Robert W. Faff

University of Queensland

Professor of Finance

St Lucia

Brisbane, Queensland 4072

Australia

SCHOLARLY PAPERS

168

DOWNLOADS
Rank 343

SSRN RANKINGS

Top 343

in Total Papers Downloads

50,309

SSRN CITATIONS
Rank 1,728

SSRN RANKINGS

Top 1,728

in Total Papers Citations

192

CROSSREF CITATIONS

480

Scholarly Papers (168)

1.

Pitching Research®

Number of pages: 37 Posted: 04 Jul 2014 Last Revised: 08 May 2019
Robert W. Faff
University of Queensland
Downloads 15,851 (206)
Citation 23

Abstract:

Loading...

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 Business School and University of Queensland
Downloads 3,847 (2,679)
Citation 7

Abstract:

Loading...

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

3.

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 University of Queensland
Downloads 1,648 (11,206)
Citation 11

Abstract:

Loading...

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
Curtin University and University of Queensland
Downloads 1,036 (22,368)
Citation 13

Abstract:

Loading...

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
Curtin University and University of Queensland
Downloads 279 (118,870)

Abstract:

Loading...

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

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 University of Queensland
Downloads 1,016 (23,416)
Citation 8

Abstract:

Loading...

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

6.

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
University of Queensland, Monash University, Glasgow Caledonian University and University of Strathclyde - Department of Accounting and Finance
Downloads 860 (29,764)
Citation 7

Abstract:

Loading...

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
Curtin University, University of Queensland, Oviedo University - School of Economics and Business and Independent
Downloads 737 (36,278)

Abstract:

Loading...

Dividends, Financial constraints, Seasoned equity issues

Financial Constraints and Dividend Policy

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

Abstract:

Loading...

Dividends, financial constraints, seasoned equity issues

8.

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, University of Queensland, Rozetta Institute and UNSW Australia Business School, School of Banking and Finance
Downloads 716 (38,299)
Citation 7

Abstract:

Loading...

Fund size, transaction cost, market impact, fund performance

9.

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 University of Queensland
Downloads 660 (42,727)
Citation 4

Abstract:

Loading...

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

10.

Pitching Research®: A Comprehensive Resource Center Supplement

Number of pages: 53 Posted: 16 Aug 2017 Last Revised: 01 Jun 2018
Robert W. Faff
University of Queensland
Downloads 641 (44,539)
Citation 5

Abstract:

Loading...

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

11.

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

Number of pages: 43 Posted: 04 Jun 2017 Last Revised: 10 May 2019
University of Queensland Business School, University of Queensland Business School, Audencia Business School and University of Queensland
Downloads 584 (50,223)

Abstract:

Loading...

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

12.

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, University of Queensland, The University of Queensland - UQ Business School and The University of Queensland - UQ Business School
Downloads 546 (54,618)
Citation 1

Abstract:

Loading...

National culture; Individualism; Overconfidence; Stock price crash risk

13.

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 University of Queensland
Downloads 540 (55,439)
Citation 3

Abstract:

Loading...

Integration, segmentation, industrial structure, multi-country study

14.

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 University of Queensland
Downloads 537 (55,823)
Citation 2

Abstract:

Loading...

Macroeconomic News, Expectations, Financial Markets, GARCH

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, University of Queensland and University of Newcastle
Downloads 534 (55,551)
Citation 10

Abstract:

Loading...

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

Individual Financial Risk Tolerance and the Global Financial Crisis

Accounting & Finance, Vol. 55, Issue 1, pp. 165-185, 2015
Number of pages: 21 Posted: 11 Mar 2015
Paul Gerrans, Robert W. Faff and Neil Hartnett
The University of Western Australia - UWA Business School, University of Queensland and University of Newcastle
Downloads 0
  • Add to Cart

Abstract:

Loading...

Financial risk tolerance, Risk attitude, Global financial crisis, FinaMetrica

16.

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 University of Queensland
Downloads 512 (59,281)

Abstract:

Loading...

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
University of Queensland, La Trobe University and University of Queensland - Faculty of Business, Economics and Law
Downloads 472 (64,925)
Citation 1

Abstract:

Loading...

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

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

Journal of Business Finance & Accounting, Vol. 32, No. 5-6, pp. 1001-1031, June 2005
Number of pages: 18 Posted: 21 Jun 2005
Robert W. Faff, Michael Kremmer and Allan Hodgson
University of Queensland, La Trobe University and University of Queensland - Faculty of Business, Economics and Law
Downloads 33 (504,312)
  • Add to Cart

Abstract:

Loading...

18.

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 University of Queensland
Downloads 477 (64,777)
Citation 1

Abstract:

Loading...

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

19.

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 University of Queensland
Downloads 475 (65,097)

Abstract:

Loading...

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

20.

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 Business School, The University of Sydney Business School, University of Queensland and University of Queensland
Downloads 453 (68,926)
Citation 2

Abstract:

Loading...

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

21.

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 University of Queensland
Downloads 450 (69,513)
Citation 2

Abstract:

Loading...

Pension plan mandates, fund managers, delegated portfolio management.

22.

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, University of Queensland, La Trobe University and Monash University - Department of Accounting
Downloads 443 (70,828)
Citation 1

Abstract:

Loading...

Management earnings forecasts, corporate governance, director reputation

23.

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 University of Queensland
Downloads 436 (72,218)
Citation 2

Abstract:

Loading...

Classification Shifting, Special Items, Seasoned equity offerings

24.

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 University of Queensland
Downloads 425 (74,485)
Citation 22

Abstract:

Loading...

Overconfidence, Debt Maturity, Leverage, Cost of Debt

25.

Financial Constraints, Mispricing and Corporate Investment

Number of pages: 43 Posted: 14 Mar 2008 Last Revised: 18 Mar 2009
The Hong Kong Polytechnic University, University of Queensland, Monash University - Department of Accounting and Finance and Nanyang Business School, Nanyang Technological University
Downloads 415 (76,661)

Abstract:

Loading...

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

26.

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
La Trobe University - School of Economics and Finance, University of Queensland and University of Birmingham - Department of Accounting and Finance
Downloads 402 (79,504)
Citation 3

Abstract:

Loading...

Rights offerings, Takeup, Renounceability, Underwriting, Australia

27.

Pitching Research for Engagement and Impact

Number of pages: 32 Posted: 24 Jul 2016
Robert W. Faff and Tim Kastelle
University of Queensland and University of Queensland - Business School
Downloads 390 (82,544)
Citation 15

Abstract:

Loading...

28.

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
University of Queensland, The University of Sydney - Discipline of Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 388 (82,807)

Abstract:

Loading...

Volatility Exposures, Volatility Spillovers, Risk Management, Asymmetric GARCH

29.

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 University of Queensland
Downloads 385 (83,591)
Citation 2

Abstract:

Loading...

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

30.

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
University of Queensland, UNSW Business School and University of Queensland - Business School
Downloads 382 (84,625)
Citation 3

Abstract:

Loading...

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

31.

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
La Trobe University - School of Economics and Finance, University of Queensland, University of Birmingham - Department of Accounting and Finance, University of Southern Queensland and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 363 (89,482)

Abstract:

Loading...

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

32.

Limited Arbitrage and Noise Momentum

Number of pages: 69 Posted: 11 May 2011 Last Revised: 21 Jul 2012
Charlie X. Cai, Robert W. Faff and Yongcheol Shin
University of Liverpool Management School, University of Queensland and Independent
Downloads 328 (100,301)
Citation 1

Abstract:

Loading...

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

33.

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 University of Queensland
Downloads 321 (102,805)

Abstract:

Loading...

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

34.

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
University of Queensland, Monash Business School and Monash University
Downloads 319 (103,475)
Citation 7

Abstract:

Loading...

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

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 Business School, University of Queensland and Norwegian Computing Center
Downloads 315 (104,898)
Citation 1

Abstract:

Loading...

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, University of Queensland and Nanyang Technological University (NTU)
Downloads 167 (194,835)

Abstract:

Loading...

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, University of Queensland and Nanyang Technological University (NTU)
Downloads 142 (223,338)

Abstract:

Loading...

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

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 University of Queensland
Downloads 239 (139,492)

Abstract:

Loading...

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 University of Queensland
Downloads 61 (389,411)

Abstract:

Loading...

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

38.

Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research Template

Number of pages: 57 Posted: 10 Apr 2017 Last Revised: 16 Aug 2017
University of Queensland, University of New South Wales (UNSW), University of Auckland, University of Essex - Essex Business School, University of Warsaw, University of Queensland, Students, Waikato Management School, University of Queensland, Students, Singapore Management University, ESSEC Business School, University of Queensland, Federal University of Paraiba (UFPB), Meiji University, University of Queensland, Students, University of Queensland, Hochschule Liechtenstein - Institute of Financial Services, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, National University of Singapore and Department of Applied Finance and Actuarial Studies, Macquarie University
Downloads 283 (117,714)
Citation 8

Abstract:

Loading...

pitching research; template; discoverability; non-English language research; Arabic; Chinese; Dutch; French; Greek; Hindi; Indonesian; Japanese; Korean; Lao; Norwegian; Polish; Portuguese; Romanian; Russian; Sinhalese; Spanish; Tamil; Thai; Urdu; Vietnamese; Myanmar; German; Persian Bengali; Filipin

39.

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, University of Queensland and Curtin University
Downloads 275 (121,307)

Abstract:

Loading...

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

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
University of Queensland, University of Queensland - Business School and University of Queensland - Business School
Downloads 273 (121,566)
Citation 3

Abstract:

Loading...

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
University of Queensland, University of Queensland - Business School and University of Queensland - Business School

Abstract:

Loading...

Capital structure, corporate finance, survey

41.

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

Number of pages: 42 Posted: 25 Jan 2016
Robert W. Faff
University of Queensland
Downloads 259 (129,218)
Citation 10

Abstract:

Loading...

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

42.

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, University of Queensland and University of Strathclyde - Strathclyde Business School
Downloads 245 (136,642)
Citation 4

Abstract:

Loading...

43.

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 Business School and University of Queensland
Downloads 243 (137,758)

Abstract:

Loading...

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

44.

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
University of Queensland, UNSW Business School and The University of Western Australia - UWA Business School
Downloads 243 (137,758)
Citation 1

Abstract:

Loading...

Investment management firms, Fund manager background, Entrepreneurial activities

45.

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 University of Queensland
Downloads 239 (140,005)

Abstract:

Loading...

commodity beta, oil price, oil industry

46.

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, University of Queensland, University of Queensland - Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 236 (141,755)

Abstract:

Loading...

Consumer sentiment, behavioural finance, stock market

47.

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, University of Queensland and University of Queensland - Finance
Downloads 232 (144,147)
Citation 13

Abstract:

Loading...

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

48.

Do Corporate Policies Follow a Life-Cycle?

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 26 May 2015 Last Revised: 19 Apr 2016
University of Queensland, The Hang Seng University of Hong Kong, Deakin University and Hong Kong Polytechnic University
Downloads 231 (144,751)
Citation 6

Abstract:

Loading...

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

49.

A Selectivity Corrected Time Varying Beta Estimator

Number of pages: 38 Posted: 23 Feb 2006
Robert D. Brooks, Jonathan Dark, Robert W. Faff and Tim Fry
Monash University, Monash University, University of Queensland and RMIT University - School of Economics, Finance and Marketing
Downloads 230 (145,351)

Abstract:

Loading...

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

50.

Fantasy Pitching

Number of pages: 20 Posted: 02 Jun 2016 Last Revised: 20 Feb 2017
University of Queensland, affiliation not provided to SSRN, University of Essex - Essex Business School, 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 229 (145,952)
Citation 11

Abstract:

Loading...

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 (Simba) Chang, Robert W. Faff and George Wong
University of Melbourne - Department of Finance, Nanyang Business School, Nanyang Technological University, University of Queensland and The Hong Kong Polytechnic University
Downloads 228 (146,611)

Abstract:

Loading...

Financial Constraints, Stock Returns, Australian Firms

52.

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 University of Queensland
Downloads 226 (147,879)
Citation 3

Abstract:

Loading...

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

53.

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

Number of pages: 50 Posted: 15 Mar 2012
Massey University, University of Queensland and Nanyang Technological University (NTU)
Downloads 224 (149,155)
Citation 3

Abstract:

Loading...

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

54.

Uncertainty, Investment Spikes, and Leverage Adjustments

China International Conference in Finance 2018; PKU-NUS Conference 2018; AsFA Annual Meeting 2017; FMA Annual Meeting 2016; FMA Asia-Pacific Meeting 2016; Word Finance Conference 2016
Number of pages: 61 Posted: 15 Feb 2016 Last Revised: 07 Jul 2020
Robert W. Faff, Chang Y. Ha and Hyun Joong Im
University of Queensland, Peking University - HSBC School of Business and Peking University - HSBC Business School
Downloads 221 (151,045)

Abstract:

Loading...

Capital Structure, Uncertainty, Investment Spikes, Adjustment Speeds

55.

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

Number of pages: 55 Posted: 01 Feb 2016
Robert W. Faff
University of Queensland
Downloads 219 (152,359)
Citation 11

Abstract:

Loading...

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

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

Number of pages: 36 Posted: 03 May 2020 Last Revised: 16 Jul 2020
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczuk
University of Waikato New Zealand, University of Queensland and Xiamen University Malaysia Campus
Downloads 149 (214,755)
Citation 1

Abstract:

Loading...

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

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
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczuk
University of Waikato New Zealand, University of Queensland and Xiamen University Malaysia Campus
Downloads 61 (392,754)

Abstract:

Loading...

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

57.

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, University of Queensland and University of Queensland - Business School
Downloads 210 (158,440)
Citation 1

Abstract:

Loading...

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

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
La Trobe University - School of Economics and Finance, University of Queensland, Monash University - Department of Accounting and Monash Business School
Downloads 197 (168,003)
Citation 1

Abstract:

Loading...

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
La Trobe University - School of Economics and Finance, University of Queensland, Monash University - Department of Accounting and Monash Business School
Downloads 12 (643,876)

Abstract:

Loading...

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

59.

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, University of Queensland and University of York (UK) - Department of Economics and Related Studies
Downloads 202 (164,252)

Abstract:

Loading...

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

60.

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 University of Queensland
Downloads 198 (167,390)
Citation 1

Abstract:

Loading...

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

61.

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
University of Queensland, University of Queensland, Business School, Students and Australian National University (ANU)
Downloads 197 (168,181)
Citation 12

Abstract:

Loading...

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

62.

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

Number of pages: 29 Posted: 29 Jan 2017
University of Queensland, 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 194 (170,560)
Citation 13

Abstract:

Loading...

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 University of Queensland
Downloads 108 (275,155)

Abstract:

Loading...

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 University of Queensland
Downloads 85 (322,576)

Abstract:

Loading...

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

64.

Complete Markets, Informed Trading and Equity Option Introductions

Number of pages: 35 Posted: 23 Jul 2003
Robert W. Faff and David Hillier
University of Queensland and University of Strathclyde - Department of Accounting and Finance
Downloads 193 (171,345)
Citation 3

Abstract:

Loading...

options, complete markets, informed trading, short sales

65.

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, University of Queensland and The University of Melbourne
Downloads 189 (174,617)
Citation 3

Abstract:

Loading...

Default risk, Business cycle, Conditional Asset pricing, Microcaps

66.

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
La Trobe University - School of Economics and Finance, University of Queensland, University of Birmingham - Department of Accounting and Finance and Victoria University of Wellington - Faculty of Commerce and Administration
Downloads 183 (179,794)
Citation 2

Abstract:

Loading...

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

67.

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, University of Queensland and Curtin University
Downloads 182 (180,715)

Abstract:

Loading...

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

68.

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, University of Queensland, University of Queensland - Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 175 (187,015)
Citation 2

Abstract:

Loading...

Investor Sentiment, Stock Market Returns, Market Efficiency

69.

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, University of Queensland and University of Queensland - Business School
Downloads 159 (203,013)

Abstract:

Loading...

abnormal analyst coverage, ex-ante crash risk

70.

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
University of Queensland, 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, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, 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), University of Queensland, Students, University of Queensland, Business School, Students and University of Queensland
Downloads 154 (208,591)
Citation 13

Abstract:

Loading...

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

71.

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
University of Queensland, The University of Western Australia - Department of Accounting and Finance and Fudan University - Department of Finance
Downloads 152 (210,806)
Citation 12

Abstract:

Loading...

Pitching Research; Evolving Pitch; Research Journey; Financial Dependence

72.

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., La Trobe Business School, University of Queensland and ANZ (Australia and New Zealand) Banking Group, Ltd.
Downloads 144 (220,372)
Citation 1

Abstract:

Loading...

herding, limit order book, commonality in liquidity

73.
Downloads 137 (229,225)
Citation 1

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
University of Queensland, Monash University, BPM Financial Modelling and Deakin University
Downloads 94 (302,412)

Abstract:

Loading...

Style analysis, managed funds, superannuation funds, fund performance

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
University of Queensland, Monash University, BPM Financial Modelling and Deakin University
Downloads 43 (457,076)
Citation 1

Abstract:

Loading...

Style analysis; managed funds; superannuation funds; fund performance

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 Economics, University of Melbourne - Department of Finance, University of Queensland and National University of Singapore (NUS) - Department of Accounting
Downloads 137 (229,858)
Citation 2

Abstract:

Loading...

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
University of Queensland, Monash University - Department of Economics, University of Melbourne - Department of Finance and National University of Singapore (NUS) - Department of Accounting

Abstract:

Loading...

analyst forecasts, granger causality, information flows, reported earnings

75.

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 University of Queensland
Downloads 132 (236,165)

Abstract:

Loading...

Earnings-returns relation, liquidity risk, moderating effects

76.

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 University of Queensland
Downloads 131 (237,499)
Citation 2

Abstract:

Loading...

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

77.

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 Business School, University of Queensland and University of Queensland
Downloads 125 (246,093)
Citation 2

Abstract:

Loading...

gold, diamonds, safe haven, hedges, precious metals

78.

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
University of Queensland, University of Queensland, University of Queensland, Students and National University of Singapore
Downloads 121 (253,866)
Citation 14

Abstract:

Loading...

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

79.

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 University of Queensland
Downloads 120 (253,866)
Citation 1

Abstract:

Loading...

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

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, University of Queensland and University of Queensland - Business School
Downloads 119 (256,521)

Abstract:

Loading...

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

Financial Inflexibility and the Value Premium

International Review of Finance, Vol. 13, Issue 3, pp. 327-344, 2013
Number of pages: 18 Posted: 03 Sep 2013
Michael Poulsen, Robert W. Faff and Stephen Gray
University of Queensland - Business School, University of Queensland and University of Queensland - Business School
Downloads 1 (741,023)
  • Add to Cart

Abstract:

Loading...

81.

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

Number of pages: 52 Posted: 27 Mar 2018 Last Revised: 05 May 2018
University of Queensland, 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, University of Queensland, 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 119 (255,450)
Citation 4

Abstract:

Loading...

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

82.

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

Number of pages: 43 Posted: 30 Dec 2016
Robert W. Faff
University of Queensland
Downloads 119 (255,450)
Citation 9

Abstract:

Loading...

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

83.

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, University of Queensland and Deakin University - School of Accounting, Economics and Finance
Downloads 103 (282,782)

Abstract:

Loading...

derivative use, coordinated corporate hedging strategy, ordered

84.

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

Number of pages: 27 Posted: 25 Mar 2017
University of Queensland, 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 102 (284,628)
Citation 7

Abstract:

Loading...

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

85.

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 University of Queensland
Downloads 102 (284,628)

Abstract:

Loading...

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

86.

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, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 101 (286,478)

Abstract:

Loading...

87.

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, University of Queensland and The University of Western Australia
Downloads 100 (288,409)

Abstract:

Loading...

Natural Disasters, Industry Portfolios, Market Reaction

88.

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 University of Queensland
Downloads 98 (292,264)

Abstract:

Loading...

Ambiguity; Variance risk premium; Earnings announcement premium

89.

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
La Trobe University - School of Economics and Finance, University of Queensland, The University of Queensland - UQ Business School and Westminster University
Downloads 98 (292,264)

Abstract:

Loading...

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

90.

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, University of Queensland and Nanyang Technological University (NTU)
Downloads 97 (294,164)

Abstract:

Loading...

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

91.

α

Number of pages: 19 Posted: 13 Jul 2014
Robert W. Faff
University of Queensland
Downloads 95 (298,142)
Citation 1

Abstract:

Loading...

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

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, University of Queensland, The University of Western Australia and The University of Sydney - Business School
Downloads 90 (310,970)

Abstract:

Loading...

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

Do Sovereign Re‐Ratings Destabilize Equity Markets During Financial Crises? New Evidence from Higher Return Moments

Journal of Business Finance & Accounting, Vol. 42, Issue 5-6, pp. 777-799, 2015
Number of pages: 23 Posted: 17 Jul 2015
Monash University, University of Queensland, The University of Western Australia and The University of Sydney - Business School
Downloads 0
  • Add to Cart

Abstract:

Loading...

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

93.

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 University of Queensland
Downloads 90 (308,477)
Citation 1

Abstract:

Loading...

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

94.

Performance Persistence in Hedge Funds: Australian Evidence

Number of pages: 32 Posted: 11 Mar 2010
Viet Minh Do, Robert W. Faff and Madhu Veeraraghavan
Monash University - Department of Accounting, University of Queensland and T.A. PAI Management Institute, Finance Area
Downloads 90 (308,477)
Citation 1

Abstract:

Loading...

Persistence, hedge funds, stock selection, market timing

95.

Stock Liquidity and the Under-investment Problem: A Quasi-natural Experiment in China

Western Economic Association International (WEAI), 2019; Asian Meeting of Econometric Society (AMES), 2019; PKU–NUS Annual Conference, 2019; SFM 2018; AFBC 2018; CAFM 2018
Number of pages: 59 Posted: 07 Mar 2019 Last Revised: 27 Jul 2020
University of Macau, University of Queensland, Peking University - HSBC Business School and Peking University HSBC Business School
Downloads 84 (322,111)

Abstract:

Loading...

Stock liquidity, Investment efficiency, Underinvestment, Institutional ownership, Information efficiency, Corporate governance

96.

Essential Tips on Refereeing for Academic Journals

Number of pages: 10 Posted: 11 Nov 2018
Robert W. Faff
University of Queensland
Downloads 82 (326,872)
Citation 1

Abstract:

Loading...

Refereeing advice; Early career researcher

97.

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 University of Queensland
Downloads 82 (326,872)

Abstract:

Loading...

Implied tail risk; Abnormal stock returns; Earnings announcements

98.

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 University of Queensland
Downloads 82 (326,872)

Abstract:

Loading...

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

99.

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

Number of pages: 48 Posted: 21 Feb 2017
University of Queensland, 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 81 (329,315)
Citation 9

Abstract:

Loading...

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

100.

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 University of Queensland
Downloads 79 (334,129)
Citation 11

Abstract:

Loading...

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

101.

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

Number of pages: 37 Posted: 29 Jan 2017
University of Queensland, 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 78 (336,615)
Citation 17

Abstract:

Loading...

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

102.

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 University of Queensland
Downloads 67 (366,224)

Abstract:

Loading...

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

103.

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 University of Queensland
Downloads 67 (366,224)

Abstract:

Loading...

104.

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 University of Queensland
Downloads 63 (378,092)
Citation 1

Abstract:

Loading...

Stock liquidity, Risk, Earnings-Returns relation

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, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 59 (396,132)

Abstract:

Loading...

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, University of Queensland, T.A. PAI Management Institute, Finance Area, Monash Business School and Monash University - Department of Banking & Finance

Abstract:

Loading...

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

106.

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 University of Queensland
Downloads 56 (400,551)

Abstract:

Loading...

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

107.

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 University of Queensland
Downloads 50 (421,310)
Citation 2

Abstract:

Loading...

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

108.

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

Number of pages: 46 Posted: 12 Feb 2020
Hyun Joong Im, Heungju Park, Shams Pathan and Robert W. Faff
Peking University - HSBC Business School, Sungkyunkwan University - SKK Business School, Curtin University and University of Queensland
Downloads 47 (436,333)

Abstract:

Loading...

Transient Institutional Ownership, Cash Holdings, Debt-Holder-Shareholder Conflicts, Stock Price Crash Risk

109.

Pitching Research®: A Resource Kit for Research Training Instructors

Number of pages: 24 Posted: 06 Mar 2020
Robert W. Faff
University of Queensland
Downloads 45 (440,192)

Abstract:

Loading...

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

110.

Book of Pitches: UQAPS 2016 Pitching Research Competition Final

Number of pages: 14 Posted: 13 Jul 2017
University of Queensland, 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 University of Queensland, Students
Downloads 45 (440,192)
Citation 11

Abstract:

Loading...

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

111.

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
University of Queensland, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, University of Queensland, Students, University of Queensland, School of Public Health, Independent and University of Queensland
Downloads 44 (444,111)

Abstract:

Loading...

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

112.

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, University of Queensland, Indian Institute of Management (IIM), Kolkata and University of St. Thomas - Opus College of Business
Downloads 44 (444,111)
Citation 2

Abstract:

Loading...

Bank risk, bank capital, charter value

113.

Book of Pitches: UQAPS 2017 Pitching Research Competition Final

Number of pages: 20 Posted: 25 Jun 2018
University of Queensland, University of Indonesia (UI) - Department of Management, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Students
Downloads 42 (452,212)
Citation 6

Abstract:

Loading...

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

114.

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

Number of pages: 35 Posted: 06 Mar 2018
University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland
Downloads 42 (452,212)
Citation 5

Abstract:

Loading...

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

115.

Book of Pitches: 2018 UQ Pitching Research Competition Final

Number of pages: 15 Posted: 22 Jun 2019
University of Queensland, University of Queensland, University of Queensland, Students, University of Queensland, Students and University of Queensland, Students
Downloads 41 (456,419)
Citation 1

Abstract:

Loading...

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

116.

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

Number of pages: 46 Posted: 26 Feb 2020
University of Queensland, University of Queensland - Business School, University of Queensland, Bond University, affiliation not provided to SSRN and University of Technology Sydney (UTS)
Downloads 39 (464,945)
Citation 1

Abstract:

Loading...

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

117.

Book of Pitches: APPRC 2018 Pitching Research Competition Final

Number of pages: 24 Posted: 25 Oct 2018
University of Queensland, 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 and Sukkur Institute of Business Administration
Downloads 38 (469,198)
Citation 4

Abstract:

Loading...

118.

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 University of Queensland
Downloads 35 (482,701)
Citation 1

Abstract:

Loading...

Australian stock market; exchange rate risk; intervaling

119.

A Further Examination of the Price and Volatility Impact of Stock Dividends at Ex-Dates

Australian Economic Papers, Vol. 44, No. 3, pp. 248-268, September 2005
Number of pages: 21 Posted: 06 Sep 2005
La Trobe University - School of Economics and Finance, University of Queensland and Monash University - Department of Accounting
Downloads 27 (523,376)
  • Add to Cart

Abstract:

Loading...

120.

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: 20 Posted: 11 Dec 2007
Robert W. Faff, Jerry T. Parwada and Hun-Lune Poh
University of Queensland, UNSW Business School and affiliation not provided to SSRN
Downloads 24 (541,211)
  • Add to Cart

Abstract:

Loading...

121.

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

Number of pages: 24 Posted: 14 Jun 2019
University of Queensland, University of Alberta, 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 and University of Queensland, Business School, Students
Downloads 23 (547,341)
Citation 1

Abstract:

Loading...

Pitching Research; PhD Student Exercise; web portal; PitchMyResearch

122.

Access to Credit by Firms and Sovereign Credit Rating Stability

Number of pages: 28 Posted: 15 Nov 2019
Yasir Riaz, Choudhry Tanveer Shehzad and Robert W. Faff
Namal Institute Mianwali, SDSB, Lahore University of Managment Sciences and University of Queensland
Downloads 20 (566,153)

Abstract:

Loading...

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

123.

Financial Markets, Innovation and Regulation

European Journal of Finance, 2019
Number of pages: 10 Posted: 13 Mar 2019
Strathclyde Business School, University of Queensland and University of Strathclyde
Downloads 20 (566,153)

Abstract:

Loading...

Financial Innovation, Regulation

124.

Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts

International Review of Finance, Vol. 6, No. 1-2, pp. 79-97, March/June 2006
Number of pages: 19 Posted: 02 May 2007
H. Chan, Robert W. Faff, Y. K. Ho and Alan L. Ramsay
University of Melbourne - Department of Finance, University of Queensland, National University of Singapore (NUS) - Department of Accounting and Monash University - Department of Accounting
Downloads 19 (572,696)
  • Add to Cart

Abstract:

Loading...

125.

Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence

Number of pages: 24 Posted: 06 Feb 2005
H. Chan, Robert W. Faff and Alan L. Ramsay
University of Melbourne - Department of Finance, University of Queensland and Monash University - Department of Accounting
Downloads 19 (572,696)
  • Add to Cart

Abstract:

Loading...

126.

Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-Sector Managed Funds

Number of pages: 40 Posted: 04 Jul 2004
Kathryn A. Holmes and Robert W. Faff
Monash University and University of Queensland
Downloads 16 (591,878)
  • Add to Cart

Abstract:

Loading...

127.

The Market Impact of Relative Agency Activity in the Sovereign Ratings Market

Journal of Business Finance & Accounting, Vol. 37, No. 9-10, pp. 1309-1347, 2010
Number of pages: 39 Posted: 01 Jan 2011
Paula Hill and Robert W. Faff
affiliation not provided to SSRN and University of Queensland
Downloads 4 (676,211)
Citation 2
  • Add to Cart

Abstract:

Loading...

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

Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective

Financial Review, Vol. 44, Issue 2, pp. 213-237, May 2009
Number of pages: 25 Posted: 16 Jun 2009
Darren Lee and Robert W. Faff
Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences and University of Queensland
Downloads 4 (706,204)
Citation 12
  • Add to Cart

Abstract:

Loading...

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 University of Queensland

Abstract:

Loading...

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

129.

A Simple Template for Pitching Research

Accounting & Finance, Vol. 55, Issue 2, pp. 311-336, 2015
Number of pages: 26 Posted: 10 Jun 2015
Robert W. Faff
University of Queensland
Downloads 2 (694,347)
Citation 5
  • Add to Cart

Abstract:

Loading...

New research ideas, Novice researcher advice, Pitch template, Research mentor advice, Research proposal, Supervisor advice

130.

New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia

Journal of Applied Corporate Finance, Vol. 21, Issue 3, pp. 80-85, Summer 2009
Number of pages: 6 Posted: 02 Nov 2009
La Trobe University - School of Economics and Finance, University of Queensland and University of Birmingham - Department of Accounting and Finance
Downloads 2 (694,347)
  • Add to Cart

Abstract:

Loading...

131.

Deal or No Deal, that is the Question: The Impact of Increasing Stakes and Framing Effects on Decision-Making Under Risk

International Review of Finance, Vol. 9, Nos. 1-2, pp. 27-50, March/June 2009
Number of pages: 24 Posted: 08 Jun 2009
Monash University, University of Queensland, Monash Business School and Victorian Bar
Downloads 2 (694,347)
  • Add to Cart

Abstract:

Loading...

132.

Do Brokers' Recommendation Changes Generate Brokerage? Evidence from a Central Limit Order Market

Accounting & Finance, Vol. 59, Issue 1, pp. 115-142, 2019
Number of pages: 28 Posted: 12 Mar 2019
Rob L. Brown, H. Chan, Robert W. Faff and Yew Kee Ho
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Queensland and National University of Singapore (NUS)
Downloads 1 (706,682)
  • Add to Cart

Abstract:

Loading...

Recommendation changes, Brokerage, Central limit order market, Volume traded

133.

Noise Momentum Around the World

Abacus, Vol. 54, Issue 1, pp. 79-104, 2018
Number of pages: 26 Posted: 15 Mar 2018
Charlie X. Cai, Robert W. Faff and Yongcheol Shin
University of Bradford - School of Management, University of Queensland and University of York (UK) - Department of Economics and Related Studies
Downloads 1 (706,682)
Citation 1
  • Add to Cart

Abstract:

Loading...

Futures and spot prices, Initial mispricing correction, Limited arbitrage, Noise momentum

134.

Fifty Years of Finance Research in the Asia Pacific Basin

Accounting & Finance, Vol. 54, Issue 2, pp. 335-363, 2014
Number of pages: 29 Posted: 05 Jun 2014
Karen L. Benson, Robert W. Faff and Tom Smith
University of Queensland - Business School, University of Queensland and University of Queensland - Faculty of Business, Economics and Law
Downloads 1 (706,682)
Citation 8
  • Add to Cart

Abstract:

Loading...

Finance, Research, Asia Pacific Basin

135.

Pitching Research: ‘Qualitative Cousins’ and the ‘Extended Family’

Accounting & Finance, Vol. 60, Issue 1, pp. 227-269, 2020
Number of pages: 43 Posted: 19 Mar 2020
Robert W. Faff
University of Queensland
Downloads 0 (724,914)
  • Add to Cart

Abstract:

Loading...

Pitching research, Pitching, Template, Research proposal, Novice researcher, Qualitative research

136.

Media Ownership and Media Reporting

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

Abstract:

Loading...

Ownership, Media Affiliated Company, Media Reporting, Media Management

137.

Political Connections and Media Slant

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

Abstract:

Loading...

Political connections, Favorable media slant, Media management, China

138.

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

Accounting & Finance, Vol. 56, Issue 4, pp. 1149-1185, 2016
Number of pages: 37 Posted: 05 Dec 2016
Kelvin Jui Keng Tan, Jia Min Lee and Robert W. Faff
University of Queensland - Business School, University of Queensland - Business School and University of Queensland
Downloads 0 (724,914)
  • Add to Cart

Abstract:

Loading...

Convertible bond arbitrage, Last‐resort debt financing, Market reaction, Operational financing needs, Rule 144A debt

139.

Stock Liquidity Risk and the Cross‐Sectional Earnings‐Returns Relationship

Journal of Business Finance & Accounting, Vol. 43, Issue 9-10, pp. 1121-1141, 2016
Number of pages: 21 Posted: 10 Nov 2016
Zangina Isshaq and Robert W. Faff
University of Cape Coast and University of Queensland
Downloads 0 (724,914)
  • Add to Cart

Abstract:

Loading...

stock liquidity risk, earnings‐returns relationship

140.

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

Posted: 22 Aug 2016
University of Queensland, 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, University of Queensland, Business School, Students, 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

Abstract:

Loading...

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

141.

Bias Correction in the Estimation of Dynamic Panel Models In Corporate Finance

Published in Journal of Corporate Finance 25 (2014) 494–513 DOI:10.1016/j.jcorpfin.2014.01.009
Posted: 22 Jun 2016
Qing Zhou, Robert W. Faff and Karen Alpert
Department of Applied Finance and Actuarial Studies, Macquarie University, University of Queensland and University of Queensland - Business School

Abstract:

Loading...

Dynamic panels, Corporate finance, Bias-correction

142.

Deviation from Target Capital Structure, Cost of Equity and Speed of Adjustment

Forthcoming in Journal of Corporate Finance, doi:10.1016/j.jcorpfin.2016.06.002
Posted: 22 Jun 2016
Qing Zhou, Kelvin Jui Keng Tan, Robert W. Faff and Yushu Zhu
Department of Applied Finance and Actuarial Studies, Macquarie University, University of Queensland - Business School, University of Queensland and University of Queensland - Business School

Abstract:

Loading...

Leverage deviation, sensitivity, cost of equity, speed of adjustment

143.

Incorporating Forward-Looking Economic Information into Financial Downside Risk Prediction: A State-Dependent Approach

Posted: 21 Jun 2016
Lei Jiao, Qing Zhou, Yin Liao and Robert W. Faff
Xi'an Jiaotong University (XJTU) - Jinhe Center for Economic Research, Department of Applied Finance and Actuarial Studies, Macquarie University, Macquarie University - Department of Applied Finance and Actuarial Studies and University of Queensland

Abstract:

Loading...

state-dependent, forward-looking, economic state, risk

144.

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
University of Queensland, University of Queensland - Finance and University of Queensland - Business School

Abstract:

Loading...

bank risk, global financial crisis, market discipline

145.

A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets

Abacus, Vol. 50, Issue 1, pp. 76-92, 2014
Number of pages: 17 Posted: 11 Mar 2014
Tim Pullen, Karen L. Benson and Robert W. Faff
University of Queensland - Business School, University of Queensland - Business School and University of Queensland
Downloads 0 (724,914)
Citation 4
  • Add to Cart

Abstract:

Loading...

Bullion, Diversifier, Funds, Gold assets, Hedging, Safe haven, Stocks

146.

Mickey Mouse and the Idiot Principle for Assessing Research Contribution: Discussion of ‘Is the Relationship between Investment and Conditional Cash Flow Volatility Ambiguous, Asymmetric or Both?’

Accounting & Finance, Vol. 53, Issue 4, pp. 949-960, 2013
Number of pages: 12 Posted: 28 Nov 2013
Robert W. Faff
University of Queensland
Downloads 0 (724,914)
  • Add to Cart

Abstract:

Loading...

Cash flow volatility; Financial flexibility; Investment; Real options and financial constraints

147.

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, University of Queensland and Monash University

Abstract:

Loading...

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

148.

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
University of Queensland and The University of Western Australia

Abstract:

Loading...

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

149.

Exploring the Moderating Role of Growth Options on the Relation between Board Characteristics and Management Earnings Forecasts

Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 314-333, 2013
Number of pages: 20 Posted: 08 Jun 2013
H. Chan, Robert W. Faff, Arifur Khan and Paul R. Mather
University of Melbourne - Department of Finance, University of Queensland, Deakin University - School of Accounting, Economics and Finance and La Trobe University
Downloads 0 (724,914)
Citation 2
  • Add to Cart

Abstract:

Loading...

Corporate Governance, Management Earnings Forecasts, Growth Options

150.

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
University of Queensland and Monash University - Department of Banking and Finance

Abstract:

Loading...

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

151.

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, University of Queensland and University of Queensland - Faculty of Business, Economics and Law

Abstract:

Loading...

152.

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, University of Queensland and University of Queensland - Business School

Abstract:

Loading...

market discipline, bank risk, global financial crisis

153.

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 University of Queensland

Abstract:

Loading...

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

154.

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 University of Queensland

Abstract:

Loading...

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

155.

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, University of Queensland and The University of Melbourne

Abstract:

Loading...

asset pricing, business cycle, default risk

156.

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, University of Queensland and University of Queensland - Business School

Abstract:

Loading...

asymmetry, foreign exchange markets, investor sentiment

157.

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 University of Queensland

Abstract:

Loading...

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

158.

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 University of Queensland

Abstract:

Loading...

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

159.

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 University of Queensland

Abstract:

Loading...

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

160.

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, University of Queensland and University of Strathclyde - Department of Accounting and Finance

Abstract:

Loading...

Alternative Investments, Commodities, Portfolio Management, Asset Allocation

161.

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 University of Queensland

Abstract:

Loading...

asset pricing; liquidity; Fama-French model

162.

An International Investigation of the Factors that Determine Conditional Gold Betas

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

Abstract:

Loading...

Stock Price Exposures, Gold Beta, International Evidence

163.

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 University of Queensland

Abstract:

Loading...

Covariance, beta, volatility feedback

164.

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, University of Queensland, La Trobe Business School and Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences

Abstract:

Loading...

Short-term Contrarian Investing, Market Overreaction

165.

Creating Fama and French Factors with Style

Posted: 23 Apr 2003
Robert W. Faff
University of Queensland

Abstract:

Loading...

166.

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 University of Queensland

Abstract:

Loading...

167.

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 University of Queensland

Abstract:

Loading...

168.

Taxation and Black's Zero-Beta Strategy Revisited

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

Abstract:

Loading...