MEAN REVERSION OF SKEWNESS: International Evidence.
- Published in:
- International Journal of Finance, 2003, v. 15, n. 2, p. 2619
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- Publication type:
- Article
Works matching AU Faff, Robert
Results: 170
1
2
Applications of 'Pitching Research' in an Emerging Economies Research Journal: Insights and Reflections.
- Published in:
- Management: Journal of Sustainable Business & Management Solutions in Emerging Economies, 2018, v. 23, n. 2, p. 1, doi. 10.7595/management.fon.2018.0012
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- Publication type:
- Article
3
New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia.
- Published in:
- Journal of Applied Corporate Finance, 2009, v. 21, n. 3, p. 80, doi. 10.1111/j.1745-6622.2009.00241.x
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- Publication type:
- Article
4
Corporate usage of financial derivatives, information asymmetry, and insider trading.
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- Journal of Futures Markets, 2010, v. 30, n. 1, p. 25, doi. 10.1002/fut.20402
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- Publication type:
- Article
5
DO FUTURES-BASED STRATEGIES ENHANCE DYNAMIC PORTFOLIO INSURANCE?
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- Journal of Futures Markets, 2004, v. 24, n. 6, p. 591, doi. 10.1002/fut.10125
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- Publication type:
- Article
6
Transient institutional ownership, costly external finance and corporate cash holdings.
- Published in:
- Journal of Business Finance & Accounting, 2025, v. 52, n. 2, p. 1212, doi. 10.1111/jbfa.12840
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- Publication type:
- Article
7
Target firm's integrity culture and M&A performance.
- Published in:
- Journal of Business Finance & Accounting, 2025, v. 52, n. 1, p. 433, doi. 10.1111/jbfa.12818
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- Publication type:
- Article
8
Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship.
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- Journal of Business Finance & Accounting, 2016, v. 43, n. 9/10, p. 1121, doi. 10.1111/jbfa.12209
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- Publication type:
- Article
9
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments.
- Published in:
- Journal of Business Finance & Accounting, 2015, v. 42, n. 5/6, p. 777, doi. 10.1111/jbfa.12119
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- Publication type:
- Article
10
The Market Impact of Relative Agency Activity in the Sovereign Ratings Market.
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- Journal of Business Finance & Accounting, 2010, v. 37, n. 9/10, p. 1309, doi. 10.1111/j.1468-5957.2010.02220.x
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- Publication type:
- Article
11
The Information Content of Australian Managed Fund Ratings.
- Published in:
- Journal of Business Finance & Accounting, 2007, v. 34, n. 9/10, p. 1528, doi. 10.1111/j.1468-5957.2007.02053.x
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- Publication type:
- Article
12
An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions.
- Published in:
- Journal of Business Finance & Accounting, 2005, v. 32, n. 5/6, p. 1001, doi. 10.1111/j.0306-686X.2005.00620.x
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- Publication type:
- Article
13
Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence.
- Published in:
- Journal of Business Finance & Accounting, 2005, v. 32, n. 1/2, p. 211, doi. 10.1111/j.0306-686X.2005.00593.x
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- Publication type:
- Article
14
Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-sector Managed Funds.
- Published in:
- Journal of Business Finance & Accounting, 2004, v. 31, n. 3/4, p. 539, doi. 10.1111/j.0306-686X.2004.00549.x
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- Publication type:
- Article
15
Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques.
- Published in:
- Journal of Business Finance & Accounting, 2000, v. 27, n. 5/6, p. 523, doi. 10.1111/1468-5957.00324
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- Publication type:
- Article
16
TIME STATIONARITY OF SYSTEMATIC RISK: SOME AUSTRALIAN EVIDENCE.
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- Journal of Business Finance & Accounting, 1992, v. 19, n. 2, p. 253, doi. 10.1111/j.1468-5957.1992.tb00623.x
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- Publication type:
- Article
17
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis.
- Published in:
- Review of Finance, 2015, v. 19, n. 4, p. 1703, doi. 10.1093/rof/rfu028
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- Publication type:
- Article
18
AN EMPIRICAL TEST OF ARBITRAGE EQUILIBRIUM WITH SKEWED ASSET RETURNS: AUSTRALIAN EVIDENCE.
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- Asia Pacific Journal of Management, 1993, v. 10, n. 2, p. 195, doi. 10.1007/BF01734278
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- Publication type:
- Article
19
An Empirical Study of the World Price of Sustainability.
- Published in:
- Journal of Business Ethics, 2013, v. 114, n. 2, p. 297, doi. 10.1007/s10551-012-1342-2
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- Publication type:
- Article
20
An ordered response model of test cricket performance.
- Published in:
- Applied Economics, 2002, v. 34, n. 18, p. 2353, doi. 10.1080/00036840210148085
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- Publication type:
- Article
21
An examination of the relationship between Australian industry equity returns and expected inflation.
- Published in:
- Applied Economics, 1999, v. 31, n. 8, p. 915, doi. 10.1080/000368499323643
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- Publication type:
- Article
22
Are the Fama–French factors proxying news related to GDP growth? The Australian evidence.
- Published in:
- Review of Quantitative Finance & Accounting, 2009, v. 33, n. 2, p. 141, doi. 10.1007/s11156-009-0137-8
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- Publication type:
- Article
23
Analysing the performance of managed funds using the wavelet multiscaling method.
- Published in:
- Review of Quantitative Finance & Accounting, 2008, v. 31, n. 1, p. 55, doi. 10.1007/s11156-007-0061-8
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- Publication type:
- Article
24
Evidence of feedback trading with Markov switching regimes.
- Published in:
- Review of Quantitative Finance & Accounting, 2008, v. 30, n. 2, p. 133, doi. 10.1007/s11156-007-0047-6
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- Publication type:
- Article
25
The relation between R&D intensity and future market returns: does expensing versus capitalization matter?
- Published in:
- Review of Quantitative Finance & Accounting, 2007, v. 29, n. 1, p. 25, doi. 10.1007/s11156-007-0023-1
- By:
- Publication type:
- Article
26
An integrated multi-model credit rating system for private firms.
- Published in:
- Review of Quantitative Finance & Accounting, 2006, v. 27, n. 3, p. 311, doi. 10.1007/s11156-006-9434-7
- By:
- Publication type:
- Article
27
Modelling return and conditional volatility exposures in global stock markets.
- Published in:
- Review of Quantitative Finance & Accounting, 2006, v. 27, n. 2, p. 125, doi. 10.1007/s11156-006-8793-4
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- Publication type:
- Article
28
U.S. banking sector risk in an era of regulatory change: A bivariate GARCH approach.
- Published in:
- Review of Quantitative Finance & Accounting, 2000, v. 14, n. 1, p. 17, doi. 10.1023/A:1008324023419
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- Publication type:
- Article
29
Forecasting stock market volatility: Further international evidence.
- Published in:
- European Journal of Finance, 2006, v. 12, n. 2, p. 171, doi. 10.1080/13518470500146082
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- Publication type:
- Article
30
Power ARCH modelling of commodity futures data on the London Metal Exchange.
- Published in:
- European Journal of Finance, 2001, v. 7, n. 1, p. 22, doi. 10.1080/13518470150205431
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- Publication type:
- Article
31
When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms.
- Published in:
- European Accounting Review, 2024, v. 33, n. 3, p. 771, doi. 10.1080/09638180.2022.2118147
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- Publication type:
- Article
32
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM.
- Published in:
- Journal of Business Ethics, 2017, v. 146, n. 2, p. 353, doi. 10.1007/s10551-015-2894-8
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- Publication type:
- Article
33
Institutional ownership and corporate risk-taking in Japanese listed firms.
- Published in:
- Applied Economics, 2021, v. 53, n. 16, p. 1899, doi. 10.1080/00036846.2020.1854450
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- Publication type:
- Article
34
Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar.
- Published in:
- Empirical Economics, 2022, v. 63, n. 6, p. 3289, doi. 10.1007/s00181-022-02236-2
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- Publication type:
- Article
35
ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?
- Published in:
- Journal of Financial Research, 2012, v. 35, n. 2, p. 261, doi. 10.1111/j.1475-6803.2012.01317.x
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- Publication type:
- Article
36
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION.
- Published in:
- Journal of Financial Research, 2011, v. 34, n. 4, p. 617, doi. 10.1111/j.1475-6803.2011.01304.x
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- Publication type:
- Article
37
ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION.
- Published in:
- Journal of Financial Research, 2008, v. 31, n. 1, p. 1, doi. 10.1111/j.1475-6803.2008.00229.x
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- Publication type:
- Article
38
EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK.
- Published in:
- Journal of Financial Research, 2007, v. 30, n. 3, p. 335, doi. 10.1111/j.1475-6803.2007.00217.x
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- Publication type:
- Article
39
ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS.
- Published in:
- Journal of Financial Research, 2004, v. 27, n. 3, p. 393, doi. 10.1111/j.1475-6803.2004.00097.x
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- Publication type:
- Article
40
The Determinants of Conditional Autocorrelation in Stock Returns.
- Published in:
- Journal of Financial Research, 2003, v. 26, n. 2, p. 259, doi. 10.1111/1475-6803.00058
- By:
- Publication type:
- Article
41
Fund Size, Transaction Costs and Performance: Size Matters!
- Published in:
- Australian Journal of Management (University of New South Wales), 2009, v. 34, n. 1, p. 73, doi. 10.1177/031289620903400105
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- Publication type:
- Article
42
Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance?
- Published in:
- Australian Journal of Management (University of New South Wales), 2009, v. 34, n. 1, p. 21, doi. 10.1177/031289620903400103
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- Publication type:
- Article
43
Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers?
- Published in:
- Australian Journal of Management (University of New South Wales), 2007, v. 32, n. 2, p. 271, doi. 10.1177/031289620703200206
- By:
- Publication type:
- Article
44
Are the Fama-French Factors Proxying Default Risk?
- Published in:
- Australian Journal of Management (University of New South Wales), 2007, v. 32, n. 2, p. 223, doi. 10.1177/031289620703200204
- By:
- Publication type:
- Article
45
Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches.
- Published in:
- Australian Journal of Management (University of New South Wales), 2006, v. 31, n. 2, p. 207, doi. 10.1177/031289620603100203
- By:
- Publication type:
- Article
46
Tactical Asset Allocation: Australian Evidence.
- Published in:
- Australian Journal of Management (University of New South Wales), 2005, v. 30, n. 2, p. 261, doi. 10.1177/031289620503000205
- By:
- Publication type:
- Article
47
Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments.
- Published in:
- Australian Journal of Management (University of New South Wales), 2003, v. 28, n. 3, p. 307, doi. 10.1177/031289620302800305
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- Publication type:
- Article
48
On The Determinants of Derivative Usage by Australian Companies.
- Published in:
- Australian Journal of Management (University of New South Wales), 2002, v. 27, n. 1, p. 1, doi. 10.1177/031289620202700101
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- Publication type:
- Article
49
An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors.
- Published in:
- Australian Journal of Management (University of New South Wales), 2001, v. 26, n. 1, p. 1, doi. 10.1177/031289620102600101
- By:
- Publication type:
- Article
50
Beta and Return: Implications of Australia's Dividend Imputation Tax System.
- Published in:
- Australian Journal of Management (University of New South Wales), 2000, v. 25, n. 3, p. 245, doi. 10.1177/031289620002500301
- By:
- Publication type:
- Article