Access Statistics for Robert William Faff

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Country of Power ARCH Models and National Stock Market Returns 0 0 0 1 0 0 2 529
Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case 0 0 0 42 0 1 3 1,048
An Examination of the Effects of Major Political Change on Stock Market Volatility: The South African Experience 0 0 0 2 0 0 1 791
Are financial derivates really value enhancing? Australian evidence 0 0 0 127 0 1 1 333
Beta Stability and Portfolio Formation 0 0 0 3 0 0 1 2,076
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 3 0 0 0 15
Dynamic industry uncertainty networks and the business cycle 2 6 15 78 8 16 38 149
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 2 0 0 1 1,075
Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period 0 0 0 1 0 3 9 1,280
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 1 2 257 0 2 6 558
Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange 0 0 0 4 0 1 2 1,696
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 1 95 0 0 1 356
The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures 0 0 12 12 0 0 1 1
Total Working Papers 2 7 30 627 8 24 66 9,907
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets 0 0 2 29 2 2 8 139
A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX‐DATES* 0 0 0 35 0 0 0 206
A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET 0 0 0 0 0 0 0 0
A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland 0 0 0 2 0 0 0 23
A Multivariate Test of a Dual-Beta CAPM: Australian Evidence 0 0 0 0 1 1 4 447
A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market 0 0 0 4 0 0 1 36
A Simple Test of the ‘Risk Class Hypothesis’ 0 0 0 0 0 0 0 1
A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence 0 0 1 1 0 0 1 1
A Test of a Two‐Factor ‘Market and Oil’ Pricing Model 0 0 0 0 0 1 1 1
A contemporary view of corporate finance theory, empirical evidence and practice 0 0 3 18 0 1 10 78
A multi-country study of power ARCH models and national stock market returns 0 0 1 106 0 0 4 288
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions 0 0 0 31 0 0 1 179
A note on beta forecasting 0 0 0 124 1 1 1 316
A performance analysis of Australian international equity trusts 0 0 0 21 0 0 0 106
A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data 0 0 0 1 0 0 0 38
A simple template for pitching research 0 0 4 43 3 8 30 232
A specialised volatility index for the new GICS sector - Real estate 0 0 0 17 0 1 5 95
A test of the intertemporal CAPM in the Australian equity market 0 0 0 185 0 2 2 366
A visualisation approach for pitching research 0 1 4 9 1 2 7 16
ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? 0 0 6 61 1 1 10 194
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 12 0 0 1 49
ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS 0 0 0 12 0 0 0 53
Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania 0 0 1 4 1 1 11 35
Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework 0 0 1 6 0 3 19 59
Alpha 0 0 1 17 1 1 6 92
An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas 0 0 0 0 0 0 0 0
An Empirical Study of the World Price of Sustainability 0 2 3 22 0 2 6 117
An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange 0 0 0 0 0 0 0 3
An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors 0 1 3 28 0 1 5 88
An International Investigation of the Factors that Determine Conditional Gold Betas 1 1 4 86 1 1 6 276
An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets 0 0 0 1 0 0 0 12
An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions 0 0 0 12 0 0 0 45
An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries 0 0 1 82 0 0 4 287
An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability 0 0 0 0 0 0 0 0
An analysis of asymmetry in foreign currency exposure of the Australian equities market 0 0 0 130 1 1 6 388
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry 0 0 1 131 0 0 3 303
An evaluation of volatility forecasting techniques 0 1 11 1,062 3 5 26 2,203
An examination of Australian equity trusts for selectivity and market timing performance 0 0 0 56 0 0 0 206
An examination of the effects of major political change on stock market volatility: the South African experience 0 0 0 45 3 3 4 159
An examination of the relationship between Australian industry equity returns and expected inflation 0 0 0 19 0 0 0 76
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics 0 1 6 142 1 2 9 299
An integrated multi-model credit rating system for private firms 0 0 0 130 0 0 0 388
An international market model and exchange rate risk: Australian evidence 0 0 0 22 0 0 0 112
An investigation into the extent of beta instability in the Singapore stock market 0 0 0 56 0 1 1 238
An investigation into the role of liquidity in asset pricing: Australian evidence 0 0 0 73 0 1 2 184
An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility 0 0 3 31 1 1 9 112
An ordered response model of test cricket performance 0 0 0 99 0 0 2 400
Analysing the performance of managed funds using the wavelet multiscaling method 0 0 1 74 0 0 3 191
Announcements of bonus share options: Signalling of the quality of firms 0 0 1 42 0 0 1 176
Applicability of Investment and Profitability Effects in Asset Pricing Models 0 0 1 1 0 0 3 9
Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? 0 0 0 0 0 0 0 1
Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters 0 0 1 25 2 3 51 219
Are the Fama-French Factors Proxying Default Risk? 0 0 1 27 1 1 5 123
Are the Fama–French factors proxying news related to GDP growth? The Australian evidence 0 0 0 28 0 0 0 127
Asia Pacific banks' derivative and risk management disclosures 0 0 0 0 0 0 0 0
Asset Pricing and the Illiquidity Premium 0 0 0 232 1 1 5 686
Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* 0 0 0 30 0 0 1 193
Asymmetry in return and volatility spillover between equity and bond markets in Australia 0 1 2 92 0 1 8 293
Bank exposures to interest-rate risk: the case of the Australian banking industry 0 0 0 51 0 0 0 138
Beta and Return: Implications of Australia's Dividend Imputation Tax System 0 0 0 2 0 0 0 48
Beta stability and monthly seasonal effects: evidence from the Australian capital market 0 0 0 50 0 0 0 159
Beta stability and portfolio formation 0 0 0 121 0 0 1 386
Beta stability and portfolio formation 0 0 0 147 0 0 0 367
Bias correction in the estimation of dynamic panel models in corporate finance 0 0 0 22 0 0 15 150
Business shocks and corporate leverage 0 0 1 5 1 1 4 27
CEO overconfidence and corporate debt maturity 1 8 18 71 3 32 54 317
Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies 0 1 7 126 0 1 9 481
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 3 79 1 1 9 272
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States 0 0 0 0 0 0 0 81
Competitive valuation effects of Australian IPOs 0 0 0 11 0 0 3 79
Complete markets, informed trading and equity option introductions 0 0 1 30 0 0 1 119
Conditional performance evaluation and the relevance of money flows for Australian international equity funds 0 0 0 16 0 0 0 81
Consumption versus market betas of Australian industry portfolios 0 0 0 21 0 0 0 86
Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective 2 6 27 188 8 26 83 521
Corporate governance, firm value and risk: Past, present, and future 0 2 11 60 0 6 47 263
Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China 0 0 3 27 0 0 6 287
Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? 0 0 5 52 5 8 21 333
Corporate usage of financial derivatives, information asymmetry, and insider trading 0 0 0 0 0 0 0 15
Creating Fama and French Factors with Style 0 1 1 89 0 1 5 387
Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk 0 0 1 61 0 0 2 213
Default risk and equity returns: Australian evidence 0 0 0 39 0 0 2 153
Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures 0 0 0 110 0 1 2 394
Determinants of bond spreads: evidence from credit derivatives of Australian firms 0 0 0 23 0 0 0 95
Determinants of the extent of Asia-Pacific banks’ derivative activities 0 1 6 42 0 1 11 157
Deviation from target capital structure, cost of equity and speed of adjustment 0 0 1 24 0 1 3 142
Diamonds vs. precious metals: What shines brightest in your investment portfolio? 0 0 2 24 1 2 14 162
Did connected hedge funds benefit from bank bailouts during the financial crisis? 0 0 1 6 0 0 1 37
Diminishing marginal returns from R&D investment: evidence from manufacturing firms 1 1 3 39 1 1 4 242
Disciplinary tools and bank risk exposure 0 0 1 19 1 1 3 98
Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? 0 0 0 3 0 0 0 23
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments 0 0 0 3 0 1 1 26
Do brokers' recommendation changes generate brokerage? Evidence from a central limit order market 0 0 0 2 0 0 0 14
Do corporate policies follow a life-cycle? 1 3 4 55 2 6 16 218
Do futures‐based strategies enhance dynamic portfolio insurance? 0 1 2 5 0 1 4 30
Do high and low‐ranked sustainability stocks perform differently? 0 1 1 1 0 1 1 1
Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data 0 0 0 2 0 0 0 13
Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? 0 0 0 0 0 0 0 0
Does board independence constrain insider opportunism? 0 0 0 0 0 0 0 7
Does board structure in banks really affect their performance? 3 7 17 345 5 15 114 1,184
Does oil move equity prices? A global view 0 0 17 687 0 0 34 1,524
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 11 0 1 5 39
Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence 0 0 1 4 1 1 3 18
Does the type of derivative instrument used by companies impact firm value? 0 0 0 23 0 0 0 101
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? 0 0 0 17 0 0 0 75
EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK 0 0 0 13 0 0 0 58
Editorial Note 0 0 0 1 0 0 0 24
Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar 0 0 1 1 0 2 7 7
Effects of institutional investor ownership on innovation 1 1 5 6 1 3 13 16
Enhancing mean–variance portfolio selection by modeling distributional asymmetries 0 0 1 21 0 0 2 113
Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] 0 0 0 16 0 0 0 35
Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework 1 1 1 31 1 1 2 110
Evidence of feedback trading with Markov switching regimes 0 0 0 68 0 0 1 197
Evidence of strategic information uncertainty around opportunistic insider purchases 0 0 0 8 0 0 1 45
Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence 0 1 3 43 0 1 3 208
Exchange rate sensitivity of Australian international equity funds 0 0 0 21 0 0 0 116
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks 0 0 0 42 0 0 1 119
Extra-Market Sensitivity to a Gold Price Factor: Evidence From National Market Portfolios 0 0 0 1 0 0 0 2
Factors affecting the birth and fund flows of CTAs 0 0 0 3 0 0 1 29
Factors or Characteristics? That is the Question 0 0 0 0 0 0 0 0
Fantasy Pitching 0 0 0 7 1 1 5 86
Fifty years of finance research in the Asia Pacific Basin 0 0 1 16 0 0 2 67
Financial Deregulation and Relative Risk of Australian Industry 0 0 0 0 0 0 0 87
Financial Inflexibility and the Value Premium 0 0 0 8 0 0 0 36
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 0 0 0 0 185
Financial constraints and dividend policy 0 1 4 21 0 2 9 99
Financial constraints and stock returns -- Evidence from Australia 0 0 0 31 0 0 3 102
Financial markets, innovation and regulation 0 0 0 9 0 0 0 23
Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence 0 0 0 22 0 0 0 51
Forecasting stock market volatility: Further international evidence 0 0 0 209 0 0 2 574
Foreign debt and financial hedging: Evidence from Australia 0 0 1 72 0 0 1 232
Foreign ownership and stock liquidity uncertainty 1 1 5 5 1 2 11 11
Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds 0 0 0 3 0 0 1 59
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 15 0 0 2 63
Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments 0 0 1 17 0 0 4 65
Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis 0 0 0 3 0 0 0 23
Further evidence on the announcement effect of bonus shares in an imputation tax setting 0 1 3 41 0 2 5 188
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume 0 0 0 65 0 0 0 220
Global industry betas 0 0 0 435 0 0 0 1,786
Gold factor exposures in international asset pricing 0 1 2 219 0 2 9 680
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis 0 1 2 23 2 3 10 90
Hitting SKEW for SIX 0 0 2 34 2 6 20 280
Individual financial risk tolerance and the global financial crisis 0 1 1 28 1 2 6 127
Individualistic cultures and crash risk 0 0 0 11 0 0 3 53
Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? 1 1 5 6 2 2 9 17
Informational content of options around analyst recommendations 0 0 0 0 0 0 1 1
Injecting liquidity into liquidity research 0 0 1 11 0 1 9 108
Institutional investor horizon and bank risk-taking 0 0 4 13 0 0 9 38
Institutional ownership and corporate risk-taking in Japanese listed firms 1 2 4 7 1 3 10 32
Interest rate risk of Australian financial sector companies in a period of regulatory change 0 0 1 101 0 0 5 282
International cross-listings towards more liquid markets: the impact on domestic firms 0 0 0 52 0 0 0 153
International evidence on the determinants of foreign exchange rate exposure of multinational corporations 0 0 2 105 0 1 7 429
Introduction: 50th Anniversary Issue of Accounting & Finance 0 0 0 0 1 1 3 58
Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy 0 0 0 0 0 0 0 1
Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches 2 2 3 19 2 3 4 66
Is Financial Flexibility a Priced Factor in the Stock Market? 0 0 0 17 0 0 1 54
Is default risk priced in Australian equity? Exploring the role of the business cycle 0 0 1 3 0 0 1 40
Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model 0 0 0 2 1 1 1 7
Is there a Banking Risk Premium in the US Stock Market? 0 0 0 13 0 0 1 103
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses 0 1 2 18 0 4 37 139
Liquidity and stock returns in Japan: New evidence 0 0 3 136 0 2 9 374
Liquidity in asset pricing: New Australian evidence using low-frequency data 0 0 0 17 0 0 1 51
Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence 0 0 0 8 0 0 0 71
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 0 5 0 0 0 17
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets 0 0 2 130 1 4 7 318
Management earnings forecasts in a continuous disclosure environment 0 0 0 0 0 0 0 0
Market conditions and the optimal IPO allocation mechanism in China 0 0 0 105 0 1 3 307
Market discipline and bank risk taking 0 0 0 34 0 1 2 86
Market response of US equities to domestic natural disasters: industry‐based evidence 0 0 1 4 1 1 3 15
Mean reversion and the forecasting of country betas: a note 0 0 1 24 0 0 3 106
Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions 0 0 3 43 0 2 15 155
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?’ 0 0 1 18 0 1 3 82
Modeling Australia's country risk: a country beta approach 0 0 0 284 0 0 3 1,044
Modeling conditional return autocorrelation 0 0 0 44 0 1 2 140
Modelling return and conditional volatility exposures in global stock markets 0 0 0 47 0 0 0 152
Modelling the Equity Beta Risk of Australian Financial Sector Companies 0 0 1 2 0 1 3 5
New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* 0 0 0 7 0 0 0 53
New evidence on national culture and bank capital structure 0 0 0 6 0 0 19 107
New evidence on sovereign to corporate credit rating spill-overs 0 4 4 9 0 6 10 44
New evidence on the impact of financial leverage on beta risk: A time-series approach 0 0 1 211 0 0 1 909
New evidence on the relation between stock liquidity and measures of trading activity 0 1 1 91 1 4 38 341
New insights into the impact of the introduction of futures trading on stock price volatility 0 0 0 4 0 0 0 23
Noise Momentum Around the World 0 0 0 4 0 2 2 26
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market 0 0 0 22 0 0 1 77
Nonlinear limits to arbitrage 0 0 0 2 0 1 3 7
Nonlinear linkages between financial risk tolerance and demographic characteristics 0 1 2 25 0 1 3 106
ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION 0 0 2 31 0 3 9 139
Oil price risk and the Australian stock market 1 2 7 487 1 6 24 1,149
Oil, Oil Volatility and Airline Stocks: A Global Analysis 0 2 2 110 1 5 8 320
On The Determinants of Derivative Usage by Australian Companies 0 1 3 14 0 1 5 58
On the Choice of Superannuation Funds in Australia 0 0 0 54 0 0 0 257
On the estimation and comparison of short-rate models using the generalised method of moments 0 0 0 65 0 0 0 161
Pairs trading and idiosyncratic cash flow risk 1 1 1 4 1 2 6 17
Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection 0 1 1 62 0 1 1 180
Performance persistence in hedge funds: Australian evidence 0 0 0 14 0 0 0 61
Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework 0 0 3 29 0 0 10 153
Pitching research for engagement and impact: a simple tool and illustrative examples 0 0 0 3 0 1 4 15
Pitching research: ‘qualitative cousins’ and the ‘extended family’ 0 0 1 5 0 0 2 30
Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market 0 0 2 127 0 2 6 380
Political connections and media slant 0 0 0 2 0 1 3 17
Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund 0 0 0 5 0 0 1 26
Power ARCH modelling of commodity futures data on the London Metal Exchange 0 0 0 246 0 0 5 1,119
Predicting corporate bankruptcy: What matters? 0 1 6 53 0 4 18 151
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model 0 0 0 12 0 1 2 98
Profiling socially responsible investors: Australian evidence 0 0 1 26 0 2 5 103
Profitability of Trading Rules in Futures Markets 0 0 0 0 0 0 0 0
Realized moments and the cross-sectional stock returns around earnings announcements 1 1 11 13 1 2 18 21
Relative bond-stock liquidity and capital structure choices 1 1 5 10 1 2 12 39
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 0 0 71
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news 0 0 0 10 0 0 1 58
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 1 1 2 3 1 2 7 40
Return-based Style Analysis in Australian Funds 0 0 2 20 0 0 4 87
Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? 2 2 7 33 3 6 27 119
Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity 0 0 1 18 0 1 4 67
Rights offerings, takeup, renounceability, and underwriting status 0 0 0 34 0 0 0 152
Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets 0 0 0 122 0 0 2 581
Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt 0 0 0 1 0 0 1 21
Short-term contrarian investing--is it profitable?... Yes and No 0 0 0 110 0 1 2 297
Size‐conditioned mandatory capital adequacy disclosure and bank intermediation 0 0 0 2 0 0 0 13
Social trust and the speed of corporate leverage adjustment: evidence from around the globe 0 0 1 9 1 1 4 21
Some additional Australian evidence on the day-of-the-week effect 0 0 0 21 0 0 0 70
Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds 0 0 1 8 0 0 2 23
Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship 0 0 0 1 0 0 0 11
Stock salience and the asymmetric market effect of consumer sentiment news 0 0 1 36 0 2 3 185
Sub-optimal international portfolio allocations and the cost of capital 0 0 0 12 0 1 1 54
Sudden changes in property rights: the case of Australian native title 0 0 0 49 0 0 0 154
THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA 0 0 1 121 0 0 8 559
Tactical Asset Allocation: Australian Evidence 0 0 0 10 0 1 2 49
Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions 0 0 0 0 0 0 1 1
Testing seasonality in the liquidity-return relation: Japanese evidence 0 0 0 14 0 0 0 51
Testing the conditional CAPM and the effect of intervaling: A note 0 0 0 86 0 0 0 229
The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? 1 3 8 9 3 7 30 32
The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis 0 0 1 19 0 0 2 66
The Determinants of Conditional Autocorrelation in Stock Returns 1 1 1 61 1 1 3 182
The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns 0 0 0 8 0 1 3 41
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM 0 1 2 12 2 4 6 59
The Global Financial Crisis: some attributes and responses 0 0 0 111 0 1 2 244
The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study 0 0 0 118 0 0 1 437
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 0 0 0 4 0 0 0 40
The Information Content of Australian Managed Fund Ratings 0 0 0 0 0 0 0 8
The Market Impact of Relative Agency Activity in the Sovereign Ratings Market 0 0 0 103 0 0 1 208
The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market 0 0 0 0 0 0 2 12
The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates 0 0 0 6 1 3 3 67
The complementary role of cross-sectional and time-series information in forecasting stock returns 0 0 0 9 0 0 0 61
The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts 0 0 0 18 1 1 1 107
The empirical relationship between aggregate consumption and security prices in Australia 0 0 0 15 0 0 0 75
The equity and efficiency of the Australian share market with respect to director trading 0 0 0 24 0 0 0 199
The ex-date impact of special dividend announcements: A note 0 0 0 73 0 0 0 624
The impact of audit quality in rights offerings 0 1 1 4 0 1 1 11
The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation 0 0 1 10 1 1 8 28
The intertemporal relationship between market return and variance: an Australian perspective 0 0 0 22 0 0 0 100
The intra-industry impact of special dividend announcements: contagion versus competition 0 0 0 64 0 0 1 266
The long- and short-run financial impacts of cross listing on Australian firms 0 0 0 2 0 0 0 49
The national market impact of sovereign rating changes 1 2 5 341 2 3 10 744
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns 0 0 2 65 1 4 12 342
The pricing of foreign exchange risk in the Australian equities market 0 0 0 35 0 0 1 120
The profitability of pairs trading strategies: distance, cointegration and copula methods 0 1 6 35 2 6 46 171
The relation between R&D intensity and future market returns: does expensing versus capitalization matter? 0 0 3 91 1 1 5 249
The relationship between exchange rate exposure, currency risk management and performance of international equity funds 0 0 1 115 0 1 2 376
The relationship between implied volatility and autocorrelation 1 1 1 48 2 2 2 183
The role of board gender on the profitability of insider trading 0 0 0 0 1 2 2 2
The simultaneous relation between fund flows and returns 0 0 0 1 0 0 2 7
The strategic allocation to style-integrated portfolios of commodity futures 0 0 0 0 0 2 2 2
Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques 0 0 0 7 0 0 2 17
Time varying country risk: an assessment of alternative modelling techniques 0 2 2 180 0 2 3 665
Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques 0 0 0 3 0 1 3 49
Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis 0 2 2 4 0 2 3 13
Tournament behavior in Australian superannuation funds: A non-parametric analysis 0 0 0 39 0 0 1 155
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach 0 0 0 65 0 0 2 285
Uncertainty, investment spikes, and corporate leverage adjustments 0 0 0 0 0 1 8 11
Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies 0 0 1 41 1 3 5 144
Using abnormal analyst coverage to unlock new evidence on stock price crash risk 0 0 0 4 0 1 3 14
Vale Emeritus Professor Francis (Frank) James Finn 0 0 5 7 0 0 8 19
Variations in sovereign credit quality assessments across rating agencies 0 1 6 156 0 2 9 370
What can we learn from firm-level jump-induced tail risk around earnings announcements? 0 1 2 7 0 6 31 43
What drives the commodity price beta of oil industry stocks? 0 0 0 56 0 1 3 393
What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market 0 0 1 1 0 0 1 1
Who's Greenwashing Via the Media and What are the Consequences? Evidence From China 0 1 9 9 0 6 24 24
Women and risk tolerance in an aging world 0 0 0 0 0 0 0 0
Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! 0 1 2 19 0 4 14 162
… More on the use of research templates 0 0 1 2 0 0 3 9
Total Journal Articles 27 92 397 13,572 102 347 1,592 47,830
27 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conceptual Framework for Lending Money Outside Business Groups: Evidence from Poland 0 0 0 0 0 0 14 27
Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets 0 0 2 6 1 1 3 32
Profiling Ethical Investors 0 0 0 0 1 2 2 8
Total Chapters 0 0 2 6 2 3 19 67


Statistics updated 2023-12-04