IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Robert William Faff

This is information that was supplied by Robert Faff in registering through RePEc. If you are Robert William Faff , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Robert
Middle Name:William
Last Name:Faff
Suffix:
RePEc Short-ID:pfa127
Email:[This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:
Location: Brisbane, Australia
Homepage: http://www.business.uq.edu.au/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:bsuqbau (more details at EDIRC)
in new window

  1. Hoa Nguyen & Robert Faff, 2007. "Does the Type of Derivative Instrument Used by Companies Impact Firm Value?," Accounting, Finance, Financial Planning and Insurance Series 2007_15, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  2. 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 2007-488, Australian National University, College of Business and Economics, School of Economics.
  3. Hoa Nguyen & Robert Faff, 2007. "Are Financial Derivates Really Value Enhancing? Australian Evidence," Accounting, Finance, Financial Planning and Insurance Series 2007_14, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  4. 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 62, Econometric Society.
  5. 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 8/04, Monash University, Department of Econometrics and Business Statistics.
  6. John Anderson & Robert W Faff, 2003. "Optimal f and Portfolio Return Optimisation in US Futures Markets," School of Economics and Finance Discussion Papers and Working Papers Series 133, School of Economics and Finance, Queensland University of Technology.
  7. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers 98-4, Melbourne - Centre in Finance.
  8. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers 98-3, Melbourne - Centre in Finance.
  9. 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 97-4, Melbourne - Centre in Finance.
  10. Faff, R. & Brooks, R., 1996. "Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period," Papers 96-10, Melbourne - Centre in Finance.
  11. Brooks, R. & Faff, R., 1995. "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Papers 95-3, Melbourne - Centre in Finance.
  12. Brooks, R.D. & Faff, R.W. & Lee, J.H.H., 1994. "Beta Stability and Portfolio Formation," Papers 94-3, Melbourne - Centre in Finance.
  1. 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, vol. 29(C), pages 37-57.
  2. Zhou, Qing & Faff, Robert & Alpert, Karen, 2014. "Bias correction in the estimation of dynamic panel models in corporate finance," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 494-513.
  3. 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, vol. 29(C), pages 627-638.
  4. 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, vol. 54(2), pages 335-363, 06.
  5. Tian Zhong & Robert Faff & Allan Hodgeson & Lee J. Yao, 2014. "The role of board gender on the profitability of insider trading," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 22(3), pages 180-193.
  6. Zeng Liujing & Yong Hue Hwa Au & Treepongkaruna Sirimon & Faff Robert, 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.
  7. Tim Pullen & Karen Benson & Robert Faff, 2014. "A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets," Abacus, Accounting Foundation, University of Sydney, vol. 50(1), pages 76-92, 03.
  8. Hue Hwa Au Yong & Robert Faff & Keryn Chalmers, 2014. "Determinants of the extent of Asia-Pacific banks’ derivative activities," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 13(3), pages 430-448, September.
  9. Khoa TA Hoang & Robert Faff & Mamiza Haq, 2014. "Market discipline and bank risk taking," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 327-350, August.
  10. 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, vol. 72(C), pages 84-103.
  11. 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, vol. 45(C), pages 340-352.
  12. Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil, 2014. "Disciplinary tools and bank risk exposure," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 37-64.
  13. Robert Faff, 2014. "Alpha," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 13(4), pages 607-622, December.
  14. Darren D. Lee & Robert W. Faff & Saphira A.C. Rekker, 2013. "Do high and low-ranked sustainability stocks perform differently?," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 21(2), pages 116-132, March.
  15. 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, vol. 37(11), pages 4465-4475.
  16. 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, vol. 37(11), pages 4488-4500.
  17. Michael Poulsen & Robert Faff & Stephen Gray, 2013. "Financial Inflexibility and the Value Premium," International Review of Finance, International Review of Finance Ltd., vol. 13(3), pages 327-344, 09.
  18. Talbot, Edward & Artiach, Tracy & Faff, Robert, 2013. "What drives the commodity price beta of oil industry stocks?," Energy Economics, Elsevier, vol. 37(C), pages 1-15.
  19. Mohan NANDHA & Robert BROOKS & Robert FAFF, 2013. "Oil, Oil Volatility and Airline Stocks: A Global Analysis," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 302-318, June.
  20. Pathan, Shams & Faff, Robert, 2013. "Does board structure in banks really affect their performance?," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1573-1589.
  21. 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," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 319-344, June.
  22. 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, vol. 45(5), pages 611-622, February.
  23. 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, vol. 38(1), pages 81-98, April.
  24. 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, vol. 53(4), pages 949-960, December.
  25. Yuchao Xiao & Robert Faff & Philip Gharghori & Darren Lee, 2013. "An Empirical Study of the World Price of Sustainability," Journal of Business Ethics, Springer, vol. 114(2), pages 297-310, May.
  26. 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, vol. 38(2), pages 333-352, August.
  27. 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, vol. 38(2), pages 375-400, August.
  28. 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, vol. 37(8), pages 3085-3099.
  29. McGilvery, Andrew & Faff, Robert & Pathan, Shams, 2012. "Competitive valuation effects of Australian IPOs," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 74-83.
  30. 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, vol. 52(1), pages 1-7, 03.
  31. Gao, Fox & Faff, Robert & Navissi, Farshid, 2012. "Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 363-377.
  32. 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, vol. 36(12), pages 3289-3301.
  33. 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, vol. 47(01), pages 213-239, April.
  34. 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, vol. 37(3), pages 333-359, December.
  35. Robert Faff & Tribeni Lodh & Jerry Pawada, 2012. "Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence," Journal of Financial Services Research, Springer, vol. 42(3), pages 207-228, December.
  36. Blanca Pérez-Gladish & Karen Benson & Robert Faff, 2012. "Profiling socially responsible investors: Australian evidence," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 189-209, August.
  37. 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, vol. 37(1), pages 29-46, April.
  38. Binh Do & Robert Faff, 2012. "Are Pairs Trading Profits Robust To Trading Costs?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 35(2), pages 261-287, 06.
  39. Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012. "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, vol. 16(3-4), pages 155-188, September.
  40. Robert Faff, 2011. "Introduction: 50th Anniversary Issue of Accounting & Finance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(1), pages 1-1, 03.
  41. 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, vol. 8(1), pages 1-16, April.
  42. 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, vol. 35(5), pages 1239-1249, May.
  43. 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, vol. 36(2), pages 217-246, August.
  44. Robert Faff & Terrence Hallahan & Michael McKenzie, 2011. "Women and risk tolerance in an aging world," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 19(2), pages 100-117, June.
  45. 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, vol. 34(4), pages 617-640, December.
  46. 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, vol. 36(3), pages 387-403, December.
  47. 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, vol. 21(22), pages 1665-1678.
  48. 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, vol. 23(1), pages 5-19, July.
  49. Yuk Ying Chang & Robert Faff & Chuan-Yang Hwang, 2010. "Testing seasonality in the liquidity-return relation: Japanese evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 17(10), pages 951-954.
  50. Chang, Yuk Ying & Faff, Robert & Hwang, Chuan-Yang, 2010. "Liquidity and stock returns in Japan: New evidence," Pacific-Basin Finance Journal, Elsevier, vol. 18(1), pages 90-115, January.
  51. 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, vol. 20(4), pages 293-301.
  52. Hill, Paula & Brooks, Robert & Faff, Robert, 2010. "Variations in sovereign credit quality assessments across rating agencies," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1327-1343, June.
  53. Hoa Nguyen & Robert Faff, 2010. "Are firms hedging or speculating? The relationship between financial derivatives and firm risk," Applied Financial Economics, Taylor & Francis Journals, vol. 20(10), pages 827-843.
  54. 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, vol. 34(9), pages 2306-2306, September.
  55. 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, vol. 20(4), pages 323-330.
  56. Paula Hill & Robert Faff, 2010. "The Market Impact of Relative Agency Activity in the Sovereign Ratings Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9-10), pages 1309-1347, November/.
  57. Do, Viet & Faff, Robert & Veeraraghavan, Madhu, 2010. "Performance persistence in hedge funds: Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 346-362, October.
  58. 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, vol. 18(3), pages 272-289, June.
  59. Chan, Howard & Chang, Xin & Faff, Robert & Wong, George, 2010. "Financial constraints and stock returns -- Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 306-318, June.
  60. Hoa Nguyen & Robert Faff, 2010. "Does the type of derivative instrument used by companies impact firm value?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 681-683.
  61. 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, vol. 20(20), pages 1547-1563.
  62. 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, vol. 19(3), pages 181-192, June.
  63. Viet Do & Robert Faff & Madhu Veeraraghavan, 2009. "Do Australian hedge fund managers possess timing abilities?," Applied Financial Economics, Taylor & Francis Journals, vol. 19(1), pages 27-38.
  64. 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 forecast," Accounting Research Journal, Emerald Group Publishing, vol. 22(3), pages 237-261, November.
  65. 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, vol. 33(2), pages 141-158, August.
  66. 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, vol. 19(21), pages 1737-1752.
  67. 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, vol. 21(3), pages 80-85.
  68. Darren D. Lee & Robert W. Faff, 2009. "Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective," The Financial Review, Eastern Finance Association, vol. 44(2), pages 213-237, 05.
  69. 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, vol. 34(1), pages 73-96, June.
  70. 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, vol. 19(1), pages 16-32, February.
  71. 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., vol. 9(1-2), pages 27-50.
  72. Gharghori, Philip & Chan, Howard & Faff, Robert, 2009. "Default risk and equity returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 580-593, November.
  73. 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, vol. 34(1), pages 21-49, June.
  74. Hallahan, Terrence & Faff, Robert, 2009. "Tournament behavior in Australian superannuation funds: A non-parametric analysis," Global Finance Journal, Elsevier, vol. 19(3), pages 307-322.
  75. Robert Faff & Terrence Hallahan & Michael McKenzie, 2009. "Nonlinear linkages between financial risk tolerance and demographic characteristics," Applied Economics Letters, Taylor & Francis Journals, vol. 16(13), pages 1329-1332.
  76. Balachandran, Balasingham & Faff, Robert & Theobald, Michael, 2008. "Rights offerings, takeup, renounceability, and underwriting status," Journal of Financial Economics, Elsevier, vol. 89(2), pages 328-346, August.
  77. Nandha, Mohan & Faff, Robert, 2008. "Does oil move equity prices? A global view," Energy Economics, Elsevier, vol. 30(3), pages 986-997, May.
  78. Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2008. "The ex-date impact of special dividend announcements: A note," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 635-643, June.
  79. Kathryn Holmes & Robert Faff, 2008. "Style drift and fund performance in up and down markets: Australian evidence," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 395-398.
  80. Kathryn Holmes & Robert Faff, 2008. "Style analysis, customized benchmarks, and managed funds: new evidence," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 253-258.
  81. 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, vol. 17(1), pages 198-217.
  82. Warren Dean & Robert Faff, 2008. "Evidence of feedback trading with Markov switching regimes," Review of Quantitative Finance and Accounting, Springer, vol. 30(2), pages 133-151, February.
  83. 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, vol. 31(1), pages 55-70, July.
  84. 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, vol. 12(3-4), pages 219-240, September.
  85. 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, vol. 17(5), pages 998-1011, December.
  86. Catalin 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, vol. 1(10), pages 5.
  87. 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, vol. 31(1), pages 1-23.
  88. Terry Hallahan & Robert Faff & Karen Benson, 2008. "Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds," Journal of Financial Services Research, Springer, vol. 33(3), pages 205-220, June.
  89. Charly Sujoto & Petko Kalev & Robert Faff, 2008. "Systematic liquidity in the long run," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(3), pages 187-191.
  90. 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, vol. 18(6), pages 431-449.
  91. 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, vol. 30(3), pages 335-353.
  92. 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, vol. 29(1), pages 25-51, July.
  93. Philip Gharghori & Howard Chan & Robert Faff, 2007. "Are the Fama-French Factors Proxying Default Risk?," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 223-249, December.
  94. 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, vol. 16(4), pages 563-577.
  95. 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, vol. 32(2), pages 271-292, December.
  96. Annette Nguyen & Robert Faff & Philip Gharghori, 2007. "An examination of conditional asset pricing models in the Australian equities market," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(5), pages 307-312.
  97. 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, vol. 34(9-10), pages 1528-1547.
  98. Robert W. Faff & Michael D. McKenzie, 2007. "The relationship between implied volatility and autocorrelation," International Journal of Managerial Finance, Emerald Group Publishing, vol. 3(2), pages 191-196, April.
  99. Ma, Shiguang & Faff, Robert, 2007. "Market conditions and the optimal IPO allocation mechanism in China," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 121-139, April.
  100. 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, vol. 31(2), pages 207-234, December.
  101. Giovanni Butera & Robert Faff, 2006. "An integrated multi-model credit rating system for private firms," Review of Quantitative Finance and Accounting, Springer, vol. 27(3), pages 311-340, November.
  102. 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, vol. 27(2), pages 125-142, September.
  103. Nandha, Mohan & Faff, Robert, 2006. "Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets," Review of Applied Economics, Review of Applied Economics, vol. 2(2).
  104. 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, vol. 30(11), pages 3131-3146, November.
  105. Ercan Balaban & Asli Bayar & Robert Faff, 2006. "Forecasting stock market volatility: Further international evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 12(2), pages 171-188.
  106. 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, vol. 14(3), pages 231-249, June.
  107. Nguyen, Hoa & Faff, Robert, 2006. "Foreign debt and financial hedging: Evidence from Australia," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 184-201.
  108. H. Chan & R. Faff & Y. K. Ho & A. Ramsay, 2006. "Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts-super-," International Review of Finance, International Review of Finance Ltd., vol. 6(1-2), pages 79-97.
  109. Benjamin Langford & Robert Faff & Vijaya Marisetty, 2006. "On the Choice of Superannuation Funds in Australia," Journal of Financial Services Research, Springer, vol. 29(3), pages 255-279, June.
  110. 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, vol. 15(18), pages 1251-1258.
  111. Howard W. Chan & Robert W. Faff, 2005. "Asset Pricing and the Illiquidity Premium," The Financial Review, Eastern Finance Association, vol. 40(4), pages 429-458, November.
  112. Robert Faff & David R. Gallagher & Eliza Wu, 2005. "Tactical Asset Allocation: Australian Evidence," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 261-282, December.
  113. Faff, Robert & Hillier, David, 2005. "Complete markets, informed trading and equity option introductions," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1359-1384, June.
  114. Robert Faff, 2005. "Editorial Note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(1), pages 1-1.
  115. John Anderson & Robert Faff, 2005. "Profitability of Trading Rules in Futures Markets," Accounting Research Journal, Emerald Group Publishing, vol. 18(2), pages 83-92, September.
  116. McKenzie, Michael D. & Faff, Robert W., 2005. "Modeling conditional return autocorrelation," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 23-42.
  117. 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, vol. 15(4-5), pages 377-393, October.
  118. 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., vol. 8(01), pages 75-95.
  119. 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, vol. 36(5), pages 539-558, September.
  120. Jerry Parwada & Robert Faff, 2005. "Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection," Journal of Financial Services Research, Springer, vol. 27(1), pages 77-98, February.
  121. 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, vol. 32(5-6), pages 1001-1031.
  122. 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, vol. 32(1-2), pages 211-253.
  123. Balachandran, Balasingham & Faff, Robert & Jong, Len, 2005. "Announcements of bonus share options: Signalling of the quality of firms," Global Finance Journal, Elsevier, vol. 16(2), pages 180-190, December.
  124. Robert Brooks & Robert Faff & David Sokulsky, 2005. "The stock market impact of German reunification: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 31-42.
  125. 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, vol. 44(3), pages 248-268, 09.
  126. 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., vol. 8(03), pages 467-499.
  127. John Anderson & Robert Faff, 2004. "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1067-1073.
  128. Robert Faff, 2004. "A simple test of the Fama and French model using daily data: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(2), pages 83-92.
  129. Robert Faff & David Hillier, 2004. "An International Investigation of the Factors that Determine Conditional Gold Betas," The Financial Review, Eastern Finance Association, vol. 39(3), pages 473-488, 08.
  130. 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, vol. 14(6), pages 413-420.
  131. 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, vol. 27(3), pages 393-413.
  132. 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, vol. 14(4-5), pages 369-385.
  133. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
  134. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2004. "Correlations, integration and Hansen-Jagannathan bounds," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1167-1180.
  135. 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, vol. 14(3), pages 217-232, July.
  136. Karen Benson & Robert Faff, 2004. "Investigating performance benchmarks in the context of international trusts: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(9), pages 631-644.
  137. 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, vol. 12(3), pages 333-357, June.
  138. 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, vol. 15(2), pages 147-170, August.
  139. 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, vol. 31(3-4), pages 539-578.
  140. 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, vol. 13(3), pages 193-215, July.
  141. 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, vol. 28(3), pages 307-317, December.
  142. Davidson, Sinclair & Faff, Robert & Hillier, David, 2003. "Gold factor exposures in international asset pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 271-289, July.
  143. Benson, Karen L. & Faff, Robert W., 2003. "A performance analysis of Australian international equity trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 69-84, February.
  144. Brooks, Robert & Davidson, Sinclair & Faff, Robert, 2003. "Sudden changes in property rights: the case of Australian native title," Journal of Economic Behavior & Organization, Elsevier, vol. 52(4), pages 427-442, December.
  145. Benson, Karen L. & Faff, Robert W., 2003. "Exchange rate sensitivity of Australian international equity funds," Global Finance Journal, Elsevier, vol. 14(1), pages 95-120, May.
  146. R. Mittoo, Usha & W. Faff, Robert, 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, vol. 18, pages 433-465.
  147. Frida Lie & Robert Faff, 2003. "Global industry betas," Applied Economics Letters, Taylor & Francis Journals, vol. 10(1), pages 21-26.
  148. 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, vol. 26(2), pages 259-274.
  149. Robert W. Faff, 2003. "Creating Fama and French Factors with Style," The Financial Review, Eastern Finance Association, vol. 38(2), pages 311-322, 05.
  150. Chan, Howard W. & Faff, Robert W., 2003. "An investigation into the role of liquidity in asset pricing: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 11(5), pages 555-572, November.
  151. 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, vol. 13(4-5), pages 483-502, December.
  152. 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, vol. 13(4-5), pages 385-404, December.
  153. 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, vol. 12(4-5), pages 365-390.
  154. 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, vol. 75(1), pages 95-126, January.
  155. 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, vol. 13(1), pages 1-20, May.
  156. 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, vol. 8(3), pages 249-274.
  157. Robert Brooks & Robert Faff & David Sokulsky, 2002. "An ordered response model of test cricket performance," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2353-2365.
  158. Hoa Nguyen & Robert Faff, 2002. "On The Determinants of Derivative Usage by Australian Companies," Australian Journal of Management, Australian School of Business, vol. 27(1), pages 1-24, June.
  159. Di Iorio, Amalia & Faff, Robert, 2002. "The pricing of foreign exchange risk in the Australian equities market," Pacific-Basin Finance Journal, Elsevier, vol. 10(1), pages 77-95, January.
  160. 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, vol. 11(2), pages 157-163.
  161. 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, vol. 41(3), pages 169-196.
  162. 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, vol. 11(2), pages 215-222, June.
  163. 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, vol. 7(1), pages 22-38.
  164. 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, vol. 26(1), pages 1-17, June.
  165. Terrence Hallahan & Robert Faff, 2001. "Induced persistence or reversals in fund performance?: the effect of survivorship bias," Applied Financial Economics, Taylor & Francis Journals, vol. 11(2), pages 119-126.
  166. 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, vol. 5(1), pages 1-33, March.
  167. Faff, Robert, 2001. "A Multivariate Test of a Dual-Beta CAPM: Australian Evidence," The Financial Review, Eastern Finance Association, vol. 36(4), pages 157-74, November.
  168. 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, vol. 10(2), pages 133-159, June.
  169. 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, vol. 19(3), pages 377-397, June.
  170. 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, vol. 27(5&6), pages 523-554.
  171. 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, vol. 52(3), pages 259-276.
  172. Lie, Frida & Brooks, Robert & Faff, Robert, 2000. "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 301-11, September.
  173. 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, vol. 25(3), pages 245-260, December.
  174. 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, vol. 40(1), pages 85-106.
  175. 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, vol. 10(1), pages 49-58.
  176. Sinclair Davidson & Robert Faff, 1999. "Some additional Australian evidence on the day-of-the-week effect," Applied Economics Letters, Taylor & Francis Journals, vol. 6(4), pages 247-249.
  177. Amalia Di Iorio & Robert Faff, 1999. "An international market model and exchange rate risk: Australian evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 6(2), pages 77-80.
  178. 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, vol. 9(3-4), pages 387-402, November.
  179. 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, vol. 7(1), pages 83-101, February.
  180. Gangemi, Michael & Brooks, Robert & Faff, Robert, 1999. "Mean reversion and the forecasting of country betas: a note," Global Finance Journal, Elsevier, vol. 10(2), pages 231-245.
  181. Faff, Robert W. & Brailsford, Timothy J., 1999. "Oil price risk and the Australian stock market," Journal of Energy Finance & Development, Elsevier, vol. 4(1), pages 69-87, 06.
  182. Robert Faff & Richard Heaney, 1999. "An examination of the relationship between Australian industry equity returns and expected inflation," Applied Economics, Taylor & Francis Journals, vol. 31(8), pages 915-933.
  183. 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, vol. 8(1), pages 21-28.
  184. 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, vol. 6(1-2), pages 87-101, May.
  185. Robert Faff & Barry Oliver, 1998. "Consumption versus market betas of Australian industry portfolios," Applied Economics Letters, Taylor & Francis Journals, vol. 5(8), pages 513-517.
  186. 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, vol. 8(2), pages 175-188, June.
  187. Faff, Robert W., 1998. "The empirical relationship between aggregate consumption and security prices in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 213-224, May.
  188. Robert D. Brooks & Robert W. Faff & Michael D. McKenzie, 1998. "Timeâ€Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques," Australian Journal of Management, Australian School of Business, vol. 23(1), pages 1-22, June.
  189. 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, vol. 25(5&6), pages 721-745.
  190. Brailsford, Timothy J. & Faff, Robert W., 1997. "Testing the conditional CAPM and the effect of intervaling: A note," Pacific-Basin Finance Journal, Elsevier, vol. 5(5), pages 527-537, December.
  191. Brooks, Robert D & Faff, Robert W, 1997. "Financial Deregulation and Relative Risk of Australian Industry," Australian Economic Papers, Wiley Blackwell, vol. 36(69), pages 308-20, December.
  192. 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, vol. 4(9), pages 563-566.
  193. 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, vol. 7(3), pages 255-275, October.
  194. 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, vol. 7(1), pages 9-14.
  195. 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, vol. 4(12), pages 737-739.
  196. Robert Brooks & Robert Faff, 1997. "A note on beta forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 77-78.
  197. 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, vol. 21(2), pages 197-219, February.
  198. Brailsford, Timothy J. & Faff, Robert W., 1996. "An evaluation of volatility forecasting techniques," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 419-438, April.
  199. Brooks, Robert D & Faff, Robert W, 1995. "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Australian Economic Papers, Wiley Blackwell, vol. 34(65), pages 180-99, December.
  200. Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1995. "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 145-146, May.
  201. 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, vol. 17(2), pages 233-258, December.
  1. Accounting and Finance, Accounting and Finance Association of Australia and New Zealand.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2008-01-26. Author is listed
  2. NEP-FIN: Finance (1) 2004-05-02. Author is listed
  3. NEP-FMK: Financial Markets (1) 2004-05-02. Author is listed
  4. NEP-FOR: Forecasting (1) 2008-01-26. Author is listed
This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors
  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  11. h-index
  12. Number of Journal Pages
  13. Number of Journal Pages, Weighted by Simple Impact Factor
  14. Number of Journal Pages, Weighted by Recursive Impact Factor
  15. Number of Journal Pages, Weighted by Number of Authors
  16. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Abstract Views in RePEc Services over the past 12 months
  19. Number of Downloads through RePEc Services over the past 12 months
  20. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  21. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  22. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Robert Faff should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.