Publications

by alumni of

Monash University → Monash Business School → Department of Banking and Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

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| Working papers | Journal articles | Chapters |

Working papers

2023

1. H. Rad & R. Low & J. Miffre & R. Faff, 2023, "The commodity risk premium and neural networks," Post-Print, HAL, number hal-04322519, Dec, DOI: 10.1016/j.jempfin.2023.101433.
   
   • Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023, "The commodity risk premium and neural networks," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101433.

2022

1. Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022, "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print, HAL, number hal-03881976, Dec.
   
   • Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022, "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100259.

2021

1. Jozef Barunik & Mattia Bevilacqua & Robert Faff, 2021, "Dynamic industry uncertainty networks and the business cycle," Papers, arXiv.org, number 2101.06957, Jan, revised Mar 2021.
   
   • Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024, "Dynamic industry uncertainty networks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104793.

2020

1. Hossein Rad & Rand Low & Joelle Miffre & Robert Faff, 2020, "Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?," Post-Print, HAL, number hal-02868473, Jun, DOI: 10.1016/j.jempfin.2020.05.006.
   
   • Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2020, "Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 164-180, DOI: 10.1016/j.jempfin.2020.05.006.

2016

1. Nadarajah Sivathaasan & Searat Ali & Benjamin Liu & Allen Huang, 2016, "Stock liquidity, corporate governance, and leverage: New panel evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201603, Mar.
   
   • Nadarajah, Sivathaasan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2018, "Stock liquidity, corporate governance and leverage: New panel evidence," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 216-234, DOI: 10.1016/j.pacfin.2016.11.004.
2. Augustine Conteh & Benjamin Liu & Eduardo Roca, 2016, "Yes, social housing in Australia desperately needs financial innovation!," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201605, May.
3. Muhammad Atif & Benjamin Liu & Allen Huang, 2016, "Spill over effects of executive incentives on corporate cash holdings: Evidence from Australia," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201606, Jun.

2015

1. Quynh Chau Pham & Benjamin Liu & Eduardo Roca, 2015, "The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201504, Apr.

2013

1. Benjamin Liu & Allen Huang, 2013, "The impact of the Goods and Services Tax on mortgage costs of Australian credit unions," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201301, Jan.
2. Allen Huang & Benjamin Liu, 2013, "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201302, Feb.
3. Ahmed S Alanazi & Benjamin Liu, 2013, "IPO underpricing in a simultaneous equations model of supply and demand: Evidence from a market of retailers," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201303, Mar.
4. Ahmed S Alanazi & Benjamin Liu, 2013, "IPO financial and operating performance: Evidence from the six countries of the GCC," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201304, Apr.

2010

1. Bin Li & Benjamin Liu & Eduardo Roca, 2010, "An Empirical Investigation of Consumption CAPMs in the Australian Market," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201011, Nov.

2009

1. Benjamin Liu & Donghui Li & Eduardo Roca, 2009, "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200901, Jan.
2. Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200914.
3. Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200915.

2007

1. H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
   
   • Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012, "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, volume 37, issue 3, pages 333-359, December, DOI: 10.1177/0312896211434574.
2. Nguyen, Hoa & Faff, Robert, 2007, "Are financial derivates really value enhancing? Australian evidence," Working Papers, Deakin University, Department of Economics, number aef_2007_14, Jan.
3. Hoa Nguyen & Robert Faff, 2007, "Does the Type of Derivative Instrument Used by Companies Impact Firm Value?," Working Papers, Deakin University, Department of Economics, number 2007_15, Sep.

2004

1. Diana Maldonado & Tim Fry & Robert Brooks & Robert Faff, 2004, "Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case," Econometric Society 2004 Australasian Meetings, Econometric Society, number 62, Aug.
2. Don U.A. Galagedera & Robert Faff, 2004, "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/04, Apr.
   
   • Don U. A. Galagedera & Robert Faff, 2005, "Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 75-95, DOI: 10.1142/S0219024905002901.

1998

1. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers, Melbourne - Centre in Finance, number 98-3.
   
   • Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001, "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, volume 7, issue 1, pages 22-38, DOI: 10.1080/13518470123011.
2. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 98-4.

1997

1. Brooks, R & Davidson, S & Faff, R, 1997, "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers, Melbourne - Centre in Finance, number 97-4.
   
   • Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W., 1997, "An examination of the effects of major political change on stock market volatility: the South African experience," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 7, issue 3, pages 255-275, October.

1996

1. Faff, R. & Brooks, R., 1996, "Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period," Papers, Melbourne - Centre in Finance, number 96-10.

1995

1. Brooks, R. & Faff, R., 1995, "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Papers, Melbourne - Centre in Finance, number 95-3.
   
   • Brooks, Robert D & Faff, Robert W, 1995, "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Australian Economic Papers, Wiley Blackwell, volume 34, issue 65, pages 180-199, December.

1994

1. Brooks, R.D. & Faff, R.W. & Lee, J.H.H., 1994, "Beta Stability and Portfolio Formation," Papers, Melbourne - Centre in Finance, number 94-3.
   
   • Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1994, "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, volume 2, issue 4, pages 463-479, December.
   • Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1995, "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, volume 3, issue 1, pages 145-146, May.

Undated

1. Faff, Robert W. & Lee, John H. H. & Fry, Tim R. L., undated, "Time Stationarity of Systematic Risk: Some Australian Evidence," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267123, DOI: 10.22004/ag.econ.267123.
2. Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., undated, "The Form of Time Variation of Systematic Risk: Some Australian Evidence," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267394, DOI: 10.22004/ag.econ.267394.

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Journal articles

2026

1. Xin Yu & Shijun Guo & Robert Faff, 2026, "The Spillover Effect of Media Ownership on Mainstream Media Discourse," Financial Management, Financial Management Association International, volume 55, issue 1, pages 67-97, March, DOI: 10.1111/fima.12504.
2. Faff, Robert W., 2026, "PBFJ editorial … “responsible and open science in action” … an update on the PBFJ experiment and beyond …," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103045.
3. Faff, Robert W., 2026, "PBFJ editorial responsible science, research balance, and the problem of bandwagons," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103096.
4. Liu, Chao & Liu, Xue J. & Faff, Robert, 2026, "Following the crowd: peer effects in corporate annual report tone," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103301.

2025

1. Balasingham Balachandran & Robert W. Faff & Sagarika Mishra & Syed Shams, 2025, "Target firm's integrity culture and M&A performance," Journal of Business Finance & Accounting, Wiley Blackwell, volume 52, issue 1, pages 433-471, February, DOI: 10.1111/jbfa.12818.
2. Hyun Joong Im & Heungju Park & Shams Pathan & Robert Faff, 2025, "Transient institutional ownership, costly external finance and corporate cash holdings," Journal of Business Finance & Accounting, Wiley Blackwell, volume 52, issue 2, pages 1212-1249, April, DOI: 10.1111/jbfa.12840.
3. Ramesh, Shietal & Low, Rand Kwong Yew & Faff, Robert, 2025, "Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108225.
   
   • Ramesh, Shietal & Low, Rand Kwong Yew & Faff, Robert, 2025, "Corrigendum to “Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225]," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108552.
4. Malik, Ihtisham A. & Hodgson, Allan & Faff, Robert W. & Xiong, Zhengling, 2025, "Corporate insider trading and extreme weather events: Evidence from tropical storms in the US," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104283.
5. Balachandran, Balasingham & Faff, Robert W. & Minnick, Kristina & Shams, Syed, 2025, "Does the readability of target firms' annual reports matter to bidders?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104425.
6. Ijaz, Muhammad Shahzad & Faff, Robert & Khurram, Mahrukh & Munir, Irfan, 2025, "Mapping complex interdependencies through higher order moments: Cross-market spillovers and shocks in BRICS," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107091.
7. Rumokoy, Lawren Julio & Lengkong, Victor & Chung, Richard & Liu, Benjamin, 2025, "Geopolitical risk and IPO underpricing: Evidence from China," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108784.
8. Nirodha Jayawardena & Eduardo Roca & Prabath S. Morawakage & Benjamín Liu & George Earl & Vikkram Singh, 2025, "Understanding the interconnectedness of house prices between cities and regions during COVID-19: evidence from Australia," Regional Studies, Taylor & Francis Journals, volume 59, issue 1, pages 2425215-242, December, DOI: 10.1080/00343404.2024.2425215.

2024

1. Robert Faff & Jianning Huang & Pei Shao & Yuchao Xiao & Fuzhao Zhou, 2024, "Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust," Abacus, Accounting Foundation, University of Sydney, volume 60, issue 3, pages 627-664, September, DOI: 10.1111/abac.12318.
2. Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024, "Dynamic industry uncertainty networks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104793.
   
   • Jozef Barunik & Mattia Bevilacqua & Robert Faff, 2021, "Dynamic industry uncertainty networks and the business cycle," Papers, arXiv.org, number 2101.06957, Jan, revised Mar 2021.
3. Haghighi, Afshin & Faff, Robert & Oliver, Barry, 2024, "Retail traders and co-movement: Evidence from Robinhood trading activity," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103431.
4. Lee, Deok-Hyeon & Min, Byoung-Kyu & Faff, Robert & Kim, Young-Mee, 2024, "Asymmetry, earnings announcements, and the beta-return relation," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105942.
5. Nurhastuti Kesumo Wardhani & Robert Faff & Lewis Liu & Zairihan Abdul Halim, 2024, "Examining the Indonesian dual banking system: an exploration of market discipline indicators," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 413-444, September, DOI: 10.1108/IJMF-01-2024-0004.
6. Nurhastuty Wardhani & Robert Faff & Lewis Liu, 2024, "Corporate governance and liquidity creation in a duality banking system," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 33, issue 2, pages 214-243, December, DOI: 10.1108/JFRC-08-2024-0162.
7. Muhammad A. Cheema & Robert Faff & Michael Ryan, 2024, "Are there any safe haven assets against oil price falls?," Applied Economics, Taylor & Francis Journals, volume 56, issue 57, pages 7845-7860, December, DOI: 10.1080/00036846.2023.2288067.
8. Shijun Guo & Xin Yu & Robert Faff, 2024, "When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms," European Accounting Review, Taylor & Francis Journals, volume 33, issue 3, pages 771-795, May, DOI: 10.1080/09638180.2022.2118147.

2023

1. Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023, "The commodity risk premium and neural networks," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101433.
   
   • H. Rad & R. Low & J. Miffre & R. Faff, 2023, "The commodity risk premium and neural networks," Post-Print, HAL, number hal-04322519, Dec, DOI: 10.1016/j.jempfin.2023.101433.
2. Riaz, Yasir & Faff, Robert & Shehzad, Choudhry Tanveer & Shahab, Yasir, 2023, "Behavioral implications of sovereign ceiling doctrine for the access to credit by firms," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102865.
3. Haghighi, Afshin & Zhang, Lei & Oliver, Barry & Faff, Robert, 2023, "Information acquisition and market liquidity: Evidence from EDGAR search activity," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100865.
4. Robert Faff & David Mathuva & Mark Brosnan & Sebastian Hoffmann & Catalin Albu & Searat Ali & Micheal Axelsen & Nikki Cornwell & Adrian Gepp & Chelsea Gill & Karina Honey & Ihtisham Malik & Vishal Meh, 2023, "Pitching business school researcher profiles," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 46, issue 4, pages 539-564, September, DOI: 10.1108/JAL-10-2022-0105.
5. Liu, Benjamin & Johl, Shireenjit & Lasantha, Ruwan, 2023, "ESG scores and cash holdings: The role of disciplinary trading," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103854.

2022

1. Jerry Cao & Robert Faff & Jing He & Yong Li, 2022, "Who's Greenwashing Via the Media and What are the Consequences? Evidence From China," Abacus, Accounting Foundation, University of Sydney, volume 58, issue 4, pages 759-786, December, DOI: 10.1111/abac.12273.
2. Tim Brailsford & Robert Faff & Allan Hodgson & Bob Officer, 2022, "Vale Emeritus Professor Francis (Frank) James Finn," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 62, issue 3, pages 3069-3071, September, DOI: 10.1111/acfi.13007.
3. Cheema, Muhammad A. & Faff, Robert & Szulczyk, Kenneth R., 2022, "The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102316.
4. Li, Yong & Han, Minghui & Faff, Robert & Zhang, Hao, 2022, "Foreign ownership and stock liquidity uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101673.
5. Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022, "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106409.
6. Im, Hyun Joong & Faff, Robert & Ha, Chang Yong, 2022, "Uncertainty, investment spikes, and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106649.
7. Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022, "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100259.
   
   • Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022, "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print, HAL, number hal-03881976, Dec.
8. Wang, Qingxia & Faff, Robert & Zhu, Min, 2022, "Realized moments and the cross-sectional stock returns around earnings announcements," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 408-427, DOI: 10.1016/j.iref.2022.02.036.
9. Geeta Rani Duppati & Anne Christine D'Arcy & Robert Faff & Neha Matlani, 2022, "Effects of institutional investor ownership on innovation," International Journal of Corporate Governance, Inderscience Enterprises Ltd, volume 13, issue 1, pages 1-26.
10. Natalya Zelenyuk & Robert Faff, 2022, "Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar," Empirical Economics, Springer, volume 63, issue 6, pages 3289-3311, December, DOI: 10.1007/s00181-022-02236-2.
11. Ihtisham A. Malik & Robert Faff, 2022, "Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter?," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 111, issue 3, pages 2963-2994, April, DOI: 10.1007/s11069-021-05164-z.
12. Jingzhi Chen & Charlie X. Cai & Robert Faff & Yongcheol Shin, 2022, "Nonlinear limits to arbitrage," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 6, pages 1084-1113, June, DOI: 10.1002/fut.22320.
13. Muhammad Atif & Benjamin Liu & Sivathaasan Nadarajah, 2022, "The effect of corporate environmental, social and governance disclosure on cash holdings: Life‐cycle perspective," Business Strategy and the Environment, Wiley Blackwell, volume 31, issue 5, pages 2193-2212, July, DOI: 10.1002/bse.3016.
14. Searat Ali & Benjamin Liu & Jen Je Su, 2022, "Does corporate governance have a differential effect on downside and upside risk?," Journal of Business Finance & Accounting, Wiley Blackwell, volume 49, issue 9-10, pages 1642-1695, October, DOI: 10.1111/jbfa.12606.

2021

1. Khoa Hoang & Robert Faff, 2021, "Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 1, pages 95-124, March, DOI: 10.1111/acfi.12557.
2. Binh Do & Robert Faff, 2021, "Pairs trading and idiosyncratic cash flow risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 2, pages 3171-3206, June, DOI: 10.1111/acfi.12697.
3. Peng Huang & Yue Lu & Robert Faff, 2021, "Social trust and the speed of corporate leverage adjustment: evidence from around the globe," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 2, pages 3261-3303, June, DOI: 10.1111/acfi.12701.
4. Robert Faff & Tim Kastelle & Micheal Axelsen & Mark Brosnan & Rebecca Michalak & Kathleen Walsh, 2021, "Pitching research for engagement and impact: a simple tool and illustrative examples," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 2, pages 3329-3383, June, DOI: 10.1111/acfi.12704.
5. Natalya Zelenyuk & Robert Faff & Shams Pathan, 2021, "The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 3, pages 3915-3935, September, DOI: 10.1111/acfi.12720.
6. Robert W. Faff & Sumit Lodhia, 2021, "… More on the use of research templates," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 4, pages 5003-5023, December, DOI: 10.1111/acfi.12747.
7. Robert W. Faff & Sebastian Kernbach, 2021, "A visualisation approach for pitching research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 4, pages 5177-5197, December, DOI: 10.1111/acfi.12753.
8. Hasibul Chowdhury & Robert Faff & Khoa Hoang, 2021, "Using abnormal analyst coverage to unlock new evidence on stock price crash risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue S1, pages 1557-1588, April, DOI: 10.1111/acfi.12637.
9. Pathan, Shams & Haq, Mamiza & Faff, Robert & Seymour, Trent, 2021, "Institutional investor horizon and bank risk-taking," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101794.
10. Nguyen, Trang & Alpert, Karen & Faff, Robert, 2021, "Relative bond-stock liquidity and capital structure choices," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102026.
11. Tan, Kelvin Jui Keng & Zhou, Qing & Pan, Zheyao & Faff, Robert, 2021, "Business shocks and corporate leverage," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106208.
12. Guo, Shijun & Yu, Xin & Faff, Robert, 2021, "Political connections and media slant," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 58-80, DOI: 10.1016/j.iref.2021.02.003.
13. Qingxia Wang & Robert Faff & Min Zhu, 2021, "Informational content of options around analyst recommendations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 445-465, July, DOI: 10.1108/IJMF-04-2021-0168.
14. Dewan Rahman & Robert Faff & Barry Oliver, 2021, "Does board independence constrain insider opportunism?," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 499-522, August, DOI: 10.1177/0312896220946384.
15. Hideaki Sakawa & Naoki Watanabel & Geeta Duppati & Robert Faff, 2021, "Institutional ownership and corporate risk-taking in Japanese listed firms," Applied Economics, Taylor & Francis Journals, volume 53, issue 16, pages 1899-1914, April, DOI: 10.1080/00036846.2020.1854450.
16. Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2021, "Stock liquidity and default risk around the world," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100597.
17. Stefen MacAskill & Rodney A. Stewart & Eduardo Roca & Benjamin Liu & Oz Sahin, 2021, "Green building, split-incentives and affordable rental housing policy," Housing Studies, Taylor & Francis Journals, volume 36, issue 1, pages 23-45, January, DOI: 10.1080/02673037.2019.1677861.

2020

1. Abdelaziz Chazi & Ali Mirzaei & Zaher Zantout & Asm Sohel Azad, 2020, "Does the size of Islamic banking matter for industry growth: international evidence," Applied Economics, Taylor & Francis Journals, volume 52, issue 4, pages 361-374, January, DOI: 10.1080/00036846.2019.1645288.
2. Robert Faff, 2020, "Pitching research: ‘qualitative cousins’ and the ‘extended family’," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 1, pages 227-269, March, DOI: 10.1111/acfi.12348.
3. Balasingham Balachandran & Robert Faff & Lily H. G. Nguyen & Premkanth Puwanenthiren, 2020, "The impact of audit quality in rights offerings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 3, pages 2007-2037, September, DOI: 10.1111/acfi.12429.
4. Robert W. Faff & Abeyratna Gunasekarage & Syed M. M. Shams, 2020, "Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3581-3619, December, DOI: 10.1111/acfi.12527.
5. Ihtisham A. Malik & Robert W. Faff & Kam F. Chan, 2020, "Market response of US equities to domestic natural disasters: industry‐based evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3875-3904, December, DOI: 10.1111/acfi.12484.
6. Natalya Zelenyuk & Robert Faff & Shams Pathan, 2020, "Size‐conditioned mandatory capital adequacy disclosure and bank intermediation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 4387-4417, December, DOI: 10.1111/acfi.12536.
7. Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2020, "Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 164-180, DOI: 10.1016/j.jempfin.2020.05.006.
   
   • Hossein Rad & Rand Low & Joelle Miffre & Robert Faff, 2020, "Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?," Post-Print, HAL, number hal-02868473, Jun, DOI: 10.1016/j.jempfin.2020.05.006.
8. Rahman, Dewan & Oliver, Barry & Faff, Robert, 2020, "Evidence of strategic information uncertainty around opportunistic insider purchases," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105821.
9. Anna Bialek-Jaworska & Robert Faff & Damian Zieba, 2020, "A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 151-175.
10. Atif, Muhammad & Huang, Allen & Liu, Benjamin, 2020, "The effect of say on pay on CEO compensation and spill-over effect on corporate cash holdings: Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2019.01.001.
11. Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A., 2020, "Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 46-68, DOI: 10.1016/j.iref.2019.09.009.

2019

1. Mohammad Zoynul Abedin & Chi Guotai & Fahmida–E– Moula & A.S.M. Sohel Azad & Mohammed Shamim Uddin Khan, 2019, "Topological applications of multilayer perceptrons and support vector machines in financial decision support systems," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 474-507, January, DOI: 10.1002/ijfe.1675.
2. Rob Brown & Howard W. H. Chan & Robert W. Faff & Yew Kee Ho, 2019, "Do brokers' recommendation changes generate brokerage? Evidence from a central limit order market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 59, issue 1, pages 115-142, March, DOI: 10.1111/acfi.12255.
3. Tung Lam Dang & Robert Faff & Hoang Luong & Lily Nguyen, 2019, "Individualistic cultures and crash risk," European Financial Management, European Financial Management Association, volume 25, issue 3, pages 622-654, June, DOI: 10.1111/eufm.12180.
4. Suresh Kumar Oad Rajput & Udomsak Wongchoti & Jianguo Chen & Robert Faff, 2019, "Is Financial Flexibility a Priced Factor in the Stock Market?," The Financial Review, Eastern Finance Association, volume 54, issue 2, pages 345-375, May, DOI: 10.1111/fire.12170.
5. Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019, "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.003.
6. Woods, Keegan & Tan, Kelvin Jui Keng & Faff, Robert, 2019, "Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses," Journal of Financial Intermediation, Elsevier, volume 37, issue C, pages 28-44, DOI: 10.1016/j.jfi.2017.05.005.
7. Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019, "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 129-150, DOI: 10.1016/j.pacfin.2019.05.002.
8. Li, Leon & Faff, Robert, 2019, "Predicting corporate bankruptcy: What matters?," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.iref.2019.02.016.
9. Faff, Robert & Prasadh, Shyaam & Shams, Syed, 2019, "Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 267-278, DOI: 10.1016/j.ribaf.2019.06.002.
10. Robert W. Faff, 2019, "Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 1-13.
11. Dimitris Andriosopoulos & Robert Faff & Krishna Paudyal, 2019, "Financial markets, innovation and regulation," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 7, pages 595-598, May, DOI: 10.1080/1351847X.2019.1571727.
12. Neil Hartnett & Paul Gerrans & Robert Faff, 2019, "Trusting Clients’ Financial Risk Tolerance Survey Scores," Financial Analysts Journal, Taylor & Francis Journals, volume 75, issue 2, pages 91-104, April, DOI: 10.1080/0015198X.2019.1575160.
13. Muhammad Atif & Benjamin Liu & Allen Huang, 2019, "Does board gender diversity affect corporate cash holdings?," Journal of Business Finance & Accounting, Wiley Blackwell, volume 46, issue 7-8, pages 1003-1029, July, DOI: 10.1111/jbfa.12397.
14. Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019, "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, volume 57, issue 4, pages 1255-1289, October, DOI: 10.1007/s00181-018-1488-6.

2018

1. Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
2. Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Can Islamic banks have their own benchmark?," Emerging Markets Review, Elsevier, volume 35, issue C, pages 120-136, DOI: 10.1016/j.ememar.2018.02.002.
3. Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2018, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 349-356, DOI: 10.1016/j.ribaf.2017.07.168.
   
   • Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 354-361, DOI: 10.1016/j.ribaf.2017.04.029.
4. Robert Faff & Xuefeng Shao & Faisal Alqahtani & Muhammad Atif & Anna Bialek-Jaworska & Angel Chen & Geeta Duppati & Marisol Escobar & Marinela Finta & Anne Jeny & Ya Li & Marcio Machado & Takahiro Nis, 2018, "Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 2, pages 266-290, June.
5. Charlie X. Cai & Robert Faff & Yongcheol Shin, 2018, "Noise Momentum Around the World," Abacus, Accounting Foundation, University of Sydney, volume 54, issue 1, pages 79-104, March, DOI: 10.1111/abac.12101.
6. Mi, Lin & Benson, Karen & Faff, Robert, 2018, "A specialised volatility index for the new GICS sector - Real estate," Economic Modelling, Elsevier, volume 70, issue C, pages 438-446, DOI: 10.1016/j.econmod.2017.08.025.
7. Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert, 2018, "New evidence on sovereign to corporate credit rating spill-overs," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 209-225, DOI: 10.1016/j.irfa.2017.09.004.
8. Haq, Mamiza & Hu, Daniel & Faff, Robert & Pathan, Shams, 2018, "New evidence on national culture and bank capital structure," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 41-64, DOI: 10.1016/j.pacfin.2017.09.005.
9. Nadarajah, Sivathaasan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2018, "Stock liquidity, corporate governance and leverage: New panel evidence," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 216-234, DOI: 10.1016/j.pacfin.2016.11.004.
   
   • Nadarajah Sivathaasan & Searat Ali & Benjamin Liu & Allen Huang, 2016, "Stock liquidity, corporate governance, and leverage: New panel evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201603, Mar.
10. Ali, Searat & Liu, Benjamin & Su, Jen Je, 2018, "Does corporate governance quality affect default risk? The role of growth opportunities and stock liquidity," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 422-448, DOI: 10.1016/j.iref.2018.05.003.

2017

1. Khalil Al-Hilu & A. S. M. Sohel Azad & Abdelaziz Chazi & Ashraf Khallaf, 2017, "Investors’ Behavior in an Emerging, Tax-Free Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 7, pages 1573-1588, July, DOI: 10.1080/1540496X.2016.1178110.
2. Márcio André Veras Machado & Robert Faff & Suelle Cariele de Souza e Silva, 2017, "Applicability of Investment and Profitability Effects in Asset Pricing Models," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, volume 21, issue 6, pages 851-874.
3. Robert Faff & Searat Ali & Muhammad Atif & Matt Brenner & Hasibul Chowdhury & Leelyn Crudas & Alison Joubet & Ihtisham Malik & Lin Mi & Vinu Nagar & Tim Pullen & Manuel Siegrist & Steve Smythe & Jeff , 2017, "Fantasy Pitching," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 16, issue 2, pages 360-379, June.
4. Liu, Zhangxin (Frank) & Faff, Robert, 2017, "Hitting SKEW for SIX," Economic Modelling, Elsevier, volume 64, issue C, pages 449-464, DOI: 10.1016/j.econmod.2017.02.026.
5. Chang, Yanhao & Benson, Karen & Faff, Robert, 2017, "Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 157-173, DOI: 10.1016/j.pacfin.2016.05.007.
6. Yuchao Xiao & Robert Faff & Philip Gharghori & Byoung-Kyu Min, 2017, "The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM," Journal of Business Ethics, Springer, volume 146, issue 2, pages 353-364, December, DOI: 10.1007/s10551-015-2894-8.
7. Qing Zhou & Robert Faff, 2017, "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 113-139, February, DOI: 10.1177/0312896215575888.
8. Luo Wang & Bin Li & Benjamin Liu, 2017, "Can Macroeconomic Variables Explain Managed Fund Returns? The Australian Case," Economic Papers, The Economic Society of Australia, volume 36, issue 2, pages 171-184, June.
9. Ali, Searat & Liu, Benjamin & Su, Jen Je, 2017, "Corporate governance and stock liquidity dimensions: Panel evidence from pure order-driven Australian market," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 275-304, DOI: 10.1016/j.iref.2017.03.005.
10. Luo Wang & Bin Li & Rakesh Gupta & Jen-Je Su & Benjamin Liu, 2017, "Return Predictability in Australian Managed Funds," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 16, issue 1, pages 1-19, June.
11. Wang Luo & Li Bin & Liu Benjamin, 2017, "Understanding the Leveraged Life Cycle Investment Strategy for Defined-Contribution Plan Investors," Financial Planning Research Journal, Paradigm, volume 3, issue 2, pages 12-30, DOI: 10.2478/fprj-2017-0006.
12. Chen, Yangyang & Podolski, Edward J. & Rhee, S. Ghon & Veeraraghavan, Madhu, 2017, "Do progressive social norms affect economic outcomes? Evidence from corporate takeovers," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 76-95, DOI: 10.1016/j.jempfin.2017.01.003.

2016

1. Kelvin Jui Keng Tan & Jia Min Lee & Robert W. Faff & Kathy Walsh, 2016, "Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 56, issue 4, pages 1149-1185, December.
2. Zangina Isshaq & Robert Faff, 2016, "Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship," Journal of Business Finance & Accounting, Wiley Blackwell, volume 43, issue 9-10, pages 1121-1141, October.
3. Huang, Ronghong & Tan, Kelvin Jui Keng & Faff, Robert W., 2016, "CEO overconfidence and corporate debt maturity," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 93-110, DOI: 10.1016/j.jcorpfin.2015.10.009.
4. Zhou, Qing & Tan, Kelvin Jui Keng & Faff, Robert & Zhu, Yushu, 2016, "Deviation from target capital structure, cost of equity and speed of adjustment," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 99-120, DOI: 10.1016/j.jcorpfin.2016.06.002.
5. Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert, 2016, "Diamonds vs. precious metals: What shines brightest in your investment portfolio?," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.11.002.
6. Li, Yong & Benson, Karen & Faff, Robert, 2016, "Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund," Finance Research Letters, Elsevier, volume 19, issue C, pages 217-221, DOI: 10.1016/j.frl.2016.08.002.
7. Isshaq, Zangina & Faff, Robert, 2016, "Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 153-161, DOI: 10.1016/j.jbankfin.2016.02.012.
8. Faff, Robert & Kwok, Wing Chun & Podolski, Edward J. & Wong, George, 2016, "Do corporate policies follow a life-cycle?," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 95-107, DOI: 10.1016/j.jbankfin.2016.04.009.
9. Yew Low, Rand Kwong & Faff, Robert & Aas, Kjersti, 2016, "Enhancing mean–variance portfolio selection by modeling distributional asymmetries," Journal of Economics and Business, Elsevier, volume 85, issue C, pages 49-72, DOI: 10.1016/j.jeconbus.2016.01.003.
10. Kwabi, Frank & Faff, Robert & Marshall, Andrew & Thapa, Chandra, 2016, "Sub-optimal international portfolio allocations and the cost of capital," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 41-58, DOI: 10.1016/j.mulfin.2016.04.001.
11. Lin Mi & Karen Benson & Robert Faff, 2016, "Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis," Accounting Research Journal, Emerald Group Publishing Limited, volume 29, issue 1, pages 34-58, May, DOI: 10.1108/ARJ-07-2013-0048.
12. Viet Do & Robert Faff & Paul Lajbcygier & Madhu Veeraraghavan & Mikhail Tupitsyn, 2016, "Factors affecting the birth and fund flows of CTAs," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 324-352, May, DOI: 10.1177/0312896214539816.
13. Shams Pathan & Robert Faff & Carlos Fernández Méndez & Nicholas Masters, 2016, "Financial constraints and dividend policy," Australian Journal of Management, Australian School of Business, volume 41, issue 3, pages 484-507, August, DOI: 10.1177/0312896214557835.
14. Robert W Faff & Stephen Gray & Kelvin Jui Keng Tan, 2016, "A contemporary view of corporate finance theory, empirical evidence and practice," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 662-686, November, DOI: 10.1177/0312896216632032.
15. Hossein Rad & Rand Kwong Yew Low & Robert Faff, 2016, "The profitability of pairs trading strategies: distance, cointegration and copula methods," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 10, pages 1541-1558, October, DOI: 10.1080/14697688.2016.1164337.
16. Searat Ali & Benjamin Liu & Jen Je Su, 2016, "What determines stock liquidity in Australia?," Applied Economics, Taylor & Francis Journals, volume 48, issue 35, pages 3329-3344, July, DOI: 10.1080/00036846.2015.1137552.
17. Ahmed S. Alanazi & Benjamin Liu & Haitham A. Al-Zoubi, 2016, "IPO underpricing in supply and demand framework: evidence from a market of retailers," Applied Economics, Taylor & Francis Journals, volume 48, issue 60, pages 5835-5849, December, DOI: 10.1080/00036846.2016.1186794.
18. Chen, Chen & Chen, Yangyang & Hsu, Po-Hsuan & Podolski, Edward J., 2016, "Be nice to your innovators: Employee treatment and corporate innovation performance," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 78-98, DOI: 10.1016/j.jcorpfin.2016.06.001.
19. Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu, 2016, "Cash holdings and bond returns around takeovers," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 1-11, DOI: 10.1016/j.irfa.2016.04.002.

2015

1. Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
2. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015, "International swap market contagion and volatility," Economic Modelling, Elsevier, volume 47, issue C, pages 355-371, DOI: 10.1016/j.econmod.2015.02.001.
3. Paul Gerrans & Robert Faff & Neil Hartnett & Henk Berkman, 2015, "Individual financial risk tolerance and the global financial crisis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 55, issue 1, pages 165-185, March.
4. Robert W. Faff & Tom Smith, 2015, "A simple template for pitching research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 55, issue 2, pages 311-336, June.
5. Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu, 2015, "Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments," Journal of Business Finance & Accounting, Wiley Blackwell, volume 42, issue 5-6, pages 777-799, June.
6. Norton, Hugh & Gray, Steve & Faff, Robert, 2015, "Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 164-176, DOI: 10.1016/j.jbankfin.2015.08.031.
7. Balachandran, Balasingham & Faff, Robert, 2015, "Corporate governance, firm value and risk: Past, present, and future," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 1-12, DOI: 10.1016/j.pacfin.2015.07.002.
8. Benson, Karen & Faff, Robert & Smith, Tom, 2015, "Injecting liquidity into liquidity research," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 533-540, DOI: 10.1016/j.pacfin.2015.10.001.
9. Stefano Lugo & Annalisa Croce & Robert Faff, 2015, "Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis," Review of Finance, European Finance Association, volume 19, issue 4, pages 1703-1731.
10. Benjamin Liu & Eduardo Roca & David Gallagher, 2015, "What drives mortgage fees in Australia?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 55, issue 3, pages 861-880, September.
11. Chen, Yangyang & Podolski, Edward J. & Veeraraghavan, Madhu, 2015, "Does managerial ability facilitate corporate innovative success?," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 313-326, DOI: 10.1016/j.jempfin.2015.08.002.
12. Andrew Sanford & Imad Moosa, 2015, "Operational risk modelling and organizational learning in structured finance operations: a Bayesian network approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 66, issue 1, pages 86-115, January.

2014

1. Azad, A.S.M. Sohel & Yasushi, Suzuki & Fang, Victor & Ahsan, Amirul, 2014, "Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 159-171, DOI: 10.1016/j.ribaf.2014.05.001.
2. Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014, "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 51-71, DOI: 10.1016/j.ribaf.2013.05.003.
3. Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor, 2014, "Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 14-29, DOI: 10.1016/j.intfin.2014.03.005.
4. Hue Hwa Au Yong & Robert Faff & Keryn Chalmers, 2014, "Determinants of the extent of Asia-Pacific banks’ derivative activities," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 13, issue 3, pages 430-448, September.
5. Robert Faff, 2014, "Alpha," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 13, issue 4, pages 607-622, December.
6. Tim Pullen & Karen Benson & Robert Faff, 2014, "A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets," Abacus, Accounting Foundation, University of Sydney, volume 50, issue 1, pages 76-92, March.
7. Karen Benson & Robert Faff & Tom Smith & Steven Cahan, 2014, "Fifty years of finance research in the Asia Pacific Basin," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 54, issue 2, pages 335-363, June.
8. Zhou, Qing & Faff, Robert & Alpert, Karen, 2014, "Bias correction in the estimation of dynamic panel models in corporate finance," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 494-513, DOI: 10.1016/j.jcorpfin.2014.01.009.
9. Agha, Mahmoud & Faff, Robert, 2014, "An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 37-57, DOI: 10.1016/j.jcorpfin.2014.08.003.
10. Phan, Dinh & Nguyen, Hoa & Faff, Robert, 2014, "Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies," Energy Economics, Elsevier, volume 45, issue C, pages 340-352, DOI: 10.1016/j.eneco.2014.07.018.
11. Rekker, Saphira A.C. & Benson, Karen L. & Faff, Robert W., 2014, "Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter?," Journal of Economics and Business, Elsevier, volume 72, issue C, pages 84-103, DOI: 10.1016/j.jeconbus.2013.11.001.
12. Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil, 2014, "Disciplinary tools and bank risk exposure," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 37-64, DOI: 10.1016/j.pacfin.2013.10.005.
13. Faff, Robert & Gharghori, Philip & Nguyen, Annette, 2014, "Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 627-638, DOI: 10.1016/j.iref.2013.07.007.
14. Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao, 2014, "The role of board gender on the profitability of insider trading," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 22, issue 3, pages 180-193, July, DOI: 10.1108/IJAIM-03-2013-0020.
15. Liujing Zeng & Hue Hwa Au Yong & Sirimon Treepongkaruna & Robert Faff, 2014, "Is there a Banking Risk Premium in the US Stock Market?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 27-42, July.
16. Khoa TA Hoang & Robert Faff & Mamiza Haq, 2014, "Market discipline and bank risk taking," Australian Journal of Management, Australian School of Business, volume 39, issue 3, pages 327-350, August, DOI: 10.1177/0312896213496800.
17. Benjamin Liu & Allen Huang & Brett Freudenberg, 2014, "The impact of the GST on mortgage pricing of Australian credit unions," Accounting Research Journal, Emerald Group Publishing Limited, volume 27, issue 1, pages 37-51, July, DOI: 10.1108/ARJ-08-2013-0059.
18. Chen, Yangyang & Podolski, Edward J. & Rhee, S. Ghon & Veeraraghavan, Madhu, 2014, "Local Gambling Preferences and Corporate Innovative Success," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 1, pages 77-106, February.

2013

1. Mohan NANDHA & Robert BROOKS & Robert FAFF, 2013, "Oil, Oil Volatility and Airline Stocks: A Global Analysis," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 302-318, June.
2. Amalia DI IORIO & Robert FAFF & Harald SANDER, 2013, "An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 319-344, June.
3. Robert Faff & Steven Cahan, 2013, "Mickey Mouse and the IDioT principle for assessing research contribution: discussion of ‘Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?’," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 53, issue 4, pages 949-960, December.
4. Michael Poulsen & Robert Faff & Stephen Gray, 2013, "Financial Inflexibility and the Value Premium," International Review of Finance, International Review of Finance Ltd., volume 13, issue 3, pages 327-344, September.
5. Talbot, Edward & Artiach, Tracy & Faff, Robert, 2013, "What drives the commodity price beta of oil industry stocks?," Energy Economics, Elsevier, volume 37, issue C, pages 1-15, DOI: 10.1016/j.eneco.2013.01.004.
6. Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu, 2013, "Pricing innovations in consumption growth: A re-evaluation of the recursive utility model," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4465-4475, DOI: 10.1016/j.jbankfin.2012.08.015.
7. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2013, "Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4488-4500, DOI: 10.1016/j.jbankfin.2013.07.032.
8. Pathan, Shams & Faff, Robert, 2013, "Does board structure in banks really affect their performance?," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1573-1589, DOI: 10.1016/j.jbankfin.2012.12.016.
9. Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy, 2013, "Canonical vine copulas in the context of modern portfolio management: Are they worth it?," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3085-3099, DOI: 10.1016/j.jbankfin.2013.02.036.
10. Darren D. Lee & Robert W. Faff & Saphira A.C. Rekker, 2013, "Do high and low‐ranked sustainability stocks perform differently?," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 21, issue 2, pages 116-132, May, DOI: 10.1108/18347641311312267.
11. Yuchao Xiao & Robert Faff & Philip Gharghori & Darren Lee, 2013, "An Empirical Study of the World Price of Sustainability," Journal of Business Ethics, Springer, volume 114, issue 2, pages 297-310, May, DOI: 10.1007/s10551-012-1342-2.
12. Yen Hou Ng & Hue Hwa Au Yong & Robert Faff, 2013, "The long- and short-run financial impacts of cross listing on Australian firms," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 81-98, April, DOI: 10.1177/0312896212437622.
13. Robert Faff & Sirimon Treepongkaruna, 2013, "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, Australian School of Business, volume 38, issue 2, pages 333-352, August, DOI: 10.1177/0312896212443691.
14. Daniel Chai & Robert Faff & Philip Gharghori, 2013, "Liquidity in asset pricing: New Australian evidence using low-frequency data," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 375-400, August, DOI: 10.1177/0312896213489143.
15. Robert Faff & Yew-Kee Ho & Weiling Lin & Chee-Meng Yap, 2013, "Diminishing marginal returns from R&D investment: evidence from manufacturing firms," Applied Economics, Taylor & Francis Journals, volume 45, issue 5, pages 611-622, February, DOI: 10.1080/00036846.2011.608644.
16. Allen Huang & Benjamin Liu, 2013, "The Impact of the Goods and Services Tax on Mortgage Costs: Evidence from Australian Mortgage Corporations," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 4, issue 1, pages 54-65, January.
17. Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu, 2013, "Informed options trading prior to takeovers – Does the regulatory environment matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 286-305, DOI: 10.1016/j.intfin.2013.09.001.

2012

1. Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012, "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.03.001.
2. David Allen & Robert Faff, 2012, "The Global Financial Crisis: some attributes and responses," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue 1, pages 1-7, March, DOI: j.1467-629X.2011.00416.x.
3. Binh Do & Robert Faff, 2012, "Are Pairs Trading Profits Robust To Trading Costs?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 35, issue 2, pages 261-287, June, DOI: j.1475-6803.2012.01317.x.
4. Balachandran, Balasingham & Faff, Robert & Theobald, Michael & van Zijl, Tony, 2012, "Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 1, pages 213-239, February.
5. McGilvery, Andrew & Faff, Robert & Pathan, Shams, 2012, "Competitive valuation effects of Australian IPOs," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 74-83, DOI: 10.1016/j.irfa.2012.08.002.
6. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2012, "Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3289-3301, DOI: 10.1016/j.jbankfin.2012.07.019.
7. Gao, Fox & Faff, Robert & Navissi, Farshid, 2012, "Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 363-377, DOI: 10.1016/j.pacfin.2011.11.002.
8. Robert Faff & Tribeni Lodh & Jerry Pawada, 2012, "Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 3, pages 207-228, December, DOI: 10.1007/s10693-011-0123-x.
9. Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012, "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 155-188, September.
10. Tristan Darwin & Sirimon Treepongkaruna & Robert Faff, 2012, "Determinants of bond spreads: evidence from credit derivatives of Australian firms," Australian Journal of Management, Australian School of Business, volume 37, issue 1, pages 29-46, April, DOI: 10.1177/0312896211416137.
11. Blanca Pérez-Gladish & Karen Benson & Robert Faff, 2012, "Profiling socially responsible investors: Australian evidence," Australian Journal of Management, Australian School of Business, volume 37, issue 2, pages 189-209, August, DOI: 10.1177/0312896211429158.
12. Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012, "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, volume 37, issue 3, pages 333-359, December, DOI: 10.1177/0312896211434574.
    
    • H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
13. Allen Huang & Benjamin Liu, 2012, "The impact of the GST on mortgage yield spreads of Australian banks," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 21, pages 1787-1797, November, DOI: 10.1080/09603107.2012.678980.
14. Edward J. Podolski, 2012, "Regulating Synthetic Securitisation Following the Global Financial Crisis," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 45, issue 1, pages 14-28, February, DOI: j.1467-8462.2011.00664.x.

2011

1. A.S.M. Sohel Azad & Victor Fang & J. Wickramanayake, 2011, "Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk," International Review of Finance, International Review of Finance Ltd., volume 11, issue 3, pages 353-390, September, DOI: j.1468-2443.2011.01129.x.
2. Robert Faff, 2011, "Introduction: 50th Anniversary Issue of Accounting & Finance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 51, issue 1, pages 1-1, March.
3. Howard Chan & Robert Faff & Paula Hill & Harald Scheule, 2011, "Are Watch Procedures A Critical Informational Event In The Credit Ratings Process? An Empirical Investigation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 34, issue 4, pages 617-640, December, DOI: j.1475-6803.2011.01304.x.
4. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2011, "The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1239-1249, May.
5. Robert Faff & Terrence Hallahan & Michael McKenzie, 2011, "Women and risk tolerance in an aging world," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 19, issue 2, pages 100-117, June, DOI: 10.1108/18347641111136427.
6. Hue Hwa Au Yong, Robert Faff,Hoa Nguyen, 2011, "The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 1, pages 1-16, April.
7. Howard Chan & Robert Faff & Paul Kofman, 2011, "Is default risk priced in Australian equity? Exploring the role of the business cycle," Australian Journal of Management, Australian School of Business, volume 36, issue 2, pages 217-246, August, DOI: 10.1177/0312896211407528.
8. Shumi Akhtar & Robert Faff & Barry Oliver, 2011, "The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates," Australian Journal of Management, Australian School of Business, volume 36, issue 3, pages 387-403, December, DOI: 10.1177/0312896211410723.
9. Cătălin Albu & Nadia Albu & Robert Faff & Allan Hodgson, 2011, "Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania," Accounting in Europe, Taylor & Francis Journals, volume 8, issue 2, pages 155-184, DOI: 10.1080/17449480.2011.621395.
10. Warren Dean & Robert Faff, 2011, "Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 22, pages 1665-1678, DOI: 10.1080/09603107.2011.591728.
11. Alanazi Ahmed & Liu Benjamin & Forster John, 2011, "Saudi Arabian IPOs and Privatized Firms Profitability," Review of Middle East Economics and Finance, De Gruyter, volume 7, issue 1, pages 67-90, May, DOI: 10.2202/1475-3693.1309.
12. Ahmed S. Alanazi & Benjamin Liu & John Forster, 2011, "The financial performance of Saudi Arabian IPOs," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 4, issue 2, pages 146-157, June, DOI: 10.1108/17538391111144533.
13. Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su, 2011, "A Fresh Look at Seasonal Anomalies: An International Perspective," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 93-116, August.
14. Bin Li & Benjamin Liu & Eduardo Roca, 2011, "Stock returns and consumption factors in the Australian market: Cross-sectional tests," Australian Journal of Management, Australian School of Business, volume 36, issue 2, pages 247-266, August, DOI: 10.1177/0312896210394501.

2010

1. Paula Hill & Robert Faff, 2010, "The Market Impact of Relative Agency Activity in the Sovereign Ratings Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 37, issue 9‐10, pages 1309-1347, November, DOI: 10.1111/j.1468-5957.2010.02220.x.
2. Chai, Daniel & Faff, Robert & Gharghori, Philip, 2010, "New evidence on the relation between stock liquidity and measures of trading activity," International Review of Financial Analysis, Elsevier, volume 19, issue 3, pages 181-192, June.
3. Do, Viet & Faff, Robert & Veeraraghavan, Madhu, 2010, "Performance persistence in hedge funds: Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 4, pages 346-362, October.
4. Hill, Paula & Brooks, Robert & Faff, Robert, 2010, "Variations in sovereign credit quality assessments across rating agencies," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1327-1343, June.
   
   • Hill, Paula & Brooks, Robert & Faff, Robert, 2010, "Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343]," Journal of Banking & Finance, Elsevier, volume 34, issue 9, pages 2306-2306, September.
5. Chang, Yuk Ying & Faff, Robert & Hwang, Chuan-Yang, 2010, "Liquidity and stock returns in Japan: New evidence," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 1, pages 90-115, January.
6. Dean, Warren G. & Faff, Robert W. & Loudon, Geoffrey F., 2010, "Asymmetry in return and volatility spillover between equity and bond markets in Australia," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 3, pages 272-289, June.
7. Chan, Howard & Chang, Xin & Faff, Robert & Wong, George, 2010, "Financial constraints and stock returns -- Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 3, pages 306-318, June.
8. Katherine Uylangco & Steve Easton & Robert Faff, 2010, "The equity and efficiency of the Australian share market with respect to director trading," Accounting Research Journal, Emerald Group Publishing Limited, volume 23, issue 1, pages 5-19, July, DOI: 10.1108/10309611011060506.
9. Karen L. Benson & Robert W. Faff & Tom Smith, 2010, "The simultaneous relation between fund flows and returns," Australian Journal of Management, Australian School of Business, volume 35, issue 1, pages 51-68, April, DOI: 10.1177/0312896209354217.
10. Yuk Ying Chang & Robert Faff & Chuan-Yang Hwang, 2010, "Testing seasonality in the liquidity-return relation: Japanese evidence," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 10, pages 951-954, DOI: 10.1080/17446540802599705.
11. Hoa Nguyen & Robert Faff, 2010, "Does the type of derivative instrument used by companies impact firm value?," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 7, pages 681-683, DOI: 10.1080/13504850802297822.
12. Hoa Nguyen & Robert Faff, 2010, "Are firms hedging or speculating? The relationship between financial derivatives and firm risk," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 10, pages 827-843, DOI: 10.1080/09603101003636204.
13. Victor Phua & Howard Chan & Robert Faff & Robert Hudson, 2010, "The influence of time, seasonality and market state on momentum: insights from the Australian stock market," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 20, pages 1547-1563, DOI: 10.1080/09603107.2010.510463.
14. Kathryn Holmes & Robert Faff & Iain Clacher, 2010, "Style analysis and dominant index timing: an application to Australian multi-sector managed funds," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 4, pages 293-301, DOI: 10.1080/09603100903459915.
15. Francis In & Sangbae Kim & Robert Faff, 2010, "Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 4, pages 323-330, DOI: 10.1080/09603100903299667.
16. Binh Do & Robert Faff, 2010, "Does Simple Pairs Trading Still Work?," Financial Analysts Journal, Taylor & Francis Journals, volume 66, issue 4, pages 83-95, July, DOI: 10.2469/faj.v66.n4.1.
17. Hoa Nguyen & Robert Faff & Allan Hodgson, 2010, "Corporate usage of financial derivatives, information asymmetry, and insider trading," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 1, pages 25-47, January.

2009

1. A.S.M. Sohel Azad, 2009, "Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea," Asian Economic Journal, East Asian Economic Association, volume 23, issue 1, pages 93-118, March, DOI: 10.1111/j.1467-8381.2009.02002.x.
2. Azad, A.S.M. Sohel, 2009, "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, volume 23, issue 3, pages 322-338, September.
3. Darren D. Lee & Robert W. Faff, 2009, "Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective," The Financial Review, Eastern Finance Association, volume 44, issue 2, pages 213-237, May, DOI: 10.1111/j.1540-6288.2009.00216.x.
4. Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings, 2009, "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, International Review of Finance Ltd., volume 9, issue 1‐2, pages 27-50, March, DOI: 10.1111/j.1468-2443.2009.01084.x.
5. Balasingham Balachandran & Robert Faff & Michael Theobald, 2009, "New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia," Journal of Applied Corporate Finance, Morgan Stanley, volume 21, issue 3, pages 80-85, June, DOI: 10.1111/j.1745-6622.2009.00241.x.
6. Hallahan, Terrence & Faff, Robert, 2009, "Tournament behavior in Australian superannuation funds: A non-parametric analysis," Global Finance Journal, Elsevier, volume 19, issue 3, pages 307-322.
7. Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn, 2009, "Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 16-32, February.
8. Gharghori, Philip & Chan, Howard & Faff, Robert, 2009, "Default risk and equity returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 5, pages 580-593, November.
9. Howard Chan & Robert Faff & Yee Kee Ho & Alan Ramsay, 2009, "The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts," Accounting Research Journal, Emerald Group Publishing Limited, volume 22, issue 3, pages 237-261, November, DOI: 10.1108/10309610911005572.
10. Kristen Anderson & Kerrie Woodhouse & Alan Ramsay & Robert Faff, 2009, "Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions," Pacific Accounting Review, Emerald Group Publishing Limited, volume 21, issue 1, pages 5-25, May, DOI: 10.1108/01140580910956830.
11. Daniel Mulino & Richard Scheelings & Robert Brooks & Robert Faff, 2009, "Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 1, issue 1/2, pages 44-61, September, DOI: 10.1108/19405979200900003.
12. Annette Nguyen & Robert Faff & Philip Gharghori, 2009, "Are the Fama–French factors proxying news related to GDP growth? The Australian evidence," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 141-158, August, DOI: 10.1007/s11156-009-0137-8.
13. Darren D. Lee & Robert W. Faff & Kim Langfield-Smith, 2009, "Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance?," Australian Journal of Management, Australian School of Business, volume 34, issue 1, pages 21-49, June, DOI: 10.1177/031289620903400103.
14. Howard W. H. Chan & Robert W. Faff & David R. Gallagher & Adrian Looi, 2009, "Fund Size, Transaction Costs and Performance: Size Matters!," Australian Journal of Management, Australian School of Business, volume 34, issue 1, pages 73-96, June, DOI: 10.1177/031289620903400105.
15. Robert Faff & Terrence Hallahan & Michael McKenzie, 2009, "Nonlinear linkages between financial risk tolerance and demographic characteristics," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 13, pages 1329-1332, DOI: 10.1080/13504850701381123.
16. Viet Do & Robert Faff & Madhu Veeraraghavan, 2009, "Do Australian hedge fund managers possess timing abilities?," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 1, pages 27-38, DOI: 10.1080/09603100701735987.
17. Thusitha Mahipala & Howard Chan & Robert Faff, 2009, "Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 21, pages 1737-1752, DOI: 10.1080/09603100802599639.

2008

1. Cătălin Nicolae Albu & Nadia Albu & Robert Faff & Allan Hodgson, 2008, "The Changing Role Of Accountants In A Transition Economy - Evidence From Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-5.
2. Robert Faff & Daniel Mulino & Daniel Chai, 2008, "On The Linkage Between Financial Risk Tolerance And Risk Aversion," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 31, issue 1, pages 1-23, March, DOI: 10.1111/j.1475-6803.2008.00229.x.
3. Nandha, Mohan & Faff, Robert, 2008, "Does oil move equity prices? A global view," Energy Economics, Elsevier, volume 30, issue 3, pages 986-997, May.
4. Anderson, John A. & Faff, Robert W., 2008, "Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market," International Review of Financial Analysis, Elsevier, volume 17, issue 1, pages 198-217.
5. Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2008, "The ex-date impact of special dividend announcements: A note," International Review of Financial Analysis, Elsevier, volume 17, issue 3, pages 635-643, June.
6. Holmes, Kathryn A. & Faff, Robert, 2008, "Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 998-1011, December.
7. Balachandran, Balasingham & Faff, Robert & Theobald, Michael, 2008, "Rights offerings, takeup, renounceability, and underwriting status," Journal of Financial Economics, Elsevier, volume 89, issue 2, pages 328-346, August.
8. Terry Hallahan & Robert Faff & Karen Benson, 2008, "Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 33, issue 3, pages 205-220, June, DOI: 10.1007/s10693-008-0030-y.
9. Warren Dean & Robert Faff, 2008, "Evidence of feedback trading with Markov switching regimes," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 2, pages 133-151, February, DOI: 10.1007/s11156-007-0047-6.
10. Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff, 2008, "Analysing the performance of managed funds using the wavelet multiscaling method," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 1, pages 55-70, July, DOI: 10.1007/s11156-007-0061-8.
11. Balasingham Balachandran & Robert Faff & Roger Love & Andrew Menon, 2008, "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, Multinational Finance Journal, volume 12, issue 3-4, pages 219-240, September.
12. Charly Sujoto & Petko Kalev & Robert Faff, 2008, "Systematic liquidity in the long run," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 3, pages 187-191, DOI: 10.1080/17446540701591357.
13. Kathryn Holmes & Robert Faff, 2008, "Style analysis, customized benchmarks, and managed funds: new evidence," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 4, pages 253-258, DOI: 10.1080/17446540701720519.
14. Kathryn Holmes & Robert Faff, 2008, "Style drift and fund performance in up and down markets: Australian evidence," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 6, pages 395-398, DOI: 10.1080/17446540801964439.
15. C Sujoto & P S Kalev & R W Faff, 2008, "An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 32, issue 3, pages 55-80, December, DOI: 10.1080/10800379.2008.12106457.
16. Benjamin Liu & Michael Skully, 2008, "The impact of securitisation and structural changes of the Australian mortgage markets on bank pricing behaviour," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 2, pages 149-167.

2007

1. Robert W. Faff & Jerry T. Parwada & Hun‐Lune Poh, 2007, "The Information Content of Australian Managed Fund Ratings," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 9‐10, pages 1528-1547, November, DOI: 10.1111/j.1468-5957.2007.02053.x.
2. Charlie X. Cai & Robert W. Faff & David Hillier & Suleiman Mohamed, 2007, "Exploring The Link Between Information Quality And Systematic Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 30, issue 3, pages 335-353, September, DOI: 10.1111/j.1475-6803.2007.00217.x.
3. Ma, Shiguang & Faff, Robert, 2007, "Market conditions and the optimal IPO allocation mechanism in China," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 2, pages 121-139, April.
4. Nguyen, Hoa & Faff, Robert & Marshall, Andrew, 2007, "Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence," International Review of Economics & Finance, Elsevier, volume 16, issue 4, pages 563-577.
5. Robert W. Faff & Michael D. McKenzie, 2007, "The relationship between implied volatility and autocorrelation," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 3, issue 2, pages 191-196, April, DOI: 10.1108/17439130710738736.
6. H. Chan & R. Faff & Y.K. Ho & A. Ramsay, 2007, "Management earnings forecasts in a continuous disclosure environment," Pacific Accounting Review, Emerald Group Publishing Limited, volume 19, issue 1, pages 5-30, February, DOI: 10.1108/01140580710754629.
7. Howard Chan & Robert Faff & Philip Gharghori & Yew Ho, 2007, "The relation between R&D intensity and future market returns: does expensing versus capitalization matter?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 25-51, July, DOI: 10.1007/s11156-007-0023-1.
8. Philip Gharghori & Howard Chan & Robert Faff, 2007, "Are the Fama-French Factors Proxying Default Risk?," Australian Journal of Management, Australian School of Business, volume 32, issue 2, pages 223-249, December, DOI: 10.1177/031289620703200204.
9. Karen L. Benson & Robert W. Faff & John Nowland, 2007, "Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers?," Australian Journal of Management, Australian School of Business, volume 32, issue 2, pages 271-292, December, DOI: 10.1177/031289620703200206.
10. Hue Hwa Au Yong & Robert Faff, 2007, "Asia-Pacific banks risk exposures: pre and post the Asian financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 6, pages 431-449, DOI: 10.1080/09603100600970057.
11. Annette Nguyen & Robert Faff & Philip Gharghori, 2007, "An examination of conditional asset pricing models in the Australian equities market," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 5, pages 307-312, DOI: 10.1080/17446540701222409.

2006

1. Nandha, Mohan & Faff, Robert, 2006, "Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 2, pages 1-16, DOI: 10.22004/ag.econ.50370.
2. H. Chan & R. Faff & Y. K. Ho & A. Ramsay, 2006, "Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts," International Review of Finance, International Review of Finance Ltd., volume 6, issue 1‐2, pages 79-97, March, DOI: 10.1111/j.1468-2443.2007.00060.x.
3. Faff, Robert & Gray, Philip, 2006, "On the estimation and comparison of short-rate models using the generalised method of moments," Journal of Banking & Finance, Elsevier, volume 30, issue 11, pages 3131-3146, November.
4. Benson, Karen L. & Faff, Robert W., 2006, "Conditional performance evaluation and the relevance of money flows for Australian international equity funds," Pacific-Basin Finance Journal, Elsevier, volume 14, issue 3, pages 231-249, June.
5. Nguyen, Hoa & Faff, Robert, 2006, "Foreign debt and financial hedging: Evidence from Australia," International Review of Economics & Finance, Elsevier, volume 15, issue 2, pages 184-201.
6. Philip Gharghori & Howard Chan & Robert Faff, 2006, "Factors or Characteristics? That is the Question," Pacific Accounting Review, Emerald Group Publishing Limited, volume 18, issue 1, pages 21-46, March, DOI: 10.1108/01140580610732769.
7. Benjamin Langford & Robert Faff & Vijaya Marisetty, 2006, "On the Choice of Superannuation Funds in Australia," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 255-279, June, DOI: 10.1007/s10693-006-7628-8.
8. Charlie Cai & Robert Faff & David Hillier & Michael McKenzie, 2006, "Modelling return and conditional volatility exposures in global stock markets," Review of Quantitative Finance and Accounting, Springer, volume 27, issue 2, pages 125-142, September, DOI: 10.1007/s11156-006-8793-4.
9. Giovanni Butera & Robert Faff, 2006, "An integrated multi-model credit rating system for private firms," Review of Quantitative Finance and Accounting, Springer, volume 27, issue 3, pages 311-340, November, DOI: 10.1007/s11156-006-9434-7.
10. Philip Gharghori & Howard Chan & Robert Faff, 2006, "Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches," Australian Journal of Management, Australian School of Business, volume 31, issue 2, pages 207-234, December, DOI: 10.1177/031289620603100203.
11. Ercan Balaban & Asli Bayar & Robert Faff, 2006, "Forecasting stock market volatility: Further international evidence," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 2, pages 171-188, DOI: 10.1080/13518470500146082.
12. H H A Yong & R Faff & H Nguyen, 2006, "Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 30, issue 1, pages 147-160, April, DOI: 10.1080/10800379.2006.12106404.
13. David Hillier & Paul Draper & Robert Faff, 2006, "Do Precious Metals Shine? An Investment Perspective," Financial Analysts Journal, Taylor & Francis Journals, volume 62, issue 2, pages 98-106, March, DOI: 10.2469/faj.v62.n2.4085.

2005

1. Robert Faff, 2005, "Editorial Note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 45, issue 1, pages 1-1, March, DOI: 10.1111/j.1467-629X.2005.00150.x.
2. Balasingham Balachandran & Robert Faff & Sally Tanner, 2005, "A Further Examination Of The Price And Volatility Impact Of Stock Dividends At Ex‐Dates," Australian Economic Papers, Wiley Blackwell, volume 44, issue 3, pages 248-268, September, DOI: 10.1111/j.1467-8454.2005.00263.x.
3. Howard W. Chan & Robert W. Faff, 2005, "Asset Pricing and the Illiquidity Premium," The Financial Review, Eastern Finance Association, volume 40, issue 4, pages 429-458, November, DOI: 10.1111/j.1540-6288.2005.00118.x.
4. Howard Chan & Robert Faff & Alan Ramsay, 2005, "Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, volume 32, issue 1‐2, pages 211-253, January, DOI: 10.1111/j.0306-686X.2005.00593.x.
5. Robert W. Faff & Allan Hodgson & Michael L. Kremmer, 2005, "An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions," Journal of Business Finance & Accounting, Wiley Blackwell, volume 32, issue 5‐6, pages 1001-1031, June, DOI: 10.1111/j.0306-686X.2005.00620.x.
6. McKenzie, Michael D. & Faff, Robert W., 2005, "Modeling conditional return autocorrelation," International Review of Financial Analysis, Elsevier, volume 14, issue 1, pages 23-42.
7. Balachandran, Balasingham & Faff, Robert & Jong, Len, 2005, "Announcements of bonus share options: Signalling of the quality of firms," Global Finance Journal, Elsevier, volume 16, issue 2, pages 180-190, December.
8. Faff, Robert & Hillier, David, 2005, "Complete markets, informed trading and equity option introductions," Journal of Banking & Finance, Elsevier, volume 29, issue 6, pages 1359-1384, June.
9. Do, Viet & Faff, Robert & Wickramanayake, J., 2005, "An empirical analysis of hedge fund performance: The case of Australian hedge funds industry," Journal of Multinational Financial Management, Elsevier, volume 15, issue 4-5, pages 377-393, October.
10. Hue Hwa Au Yong & Keryn Chalmers & Robert Faff, 2005, "Asia Pacific banks' derivative and risk management disclosures," Asian Review of Accounting, Emerald Group Publishing Limited, volume 13, issue 1, pages 15-44, January, DOI: 10.1108/eb060781.
11. John Anderson & Robert Faff, 2005, "Profitability of Trading Rules in Futures Markets," Accounting Research Journal, Emerald Group Publishing Limited, volume 18, issue 2, pages 83-92, December, DOI: 10.1108/10309610580000677.
12. Jerry Parwada & Robert Faff, 2005, "Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection," Journal of Financial Services Research, Springer;Western Finance Association, volume 27, issue 1, pages 77-98, February, DOI: 10.1007/s10693-005-6413-4.
13. Robert W Faff & Andrew Marshall, 2005, "International evidence on the determinants of foreign exchange rate exposure of multinational corporations," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 36, issue 5, pages 539-558, September.
14. Robert Faff & David R. Gallagher & Eliza Wu, 2005, "Tactical Asset Allocation: Australian Evidence," Australian Journal of Management, Australian School of Business, volume 30, issue 2, pages 261-282, December, DOI: 10.1177/031289620503000205.
15. Robert Brooks & Robert Faff & David Sokulsky, 2005, "The stock market impact of German reunification: international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 1, pages 31-42, DOI: 10.1080/0960310042000281158.
16. Robert Brooks & Robert Faff & Tim Fry & E. Bissoondoyal-Bheenick, 2005, "Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 18, pages 1251-1258, DOI: 10.1080/09603100500396585.
17. R W Faff & R D Brooks & H Y Kee, 2005, "A Simple Test of the ‘Risk Class Hypothesis’," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 29, issue 1, pages 83-96, April, DOI: 10.1080/10800379.2005.12106382.
18. Don U. A. Galagedera & Robert Faff, 2005, "Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 75-95, DOI: 10.1142/S0219024905002901.
    
    • Don U.A. Galagedera & Robert Faff, 2004, "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/04, Apr.
19. Robert W. Faff & David Hillier & Michael D. McKenzie, 2005, "An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 467-499, DOI: 10.1142/S0219091505000440.
20. Liu, Benjamin & Skully, Michael, 2005, "The determinants of mortgage yield spread differentials: Securitization," Journal of Multinational Financial Management, Elsevier, volume 15, issue 4-5, pages 314-333, October.
21. Sanford, Andrew D. & Martin, Gael M., 2005, "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 527-554, April.
    
    • Andrew D. Sanford & Gael M. Martin, 2003, "Simulation-Based Bayesian Estimation of Affine Term Structure Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/03, Sep.

2004

1. Robert Faff & David Hillier, 2004, "An International Investigation of the Factors that Determine Conditional Gold Betas," The Financial Review, Eastern Finance Association, volume 39, issue 3, pages 473-488, August, DOI: 10.1111/j.0732-8516.2004.00085.x.
2. Kathryn A. Holmes & Robert W. Faff, 2004, "Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds," Journal of Business Finance & Accounting, Wiley Blackwell, volume 31, issue 3‐4, pages 539-578, April, DOI: 10.1111/j.0306-686X.2004.00549.x.
3. Warren G. Dean & Robert W. Faff, 2004, "Asymmetric Covariance, Volatility, And The Effect Of News," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 27, issue 3, pages 393-413, September, DOI: 10.1111/j.1475-6803.2004.00097.x.
4. Balachandran, Balasingham & Faff, Robert & Tanner, Sally, 2004, "Further evidence on the announcement effect of bonus shares in an imputation tax setting," Global Finance Journal, Elsevier, volume 15, issue 2, pages 147-170, August.
5. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004, "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, volume 28, issue 1, pages 233-250, January.
6. Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W., 2004, "Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 14, issue 3, pages 217-232, July.
   
   • Suk-Joong Kim & Michael D. McKenzie & Robert W. Faff, 2018, "Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
7. Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2004, "The intra-industry impact of special dividend announcements: contagion versus competition," Journal of Multinational Financial Management, Elsevier, volume 14, issue 4-5, pages 369-385.
8. Benson, Karen L. & Faff, Robert W., 2004, "The relationship between exchange rate exposure, currency risk management and performance of international equity funds," Pacific-Basin Finance Journal, Elsevier, volume 12, issue 3, pages 333-357, June.
9. Thomas Josev & Howard Chan & Robert Faff, 2004, "What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market," Pacific Accounting Review, Emerald Group Publishing Limited, volume 16, issue 1, pages 57-76, March, DOI: 10.1108/01140580410818469.
10. John Anderson & Robert Faff, 2004, "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 15, pages 1067-1073, DOI: 10.1080/0960310042000281167.
11. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2004, "Correlations, integration and Hansen-Jagannathan bounds," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 16, pages 1167-1180, DOI: 10.1080/0960310042000281149.
12. Robert Faff, 2004, "A simple test of the Fama and French model using daily data: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 2, pages 83-92, DOI: 10.1080/0960310042000176353.
13. Robert Brooks & Robert Faff & Tim Fry & Emma Newton, 2004, "Censoring and its impact on multivariate testing of the Capital Asset Pricing Model," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 6, pages 413-420, DOI: 10.1080/09603100410001673649.
14. Karen Benson & Robert Faff, 2004, "Investigating performance benchmarks in the context of international trusts: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 9, pages 631-644, DOI: 10.1080/0960310032000.
15. J A Anderson & R W Faff, 2004, "Does Undercapitalisation Help Explain Why Futures Speculators Lose Money?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 28, issue 1, pages 45-56, April, DOI: 10.1080/10800379.2004.12106359.
16. Binh Huu Do & Robert W. Faff, 2004, "Do futures‐based strategies enhance dynamic portfolio insurance?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 24, issue 6, pages 591-608, June.

2003

1. Robert W. Faff, 2003, "Creating Fama and French Factors with Style," The Financial Review, Eastern Finance Association, volume 38, issue 2, pages 311-322, May, DOI: 10.1111/1540-6288.00048.
2. Michael D. McKenzie & Robert W. Faff, 2003, "The Determinants of Conditional Autocorrelation in Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 26, issue 2, pages 259-274, June, DOI: 10.1111/1475-6803.00058.
3. Benson, Karen L. & Faff, Robert W., 2003, "Exchange rate sensitivity of Australian international equity funds," Global Finance Journal, Elsevier, volume 14, issue 1, pages 95-120, May.
4. Benson, Karen L. & Faff, Robert W., 2003, "A performance analysis of Australian international equity trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 13, issue 1, pages 69-84, February.
5. Davidson, Sinclair & Faff, Robert & Hillier, David, 2003, "Gold factor exposures in international asset pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 13, issue 3, pages 271-289, July.
6. Brooks, Robert & Davidson, Sinclair & Faff, Robert, 2003, "Sudden changes in property rights: the case of Australian native title," Journal of Economic Behavior & Organization, Elsevier, volume 52, issue 4, pages 427-442, December.
7. Nguyen, Hoa & Faff, Robert, 2003, "Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies," Journal of Multinational Financial Management, Elsevier, volume 13, issue 3, pages 193-215, July.
8. Lee, Darren D. & Chan, Howard & Faff, Robert W. & Kalev, Petko S., 2003, "Short-term contrarian investing--is it profitable? ... Yes and No," Journal of Multinational Financial Management, Elsevier, volume 13, issue 4-5, pages 385-404, December.
9. Hallahan, Terrence & Faff, Robert & McKenzie, Michael, 2003, "An exploratory investigation of the relation between risk tolerance scores and demographic characteristics," Journal of Multinational Financial Management, Elsevier, volume 13, issue 4-5, pages 483-502, December.
10. Chan, Howard W. & Faff, Robert W., 2003, "An investigation into the role of liquidity in asset pricing: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 5, pages 555-572, November.
11. Karen Benson & Peter Pope & Robert Faff, 2003, "An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability," Pacific Accounting Review, Emerald Group Publishing Limited, volume 15, issue 1, pages 1-15, January, DOI: 10.1108/eb037969.
12. Usha R. Mittoo & Robert W. Faff, 2003, "Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 433-465.
13. Hoa Nguyen & Robert Faff, 2003, "Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments," Australian Journal of Management, Australian School of Business, volume 28, issue 3, pages 307-317, December, DOI: 10.1177/031289620302800305.
14. Frida Lie & Robert Faff, 2003, "Global industry betas," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 1, pages 21-26, DOI: 10.1080/13504850210167197.

2002

1. Faff, R. W. & Brooks, R. D. & Kee, Ho Yew, 2002, "New evidence on the impact of financial leverage on beta risk: A time-series approach," The North American Journal of Economics and Finance, Elsevier, volume 13, issue 1, pages 1-20, May.
2. Faff, Robert W. & Hodgson, Allan & Saudagaran, Shahrokh, 2002, "International cross-listings towards more liquid markets: the impact on domestic firms," Journal of Multinational Financial Management, Elsevier, volume 12, issue 4-5, pages 365-390.
3. Di Iorio, Amalia & Faff, Robert, 2002, "The pricing of foreign exchange risk in the Australian equities market," Pacific-Basin Finance Journal, Elsevier, volume 10, issue 1, pages 77-95, January.
4. Hoa Nguyen & Robert Faff, 2002, "On The Determinants of Derivative Usage by Australian Companies," Australian Journal of Management, Australian School of Business, volume 27, issue 1, pages 1-24, June, DOI: 10.1177/031289620202700101.
5. Robert Brooks & Robert Faff & David Sokulsky, 2002, "An ordered response model of test cricket performance," Applied Economics, Taylor & Francis Journals, volume 34, issue 18, pages 2353-2365, DOI: 10.1080/00036840210148085.
6. R. D. Brooks & R. W. Faff & M. McKenzie, 2002, "Time varying country risk: an assessment of alternative modelling techniques," The European Journal of Finance, Taylor & Francis Journals, volume 8, issue 3, pages 249-274, DOI: 10.1080/13518470110074837.
7. S Davidson & R Faff & H Mitchell, 2002, "Are Returns in the International Economy Explained by a Single or Multi-Factor Structure?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 26, issue 1, pages 17-32, April, DOI: 10.1080/10800379.2002.12106323.
8. Robert W. Faff, 2002, "The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study," The Journal of Business, University of Chicago Press, volume 75, issue 1, pages 95-126, January, DOI: 10.1086/323506.

2001

1. Warren G. Dean & Robert W. Faff, 2001, "The intertemporal relationship between market return and variance: an Australian perspective," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 41, issue 3, pages 169-196, November, DOI: 10.1111/1467-629X.00058.
2. Faff, Robert, 2001, "A Multivariate Test of a Dual-Beta CAPM: Australian Evidence," The Financial Review, Eastern Finance Association, volume 36, issue 4, pages 157-174, November.
3. Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L., 2001, "GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 11, issue 2, pages 215-222, June.
4. Robert Brooks & Robert Faff & Tom Josev, 2001, "An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas," Pacific Accounting Review, Emerald Group Publishing Limited, volume 13, issue 2, pages 1-16, February, DOI: 10.1108/eb037958.
5. Amalia Di Iorio & Robert Faff, 2001, "The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 1-33, March.
6. Robert Faff, 2001, "An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors," Australian Journal of Management, Australian School of Business, volume 26, issue 1, pages 1-17, June, DOI: 10.1177/031289620102600101.
7. Terrence Hallahan & Robert Faff, 2001, "Induced persistence or reversals in fund performance?: the effect of survivorship bias," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 2, pages 119-126, DOI: 10.1080/096031001750071505.
8. Thomas Josev & Robert Brooks & Robert Faff, 2001, "Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 2, pages 157-163, DOI: 10.1080/096031001750071541.
9. Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001, "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, volume 7, issue 1, pages 22-38, DOI: 10.1080/13518470123011.
   
   • McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers, Melbourne - Centre in Finance, number 98-3.
10. Robert Faff & David Hillier & Justin Wood, 2001, "Taxation and Black's Zero-Beta Strategy Revisited," Financial Analysts Journal, Taylor & Francis Journals, volume 57, issue 5, pages 57-65, September, DOI: 10.2469/faj.v57.n5.2481.
11. Michael D. McKenzie & Timothy J. Brailsford & Robert W. Faff, 2001, "New insights into the impact of the introduction of futures trading on stock price volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 21, issue 3, pages 237-255, March.

2000

1. Frida Lie & Robert Brooks & Robert Faff, 2000, "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, volume 39, issue 3, pages 301-311, September, DOI: 10.1111/1467-8454.00093.
2. Robert W. Faff & David Hillier & Joseph Hillier, 2000, "Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques," Journal of Business Finance & Accounting, Wiley Blackwell, volume 27, issue 5‐6, pages 523-554, June, DOI: 10.1111/1468-5957.00324.
3. Gangemi, Michael A. M. & Brooks, Robert D. & Faff, Robert W., 2000, "Modeling Australia's country risk: a country beta approach," Journal of Economics and Business, Elsevier, volume 52, issue 3, pages 259-276.
4. Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather, 2000, "A multi-country study of power ARCH models and national stock market returns," Journal of International Money and Finance, Elsevier, volume 19, issue 3, pages 377-397, June.
5. Di Iorio, Amalia & Faff, Robert, 2000, "An analysis of asymmetry in foreign currency exposure of the Australian equities market," Journal of Multinational Financial Management, Elsevier, volume 10, issue 2, pages 133-159, June.
6. McKenzie, Michael D. & Brooks, Robert D. & Faff, Robert W. & Ho, Yew Kee, 2000, "Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks," The Quarterly Review of Economics and Finance, Elsevier, volume 40, issue 1, pages 85-106.
7. Robert Faff & TIMOTHY J. BRAILSFORD, 2000, "A Test of a Two‐Factor ‘Market and Oil’ Pricing Model," Pacific Accounting Review, Emerald Group Publishing Limited, volume 12, issue 1, pages 61-77, January, DOI: 10.1108/eb037949.
8. Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Ho, Yew Kee, 2000, "U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach," Review of Quantitative Finance and Accounting, Springer, volume 14, issue 1, pages 17-43, January.
9. Robert Faff & David Hillier & Justin Wood, 2000, "Beta and Return: Implications of Australia's Dividend Imputation Tax System," Australian Journal of Management, Australian School of Business, volume 25, issue 3, pages 245-260, December, DOI: 10.1177/031289620002500301.
10. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2000, "Australian industry beta risk, the choice of market index and business cycles," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 1, pages 49-58, DOI: 10.1080/096031000331923.

1999

1. Gangemi, Michael & Brooks, Robert & Faff, Robert, 1999, "Mean reversion and the forecasting of country betas: a note," Global Finance Journal, Elsevier, volume 10, issue 2, pages 231-245.
2. Faff, Robert W. & Brailsford, Timothy J., 1999, "Oil price risk and the Australian stock market," Journal of Energy Finance & Development, Elsevier, volume 4, issue 1, pages 69-87, June.
3. Hallahan, Terrence A. & Faff, Robert W., 1999, "An examination of Australian equity trusts for selectivity and market timing performance," Journal of Multinational Financial Management, Elsevier, volume 9, issue 3-4, pages 387-402, November.
4. Faff, R. W. & Howard, P. F., 1999, "Interest rate risk of Australian financial sector companies in a period of regulatory change," Pacific-Basin Finance Journal, Elsevier, volume 7, issue 1, pages 83-101, February.
5. Amalia Di Iorio & Robert Faff, 1999, "An international market model and exchange rate risk: Australian evidence," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 2, pages 77-80, DOI: 10.1080/135048599353672.
6. Sinclair Davidson & Robert Faff, 1999, "Some additional Australian evidence on the day-of-the-week effect," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 4, pages 247-249, DOI: 10.1080/135048599353447.
7. Robert Faff & Richard Heaney, 1999, "An examination of the relationship between Australian industry equity returns and expected inflation," Applied Economics, Taylor & Francis Journals, volume 31, issue 8, pages 915-933, DOI: 10.1080/000368499323643.
8. S Davidson & R Faff, 1999, "Extra-Market Sensitivity to a Gold Price Factor: Evidence From National Market Portfolios," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 23, issue 3, pages 1-14, November, DOI: 10.1080/03796205.1999.12129138.

1998

1. R.W. Faff & R.D. Brooks, 1998, "Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, volume 25, issue 5‐6, pages 721-745, June, DOI: 10.1111/1468-5957.00209.
2. Faff, Robert & Chan, Howard, 1998, "A test of the intertemporal CAPM in the Australian equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 8, issue 2, pages 175-188, June.
3. Faff, Robert W., 1998, "The empirical relationship between aggregate consumption and security prices in Australia," Pacific-Basin Finance Journal, Elsevier, volume 6, issue 1-2, pages 213-224, May.
4. Brooks, Robert D. & Faff, Robert W. & Ariff, Mohamed, 1998, "An investigation into the extent of beta instability in the Singapore stock market," Pacific-Basin Finance Journal, Elsevier, volume 6, issue 1-2, pages 87-101, May.
5. Robert D. Brooks & Robert W. Faff & Michael D. McKenzie, 1998, "Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques," Australian Journal of Management, Australian School of Business, volume 23, issue 1, pages 1-22, June, DOI: 10.1177/031289629802300101.
6. Robert Faff & Barry Oliver, 1998, "Consumption versus market betas of Australian industry portfolios," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 8, pages 513-517, DOI: 10.1080/135048598354456.
7. Robert Faff & Howard Chan, 1998, "A multifactor model of gold industry stock returns: evidence from the Australian equity market," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 1, pages 21-28, DOI: 10.1080/096031098333212.
8. R D Brooks & R W Faff, 1998, "A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 22, issue 2, pages 65-76, July, DOI: 10.1080/03796205.1998.12129125.

1997

1. Brooks, Robert D & Faff, Robert W, 1997, "Financial Deregulation and Relative Risk of Australian Industry," Australian Economic Papers, Wiley Blackwell, volume 36, issue 69, pages 308-320, December.
2. Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W., 1997, "An examination of the effects of major political change on stock market volatility: the South African experience," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 7, issue 3, pages 255-275, October.
   
   • Brooks, R & Davidson, S & Faff, R, 1997, "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers, Melbourne - Centre in Finance, number 97-4.
3. Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997, "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, volume 21, issue 2, pages 197-219, February.
4. Brailsford, Timothy J. & Faff, Robert W., 1997, "Testing the conditional CAPM and the effect of intervaling: A note," Pacific-Basin Finance Journal, Elsevier, volume 5, issue 5, pages 527-537, December.
5. R.W. Faff & S. Lau, 1997, "A Generalised Method Of Moments Test Of Mean Variance Efficiency In The Australian Stock Market," Pacific Accounting Review, Emerald Group Publishing Limited, volume 9, issue 1, pages 2-16, January, DOI: 10.1108/eb037916.
6. R. W. Faff & P. F. Howard, 1997, "Bank exposures to interest-rate risk: the case of the Australian banking industry," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 12, pages 737-739, DOI: 10.1080/758528718.
7. Robert Brooks & Robert Faff, 1997, "A note on beta forecasting," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 2, pages 77-78, DOI: 10.1080/758526698.
8. Robert Brooks & Robert Faff & Thomas Josev, 1997, "Beta stability and monthly seasonal effects: evidence from the Australian capital market," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 9, pages 563-566, DOI: 10.1080/135048597355032.
9. R. D. Brooks & R. W. Faff & M. A. M. Gangemi & J. H. H. Lee, 1997, "A further examination of the effect of diversification on the stability of portfolio betas," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 1, pages 9-14, DOI: 10.1080/096031097333808.

1996

1. Brailsford, Timothy J. & Faff, Robert W., 1996, "An evaluation of volatility forecasting techniques," Journal of Banking & Finance, Elsevier, volume 20, issue 3, pages 419-438, April.
2. Robert D. Brooks & Robert W. Faff & Mohamed Ariff, 1996, "The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market," Capital Markets Review, Malaysian Finance Association, volume 4, issue 2, pages 1-14.

1995

1. Brooks, Robert D & Faff, Robert W, 1995, "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Australian Economic Papers, Wiley Blackwell, volume 34, issue 65, pages 180-199, December.
   
   • Brooks, R. & Faff, R., 1995, "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Papers, Melbourne - Centre in Finance, number 95-3.

1994

1. Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1994, "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, volume 2, issue 4, pages 463-479, December.
   
   • Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1995, "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, volume 3, issue 1, pages 145-146, May.
   • Brooks, R.D. & Faff, R.W. & Lee, J.H.H., 1994, "Beta Stability and Portfolio Formation," Papers, Melbourne - Centre in Finance, number 94-3.

1993

1. Robert W. Faff, 1993, "A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market," Australian Journal of Management, Australian School of Business, volume 17, issue 2, pages 233-258, December, DOI: 10.1177/031289629301700204.

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Chapters

2019

1. Anna Białek-Jaworska & Dominika Gadowska-dos Santos & Robert Faff, 2019, "Conceptual Framework for Lending Money Outside Business Groups: Evidence from Poland," Springer Proceedings in Business and Economics, Springer, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orłowski & Karsten Staehr, "Contemporary Trends and Challenges in Finance", DOI: 10.1007/978-3-030-15581-0_7.

2018

1. Suk-Joong Kim & Michael D. McKenzie & Robert W. Faff, 2018, "Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
   
   • Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W., 2004, "Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 14, issue 3, pages 217-232, July.

2015

1. Paz Méndez-Rodrı́guez & Laura Galguera & Mila Bravo & Karen Benson & Robert Faff & Blanca Pérez-Gladish, 2015, "Profiling Ethical Investors," International Series in Operations Research & Management Science, Springer, chapter 0, in: Enrique Ballestero & Blanca Pérez-Gladish & Ana Garcia-Bernabeu, "Socially Responsible Investment", DOI: 10.1007/978-3-319-11836-9_2.

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