Robert W. Faff

University of Queensland

Professor of Finance

St Lucia

Brisbane, Queensland 4072

Australia

Bond University

Gold Coast, QLD 4229

Australia

SCHOLARLY PAPERS

174

DOWNLOADS
Rank 412

SSRN RANKINGS

Top 412

in Total Papers Downloads

65,062

SSRN CITATIONS
Rank 1,869

SSRN RANKINGS

Top 1,869

in Total Papers Citations

241

CROSSREF CITATIONS

448

Scholarly Papers (174)

1.

Pitching Research®

Number of pages: 37 Posted: 04 Jul 2014 Last Revised: 08 Mar 2021
Robert W. Faff
University of Queensland
Downloads 22,087 (164)
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 University of Queensland
Downloads 4,991 (2,462)
Citation 11

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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
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Curtin University, Malaysia
Downloads 1,031 (30,330)
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
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Curtin University, Malaysia
Downloads 877 (38,145)
Citation 16

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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 University of Queensland
Downloads 1,684 (14,868)
Citation 11

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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 1,078 (28,422)
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
Curtin University and University of Queensland
Downloads 287 (148,447)

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

6.

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 1,202 (24,717)
Citation 9

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

7.

Pitching Research®: A Comprehensive Resource Center Supplement

Number of pages: 61 Posted: 16 Aug 2017 Last Revised: 08 Mar 2021
Robert W. Faff
University of Queensland
Downloads 901 (37,204)
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

8.

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 878 (38,641)
Citation 7

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Sovereign Rating Changes, Event Study, Country Beta Risk

9.

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 752 (47,565)
Citation 1

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

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 745 (47,531)

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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
University of Queensland, Oviedo University - School of Economics and Business, Independent and Curtin University

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Dividends, financial constraints, seasoned equity issues

11.

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 738 (48,767)
Citation 7

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Fund size, transaction cost, market impact, fund performance

12.

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 706 (51,749)
Citation 4

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

13.

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 University of Queensland
Downloads 690 (53,324)
Citation 1

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

14.

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 584 (66,004)
Citation 12

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

15.

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 576 (67,148)
Citation 2

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National culture; Individualism; Overconfidence; Stock price crash risk

16.

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, University of Queensland and University of Queensland
Downloads 573 (67,612)
Citation 5

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

17.

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 572 (67,777)
Citation 3

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Integration, segmentation, industrial structure, multi-country study

18.

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 551 (71,012)
Citation 2

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Macroeconomic News, Expectations, Financial Markets, GARCH

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 490 (81,302)
Citation 2

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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 48 (542,714)

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20.

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 525 (75,414)

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21.

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 488 (82,427)
Citation 1

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

22.

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 487 (82,851)
Citation 17

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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 482 (83,668)
Citation 5

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Classification Shifting, Special Items, Seasoned equity offerings

24.

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 468 (86,702)
Citation 2

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Management earnings forecasts, corporate governance, director reputation

25.

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 463 (87,872)
Citation 23

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Overconfidence, Debt Maturity, Leverage, Cost of Debt

26.

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 457 (89,178)
Citation 3

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Pension plan mandates, fund managers, delegated portfolio management.

27.

The Commodity Risk Premium and Neural Networks

Number of pages: 30 Posted: 01 Apr 2021 Last Revised: 10 Jan 2022
University of Queensland Business School, University of Queensland, Audencia Business School and University of Queensland
Downloads 443 (92,455)

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

28.

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, University of Queensland, Monash University - Department of Accounting and Finance and Nanyang Business School, Nanyang Technological University
Downloads 430 (95,737)

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

29.

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 Business School, La Trobe University, University of Queensland and University of Birmingham - Department of Accounting and Finance
Downloads 423 (97,563)
Citation 3

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Rights offerings, Takeup, Renounceability, Underwriting, Australia

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 404 (102,787)
Citation 3

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

31.

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 393 (106,172)

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Volatility Exposures, Volatility Spillovers, Risk Management, Asymmetric GARCH

32.

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 391 (106,818)
Citation 2

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

33.

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 Business School, La Trobe University, University of Queensland, University of Birmingham - Department of Accounting and Finance, University of Southern Queensland and Erasmus University Rotterdam (EUR)
Downloads 386 (108,441)
Citation 1

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

34.

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 364 (115,783)
Citation 13

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

35.

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 361 (116,860)
Citation 1

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

36.

Fantasy Pitching

Number of pages: 20 Posted: 02 Jun 2016 Last Revised: 20 Feb 2017
University of Queensland, 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 355 (119,041)
Citation 12

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37.

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, University of Queensland and University of York (UK) - Department of Economics and Related Studies
Downloads 348 (121,647)
Citation 1

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

Sentiment Contagion, Corporate Governance, Information and Legal Environments

Number of pages: 49 Posted: 14 Mar 2009
Massey University, University of Queensland and Nanyang Business School, Nanyang Technological University
Downloads 177 (235,202)

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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, University of Queensland and Nanyang Business School, Nanyang Technological University
Downloads 171 (242,353)

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

39.

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, University of Queensland and Norwegian Computing Center
Downloads 346 (122,428)
Citation 3

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

40.

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 346 (122,428)
Citation 7

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

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 320 (133,057)
Citation 12

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

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 255 (167,327)

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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 University of Queensland
Downloads 65 (470,232)

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

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 316 (134,092)
Citation 3

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

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Capital structure, corporate finance, survey

44.

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, Macquarie University - Department of Accounting and Corporate Governance, University of Warsaw, University of Queensland, Students, Waikato Management School, University of Queensland, Students, Singapore Management University, IESEG School of Management, 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 312 (136,622)
Citation 9

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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

45.

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 Business School, Nanyang Technological University
Downloads 307 (139,076)
Citation 5

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

46.

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
University of Queensland, The Hang Seng University of Hong Kong, Deakin University and Hong Kong Polytechnic University
Downloads 288 (148,618)
Citation 9

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

47.

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 285 (150,193)
Citation 1

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

48.

Uncertainty, Investment Spikes, and Corporate 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: 53 Posted: 15 Feb 2016 Last Revised: 05 Jul 2022
Hyun Joong Im, Robert W. Faff and Chang Y. Ha
The University of Seoul, University of Queensland and Peking University - HSBC School of Business
Downloads 271 (158,060)
Citation 3

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Capital Structure, Uncertainty, Investment Spikes, Adjustment Speeds

49.

Dynamic Industry Uncertainty Networks and the Business Cycle

Number of pages: 69 Posted: 10 Mar 2021 Last Revised: 03 Dec 2021
Jozef Baruník, Mattia Bevilacqua and Robert W. Faff
Charles University in Prague - Department of Economics, Systemic Risk Centre - London School of Economics and University of Queensland
Downloads 266 (160,969)

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Financial Uncertainty, Industry Network, Options Market, Business Cycle

50.

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 263 (162,835)
Citation 1

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

51.

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 261 (164,088)
Citation 14

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

52.

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 255 (167,941)

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commodity beta, oil price, oil industry

53.

Pitching Research … What, Why, How?

Number of pages: 14 Posted: 20 Oct 2020
Robert W. Faff
University of Queensland
Downloads 251 (170,572)
Citation 4

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new research ideas; pitching framework; template; simple tips

54.

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 250 (171,189)
Citation 1

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Investment management firms, Fund manager background, Entrepreneurial activities

55.

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 249 (171,815)
Citation 3

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

56.

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 248 (172,472)
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

57.

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 248 (172,472)
Citation 4

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58.

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 242 (176,581)

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Consumer sentiment, behavioural finance, stock market

59.

A Selectivity Corrected Time Varying Beta Estimator

Number of pages: 38 Posted: 23 Feb 2006
Monash University, Monash University, University of Queensland and RMIT University - School of Economics, Finance and Marketing
Downloads 237 (180,194)

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

60.

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, University of Queensland and The Hong Kong Polytechnic University
Downloads 234 (182,416)

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Financial Constraints, Stock Returns, Australian Firms

61.

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 225 (189,218)
Citation 1

Abstract:

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

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 218 (195,182)
Citation 13

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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 Business School, La Trobe University, University of Queensland, Monash University - Department of Accounting and Monash Business School
Downloads 203 (208,267)
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
La Trobe Business School, La Trobe University, University of Queensland, Monash University - Department of Accounting and Monash Business School
Downloads 12 (797,928)

Abstract:

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

64.

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 208 (203,842)
Citation 1

Abstract:

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

65.

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 208 (203,842)
Citation 3

Abstract:

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Investor Sentiment, Stock Market Returns, Market Efficiency

66.

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
University of Queensland
Downloads 207 (204,778)
Citation 4

Abstract:

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

67.

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 207 (204,778)

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

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 113 (335,350)

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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 University of Queensland
Downloads 93 (382,160)

Abstract:

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

69.

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 200 (211,251)
Citation 3

Abstract:

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options, complete markets, informed trading, short sales

70.

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 196 (215,175)
Citation 3

Abstract:

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Default risk, Business cycle, Conditional Asset pricing, Microcaps

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 195 (216,149)
Citation 14

Abstract:

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Pitching Research; Evolving Pitch; Research Journey; Financial Dependence

72.

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, 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), University of Queensland, Students, University of Queensland, Business School, Students and University of Queensland
Downloads 194 (217,161)
Citation 14

Abstract:

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

73.

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 Business School, La Trobe University, University of Queensland, University of Birmingham - Department of Accounting and Finance and Victoria University of Wellington - Te Herenga Waka - Faculty of Commerce and Administration
Downloads 189 (222,152)
Citation 2

Abstract:

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

74.

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 187 (224,195)
Citation 17

Abstract:

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

75.

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 184 (227,343)

Abstract:

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

76.

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 181 (230,629)

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abnormal analyst coverage, ex-ante crash risk

77.

Responsible Science Matters

Number of pages: 41 Posted: 08 Jul 2021
Robert W. Faff
University of Queensland
Downloads 178 (233,887)

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Research; Science; Responsible science

78.
Downloads 168 (245,603)
Citation 2

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 98 (369,615)

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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 70 (452,229)
Citation 2

Abstract:

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Style analysis; managed funds; superannuation funds; fund performance

79.

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

Number of pages: 43 Posted: 30 Dec 2016
Robert W. Faff
University of Queensland
Downloads 164 (250,634)
Citation 12

Abstract:

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

80.

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 150 (269,711)
Citation 1

Abstract:

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herding, limit order book, commonality in liquidity

81.

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 149 (271,169)
Citation 1

Abstract:

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

82.

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 148 (272,664)
Citation 4

Abstract:

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

83.

The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures

Journal of Commodity Markets, Forthcoming
Number of pages: 46 Posted: 08 Jul 2021 Last Revised: 25 Apr 2022
University of Queensland Business School, University of Queensland, Audencia Business School and University of Queensland
Downloads 147 (274,149)

Abstract:

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Commodity futures, Style integration, Strategic asset allocation, Diversification

84.

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 University of Queensland
Downloads 142 (281,668)
Citation 2

Abstract:

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gold, diamonds, safe haven, hedges, precious metals

85.

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
University of Queensland
Downloads 139 (286,435)

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pitching research; programmatic framework; PRF program engagement and impact

86.

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 139 (286,435)
Citation 2

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

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, University of Queensland and National University of Singapore (NUS) - Department of Accounting
Downloads 139 (287,510)
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
University of Queensland, 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

88.

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

Number of pages: 54 Posted: 21 Dec 2020 Last Revised: 10 Jan 2022
La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, University of Queensland, Bentley University and University of Southern Queensland
Downloads 138 (288,033)

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10-K Filing Readability, Acquisition Performance, Mergers and Acquisitions, Information Asymmetry

89.

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 136 (291,344)
Citation 1

Abstract:

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Ambiguity; Variance risk premium; Earnings announcement premium

90.

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 136 (291,344)
Citation 15

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

91.

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 136 (291,344)

Abstract:

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Earnings-returns relation, liquidity risk, moderating effects

92.

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 131 (299,676)
Citation 7

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

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 127 (308,080)

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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 (928,575)

Abstract:

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94.

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 127 (306,781)
Citation 4

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

95.

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 122 (315,931)

Abstract:

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derivative use, coordinated corporate hedging strategy, ordered

96.

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 120 (319,727)

Abstract:

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Implied tail risk; Abnormal stock returns; Earnings announcements

97.

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 Business School, Nanyang Technological University
Downloads 120 (319,727)

Abstract:

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

98.

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 110 (339,775)

Abstract:

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Natural Disasters, Industry Portfolios, Market Reaction

99.

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 110 (339,775)

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

100.

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 104 (352,843)

Abstract:

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101.

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 Business School, La Trobe University, University of Queensland, The University of Queensland - UQ Business School and Westminster University
Downloads 102 (357,351)

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

102.

Pitching Research®: A Resource Kit for Research Training Instructors

Number of pages: 24 Posted: 06 Mar 2020
Robert W. Faff
University of Queensland
Downloads 99 (364,386)
Citation 4

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

103.

α

Number of pages: 19 Posted: 13 Jul 2014
Robert W. Faff
University of Queensland
Downloads 99 (364,386)
Citation 1

Abstract:

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

104.

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 99 (364,386)
Citation 2

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

105.

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

Number of pages: 41 Posted: 12 Feb 2020 Last Revised: 01 Jun 2021
Hyun Joong Im, Heungju Park, Shams Pathan and Robert W. Faff
The University of Seoul, Sungkyunkwan University - SKK Business School, Curtin University and University of Queensland
Downloads 97 (369,126)

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

106.

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, University of Queensland and T.A. PAI Management Institute, Finance Area
Downloads 94 (376,465)
Citation 2

Abstract:

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Persistence, hedge funds, stock selection, market timing

107.

Pitching Researcher Profiles

Number of pages: 12 Posted: 29 Apr 2022
Robert W. Faff
University of Queensland
Downloads 93 (378,987)

Abstract:

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108.

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 92 (381,521)
Citation 11

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

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 92 (384,797)

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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

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

110.

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 88 (392,161)
Citation 9

Abstract:

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

111.

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 87 (394,872)

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

112.

Contribution Matters …!

Number of pages: 32 Posted: 15 Apr 2022
Robert W. Faff
University of Queensland
Downloads 82 (408,963)

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

113.

Pitching Research … 100+ 'Rules of Engagement'

Number of pages: 11 Posted: 22 Oct 2020 Last Revised: 04 Mar 2021
Robert W. Faff
University of Queensland
Downloads 80 (414,861)
Citation 3

Abstract:

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new research ideas; pitching framework; template; simple tips

114.

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 73 (436,703)

Abstract:

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115.

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 72 (439,915)

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

116.

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 70 (446,605)

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

117.

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 69 (449,998)
Citation 1

Abstract:

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Stock liquidity, Risk, Earnings-Returns relation

118.

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 67 (456,935)
Citation 2

Abstract:

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

119.

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 65 (463,922)
Citation 11

Abstract:

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

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 62 (481,824)

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, University of Queensland, 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

121.

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 60 (482,695)
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

122.

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 58 (490,490)

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

123.

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 Faisalabad - Department of Textile Processing and Sukkur Institute of Business Administration
Downloads 54 (506,552)
Citation 2

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124.

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 52 (515,029)
Citation 5

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

125.

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 52 (515,029)
Citation 2

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

126.

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

Number of pages: 41 Posted: 06 May 2022
University of Queensland, University of Memphis - Fogelman College of Business and Economics, Dhillon School of Business, University of Lethbridge, Deakin Business School, Deakin University and University of Texas at El Paso
Downloads 51 (523,898)

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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.

127.

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 47 (537,312)
Citation 3

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Bank risk, bank capital, charter value

128.

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, Australian Catholic University (ACU), University of Queensland, Business School, Students, University of Queensland, Business School, Students and University of Queensland, Business School, Students
Downloads 45 (546,842)
Citation 2

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Pitching Research; PhD Student Exercise; web portal; PitchMyResearch

129.

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 41 (566,692)
Citation 1

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Australian stock market; exchange rate risk; intervaling

130.

Access to Credit by Firms and Sovereign Credit Rating Stability

Number of pages: 28 Posted: 15 Nov 2019
Lahore University of Management SciencesNamal Institute Mianwali, SDSB, Lahore University of Managment Sciences and University of Queensland
Downloads 33 (610,541)

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

131.

Pitching Research® for $Commercialisation: A Prototype Tool

Number of pages: 25 Posted: 29 Mar 2021
Robert W. Faff
University of Queensland
Downloads 32 (616,441)

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

132.

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 31 (622,603)

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Financial Innovation, Regulation

133.

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 Business School, La Trobe University, University of Queensland and Monash University - Department of Accounting
Downloads 27 (648,640)

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134.

Business Shocks and Corporate Leverage

Journal of Banking and Finance, Forthcoming.
Number of pages: 54 Posted: 30 Jan 2017 Last Revised: 30 Jul 2021
University of Queensland - Business School, Department of Applied Finance and Actuarial Studies, Macquarie University, Macquarie University and University of Queensland
Downloads 24 (670,187)

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Capital Structure, Business Shocks

135.

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 (670,187)

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136.

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 (708,758)

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137.

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 (708,758)

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138.

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 (733,495)

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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 8 (839,420)
Citation 22

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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

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

140.

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 5 (838,885)
Citation 2

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

141.

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 2 (874,405)
Citation 2

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

142.

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 2 (874,405)
Citation 2

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Corporate Governance, Management Earnings Forecasts, Growth Options

143.

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 Business School, La Trobe University, University of Queensland and University of Birmingham - Department of Accounting and Finance
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144.

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
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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 1 (888,791)
Citation 3

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

146.

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

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Political connections, Favorable media slant, Media management, China

147.

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
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stock liquidity risk, earnings‐returns relationship

148.

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, 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

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

149.

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

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Dynamic panels, Corporate finance, Bias-correction

150.

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

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

151.

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

Posted: 21 Jun 2016
Lei Jiao, Qing Zhou, Yin Liao, 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, Australian National University - The Centre for Applied Macroeconomic Analysis (CAMA)Macquarie University - Department of Applied Finance and Actuarial Studies and University of Queensland

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

152.

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

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bank risk, global financial crisis, market discipline

153.

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

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

154.

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

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

155.

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

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

156.

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

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157.

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

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market discipline, bank risk, global financial crisis

158.

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

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

159.

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

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

160.

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

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asset pricing, business cycle, default risk

161.

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

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asymmetry, foreign exchange markets, investor sentiment

162.

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

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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

163.

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

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

164.

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

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

165.

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

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Alternative Investments, Commodities, Portfolio Management, Asset Allocation

166.

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

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asset pricing; liquidity; Fama-French model

167.

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

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Stock Price Exposures, Gold Beta, International Evidence

168.

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

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Covariance, beta, volatility feedback

169.

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

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Short-term Contrarian Investing, Market Overreaction

170.

Creating Fama and French Factors with Style

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

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171.

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

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172.

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

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173.

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

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174.

The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?

International Review of Financial Analysis, Vol. 83, 2022
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Curtin University, Malaysia

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COVID-19, 2008 GFC, Safe haven assets

Other Papers (1)

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1.

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
University of Queensland, University of Queensland and University of Queensland

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