey, Capital Structure

A Contemporary View of Corporate Finance Theory, Empirical Evidence and Practice

Australian Journal of Management, Vol. 41, No. 4, 2016
Posted: 04 Nov 2016
Robert W. Faff, Stephen Gray and Kelvin Jui Keng Tan
Corvinus University Budapest, University of Queensland - Business School and University of Queensland - Business School

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Capital structure, corporate finance, survey

Dynamic Industry Uncertainty Networks and the Business Cycle

Number of pages: 54 Posted: 10 Mar 2021 Last Revised: 26 Jul 2024
Jozef Baruník, Mattia Bevilacqua and Robert W. Faff
Charles University in Prague - Department of Economics, University of Liverpool - Management School (ULMS) and Corvinus University Budapest
Downloads 299 (218,757)
Citation 1

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Financial Uncertainty, Industry Network, Options Market, Business Cycle

Dynamic Industry Uncertainty Networks and the Business Cycle

Number of pages: 46 Posted: 04 Apr 2023
Jozef Baruník, Mattia Bevilacqua and Robert W. Faff
Charles University in Prague - Department of Economics, University of Liverpool - Management School (ULMS) and Corvinus University Budapest
Downloads 65 (759,519)

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Financial Uncertainty, Industry Network, Options Market, Business Cycle

50.

Pitching Research … What, Why, How?

Number of pages: 14 Posted: 20 Oct 2020
Robert W. Faff
Corvinus University Budapest
Downloads 359 (180,891)
Citation 3

Abstract:

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new research ideas; pitching framework; template; simple tips

51.

Financial Constraints and Stock Returns - Evidence from Australia

Number of pages: 30 Posted: 31 Oct 2008 Last Revised: 20 Feb 2010
H. Chan, Xin Chang, Robert W. Faff and George Wong
University of Melbourne - Department of Finance, Nanyang Business School, Nanyang Technological University, Corvinus University Budapest and The Hong Kong Polytechnic University
Downloads 351 (185,315)

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Financial Constraints, Stock Returns, Australian Firms

52.

Uncertainty, Investment Spikes, and Corporate Leverage Adjustments

Journal of Banking and Finance, Vol. 145, 106649, 2022
Number of pages: 53 Posted: 15 Feb 2016 Last Revised: 21 Aug 2023
Hyun Joong Im, Robert W. Faff and Chang Y. Ha
The University of Seoul, Corvinus University Budapest and Peking University - HSBC School of Business
Downloads 341 (191,298)
Citation 5

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Capital Structure, Uncertainty, Investment Spikes, Adjustment Speeds

53.

New Evidence on National Culture and Bank Capital Structure

2016 Financial Markets and Corporate Governance, Pacific-Basin Finance Journal, 2017
Number of pages: 43 Posted: 30 Jan 2016 Last Revised: 27 Sep 2017
Mamiza Haq, Daniel Hu, Robert W. Faff and Shams Pathan
University of Queensland - Finance, University of Queensland, Corvinus University Budapest and University of Newcastle - Newcastle University Business School
Downloads 341 (191,298)
Citation 2

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Bank leverage; National culture; Individualism; Power distance; Uncertainty avoidance; Long-term orientation; Endogeneity

54.

PoW! Using Social Media to Leverage Research Visibility – ‘Pitch of the Week’ Posts in LinkedIn

Number of pages: 45 Posted: 06 Jan 2017
Robert W. Faff, Janine Lay and Marita Smith
Corvinus University Budapest, University of Queensland, Business School, Students and Australian National University (ANU)
Downloads 340 (191,924)
Citation 12

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Pitching Research; New Research Ideas; Pitching; Template; Research Proposal; Novice Researcher; PitchDoctor; LinkedIn; Twitter; Research Visibility; Social Media; Pitch of the Week; PoW

55.

Mapping 'Pitching Research' Tasks into the RSD7 Framework: A Pedagogic Perspective

Number of pages: 55 Posted: 01 Feb 2016
Robert W. Faff
Corvinus University Budapest
Downloads 332 (196,979)
Citation 15

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pitching research; research skill development; pedagogy; teaching and learning; new research ideas; pitching; template; research proposal; novice researcher; research mentor

56.

Hitting SKEW for SIX

2013 Financial Markets & Corporate Governance Conference, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 49 Posted: 19 Dec 2012 Last Revised: 03 Jun 2016
Zhangxin (Frank) Liu and Robert W. Faff
The University of Western Australia - Department of Accounting and Finance and Corvinus University Budapest
Downloads 318 (206,305)
Citation 3

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Skewness Index; Risk-Neutral Moments; SKEW; VIX; State-Preference Pricing

57.

Contribution Matters …!

Number of pages: 32 Posted: 15 Apr 2022
Robert W. Faff
Corvinus University Budapest
Downloads 314 (209,138)

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contribution; the one bottom line; the holy (research) grail; pitching research; responsible science

58.

Rating Alignment, Rating Shopping and Reputation of Credit Rating Agencies: Evidence from the Subprime Crisis

Number of pages: 28 Posted: 21 Apr 2011
Annalisa Croce, Stefano Lugo and Robert W. Faff
Polytechnic University of Milan - Dipartimento di Economia e Produzione, Utrecht University - School of Economics and Corvinus University Budapest
Downloads 310 (212,109)
Citation 3

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credit rating agencies, subprime, conflicts of interest, rating alignment, rating shopping

59.

What Drives the Commodity Price Beta of Oil Industry Stocks?

Number of pages: 42 Posted: 16 Sep 2011
Ed Talbot, Tracy Charmaine Artiach and Robert W. Faff
affiliation not provided to SSRN, Queensland University of Technology and Corvinus University Budapest
Downloads 309 (212,827)
Citation 3

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commodity beta, oil price, oil industry

60.

Using Abnormal Analyst Coverage to Unlock New Evidence on Stock Price Crash Risk

Number of pages: 47 Posted: 10 Apr 2019
Hasibul Chowdhury, Robert W. Faff and Khoa T.A. Hoang
University of Queensland - Business School, Corvinus University Budapest and University of Queensland - Business School
Downloads 293 (225,311)

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abnormal analyst coverage, ex-ante crash risk

61.

The Power of Bad: The Negativity Bias in Consumer Sentiment Announcements on Stock Returns

Number of pages: 35 Posted: 15 Jun 2010
The University of Sydney, Corvinus University Budapest, University of Queensland - Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 292 (226,092)
Citation 14

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Investor Sentiment, Stock Market Returns, Market Efficiency

62.
Downloads 291 (226,941)
Citation 2

Return-Based Style Analysis in Australian Funds

Multinational Finance Journal, Vol. 16, No. 3/4, p. 155-188, 2012
Number of pages: 34 Posted: 19 Jun 2015
Corvinus University Budapest, Monash University, BPM Financial Modelling and Deakin University
Downloads 151 (421,574)
Citation 2

Abstract:

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Style analysis; managed funds; superannuation funds; fund performance

Return-Based Style Analysis in Australian Funds

Multinational Finance Journal, 2012, vol. 16, no. 3/4, pp. 155-188
Number of pages: 32 Posted: 02 Mar 2013 Last Revised: 13 Nov 2014
Corvinus University Budapest, Monash University, BPM Financial Modelling and Deakin University
Downloads 140 (448,728)

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Style analysis, managed funds, superannuation funds, fund performance

63.

Noise Momentum Around the World

Number of pages: 38 Posted: 13 Jul 2014
Charlie X. Cai, Robert W. Faff and Yongcheol Shin
University of Liverpool Management School, Corvinus University Budapest and University of York (UK) - Department of Economics and Related Studies
Downloads 289 (228,549)

Abstract:

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limited arbitrage, noise momentum, initial mispricing correction, futures and spot prices

64.

Decomposing the Effect of Consumer Sentiment News - Evidence from US Stock and Stock Index Futures Markets

Number of pages: 40 Posted: 07 Feb 2011 Last Revised: 10 Feb 2011
The University of Sydney, Corvinus University Budapest, University of Queensland - Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 289 (228,549)

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Consumer sentiment, behavioural finance, stock market

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.

EFMA 2004 Basel Meetings Paper and Multinational Finance Journal, 2008, vol. 12, no. 3/4, pp. 219–240
Number of pages: 22 Posted: 12 Jun 2004 Last Revised: 10 Jun 2013
Monash University - Monash University Malaysia, Corvinus University Budapest, Monash University - Department of Accounting and Monash Business School
Downloads 241 (272,959)
Citation 1

Abstract:

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divested asset acquisition, buyers, price reaction, fit and non-fit, fund source

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.

Multinational Finance Journal, Vol. 12, No. 3/4, p. 219-240, 2008
Number of pages: 22 Posted: 26 Jun 2015
Monash University - Monash University Malaysia, Corvinus University Budapest, Monash University - Department of Accounting and Monash Business School
Downloads 47 (904,437)

Abstract:

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divested asset acquisition; buyers; price reaction; fit and non-fit; fund source

Liquidity Management around Seasoned Equity Offerings

Number of pages: 39 Posted: 22 Aug 2011 Last Revised: 06 May 2013
David T.L. Siu and Robert W. Faff
affiliation not provided to SSRN and Corvinus University Budapest
Downloads 148 (428,653)

Abstract:

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liquidity management, seasoned equity offerings, long run performance

Liquidity Management Around Seasoned Equity Offerings

Number of pages: 40 Posted: 16 Mar 2011
David T.L. Siu and Robert W. Faff
affiliation not provided to SSRN and Corvinus University Budapest
Downloads 139 (454,045)

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Liquidity management, seasoned equity offerings, long run performance, accounting choices

67.

Fund Managers' Institutional Background and the Birth of Investment Management Companies

Number of pages: 48 Posted: 29 Mar 2006
Robert W. Faff, Jerry T. Parwada and Joey Wenling Yang
Corvinus University Budapest, UNSW Business School and The University of Western Australia - UWA Business School
Downloads 286 (231,073)
Citation 1

Abstract:

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Investment management firms, Fund manager background, Entrepreneurial activities

68.

Pitching Research for Engagement and Impact – A Simple Tool and Illustrative Examples

Number of pages: 46 Posted: 26 Feb 2020
Corvinus University Budapest, University of Queensland - Business School, University of Queensland, Bond University, affiliation not provided to SSRN and University of Technology Sydney (UTS)
Downloads 285 (231,903)
Citation 4

Abstract:

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Research Engagement; Research Impact; Pitching Research; External Stakeholders; End Users; Value Proposition

69.

Introducing a “Certified Novice Reviewer Program” … a new initiative at PBFJ

Number of pages: 19 Posted: 11 Nov 2018 Last Revised: 31 May 2022
Robert W. Faff
Corvinus University Budapest
Downloads 281 (235,331)

Abstract:

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Refereeing advice; Early career researcher;Novice reviewer profile; Researcher training & capacity building; Pitching research

70.

Exchange Rate Exposure, Foreign Currency Derivatives and the Introduction of the Euro: French Evidence

Number of pages: 31 Posted: 07 Feb 2004
Hoa Nguyen, Robert W. Faff and Andrew P. Marshall
University of South Australia - School of Commerce, Corvinus University Budapest and University of Strathclyde - Strathclyde Business School
Downloads 278 (237,901)
Citation 7

Abstract:

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71.

The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures

Journal of Commodity Markets, 2022, 100259
Number of pages: 46 Posted: 08 Jul 2021 Last Revised: 09 Jan 2023
University of Queensland Business School, University of Queensland, Audencia Business School and Corvinus University Budapest
Downloads 277 (238,775)
Citation 1

Abstract:

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Commodity futures, Style integration, Strategic asset allocation, Diversification

72.

Does the Readability of Target Firm’ Annual Reports Matter to Bidders?

Working Paper
Number of pages: 66 Posted: 21 Dec 2020 Last Revised: 07 Sep 2024
Monash University - Monash University Malaysia, Corvinus University Budapest, Bentley University and University of Southern Queensland
Downloads 277 (238,775)

Abstract:

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Acquisition Performance, Mergers and Acquisitions, Information Asymmetry, Annual Report Readability

73.

A Selectivity Corrected Time Varying Beta Estimator

Number of pages: 38 Posted: 23 Feb 2006
Monash University, Monash University, Corvinus University Budapest and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 277 (238,775)

Abstract:

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Time varying betas, GARCH, Censoring, Thin trading, Sample selectivity model

74.

Learning from 'Pitching Research' Competition Winners: Insights and Reflections

Number of pages: 43 Posted: 30 Dec 2016
Robert W. Faff
Corvinus University Budapest
Downloads 274 (241,537)
Citation 12

Abstract:

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; research mentor; Pitch Doctor

75.

Business Cycles and Mutual Fund Timing Performance: An Application of Regime Switching and GARCH Modeling

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29 Posted: 22 Aug 2011 Last Revised: 25 Aug 2011
Judy Qiu, Robert W. Faff and Karen L. Benson
University of Queensland - Business School, Corvinus University Budapest and University of Queensland - Business School
Downloads 269 (246,073)
Citation 1

Abstract:

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Business cycle, GARCH, Regime-switching, Mutual Funds, Timing

76.

Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from 'Pitching Research' Competitions at UQ?

Number of pages: 38 Posted: 21 Jan 2017 Last Revised: 21 Feb 2017
Corvinus University Budapest, Independent, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Faculty of Engineering, Physical Science and Architecture, School of Architecture, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Business School, The University of Queensland, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, Australian Catholic University (ACU), University of Queensland, Business School, Students, University of Queensland Business School, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Australian National University (ANU), The University of Queensland, University of Queensland, Business School, Students and University of Queensland
Downloads 265 (249,762)
Citation 13

Abstract:

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pitching research; new research ideas; pitching competition; template; research proposal; novice researcher; research mentor; Pitch Doctor

77.

Pitching Research Evolution: An Illustrative Example on the Topic of 'Innovation and Financial Dependence'

Number of pages: 21 Posted: 09 May 2016
Robert W. Faff, Keith Godfrey and Jie Teng
Corvinus University Budapest, The University of Western Australia - Department of Accounting and Finance and Fudan University - Department of Finance
Downloads 264 (250,738)
Citation 13

Abstract:

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Pitching Research; Evolving Pitch; Research Journey; Financial Dependence

78.

Fantasy Pitching III: UQ Summer Research Scholars – The Role of 'Money' in the 21st Century

Number of pages: 29 Posted: 29 Jan 2017
Corvinus University Budapest, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students
Downloads 253 (261,838)
Citation 13

Abstract:

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79.

Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis

Number of pages: 35 Posted: 07 Mar 2014
Stefano Lugo, Annalisa Croce and Robert W. Faff
Utrecht University - School of Economics, Polytechnic University of Milan - Dipartimento di Economia e Produzione and Corvinus University Budapest
Downloads 253 (261,838)
Citation 1

Abstract:

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credit rating agencies, reputation, subprime, herding, financial crisis

80.

Pitching Research® … Idea Matters!

Number of pages: 33 Posted: 30 Jan 2023
Robert W. Faff
Corvinus University Budapest
Downloads 245 (270,344)

Abstract:

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idea, new research ideas, pitching research framework, novice researcher advice, research mentor advice

81.

Rights Offerings, Subscription Period, Shareholder Takeup and Liquidity

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Finance and Corporate Governance Conference 2010 Paper
Number of pages: 44 Posted: 13 Jan 2010 Last Revised: 15 Oct 2010
Monash University - Monash University Malaysia, Corvinus University Budapest, University of Birmingham - Department of Accounting and Finance and Victoria University of Wellington - Te Herenga Waka - Faculty of Commerce and Administration
Downloads 244 (271,400)
Citation 2

Abstract:

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Rights offerings, takeup, subscription period, underwriting, liquidity, Australia

82.

Default Risk, Size and the Business Cycle: Three Decades of Australian Asset Pricing Evidence

Number of pages: 31 Posted: 26 Feb 2008
H. Chan, Robert W. Faff and Paul Kofman
University of Melbourne - Department of Finance, Corvinus University Budapest and The University of Melbourne
Downloads 231 (286,484)
Citation 3

Abstract:

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Default risk, Business cycle, Conditional Asset pricing, Microcaps

83.

Complete Markets, Informed Trading and Equity Option Introductions

Number of pages: 35 Posted: 23 Jul 2003
Robert W. Faff and David Hillier
Corvinus University Budapest and University of Strathclyde - Department of Accounting and Finance
Downloads 227 (291,269)
Citation 3

Abstract:

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options, complete markets, informed trading, short sales

84.

Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market

Number of pages: 27 Posted: 26 Aug 2011
ANZ (Australia and New Zealand) Banking Group, Ltd., University of National and World Economy (UNWE), Corvinus University Budapest and ANZ (Australia and New Zealand) Banking Group, Ltd.
Downloads 218 (302,851)
Citation 1

Abstract:

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herding, limit order book, commonality in liquidity

85.

Fantasy Pitching IV: Batman, Donald Duck, Fast Food, Superpowers, Self-Determination

Number of pages: 27 Posted: 25 Mar 2017
Corvinus University Budapest, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, University of Queensland, Bond University - Bond Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Student, University of Queensland, Business School, Students, University of Queensland, Business School, Student, University of Queensland, Business School, Students, University of Queensland, Business School, Student and University of Queensland, Business School, Students
Downloads 216 (305,586)
Citation 6

Abstract:

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pitching research; fantasy pitching; template; peer-to-peer learning

86.

Pitching Research®… Evolution into a Programmatic Framework… Self-Reflection and the Story so Far

Number of pages: 46 Posted: 04 Oct 2021 Last Revised: 12 Oct 2021
Robert W. Faff
Corvinus University Budapest
Downloads 215 (306,921)

Abstract:

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pitching research; programmatic framework; PRF program engagement and impact

87.

Asymmetric Modelling of the Adjustment Speed of Cash Holdings

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 37 Posted: 10 Feb 2017
Yanhao Chang, Karen L. Benson and Robert W. Faff
University of Queensland, University of Queensland - Business School and Corvinus University Budapest
Downloads 209 (315,245)
Citation 1

Abstract:

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Cash holdings,Cash adjustment speed,Optimal range of cash holdings

Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach

Number of pages: 50 Posted: 04 Mar 2009
Heather M. Anderson, H. Chan, Robert W. Faff and Yew Kee Ho
Monash University - Department of Econometrics and Business Statistics, University of Melbourne - Department of Finance, Corvinus University Budapest and National University of Singapore (NUS) - Department of Accounting
Downloads 209 (315,267)
Citation 2

Abstract:

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Analyst's forecasts, Reported earnings, Granger causality, Information flows

Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach

Australian Journal of Management, Vol. 37, No. 3, 2012
Posted: 19 Dec 2012
Robert W. Faff, Heather M. Anderson, H. Chan and Yew Kee Ho
Corvinus University Budapest, Monash University - Department of Econometrics and Business Statistics, University of Melbourne - Department of Finance and National University of Singapore (NUS) - Department of Accounting

Abstract:

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analyst forecasts, granger causality, information flows, reported earnings

89.

Fantasy Pitching V: Doraemon, Handshaking, Spiders, Misery…

Number of pages: 52 Posted: 27 Mar 2018 Last Revised: 05 May 2018
Corvinus University Budapest, University of Technology Sydney (UTS), University of Queensland, University of Technology Sydney (UTS), University of Queensland, Business School, University of Queensland, Business School, Students, University of South Australia, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Chongqing University, University of Queensland, Business School, Students, UQ Business School, University of Economics, Prague, University of Economics, Prague, University of Queensland, Business School, Students, Monash University, The University of Sydney, Bond University - Bond Business School, Students, Bond University - Bond Business School, Students, University of Economics, Prague, University of Economics, Prague, University of Economics, Prague, Bond University - Bond Business School, Students, Bond University - Bond Business School, Students, University of South Australia, University of Technology Sydney (UTS), UTS Business School, Students, Bond University - Bond Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Southern Cross University, University of Queensland, Business School, Students and University of Queensland, Business School, Students
Downloads 206 (319,586)
Citation 4

Abstract:

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pitching research; fantasy pitching; pitching template; peer-to-peer learning; team pitching

90.

Transient Institutional Ownership, Costly External Finance, and Corporate Cash Holdings

Journal of Business Finance & Accounting, 0[10.1111/jbfa.12840]
Number of pages: 54 Posted: 12 Feb 2020 Last Revised: 26 Feb 2025
Hyun Joong Im, Heungju Park, Shams Pathan and Robert W. Faff
The University of Seoul, Sungkyunkwan University - SKK Business School, University of Newcastle - Newcastle University Business School and Corvinus University Budapest
Downloads 205 (321,065)

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transient institutional ownership, cash holdings, debtholder-shareholder conflicts, stock price crash risk

91.

Diamonds vs. Precious Metals: What Shines Brightest in Your Investment Portfolio?

Number of pages: 30 Posted: 22 Oct 2015
Rand Kwong Yew Low, Yiran Yao and Robert W. Faff
University of Queensland, University of Queensland and Corvinus University Budapest
Downloads 204 (322,616)
Citation 2

Abstract:

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gold, diamonds, safe haven, hedges, precious metals

92.

When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms

Forthcoming at European Accounting Review
Number of pages: 51 Posted: 26 Aug 2022
Shijun Guo, Xin Yu and Robert W. Faff
Chongqing University, University of Queensland and Corvinus University Budapest
Downloads 192 (341,143)
Citation 12

Abstract:

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Information acquisition, Internet, Interactive platform, Posting, China

93.

Pitching Research: A Pilot Experiment with UQ Winter Scholars

Number of pages: 28 Posted: 01 Aug 2016
Robert W. Faff, Ya Li, Bao Nguyen and Qiaozhi Ye
Corvinus University Budapest, University of Queensland, University of Queensland, Students and Shanghai University of Finance and Economics (SUFE) - Dishui Lake Advanced Finance Institute (DAFI)
Downloads 191 (342,855)
Citation 14

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Pitching Research, Undergraduate Research, Research Journey, UQ Winter Scholars

94.

InSPiR2eS Global Pitching Research Competition 2024 (IGPRC2024) … What, Why, How, Who, and When?

Number of pages: 18 Posted: 12 Mar 2024 Last Revised: 16 Mar 2024
Robert W. Faff
Corvinus University Budapest
Downloads 190 (344,516)

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pitching research framework, responsible science, competition, InSPiR2eS, IC4RS

95.

Are Excess Cash Holdings More Valuable to Firms in Times of Crisis? Financial Constraints and Governance Matters

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 52 Posted: 18 Aug 2014
Yanhao Chang, Karen L. Benson and Robert W. Faff
University of Queensland, University of Queensland - Business School and Corvinus University Budapest
Downloads 189 (346,180)
Citation 6

Abstract:

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cash holdings; firm value; financial crisis; financial constraints; corporate governance

96.

Competitive Valuation Effects of Australian IPOs

International Review of Financial Analysis, Forthcoming
Number of pages: 32 Posted: 17 Aug 2012
Andrew McGilvery, Robert W. Faff and Shams Pathan
affiliation not provided to SSRN, Corvinus University Budapest and University of Newcastle - Newcastle University Business School
Downloads 188 (347,925)

Abstract:

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Initial public offerings, Corporate Governance, Board size, CEO ownership, Abnormal return, Information transfer

97.

Stock Liquidity Risk and the Cross-Sectional Earnings-Returns Relation

Forthcoming, Journal of Business Finance & Accounting, Volume 43, Issue 9-10.
Number of pages: 34 Posted: 12 Oct 2016
Zangina Isshaq and Robert W. Faff
University of Cape Coast and Corvinus University Budapest
Downloads 180 (361,770)
Citation 1

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Stock liquidity, Risk, Earnings-Returns relation

98.

Firm-Level Information Ambiguity and the Earnings Announcement Premium

Number of pages: 35 Posted: 27 Jul 2018
Mengxi (Maggie) Liu, Kam Fong Chan and Robert W. Faff
University of Queensland, Business School, The University of Western Australia and Corvinus University Budapest
Downloads 179 (363,595)
Citation 1

Abstract:

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Ambiguity; Variance risk premium; Earnings announcement premium

99.

Financial Inflexibility and the Value Premium

Number of pages: 35 Posted: 28 Jul 2012
Michael Poulsen, Robert W. Faff and Stephen Gray
University of Queensland - Business School, Corvinus University Budapest and University of Queensland - Business School
Downloads 179 (363,595)

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Financial flexibility, value premium, fixed assets, leverage, financial constraints

100.

Pitching Research® … Working Title Matters!

Number of pages: 28 Posted: 08 Dec 2022
Robert W. Faff
Corvinus University Budapest
Downloads 177 (367,282)

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working title, new research ideas, pitching research framework, novice researcher advice, research mentor advice

101.

Pitching Research … 100+ 'Rules of Engagement'

Number of pages: 11 Posted: 22 Oct 2020 Last Revised: 04 Mar 2021
Robert W. Faff
Corvinus University Budapest
Downloads 175 (371,034)
Citation 2

Abstract:

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new research ideas; pitching framework; template; simple tips

102.

Pitching Researcher Profiles

Number of pages: 12 Posted: 29 Apr 2022
Robert W. Faff
Corvinus University Budapest
Downloads 173 (374,814)
Citation 2

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103.

The Information Content of Option-Implied Tail Risk on Post-Earnings Abnormal Stock Returns

31st Australasian Finance and Banking Conference 2018
Number of pages: 45 Posted: 27 Jul 2018 Last Revised: 18 Oct 2018
Mengxi (Maggie) Liu, Kam Fong Chan and Robert W. Faff
University of Queensland, Business School, The University of Western Australia and Corvinus University Budapest
Downloads 171 (378,755)

Abstract:

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Implied tail risk; Abnormal stock returns; Earnings announcements

104.

Local and Global Sentiment Effects, and the Role of Legal, Trading and Information Environments

Number of pages: 50 Posted: 02 Apr 2011 Last Revised: 19 Mar 2012
Massey University, Corvinus University Budapest and Nanyang Business School, Nanyang Technological University
Downloads 169 (382,662)

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Local Sentiment, Global Sentiment, Contagion, Legal Environment, Trading Environment, Information Environment

105.

Book of Pitches: APPRC 2018 Pitching Research Competition Final

Number of pages: 24 Posted: 25 Oct 2018
Corvinus University Budapest, University of Veterinary and Animal Sciences, Foundation University Islamabad, University of Haripur, University of Haripur, Comsats University Islamabad, Institute of Space Technology, National Textile University Faisalabad - Department of Textile Processing and Sukkur Institute of Business Administration
Downloads 166 (388,668)
Citation 4

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106.

Applications of ‘Pitching Research’: Insights and Reflections from the 2017 UQ Winter Research Scholars

Number of pages: 35 Posted: 06 Mar 2018
The University of Queensland, The University of Queensland, The University of Queensland, The University of Queensland, The University of Queensland, The University of Queensland and Corvinus University Budapest
Downloads 166 (388,668)
Citation 5

Abstract:

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; reverse pitching; pitch sparring; pitching abstract

107.

The Association between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis

Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 1-16, 2011
Number of pages: 16 Posted: 28 Feb 2012 Last Revised: 31 Jan 2015
Hue Hwa Au Yong, Robert W. Faff and Hoa Nguyen
Monash University - Department of Banking and Finance, Corvinus University Budapest and Deakin University - School of Accounting, Economics and Finance
Downloads 165 (390,749)

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derivative use, coordinated corporate hedging strategy, ordered

108.

Liquidity Risk and Cross-Sectional Earnings-Returns Relation

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 16 Aug 2012
Zangina Isshaq and Robert W. Faff
University of Queensland and Corvinus University Budapest
Downloads 164 (392,765)

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Earnings-returns relation, liquidity risk, moderating effects

109.

Pitching Research® … Research Question Matters!

Number of pages: 21 Posted: 15 Dec 2022
Robert W. Faff
Corvinus University Budapest
Downloads 159 (403,442)

Abstract:

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110.

Rule of 3 … Matters!

Number of pages: 49 Posted: 16 Nov 2023
Robert W. Faff, Searat Ali and Searat Ali
Corvinus University Budapest and University of WollongongUniversity of Wollongong - School of Accounting, Economics & Finance
Downloads 156 (410,044)

Abstract:

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power of three, sweet spot, triadic principle, Rule of 3, pitching research framework (PRF)

111.

Market Response of US Equities to Domestic Natural Disasters: Industry-Based Evidence

Accounting and Finance (Forthcoming)
Number of pages: 34 Posted: 10 Sep 2018 Last Revised: 09 May 2019
Ihtisham Malik, Robert W. Faff and Kam Fong Chan
University of Queensland - Business School, Corvinus University Budapest and The University of Western Australia
Downloads 156 (410,044)

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Natural Disasters, Industry Portfolios, Market Reaction

112.

Pitching Research® … Motivation Matters!

Number of pages: 11 Posted: 19 Jan 2023
Robert W. Faff
Corvinus University Budapest
Downloads 151 (421,275)

Abstract:

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Motivation, pitching research framework, novice researcher advice, research mentor advice

113.

Pitching Research®: A Resource Kit for Research Training Instructors

Number of pages: 24 Posted: 06 Mar 2020
Robert W. Faff
Corvinus University Budapest
Downloads 151 (421,275)
Citation 4

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pitching research; template; instructors’ resource kit; research training; capacity building; language translation

114.

Factors Affecting the Birth and Fund Flows of Commodity Trading Advisors

Number of pages: 31 Posted: 02 Apr 2010 Last Revised: 12 Sep 2011
Monash University - Department of Accounting, Corvinus University Budapest, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 147 (430,570)

Abstract:

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115.

Fantasy Pitching II: Star Wars vs. Pokemon vs. R&D vs. Uber

Number of pages: 28 Posted: 22 Aug 2016 Last Revised: 19 Apr 2024
Corvinus University Budapest, University of Queensland, Bond University, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Australian Catholic University (ACU), University of Queensland, Business School, Students, University of Queensland, Business School, Students, James Cook University, Bond University, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students and University of Queensland, Business School, Students
Downloads 144 (437,840)
Citation 7

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Pitching Research; Fantasy Pitching; PhD Student Exercise; Research Group-work Exercise; Star Wars; Pokémon Go; R&D; Uber

116.

InSPiR2eS Centre for Responsible Science (IC4RS)

Number of pages: 44 Posted: 20 Dec 2022 Last Revised: 12 Mar 2024
Robert W. Faff
Corvinus University Budapest
Downloads 143 (440,293)

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responsible science, pitching research framework, open science

117.

The Implied Cost of Capital: Placing Under the Microscope

Number of pages: 37 Posted: 11 Feb 2017
Khoa T.A. Hoang and Robert W. Faff
University of Queensland - Business School and Corvinus University Budapest
Downloads 140 (447,827)

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Implied cost of capital, measurement error, analyst forecast, discount rate, simulation

118.

Does Social Capital Enhance Stock Liquidity – Trading Environment Resilience during a Crisis of Trust?

Number of pages: 41 Posted: 06 May 2022
Corvinus University Budapest, University of Manitoba - Department of Accounting and Finance, Dhillon School of Business, University of Lethbridge, Deakin Business School, Deakin University and Bowling Green State University
Downloads 139 (450,406)

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COVID-19, Social capital and trust, Corporate social responsibility, Market-wide circuit breakers, Intra-day stock market liquidity and trading environment.

119.

The Impact of Audit Quality in Rights Offerings

ISSN:1467-629X Accounting and finance
Number of pages: 44 Posted: 17 Feb 2014 Last Revised: 12 Nov 2018
Monash University - Monash University Malaysia, Corvinus University Budapest, The University of Queensland - UQ Business School and Westminster University
Downloads 136 (458,412)

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rights offerings, transferability, standby status, audit quality, audit fee, Big 6 Auditors

120.

Is There a Banking Risk Premium in the US Stock Market?

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 25 Posted: 18 Jul 2010
Monash University, Monash University - Department of Banking and Finance, The University of Western Australia and Corvinus University Budapest
Downloads 135 (461,182)
Citation 1

Abstract:

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Asset Pricing, Banking Risk Factor, Mimicking Portfolio, Bank Size

121.

A ‘Snowballing’ Pedagogic Strategy for Pitching Research: An Illustrative Example in Finance

Number of pages: 20 Posted: 26 Jan 2017
Jie Teng and Robert W. Faff
Fudan University - Department of Finance and Corvinus University Budapest
Downloads 127 (484,376)
Citation 11

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Pitching Research; Evolving Pitch Series; Research Journey; Snowball Strategy; Innovation; Financial Independence; IPOs; Ownership; External Governance; Internal Governance

122.

Pitching Research® … So What? … Matters!

Number of pages: 25 Posted: 06 Oct 2023
Robert W. Faff
Corvinus University Budapest
Downloads 125 (490,370)

Abstract:

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so what?, research importance, pitching research framework, novice researcher advice, research mentor advice

123.

Pitching Research® … Key Paper(s) Matter(s)!

Number of pages: 17 Posted: 27 Dec 2022
Robert W. Faff
Corvinus University Budapest
Downloads 125 (490,370)

Abstract:

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key papers, pitching research framework, novice researcher advice, research mentor advice

124.

Pitching Research® … Tools Matters!

Number of pages: 40 Posted: 26 Sep 2023
Robert W. Faff
Corvinus University Budapest
Downloads 124 (493,539)

Abstract:

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tools, pitching research framework, novice researcher advice, research mentor advice

125.

UQ Summer Research Scholar Program: Insights and Reflections from the Pitching Research 'I-TEMPLATES' Team

Number of pages: 48 Posted: 21 Feb 2017
Corvinus University Budapest, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students
Downloads 123 (496,554)
Citation 8

Abstract:

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pitching research, reverse engineering, pitching, template, peer-to-peer learning, UQ Summer Scholar Program, i-TEMPLATES

126.

Do Sovereign Re-Ratings Destabilize Equity Markets During Financial Crises?: New Evidence From Higher Return Moments

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 34 Posted: 07 Dec 2012 Last Revised: 21 May 2015
Monash University, Corvinus University Budapest, The University of Western Australia and The University of Sydney - Business School
Downloads 123 (496,554)

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sovereign ratings, realized volatility, realized skewness, realized kurtosis, stock market impact

127.

Performance Persistence in Hedge Funds: Australian Evidence

Number of pages: 32 Posted: 11 Mar 2010
Viet Do, Robert W. Faff and Madhu Veeraraghavan
Monash University - Department of Accounting, Corvinus University Budapest and T.A. PAI Management Institute, Finance Area
Downloads 122 (499,723)
Citation 2

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Persistence, hedge funds, stock selection, market timing

128.

New Evidence on the Timing, Investment and Liquidity Motivations for Public Equity Offers

Number of pages: 35 Posted: 26 Mar 2012 Last Revised: 11 Feb 2013
David T.L. Siu and Robert W. Faff
affiliation not provided to SSRN and Corvinus University Budapest
Downloads 121 (502,877)

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Investment financing, Market timing, Corporate liquidity, Security valuation, Seasoned equity offerings, SEO

129.

α

Number of pages: 19 Posted: 13 Jul 2014
Robert W. Faff
Corvinus University Budapest
Downloads 120 (506,073)
Citation 1

Abstract:

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Alpha; Beta; Empirical asset pricing; Mispricing information; Pricing information

130.

Book of Pitches: UQAPS 2015 Pitching Research Competition Final

Book of Pitches: UQAPS 2015 Pitching Research Competition Final, UQ Busness School, 2017
Number of pages: 23 Posted: 18 Apr 2017
Corvinus University Budapest, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, The University of Queensland, University of Queensland, School of Public Health, Independent and University of Queensland
Downloads 113 (529,719)

Abstract:

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; tourism; mining engineering; sociology; education; public health; virology; food science

131.

Book of Pitches: 2018 UQ Pitching Research Competition Final

Number of pages: 15 Posted: 22 Jun 2019
Corvinus University Budapest, University of Queensland, University of Queensland, Students, University of Queensland, Students and University of Queensland, Students
Downloads 108 (547,792)
Citation 2

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; competition

132.

Is the Ex-Ante Equity Risk Premium Always Positive? Evidence from a Statistical Learning Method

Number of pages: 43 Posted: 14 Feb 2015 Last Revised: 10 Apr 2019
Khoa T.A. Hoang and Robert W. Faff
University of Queensland - Business School and Corvinus University Budapest
Downloads 107 (551,728)

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Ex-ante risk premium, conditional asset pricing, boosted regression tree, principal component analysis, multiple conditional inequality constraints

Factors Affecting the Birth and Fund Flows of CTAS

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 28 Posted: 03 Oct 2011
Monash University - Department of Accounting, Corvinus University Budapest, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 105 (564,018)

Abstract:

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Commodity trading advisors, fund flows, flow–performance relation, smart money effect

Factors Affecting the Birth and Fund Flows of CTAs

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Monash University - Department of Accounting, Corvinus University Budapest, T.A. PAI Management Institute, Finance Area, Monash Business School and Monash University - Department of Banking & Finance

Abstract:

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Commodity trading advisors, flow-performance relation, fund flows, smart money effect

134.

Corporate Insider Trading and Extreme Weather Events: Evidence From Tropical Storms In The US

Number of pages: 38 Posted: 02 Feb 2022 Last Revised: 18 Jul 2024
University of Queensland - Business School, University of Queensland - Business School, Corvinus University Budapest and University of Queensland - School of Business
Downloads 98 (587,339)

Abstract:

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Insider trading; Investor attention; Meteorological forecasts; Tropical storms; Uncertainty

135.

Book of Pitches: UQAPS 2017 Pitching Research Competition Final

Number of pages: 20 Posted: 25 Jun 2018
Corvinus University Budapest, University of Indonesia (UI) - Department of Management, The University of Queensland, The University of Queensland, The University of Queensland, The University of Queensland and The University of Queensland
Downloads 96 (595,292)
Citation 6

Abstract:

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pitching research; new research ideas; pitching; template; research proposal; novice researcher; marketing; advanced imaging; human movement and nutrition; health and rehabilitation; education; neuroscience; biology

136.

Pitching Research: Insights and Reflections from using a Web Portal in a Doctoral Course Exercise

Number of pages: 24 Posted: 14 Jun 2019
Corvinus University Budapest, University of Alberta, Bond University, University of Queensland, Business School, Students, Australian Catholic University (ACU), University of Queensland, Business School, Students, University of Queensland, Business School, Students and University of Queensland, Business School, Students
Downloads 95 (599,232)
Citation 2

Abstract:

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Pitching Research; PhD Student Exercise; web portal; PitchMyResearch

137.

Pitching Research® … What’s New? … Matters!

Number of pages: 35 Posted: 05 Oct 2023
Robert W. Faff
Corvinus University Budapest
Downloads 94 (603,276)

Abstract:

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what’s new, pitching research framework, novice researcher advice, research mentor advice

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Number of pages: 42 Posted: 03 Apr 2024
affiliation not provided to SSRN, University of Otago - School of Business, Corvinus University Budapest and Al Akhawayn University
Downloads 89 (631,431)

Abstract:

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COVID-19; 2008 GFC; safe haven assets

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe Are the Safe Haven Assets?

International Review of Financial Analysis, Vol. 83, 2022
Posted: 15 Aug 2022
University of Otago - School of Business, Corvinus University Budapest and Al Akhawayn University

Abstract:

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COVID-19, 2008 GFC, Safe haven assets

139.

Book of Pitches: UQAPS 2016 Pitching Research Competition Final

Number of pages: 14 Posted: 13 Jul 2017
Corvinus University Budapest, Independent, University of Queensland, Students, University of Queensland, Faculty of Engineering, Physical Science and Architecture, School of Architecture, University of Queensland, Students, University of Queensland, Students and The University of Queensland
Downloads 87 (633,142)
Citation 10

Abstract:

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Pitching Research; New Research Ideas; Pitching; Template; Research Proposal; Novice Researcher; Tourism; Architecture; Human Movement; Education; Telehealth; Bioinformatics

140.

Behavioral implications of sovereign ceiling doctrine for the access to credit by firms

International Review of Financial Analysis, 2023
Number of pages: 28 Posted: 15 Nov 2019 Last Revised: 25 Oct 2023
University of Northampton, Corvinus University Budapest, SDSB, Lahore University of Managment Sciences and School of Accounting, Xijing University
Downloads 80 (665,384)
Citation 1

Abstract:

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Sovereign Risk, Sovereign Ceiling, Financial Constraints, Firm’s Behavior, Financial Development

141.

Relative Bias in Sovereign Credit Risk Spill-over to Domestic Firms

Number of pages: 42 Posted: 02 Sep 2014 Last Revised: 08 Sep 2015
University of Bristol, Monash University and Corvinus University Budapest
Downloads 78 (675,195)
Citation 2

Abstract:

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Credit risk, sovereign ratings, firm ratings, rating spill-over effects

142.

The Information Content of Australian Managed Fund Ratings

Journal of Business Finance & Accounting, Vol. 34, Issue 9-10, pp. 1528-1547, November/December 2007
Number of pages: 34 Posted: 08 Mar 2023
Robert W. Faff, Jerry T. Parwada and Hun-Lune Poh
Corvinus University Budapest, UNSW Business School and Monash University
Downloads 77 (680,202)

Abstract:

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mutual funds, fund ratings, investor behaviour

143.

Short-Selling Pressure and Last-Resort Debt Financing: Evidence from 144A High-Yield Risk-Adjusted Debt

Forthcoming in Accounting and Finance
Number of pages: 39 Posted: 19 Aug 2013 Last Revised: 28 Apr 2015
Kelvin Jui Keng Tan, Jia Min Lee and Robert W. Faff
University of Queensland - Business School, University of Queensland - Business School and Corvinus University Budapest
Downloads 77 (680,202)

Abstract:

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Rule 144A Debt; Convertible Bond Arbitrage; Last-resort Debt Financing; Operational Financing Needs; Market Reaction

144.

Pitching Research® … Other Considerations … Matters!

Number of pages: 48 Posted: 09 Oct 2023
Robert W. Faff
Corvinus University Budapest
Downloads 75 (690,400)

Abstract:

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other considerations, pitching research framework, novice researcher advice, research mentor advice

145.

Reverse Pitching Matters …! Deconstructing existing Research Papers using the Pitching Research Framework

Number of pages: 33 Posted: 13 Dec 2024
Robert W. Faff
Corvinus University Budapest
Downloads 74 (695,623)

Abstract:

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Reverse Pitching, Pitching Research Framework (PRF), AI-driven Research Evaluation, Crowd-sourced Validation, Academic Critique and Summarization JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

146.

Target Firm's Integrity Culture and M&A Performance

This paper has been accepted for publication in the Journal of Business Finance & Accounting
Number of pages: 62 Posted: 17 Jun 2024
Deakin University, Monash University - Monash University Malaysia, Corvinus University Budapest and University of Southern Queensland
Downloads 73 (700,963)
Citation 2

Abstract:

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Integrity culture, Mergers and Acquisitions, 10K-reports, Performance, Synergy, Time

147.

The Equity and Efficiency of the Australian Share Market with Respect to Director Trading

22nd Australasian Finance and Banking Conference 2009
Posted: 29 Jul 2009
Queensland University of Technology - School of Economics and Finance, University of Newcastle and Corvinus University Budapest
Downloads 73 (700,963)

Abstract:

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148.

The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns

Multinational Finance Journal, Vol. 5, No. 1, p. 1-33, 2001
Number of pages: 33 Posted: 08 Jul 2015
Amalia Di Iorio and Robert W. Faff
La Trobe Business School and Corvinus University Budapest
Downloads 71 (711,863)
Citation 1

Abstract:

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Australian stock market; exchange rate risk; intervaling

149.

Disciplinary Tools and Bank Risk Exposure

Pacific-Basin Finance Journal 26 (2014) 37–64, Forthcoming
Number of pages: 28 Posted: 16 Dec 2013
Mamiza Haq, Robert W. Faff, Rama Seth and Sunil Mohanty
University of Queensland - Finance, Corvinus University Budapest, Indian Institute of Management (IIM), Kolkata and University of St. Thomas - Opus College of Business
Downloads 70 (717,435)
Citation 3

Abstract:

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Bank risk, bank capital, charter value

150.

Retail Traders and Co-Movement Evidence from Robinhood Trading Activity

Number of pages: 64 Posted: 08 Jun 2023
Robert W. Faff, Afshin Haghighi and Barry R. Oliver
Corvinus University Budapest, affiliation not provided to SSRN and University of Queensland - Business School
Downloads 69 (723,090)

Abstract:

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Retail traders, Individual investors, Comovement, liquidity, Commonality in return

151.

Retail Traders and Market Informational Efficiency: Evidence From Distractive TV Events

Number of pages: 32 Posted: 22 Sep 2022
Afshin Haghighi, Barry R. Oliver and Robert W. Faff
University of Queensland, University of Queensland - Business School and Corvinus University Budapest
Downloads 68 (728,813)

Abstract:

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Market informational efficiency, Retail traders, distraction, Non-synchronicity

152.

Financial Markets, Innovation and Regulation

European Journal of Finance, 2019
Number of pages: 10 Posted: 13 Mar 2019
Strathclyde Business School, Corvinus University Budapest and University of Strathclyde
Downloads 68 (728,813)

Abstract:

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Financial Innovation, Regulation

153.

Pitching Research® for $Commercialisation: A Prototype Tool

Number of pages: 25 Posted: 29 Mar 2021
Robert W. Faff
Corvinus University Budapest
Downloads 65 (746,479)

Abstract:

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research; commercialisation; pitching research; pitching research framework; new research ideas; pitching; template tool

154.

Pitching Research® … Data Matters!

Number of pages: 37 Posted: 26 Sep 2023
Robert W. Faff
Corvinus University Budapest
Downloads 64 (752,649)

Abstract:

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data, pitching research framework, novice researcher advice, research mentor advice

155.

South African Fine Wine Investment: A Case Study for Emerging Markets

Number of pages: 16 Posted: 21 Feb 2025 Last Revised: 23 Feb 2025
Mesias Alfeus and Robert W. Faff
Department of Statistics and Actuarial Science - Stellenbosch University and Corvinus University Budapest
Downloads 58 (791,666)

Abstract:

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SAFW10 Index, South African Fine Wine, Alternative Asset Class, Alternative Investment, Emerging Markets, Portfolio Performance, Wine

156.

Pitching Research® … WISEx Matters!

Number of pages: 30 Posted: 18 Sep 2023
Robert W. Faff
Corvinus University Budapest
Downloads 51 (843,093)

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pitching research framework, researcher profile pitch, research scholar exchange platform; online collaboration exchange

157.
Downloads 44 (901,644)

Abstract:

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Pitching Research Framework, PRF, Research Communication, ChatGPT, Mentor-Student Interaction, Research Mentorship

158.

Modelling Time-Varying Volatility Spillovers Across Crises: Evidence from Major Commodity Futures and the Us Stock Market

Number of pages: 62 Posted: 19 Apr 2024
Shietal Ramesh, Rand Kwong Yew Low and Robert W. Faff
Bond Business School, University of Queensland and Corvinus University Budapest
Downloads 43 (910,580)

Abstract:

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Volatility Spillover Index, Bayesian Sampling technique, Crisis period, Risk Diversification

159.

AI-Enhanced PRF Seeding Strategies … from Fantasy Pitching to Brainstorming Real-World Research Ideas

Number of pages: 45 Posted: 13 Dec 2024
Robert W. Faff
Corvinus University Budapest
Downloads 34 (998,694)

Abstract:

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PRF Seeding, Fantasy Pitching, AI-Enhanced Brainstorming, Research Ideation, Responsible Science JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

160.

When Effect Size Meets Significance: Resolving Two Paradoxes ... in Empirical Financial Economics

Number of pages: 36 Posted: 06 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 30 (1,042,045)

Abstract:

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effect size, economic significance, statistical significance, translation matters, null results, financial economics, crowd-sourced fact checking JEL classifications: C12, C58, G14, G18, G38

161.

Corporate Insider Trading and Extreme Weather Events Evidence from Tropical Storms in the Us

Number of pages: 50 Posted: 18 Apr 2024
University of Queensland, University of Queensland - Faculty of Business, Economics and Law, Corvinus University Budapest and affiliation not provided to SSRN
Downloads 27 (1,076,847)

Abstract:

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Information Asymmetry, Insider trading, Investor overreaction, Meteorological forecasts, uncertainty

162.

Open Science Matters!

Number of pages: 70 Posted: 06 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 24 (1,112,905)

Abstract:

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Open Science Responsible Science, Pitching Research Framework, Reproducibility, Doctoral Training JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

163.

Starting a Research Mentor-Student Conversation: A Guide for Novice Researchers Leveraging the PRF

Number of pages: 44 Posted: 21 Nov 2024
Robert W. Faff
Corvinus University Budapest
Downloads 20 (1,162,516)

Abstract:

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Pitching Research Framework, PRF, Research Communication, Novice-researcher driven approach, Mentor-Student Interaction, Research Mentorship

164.

"Reading the Tealeaves" ... What your Reference List Reveals (and Why It Matters)

Number of pages: 26 Posted: 06 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 11 (1,268,272)

Abstract:

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Responsible Science, Reference List Strategy, Research Training, Scholarly Communication, Pitching Research Framework JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

165.

Mapping the PRF Universe: A Topology of Tools and Templates for Pitching Research

Number of pages: 75 Posted: 06 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 9 (1,287,473)

Abstract:

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Pitching Research Framework, Research Training, Responsible Science, Open Science, Research Design JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

166.

Bridging the PRF and the AMJ Canvas: Synergistic Insights for Advancing Empirical Research

Number of pages: 30 Posted: 06 May 2025
Robert W. Faff, Adrian Gepp, Chelsea Gill and Vishal Mehrotr
Corvinus University Budapest, Bond University - Bond Business School, affiliation not provided to SSRN and Bond University - Bond Business School, Students
Downloads 9 (1,295,874)

Abstract:

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Pitching Research Framework (PRF), AMJ Management Research Canvas (MRC), Research Training, Responsible Science, Empirical Research Development, Management Research JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

167.

Making It Hang Together: A Student Guide to Coherence & Cohesion in Research Pitching InSPiR2eS Research Training Note #3

Number of pages: 20 Posted: 07 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 8 (1,295,874)

Abstract:

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Research pitching, Coherence and cohesion, Pitching Research Framework (PRF), Research training, Responsible science JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

168.
Downloads 8 (1,295,874)

Abstract:

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research training, introduction writing, Pitching Research Framework, novice researchers, responsible science JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

169.

InSPiR2eS Open Science Pitching (OSP) Case Workbook

Number of pages: 34 Posted: 01 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 8 (1,295,874)

Abstract:

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Open Science, Responsible Science, Pitching Research Framework, Reproducibility

170.
Downloads 6 (1,310,383)

Abstract:

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Research pitching, Coherence and cohesion, Pitching Research Framework (PRF), Research training, Responsible science JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

171.

Foreground, Shadow, and Negative Key Papers: A Learner's Guide in Reverse Pitching InSPiR2eS Research Training Note#2

Number of pages: 10 Posted: 06 May 2025
Robert W. Faff
Corvinus University Budapest
Downloads 5 (1,316,251)

Abstract:

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Key Papers, Reverse Pitching, Responsible Science, Citation Ethics, Research Training, Learners Guide JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

172.
Downloads 3 (1,326,405)

Abstract:

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instructor resource, research training, introduction writing, Pitching Research Framework, novice researchers, responsible science JEL classifications: G00, M00, B40, A20, B00, C00, D00, E00, F00, H00, I00, J00, L00, Q00, R00, Z00

173.

Are there any safe haven assets against oil price falls?

Applied Economics
Posted: 15 Feb 2023 Last Revised: 15 Mar 2024
Muhammad A. Cheema, Robert W. Faff and Michael Ryan
University of Otago - School of Business, Corvinus University Budapest and University of Waikato

Abstract:

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Safe-haven asset, soil prices, stock markets, gold

174.

Political Connections and Media Slant

Posted: 02 Dec 2019
Shijun Guo, Xin Yu and Robert W. Faff
Chongqing University, University of Queensland and Corvinus University Budapest

Abstract:

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Political connections, Favorable media slant, Media management, China

175.

Market Discipline and Bank Risk Taking

Australian Journal of Management, Vol. 39, 2014
Posted: 20 Aug 2014
Robert W. Faff, Mamiza Haq and Khoa T.A. Hoang
Corvinus University Budapest, University of Queensland - Finance and University of Queensland - Business School

Abstract:

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bank risk, global financial crisis, market discipline

176.

Liquidity in Asset Pricing: New Australian Evidence Using Low-Frequency Data

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Daniel Chai, Robert W. Faff and Philip Gharghori
Monash University, Corvinus University Budapest and Monash University

Abstract:

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Asset pricing, Australian evidence, Fama-French model, liquidity

177.

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, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Robert W. Faff and Sirimon Treepongkaruna
Corvinus University Budapest and The University of Western Australia

Abstract:

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Longstaff-Schwartz two-factor model, multi-country test, real yield data, term structure

178.

The Long- and Short-Run Financial Impacts of Cross Listing on Australian Firms

Australian Journal of Management, Vol. 38, No. 1, 2013
Posted: 19 Apr 2013
Robert W. Faff and Hue Hwa Au Yong
Corvinus University Budapest and Monash University - Department of Banking and Finance

Abstract:

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Australian firms, cross listing, financial performance, internalisation, rivals

179.

Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania

Accounting in Europe, 8 (2): 155–84
Posted: 19 Jan 2013
Bucharest Academy of Economic Studies, Bucharest Academy of Economic Studies, Corvinus University Budapest and University of Queensland - Faculty of Business, Economics and Law

Abstract:

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180.

Market Discipline and Bank Risk

25th Australasian Finance and Banking Conference 2012
Posted: 10 Aug 2012 Last Revised: 01 Apr 2013
Mamiza Haq, Robert W. Faff and Khoa T.A. Hoang
University of Queensland - Finance, Corvinus University Budapest and University of Queensland - Business School

Abstract:

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market discipline, bank risk, global financial crisis

181.

Profiling Socially Responsible Investors: Australian Evidence

Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
Department of Quantitative Economics, Faculty of Economics and Business, University of Oviedo, University of Queensland - Business School and Corvinus University Budapest

Abstract:

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ethical investment, socially responsible investment (SRI), socially responsible investor’s profile

182.

Determinants of Bond Spreads: Evidence from Credit Derivatives of Australian Firms

Australian Journal of Management, Vol. 37, No. 1, 2012
Posted: 05 May 2012
affiliation not provided to SSRN, The University of Western Australia and Corvinus University Budapest

Abstract:

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credit default swap, credit spread, default risk, liquidity, Merton model

183.

Is Default Risk Priced in Australian Equity? Exploring the Role of the Business Cycle

Australian Journal of Management, Vol. 36, No. 2, 2011
Posted: 05 Feb 2012
H. Chan, Robert W. Faff and Paul Kofman
University of Melbourne - Department of Finance, Corvinus University Budapest and The University of Melbourne

Abstract:

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asset pricing, business cycle, default risk

184.

The Asymmetric Impact of Consumer Sentiment Announcements on Australian Foreign Exchange Rates

Australian Journal of Management, Vol. 36, No. 3, 2011
Posted: 21 Dec 2011
Shumi M. Akhtar, Robert W. Faff and Barry R. Oliver
The University of Sydney, Corvinus University Budapest and University of Queensland - Business School

Abstract:

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asymmetry, foreign exchange markets, investor sentiment

185.

Does Simple Pairs Trading Still Work?

Financial Analysts Journal, Vol. 66, No. 4, pp. 83-95, 2010
Posted: 11 Aug 2010
Binh Huu Do and Robert W. Faff
Monash University and Corvinus University Budapest

Abstract:

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Portfolio Management, Equity Portfolio Management Strategies, Behavioral Finance, Limits to Arbitrage, Noise-Trader Risk, Quantitative Methods, Correlation Analysis and Regression, Time-Series Analysis

186.

Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective

The Financial Review, Vol. 44, No. 2, May 2009
Posted: 20 Feb 2009
Darren Lee and Robert W. Faff
Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences and Corvinus University Budapest

Abstract:

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Sustainability, corporate social performance, corporate financial performance, idiosyncratic risk, global evidence, best of sector

187.

Variations in Sovereign Credit Quality Assessments across Rating Agencies

Posted: 02 Feb 2009
Paula Hill, Robert D. Brooks and Robert W. Faff
University of Bristol, Monash University and Corvinus University Budapest

Abstract:

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Credit rating, rating transition, prediction, information content, sovereign

188.

Do Credit Watch Procedures Affect the Information Content of Sovereign Credit Rating Changes?

Posted: 13 Mar 2007
Paula Hill and Robert W. Faff
University of Bristol and Corvinus University Budapest

Abstract:

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Credit rating, rating change, credit watch, information, sovereign

189.

Do Precious Metals Shine? An Investment Perspective

Financial Analysts Journal, Vol. 62, No. 2, pp. 98-106, April 2006
Posted: 23 May 2006
Paul Draper, Robert W. Faff and David Hillier
University of Exeter, Corvinus University Budapest and University of Strathclyde - Department of Accounting and Finance

Abstract:

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Alternative Investments, Commodities, Portfolio Management, Asset Allocation

190.

Asset Pricing and the Illiquidity Premium

The Financial Review, Vol. 40, No. 4, November 2005
Posted: 16 Aug 2005
H. Chan and Robert W. Faff
University of Melbourne - Department of Finance and Corvinus University Budapest

Abstract:

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asset pricing; liquidity; Fama-French model

191.

An International Investigation of the Factors that Determine Conditional Gold Betas

Posted: 11 May 2004
Robert W. Faff and David Hillier
Corvinus University Budapest and University of Strathclyde - Department of Accounting and Finance

Abstract:

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Stock Price Exposures, Gold Beta, International Evidence

192.

Asymmetric Covariance, Volatility, and the Effect of News

Posted: 25 Jan 2004
Warren G. Dean and Robert W. Faff
Monash University - Department of Accounting and Corvinus University Budapest

Abstract:

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Covariance, beta, volatility feedback

193.

Further Evidence on the Short-Term Contrarian Investment Strategy

Finance Letters, Vol. 1, No. 2, 2003
Posted: 21 Jul 2003
H. Chan, Robert W. Faff, Petko S. Kalev and Darren Lee
University of Melbourne - Department of Finance, Corvinus University Budapest, University of National and World Economy (UNWE) and Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences

Abstract:

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Short-term Contrarian Investing, Market Overreaction

194.

Creating Fama and French Factors with Style

Posted: 23 Apr 2003
Robert W. Faff
Corvinus University Budapest

Abstract:

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195.

The Determinants of Conditional Autocorrelation in Stock Returns

Posted: 19 Aug 2002
Michael D. McKenzie and Robert W. Faff
The University of Sydney - Discipline of Finance and Corvinus University Budapest

Abstract:

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196.

The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study

Posted: 14 Jan 2002
Michael D. McKenzie and Robert W. Faff
The University of Sydney - Discipline of Finance and Corvinus University Budapest

Abstract:

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197.

Taxation and Black's Zero-Beta Strategy Revisited

Posted: 06 Nov 2001
Justin Wood, Robert W. Faff and David Hillier
Sydney Office, Corvinus University Budapest and University of Strathclyde - Department of Accounting and Finance

Abstract:

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Other Papers (2)

Total Downloads: 126
1.

Business Shocks and Corporate Leverage

Journal of Banking and Finance, Forthcoming.
Number of pages: 54 Posted: 30 Jan 2017 Last Revised: 23 Dec 2023
University of Queensland - Business School, affiliation not provided to SSRN, Macquarie University and Corvinus University Budapest
Downloads 126 (586,686)

Abstract:

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Capital Structure, Business Shocks

2.

Media Ownership and Reporting from Unrelated Media Outlets

Posted: 02 Dec 2019 Last Revised: 26 Jul 2022
Shijun Guo, Xin Yu and Robert W. Faff
Chongqing University, University of Queensland and Corvinus University Budapest

Abstract:

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Ownership, Media-affiliated firms, Media reporting, Media slant, Media image management