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 7 537
Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case 0 0 0 42 1 1 11 1,061
An Examination of the Effects of Major Political Change on Stock Market Volatility: The South African Experience 0 0 0 2 0 2 12 807
Are financial derivates really value enhancing? Australian evidence 0 0 0 127 0 0 5 347
Beta Stability and Portfolio Formation 0 0 0 3 0 1 12 2,090
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 3 0 0 9 26
Dynamic industry uncertainty networks and the business cycle 0 2 17 167 0 5 67 381
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 2 1 2 11 1,087
Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period 0 0 0 1 1 1 10 1,293
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 0 258 0 1 11 570
Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange 0 0 0 4 0 0 12 1,710
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 1 5 13 374
The Form of Time Variation of Systematic Risk: Some Australian Evidence 0 0 0 0 0 0 4 4
The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures 0 0 0 12 0 0 4 6
The commodity risk premium and neural networks 0 0 0 0 0 0 13 26
Time Stationarity of Systematic Risk: Some Australian Evidence 0 0 0 0 0 0 4 4
Total Working Papers 0 2 17 717 4 18 205 10,323
2 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 1 5 41 2 4 25 183
A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX‐DATES* 0 0 0 35 0 7 14 221
A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET 0 0 0 0 0 0 4 4
A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland 0 0 0 2 0 2 13 37
A Multivariate Test of a Dual-Beta CAPM: Australian Evidence 0 0 0 0 1 2 8 462
A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market 0 0 0 6 1 1 11 49
A Simple Test of the ‘Risk Class Hypothesis’ 0 0 0 0 0 0 2 3
A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence 0 0 0 1 0 0 4 6
A Test of a Two‐Factor ‘Market and Oil’ Pricing Model 0 0 0 3 0 0 4 9
A contemporary view of corporate finance theory, empirical evidence and practice 0 0 1 20 0 3 15 99
A further examination of the effect of diversification on the stability of portfolio betas 0 0 0 17 1 4 14 98
A multi-country study of power ARCH models and national stock market returns 0 3 5 118 0 3 15 326
A multifactor model of gold industry stock returns: evidence from the Australian equity market 0 1 9 237 1 6 28 578
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions 0 0 0 32 2 2 20 203
A note on beta forecasting 0 0 0 126 0 3 8 327
A performance analysis of Australian international equity trusts 0 0 0 21 1 3 8 116
A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data 0 0 0 2 0 1 9 50
A simple template for pitching research 1 3 5 54 3 8 35 288
A simple test of the Fama and French model using daily data: Australian evidence 0 1 2 902 0 2 11 2,623
A specialised volatility index for the new GICS sector - Real estate 0 0 0 18 0 1 26 127
A test of the intertemporal CAPM in the Australian equity market 0 0 0 185 0 0 8 375
A visualisation approach for pitching research 0 0 1 12 0 1 6 29
ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? 0 2 4 80 9 35 53 280
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 0 6 56
ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS 0 0 0 12 1 1 8 62
Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania 0 0 0 6 0 2 16 59
Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework 0 0 1 8 0 1 21 109
Alpha 0 0 1 19 0 3 14 115
Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence 0 0 0 163 1 3 16 646
An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas 0 0 0 0 0 1 4 6
An Empirical Study of the World Price of Sustainability 0 0 1 27 0 1 14 143
An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange 0 0 0 0 0 0 4 8
An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors 0 0 2 31 0 1 11 107
An International Investigation of the Factors that Determine Conditional Gold Betas 0 0 1 90 1 3 13 297
An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets 0 0 0 1 0 1 9 23
An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions 0 0 0 12 1 2 13 60
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 0 83 1 3 9 302
An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability 0 0 0 0 0 0 2 4
An analysis of asymmetry in foreign currency exposure of the Australian equities market 0 0 0 131 0 1 10 403
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry 0 0 0 132 0 0 5 313
An evaluation of volatility forecasting techniques 0 1 1 1,074 1 2 12 2,242
An examination of Australian equity trusts for selectivity and market timing performance 0 0 0 56 0 0 15 227
An examination of conditional asset pricing models in the Australian equities market 0 0 0 0 0 1 8 8
An examination of the effects of major political change on stock market volatility: the South African experience 0 0 1 48 0 0 8 171
An examination of the relationship between Australian industry equity returns and expected inflation 0 0 0 19 0 2 11 92
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics 0 0 2 154 1 1 17 341
An integrated multi-model credit rating system for private firms 0 0 0 130 1 1 9 400
An international market model and exchange rate risk: Australian evidence 0 0 0 22 0 0 6 119
An investigation into the extent of beta instability in the Singapore stock market 0 0 0 56 0 1 8 251
An investigation into the role of liquidity in asset pricing: Australian evidence 0 0 0 75 0 0 13 206
An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility 0 0 1 34 0 0 9 135
An ordered response model of test cricket performance 1 1 1 102 1 3 20 429
Analysing the performance of managed funds using the wavelet multiscaling method 0 0 0 75 0 1 14 209
Announcements of bonus share options: Signalling of the quality of firms 0 0 0 43 0 0 16 197
Applicability of Investment and Profitability Effects in Asset Pricing Models 0 0 0 2 1 1 16 28
Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? 0 0 0 0 0 0 8 9
Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters 1 2 2 31 2 5 23 267
Are firms hedging or speculating? The relationship between financial derivatives and firm risk 0 0 6 97 1 2 15 307
Are the Fama-French Factors Proxying Default Risk? 0 0 0 27 0 0 17 144
Are the Fama–French factors proxying news related to GDP growth? The Australian evidence 0 0 0 28 0 0 7 139
Are there any safe haven assets against oil price falls? 0 0 0 0 0 1 33 34
Asia Pacific banks' derivative and risk management disclosures 0 0 0 0 1 1 6 7
Asia-Pacific banks risk exposures: pre and post the Asian financial crisis 0 0 0 8 1 1 7 55
Asset Pricing and the Illiquidity Premium 0 0 2 236 0 1 16 712
Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* 0 0 0 30 0 0 4 200
Asymmetry in return and volatility spillover between equity and bond markets in Australia 1 1 2 97 3 4 16 318
Asymmetry, earnings announcements, and the beta-return relation 0 0 1 3 1 2 32 38
Australian industry beta risk, the choice of market index and business cycles 0 0 0 425 0 1 7 1,785
Bank exposures to interest-rate risk: the case of the Australian banking industry 0 0 0 51 0 0 3 141
Behavioral implications of sovereign ceiling doctrine for the access to credit by firms 0 0 0 0 0 0 10 11
Beta and Return: Implications of Australia's Dividend Imputation Tax System 0 0 1 3 0 2 7 58
Beta stability and monthly seasonal effects: evidence from the Australian capital market 0 0 0 51 1 3 11 174
Beta stability and portfolio formation 0 0 0 147 1 1 14 381
Beta stability and portfolio formation 0 0 0 121 1 1 8 396
Bias correction in the estimation of dynamic panel models in corporate finance 0 0 0 23 0 1 10 166
Business shocks and corporate leverage 0 0 0 5 0 1 12 44
CEO overconfidence and corporate debt maturity 1 3 6 89 2 6 43 402
Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies 0 0 1 131 0 0 16 508
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 4 84 1 1 22 310
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States 0 0 0 0 0 0 7 90
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model 0 0 0 28 1 3 15 195
Competitive valuation effects of Australian IPOs 0 0 0 13 0 0 18 111
Complete markets, informed trading and equity option introductions 0 0 0 30 1 3 15 136
Conditional performance evaluation and the relevance of money flows for Australian international equity funds 0 0 0 16 1 1 8 90
Consumption versus market betas of Australian industry portfolios 0 0 0 21 0 1 9 95
Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective 1 3 19 252 1 3 52 720
Corporate governance and liquidity creation in a duality banking system 0 2 4 5 1 6 22 24
Corporate governance, firm value and risk: Past, present, and future 0 0 1 71 0 0 16 321
Corporate insider trading and extreme weather events: Evidence from tropical storms in the US 0 0 1 1 0 0 18 24
Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China 0 0 0 29 1 1 17 318
Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? 0 0 2 57 1 3 14 360
Corporate usage of financial derivatives, information asymmetry, and insider trading 0 0 0 0 0 0 10 25
Correlations, integration and Hansen-Jagannathan bounds 0 0 0 21 0 1 10 160
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] 0 0 0 1 0 1 30 31
Creating Fama and French Factors with Style 1 1 3 105 2 2 17 421
Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk 0 0 0 64 1 3 9 235
Default risk and equity returns: Australian evidence 0 0 0 39 0 0 9 168
Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures 0 0 1 117 0 0 19 423
Determinants of bond spreads: evidence from credit derivatives of Australian firms 0 0 0 25 0 0 11 113
Determinants of the extent of Asia-Pacific banks’ derivative activities 0 0 0 42 1 1 10 172
Deviation from target capital structure, cost of equity and speed of adjustment 0 0 0 25 0 1 31 190
Diamonds vs. precious metals: What shines brightest in your investment portfolio? 0 0 3 31 1 1 43 216
Did connected hedge funds benefit from bank bailouts during the financial crisis? 0 0 0 6 1 1 16 59
Diminishing marginal returns from R&D investment: evidence from manufacturing firms 0 0 1 46 0 2 30 296
Disciplinary tools and bank risk exposure 0 0 0 21 1 1 20 122
Do Australian hedge fund managers possess timing abilities? 0 0 0 38 1 3 12 185
Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? 0 0 0 3 2 4 9 38
Do Precious Metals Shine? An Investment Perspective 4 6 16 24 6 13 45 62
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments 0 0 0 4 0 1 12 41
Do brokers' recommendation changes generate brokerage? Evidence from a central limit order market 0 0 0 2 0 1 6 21
Do corporate policies follow a life-cycle? 1 3 8 73 2 7 35 280
Do futures‐based strategies enhance dynamic portfolio insurance? 0 0 0 6 1 1 8 41
Do high and low‐ranked sustainability stocks perform differently? 0 0 0 2 0 0 9 14
Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data 0 0 0 2 1 2 6 25
Does Simple Pairs Trading Still Work? 0 2 4 10 10 28 60 75
Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust 0 0 2 3 2 4 27 34
Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? 0 0 0 0 0 0 4 6
Does board independence constrain insider opportunism? 0 0 0 0 0 1 9 19
Does board structure in banks really affect their performance? 0 1 6 370 3 5 59 1,336
Does oil move equity prices? A global view 0 0 11 720 5 10 57 1,654
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 12 0 0 14 63
Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence 0 0 0 4 1 5 13 33
Does the readability of target firms' annual reports matter to bidders? 0 0 1 2 1 2 24 25
Does the type of derivative instrument used by companies impact firm value? 0 0 2 25 0 1 10 116
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? 0 0 0 17 0 0 12 92
Dynamic industry uncertainty networks and the business cycle 0 0 0 5 0 2 19 34
EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK 0 0 0 14 0 2 5 65
Editorial Note 0 0 0 1 0 1 7 32
Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar 0 0 0 3 0 1 19 38
Effects of institutional investor ownership on innovation 0 0 0 7 0 1 8 31
Enhancing mean–variance portfolio selection by modeling distributional asymmetries 0 0 0 22 1 2 11 128
Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] 0 0 0 16 0 0 8 44
Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework 0 0 1 35 0 0 8 122
Evidence of feedback trading with Markov switching regimes 0 0 0 68 1 1 11 211
Evidence of strategic information uncertainty around opportunistic insider purchases 0 0 0 8 0 0 5 52
Examining the Indonesian dual banking system: an exploration of market discipline indicators 1 1 1 4 1 1 13 20
Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence 0 0 1 44 1 2 14 226
Exchange rate sensitivity of Australian international equity funds 0 0 0 21 0 0 8 124
Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach 0 0 0 54 0 1 10 205
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks 0 0 0 43 1 1 10 132
Extra-Market Sensitivity to a Gold Price Factor: Evidence From National Market Portfolios 0 0 0 1 0 0 1 3
Factors affecting the birth and fund flows of CTAs 0 0 0 3 0 0 12 41
Factors or Characteristics? That is the Question 0 0 0 0 0 0 3 3
Fantasy Pitching 0 1 3 10 0 2 16 103
Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets 0 0 1 28 0 4 15 130
Fifty years of finance research in the Asia Pacific Basin 1 1 1 20 1 4 15 89
Financial Deregulation and Relative Risk of Australian Industry 0 0 0 0 0 1 7 94
Financial Inflexibility and the Value Premium 0 0 1 9 0 0 9 46
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 0 0 1 9 194
Financial constraints and dividend policy 1 1 2 29 1 3 27 144
Financial constraints and stock returns -- Evidence from Australia 0 0 1 33 0 1 11 118
Financial markets, innovation and regulation 0 0 0 9 0 0 8 34
Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence 0 0 1 24 0 0 6 60
Following the crowd: peer effects in corporate annual report tone 0 0 1 1 0 1 4 4
Forecasting stock market volatility: Further international evidence 0 0 2 214 1 2 22 606
Foreign debt and financial hedging: Evidence from Australia 0 0 0 72 1 1 14 250
Foreign ownership and stock liquidity uncertainty 0 1 3 11 3 5 20 48
Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds 0 0 0 3 0 1 7 68
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 0 3 27 98
Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments 0 0 0 17 1 1 7 72
Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis 0 0 0 3 0 0 2 27
Further evidence on the announcement effect of bonus shares in an imputation tax setting 0 0 0 41 0 0 14 208
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume 0 0 0 66 1 2 12 233
Global industry betas 0 0 0 436 0 1 5 1,792
Gold factor exposures in international asset pricing 0 0 0 222 0 1 12 699
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis 0 0 0 26 1 2 12 108
Hitting SKEW for SIX 0 0 0 37 0 1 18 335
Individual financial risk tolerance and the global financial crisis 0 0 0 34 0 2 10 153
Individualistic cultures and crash risk 0 0 0 11 2 3 10 79
Induced persistence or reversals in fund performance?: the effect of survivorship bias 0 0 1 71 0 2 10 243
Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? 0 0 0 10 1 2 22 53
Information acquisition and market liquidity: Evidence from EDGAR search activity 0 0 1 1 0 1 15 26
Informational content of options around analyst recommendations 0 0 0 1 0 1 5 9
Injecting liquidity into liquidity research 0 0 0 14 0 0 10 128
Institutional investor horizon and bank risk-taking 0 0 0 15 1 3 11 59
Institutional ownership and corporate risk-taking in Japanese listed firms 0 0 3 18 1 5 25 74
Interest rate risk of Australian financial sector companies in a period of regulatory change 0 0 1 104 0 1 15 302
International cross-listings towards more liquid markets: the impact on domestic firms 0 0 1 53 0 0 8 165
International evidence on the determinants of foreign exchange rate exposure of multinational corporations 0 1 5 116 1 2 13 461
Introduction: 50th Anniversary Issue of Accounting & Finance 0 0 0 0 0 1 2 61
Investigating performance benchmarks in the context of international trusts: Australian evidence 0 0 0 20 0 2 8 142
Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy 0 0 0 0 0 1 8 13
Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches 1 1 2 26 1 1 8 83
Is Financial Flexibility a Priced Factor in the Stock Market? 0 0 0 18 3 3 13 73
Is default risk priced in Australian equity? Exploring the role of the business cycle 0 0 0 3 0 1 9 50
Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model 0 0 0 2 0 1 15 25
Is there a Banking Risk Premium in the US Stock Market? 0 0 0 13 0 0 9 115
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses 0 0 1 19 0 2 19 166
Liquidity and stock returns in Japan: New evidence 0 1 1 139 1 3 14 395
Liquidity in asset pricing: New Australian evidence using low-frequency data 0 0 0 17 0 0 10 64
Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence 0 0 0 8 2 3 24 98
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 0 6 0 0 16 34
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets 0 1 3 136 1 4 20 347
Management earnings forecasts in a continuous disclosure environment 0 0 0 0 0 0 4 4
Mapping complex interdependencies through higher order moments: Cross-market spillovers and shocks in BRICS 0 0 0 1 0 1 12 13
Market conditions and the optimal IPO allocation mechanism in China 0 0 0 106 1 1 10 319
Market discipline and bank risk taking 0 0 0 35 0 3 20 113
Market response of US equities to domestic natural disasters: industry‐based evidence 0 0 0 6 1 2 19 46
Maximizing futures returns using fixed fraction asset allocation 0 1 1 175 0 2 16 532
Mean reversion and the forecasting of country betas: a note 0 0 0 24 0 1 6 118
Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions 1 1 1 50 2 2 14 192
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?’ 1 1 2 26 2 3 16 113
Modeling Australia's country risk: a country beta approach 0 0 0 285 0 1 10 1,058
Modeling conditional return autocorrelation 1 1 1 45 3 3 14 154
Modelling return and conditional volatility exposures in global stock markets 0 0 0 48 0 1 11 165
Modelling the Equity Beta Risk of Australian Financial Sector Companies 0 0 0 5 0 1 8 16
Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market 0 0 8 8 1 9 98 102
New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* 0 1 2 9 0 4 12 65
New evidence on national culture and bank capital structure 0 0 0 8 0 1 18 138
New evidence on sovereign to corporate credit rating spill-overs 0 0 0 10 0 1 20 67
New evidence on the impact of financial leverage on beta risk: A time-series approach 0 0 1 216 0 2 14 930
New evidence on the relation between stock liquidity and measures of trading activity 1 1 1 95 2 4 15 366
New insights into the impact of the introduction of futures trading on stock price volatility 0 0 0 4 0 0 5 33
Noise Momentum Around the World 0 0 0 5 0 2 23 54
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market 0 0 1 23 1 1 12 91
Nonlinear limits to arbitrage 0 0 0 2 0 1 15 25
Nonlinear linkages between financial risk tolerance and demographic characteristics 0 0 2 27 0 1 9 117
ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION 0 0 3 39 0 0 21 180
Oil price risk and the Australian stock market 0 0 9 519 0 3 40 1,233
Oil, Oil Volatility and Airline Stocks: A Global Analysis 0 0 0 116 0 1 8 339
On The Determinants of Derivative Usage by Australian Companies 0 0 1 18 0 0 12 79
On the Choice of Superannuation Funds in Australia 0 0 0 54 0 1 7 271
On the estimation and comparison of short-rate models using the generalised method of moments 0 1 1 67 0 1 16 181
PBFJ editorial responsible science, research balance, and the problem of bandwagons 0 0 2 2 1 2 8 8
PBFJ editorial … “responsible and open science in action” … an update on the PBFJ experiment and beyond … 0 0 1 1 3 6 11 11
Pairs trading and idiosyncratic cash flow risk 0 0 0 6 1 6 17 44
Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection 0 0 0 62 0 0 8 188
Performance persistence in hedge funds: Australian evidence 0 0 0 14 0 0 8 71
Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework 0 0 0 29 0 0 11 171
Pitching business school researcher profiles 0 0 1 1 0 1 14 16
Pitching research for engagement and impact: a simple tool and illustrative examples 0 0 1 5 0 1 26 51
Pitching research: ‘qualitative cousins’ and the ‘extended family’ 0 0 0 5 0 2 8 38
Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market 0 0 0 129 10 12 38 423
Political connections and media slant 0 0 0 3 0 1 8 30
Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund 0 0 0 5 0 0 8 38
Power ARCH modelling of commodity futures data on the London Metal Exchange 0 0 1 249 0 0 25 1,150
Predicting corporate bankruptcy: What matters? 0 0 1 55 0 1 8 182
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model 0 0 1 15 1 1 12 115
Profiling socially responsible investors: Australian evidence 0 0 0 31 0 1 8 119
Profitability of Trading Rules in Futures Markets 0 0 0 0 0 2 6 7
Realized moments and the cross-sectional stock returns around earnings announcements 0 0 1 14 1 1 14 37
Relative bond-stock liquidity and capital structure choices 0 1 2 15 0 3 25 82
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 1 2 19 93
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news 0 0 1 11 0 0 11 70
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 0 10 52
Retail traders and co-movement: Evidence from Robinhood trading activity 0 0 3 4 0 3 51 60
Return-based Style Analysis in Australian Funds 0 0 0 21 0 1 9 101
Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? 0 1 3 47 0 2 20 188
Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity 0 0 0 19 0 1 8 80
Rights offerings, takeup, renounceability, and underwriting status 0 1 2 39 0 3 15 175
Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets 0 0 1 123 1 4 13 595
Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt 0 0 0 1 1 2 9 31
Short-term contrarian investing--is it profitable?... Yes and No 1 1 2 112 1 1 17 316
Size‐conditioned mandatory capital adequacy disclosure and bank intermediation 0 0 0 2 0 0 10 26
Social trust and the speed of corporate leverage adjustment: evidence from around the globe 0 0 1 13 0 2 20 54
Some additional Australian evidence on the day-of-the-week effect 0 0 0 21 1 4 12 82
Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds 1 1 1 10 1 2 14 42
Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship 0 0 0 1 0 1 7 18
Stock salience and the asymmetric market effect of consumer sentiment news 0 0 2 41 0 1 14 205
Style analysis and dominant index timing: an application to Australian multi-sector managed funds 0 0 0 17 1 4 9 137
Style analysis, customized benchmarks, and managed funds: new evidence 0 0 0 0 0 2 6 7
Style drift and fund performance in up and down markets: Australian evidence 0 0 0 0 0 2 5 10
Sub-optimal international portfolio allocations and the cost of capital 0 0 0 12 0 1 7 64
Sudden changes in property rights: the case of Australian native title 0 0 0 50 0 0 11 168
Systematic liquidity in the long run 0 0 0 0 0 2 8 11
THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA 0 0 0 127 0 1 19 589
Tactical Asset Allocation: Australian Evidence 0 0 0 11 1 3 17 69
Target firm's integrity culture and M&A performance 2 2 4 4 4 4 20 22
Taxation and Black's Zero-Beta Strategy Revisited 0 0 0 0 0 0 6 7
Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling 0 0 0 176 1 3 12 795
Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions 0 0 0 0 0 0 7 9
Testing seasonality in the liquidity-return relation: Japanese evidence 0 0 0 14 1 3 14 67
Testing the conditional CAPM and the effect of intervaling: A note 0 0 0 87 0 1 12 243
The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? 1 3 11 36 4 16 156 261
The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis 0 0 0 19 1 1 4 73
The Determinants of Conditional Autocorrelation in Stock Returns 0 0 1 62 1 3 13 199
The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns 0 0 0 9 0 6 10 52
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM 0 0 0 13 0 0 16 91
The Global Financial Crisis: some attributes and responses 0 0 0 111 0 1 9 256
The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study 0 0 0 118 1 1 7 446
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 4 47
The Information Content of Australian Managed Fund Ratings 0 0 0 1 1 2 8 19
The Market Impact of Relative Agency Activity in the Sovereign Ratings Market 0 0 5 108 0 0 14 223
The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market 0 0 0 0 0 0 4 18
The Spillover Effect of Media Ownership on Mainstream Media Discourse 0 0 0 0 0 0 3 3
The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates 0 0 0 8 0 0 13 86
The commodity risk premium and neural networks 0 0 0 5 0 0 11 23
The complementary role of cross-sectional and time-series information in forecasting stock returns 0 0 0 9 0 1 12 76
The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts 0 0 0 18 0 1 6 113
The empirical relationship between aggregate consumption and security prices in Australia 0 0 0 16 1 1 12 89
The equity and efficiency of the Australian share market with respect to director trading 0 0 0 24 0 2 9 212
The ex-date impact of special dividend announcements: A note 0 0 0 73 0 1 6 630
The impact of audit quality in rights offerings 0 0 0 4 0 1 4 17
The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation 0 0 1 12 0 2 23 56
The influence of time, seasonality and market state on momentum: insights from the Australian stock market 0 0 1 39 0 1 7 145
The intertemporal relationship between market return and variance: an Australian perspective 0 0 0 22 0 2 7 107
The intra-industry impact of special dividend announcements: contagion versus competition 0 0 0 65 0 0 8 278
The long- and short-run financial impacts of cross listing on Australian firms 0 0 0 2 1 1 4 56
The national market impact of sovereign rating changes 0 0 2 353 0 2 20 786
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns 0 0 1 67 2 2 29 380
The pricing of foreign exchange risk in the Australian equities market 0 0 0 35 0 1 8 128
The profitability of pairs trading strategies: distance, cointegration and copula methods 0 1 15 68 11 26 97 325
The relation between R&D intensity and future market returns: does expensing versus capitalization matter? 0 0 0 93 2 4 13 271
The relationship between exchange rate exposure, currency risk management and performance of international equity funds 0 0 0 115 1 1 9 388
The relationship between implied volatility and autocorrelation 0 0 0 49 0 2 16 209
The role of board gender on the profitability of insider trading 0 0 0 0 2 3 8 14
The simultaneous relation between fund flows and returns 1 1 1 3 1 2 8 19
The stock market impact of German reunification: international evidence 0 0 2 117 1 3 15 442
The strategic allocation to style-integrated portfolios of commodity futures 0 0 0 1 0 1 15 26
Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques 0 1 3 12 1 3 27 50
Time varying country risk: an assessment of alternative modelling techniques 0 0 0 180 0 2 13 680
Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques 0 0 0 3 0 0 15 68
Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis 0 0 0 4 1 2 14 28
Tournament behavior in Australian superannuation funds: A non-parametric analysis 0 0 0 39 0 0 7 163
Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia 0 0 0 24 0 3 13 135
Transient institutional ownership, costly external finance and corporate cash holdings 0 0 0 2 1 2 15 18
Trusting Clients’ Financial Risk Tolerance Survey Scores 0 0 0 0 0 0 6 7
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach 0 0 0 65 0 0 8 293
Uncertainty, investment spikes, and corporate leverage adjustments 1 1 1 3 3 5 15 32
Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies 0 0 0 45 2 3 14 171
Using abnormal analyst coverage to unlock new evidence on stock price crash risk 0 0 2 8 1 5 30 50
Vale Emeritus Professor Francis (Frank) James Finn 0 0 0 9 0 1 8 42
Variations in sovereign credit quality assessments across rating agencies 0 0 4 166 3 4 33 422
What can we learn from firm-level jump-induced tail risk around earnings announcements? 0 0 0 12 4 4 18 99
What drives the commodity price beta of oil industry stocks? 0 0 2 58 1 3 60 454
What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market 0 0 0 2 0 0 5 11
When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms 0 2 7 10 4 9 28 39
Who's Greenwashing Via the Media and What are the Consequences? Evidence From China 1 2 7 36 6 17 54 123
Women and risk tolerance in an aging world 0 0 0 0 1 2 5 6
Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! 0 0 0 21 1 2 27 195
… More on the use of research templates 0 0 0 2 0 1 7 18
Total Journal Articles 28 71 323 17,154 227 683 4,962 64,580
8 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 6 34
Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets 0 0 0 6 0 0 12 46
Profiling Ethical Investors 0 0 0 0 0 0 4 16
Total Chapters 0 0 0 6 0 0 22 96


Statistics updated 2026-10-11