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 0 529
Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case 0 0 0 42 0 1 2 1,050
An Examination of the Effects of Major Political Change on Stock Market Volatility: The South African Experience 0 0 0 2 0 0 3 794
Are financial derivates really value enhancing? Australian evidence 0 0 0 127 0 1 8 342
Beta Stability and Portfolio Formation 0 0 0 3 0 0 1 2,078
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 3 0 0 1 16
Dynamic industry uncertainty networks and the business cycle 1 8 34 134 7 23 86 276
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 2 0 0 0 1,075
Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period 0 0 0 1 0 0 0 1,281
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 0 257 0 0 0 558
Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange 0 0 0 4 0 0 1 1,697
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 1 2 4 360
The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures 0 0 0 12 0 0 0 2
The commodity risk premium and neural networks 0 0 0 0 0 0 7 11
Total Working Papers 1 8 34 683 8 27 113 10,069
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 2 32 0 2 7 147
A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX‐DATES* 0 0 0 35 0 0 1 207
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 0 2 4 452
A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market 0 0 0 6 0 0 0 38
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 0 1 0 1 1 2
A Test of a Two‐Factor ‘Market and Oil’ Pricing Model 0 0 0 0 0 1 1 2
A contemporary view of corporate finance theory, empirical evidence and practice 0 1 1 19 0 1 3 82
A further examination of the effect of diversification on the stability of portfolio betas 0 0 0 17 0 0 1 84
A multi-country study of power ARCH models and national stock market returns 0 1 2 112 0 1 10 308
A multifactor model of gold industry stock returns: evidence from the Australian equity market 0 0 0 227 0 0 0 547
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 2 181
A note on beta forecasting 0 0 0 124 0 0 0 316
A performance analysis of Australian international equity trusts 0 0 0 21 0 0 1 107
A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data 0 0 1 2 0 0 2 40
A simple template for pitching research 1 1 4 48 3 3 13 249
A simple test of the Fama and French model using daily data: Australian evidence 0 0 0 900 1 1 2 2,612
A specialised volatility index for the new GICS sector - Real estate 0 0 0 18 0 1 2 99
A test of the intertemporal CAPM in the Australian equity market 0 0 0 185 0 0 0 366
A visualisation approach for pitching research 0 0 1 10 0 0 3 21
ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? 1 6 14 76 1 8 24 220
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 1 13 0 0 1 50
ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS 0 0 0 12 0 1 1 54
Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania 0 1 1 5 0 2 3 41
Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework 0 0 1 7 0 2 17 84
Alpha 0 0 1 18 0 1 4 99
Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence 0 0 0 163 0 0 0 630
An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas 0 0 0 0 0 1 1 1
An Empirical Study of the World Price of Sustainability 0 0 4 26 1 2 9 127
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 0 1 29 0 0 5 94
An International Investigation of the Factors that Determine Conditional Gold Betas 1 1 2 88 2 2 4 281
An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets 0 0 0 1 0 0 1 13
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 1 46
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 83 0 1 4 292
An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability 0 0 0 0 0 0 2 2
An analysis of asymmetry in foreign currency exposure of the Australian equities market 0 0 1 131 0 0 3 392
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry 0 0 1 132 0 1 4 307
An evaluation of volatility forecasting techniques 0 1 6 1,072 2 5 14 2,225
An examination of Australian equity trusts for selectivity and market timing performance 0 0 0 56 1 1 2 211
An examination of conditional asset pricing models in the Australian equities market 0 0 0 0 0 0 0 0
An examination of the effects of major political change on stock market volatility: the South African experience 0 0 2 47 0 0 3 162
An examination of the relationship between Australian industry equity returns and expected inflation 0 0 0 19 0 0 2 79
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics 0 2 7 150 0 3 16 317
An integrated multi-model credit rating system for private firms 0 0 0 130 0 1 2 391
An international market model and exchange rate risk: Australian evidence 0 0 0 22 0 1 1 113
An investigation into the extent of beta instability in the Singapore stock market 0 0 0 56 2 4 5 243
An investigation into the role of liquidity in asset pricing: Australian evidence 0 0 1 75 1 4 7 192
An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility 0 0 2 33 0 1 8 124
An ordered response model of test cricket performance 0 1 2 101 0 1 7 408
Analysing the performance of managed funds using the wavelet multiscaling method 0 1 1 75 0 1 2 193
Announcements of bonus share options: Signalling of the quality of firms 0 0 1 43 0 0 4 181
Applicability of Investment and Profitability Effects in Asset Pricing Models 0 0 1 2 0 1 2 11
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 28 1 3 13 235
Are firms hedging or speculating? The relationship between financial derivatives and firm risk 0 0 0 91 0 0 0 288
Are the Fama-French Factors Proxying Default Risk? 0 0 0 27 0 1 2 127
Are the Fama–French factors proxying news related to GDP growth? The Australian evidence 0 0 0 28 0 2 3 130
Are there any safe haven assets against oil price falls? 0 0 0 0 0 0 0 0
Asia Pacific banks' derivative and risk management disclosures 0 0 0 0 0 1 1 1
Asia-Pacific banks risk exposures: pre and post the Asian financial crisis 0 0 0 8 0 0 0 47
Asset Pricing and the Illiquidity Premium 0 0 1 234 1 1 6 693
Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* 0 0 0 30 0 1 3 196
Asymmetry in return and volatility spillover between equity and bond markets in Australia 0 0 2 95 1 1 5 300
Asymmetry, earnings announcements, and the beta-return relation 0 0 2 2 0 0 2 2
Australian industry beta risk, the choice of market index and business cycles 0 0 0 425 0 0 0 1,778
Bank exposures to interest-rate risk: the case of the Australian banking industry 0 0 0 51 0 0 0 138
Behavioral implications of sovereign ceiling doctrine for the access to credit by firms 0 0 0 0 0 0 0 0
Beta and Return: Implications of Australia's Dividend Imputation Tax System 0 0 0 2 0 0 1 49
Beta stability and monthly seasonal effects: evidence from the Australian capital market 0 0 0 51 0 0 0 160
Beta stability and portfolio formation 0 0 0 147 0 0 0 367
Beta stability and portfolio formation 0 0 0 121 0 1 2 388
Bias correction in the estimation of dynamic panel models in corporate finance 0 0 0 23 0 0 3 155
Business shocks and corporate leverage 0 0 0 5 1 1 2 29
CEO overconfidence and corporate debt maturity 0 1 5 80 1 7 19 345
Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies 1 1 3 129 1 1 8 490
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 80 1 2 10 285
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States 0 0 0 0 0 1 1 82
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model 0 0 0 28 0 0 0 180
Competitive valuation effects of Australian IPOs 0 0 1 13 0 0 11 92
Complete markets, informed trading and equity option introductions 0 0 0 30 0 0 1 121
Conditional performance evaluation and the relevance of money flows for Australian international equity funds 0 0 0 16 0 0 1 82
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 6 9 27 225 10 19 90 643
Corporate governance, firm value and risk: Past, present, and future 2 2 3 67 4 9 20 293
Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China 0 1 1 28 0 2 9 296
Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? 0 0 1 54 0 0 8 345
Corporate usage of financial derivatives, information asymmetry, and insider trading 0 0 0 0 0 0 0 15
Correlations, integration and Hansen-Jagannathan bounds 0 0 0 21 0 0 0 150
Creating Fama and French Factors with Style 1 4 4 102 1 4 4 404
Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk 0 0 0 62 1 1 7 223
Default risk and equity returns: Australian evidence 0 0 0 39 0 1 4 157
Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures 0 1 4 114 1 2 6 402
Determinants of bond spreads: evidence from credit derivatives of Australian firms 0 1 2 25 0 1 5 100
Determinants of the extent of Asia-Pacific banks’ derivative activities 0 0 0 42 1 3 4 162
Deviation from target capital structure, cost of equity and speed of adjustment 0 0 1 25 1 2 6 149
Diamonds vs. precious metals: What shines brightest in your investment portfolio? 0 0 1 26 0 0 1 166
Did connected hedge funds benefit from bank bailouts during the financial crisis? 0 0 0 6 0 0 1 38
Diminishing marginal returns from R&D investment: evidence from manufacturing firms 1 2 2 41 2 5 14 257
Disciplinary tools and bank risk exposure 0 0 2 21 0 1 3 102
Do Australian hedge fund managers possess timing abilities? 0 0 0 38 0 0 0 173
Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? 0 0 0 3 0 0 1 26
Do Precious Metals Shine? An Investment Perspective 0 1 3 3 0 5 9 9
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments 0 0 1 4 0 0 1 28
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? 0 0 4 61 1 6 17 239
Do futures‐based strategies enhance dynamic portfolio insurance? 0 0 0 6 0 0 1 33
Do high and low‐ranked sustainability stocks perform differently? 0 0 0 1 0 0 3 4
Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data 0 0 0 2 0 0 0 15
Does Simple Pairs Trading Still Work? 0 1 4 4 1 4 7 7
Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust 0 0 1 1 0 2 3 3
Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? 0 0 0 0 0 0 1 1
Does board independence constrain insider opportunism? 0 0 0 0 0 0 1 8
Does board structure in banks really affect their performance? 0 0 8 357 2 8 49 1,249
Does oil move equity prices? A global view 0 1 13 704 0 6 38 1,577
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 12 0 0 5 47
Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence 0 0 0 4 0 0 1 19
Does the type of derivative instrument used by companies impact firm value? 0 0 0 23 2 2 4 106
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? 0 0 0 17 0 1 2 78
Dynamic industry uncertainty networks and the business cycle 0 0 5 5 0 1 12 12
EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK 0 0 1 14 0 0 1 60
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 0 2 0 0 4 14
Effects of institutional investor ownership on innovation 0 0 1 7 0 1 4 22
Enhancing mean–variance portfolio selection by modeling distributional asymmetries 0 0 1 22 1 1 4 117
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 0 0 2 34 0 0 3 114
Evidence of feedback trading with Markov switching regimes 0 0 0 68 0 0 1 200
Evidence of strategic information uncertainty around opportunistic insider purchases 0 0 0 8 0 0 0 45
Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence 0 0 0 43 1 1 2 210
Exchange rate sensitivity of Australian international equity funds 0 0 0 21 0 0 0 116
Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach 0 0 0 54 0 1 1 195
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks 0 0 1 43 0 0 1 120
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 0 29
Factors or Characteristics? That is the Question 0 0 0 0 0 0 0 0
Fantasy Pitching 0 0 0 7 0 0 0 87
Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets 0 0 0 27 0 0 0 115
Fifty years of finance research in the Asia Pacific Basin 0 0 3 19 1 1 4 73
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 1 37
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 0 0 0 0 185
Financial constraints and dividend policy 2 2 5 26 3 6 9 108
Financial constraints and stock returns -- Evidence from Australia 0 0 0 32 0 1 3 106
Financial markets, innovation and regulation 0 0 0 9 1 3 3 26
Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence 0 0 0 23 0 1 2 54
Forecasting stock market volatility: Further international evidence 0 0 0 210 0 0 3 579
Foreign debt and financial hedging: Evidence from Australia 0 0 0 72 0 1 3 235
Foreign ownership and stock liquidity uncertainty 0 0 0 6 0 4 9 22
Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds 0 0 0 3 0 0 0 60
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 1 16 0 1 3 68
Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments 0 0 0 17 0 0 0 65
Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis 0 0 0 3 1 1 1 24
Further evidence on the announcement effect of bonus shares in an imputation tax setting 0 0 0 41 0 0 2 192
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume 0 0 1 66 0 0 1 221
Global industry betas 0 0 1 436 0 0 1 1,787
Gold factor exposures in international asset pricing 0 0 0 221 0 0 2 686
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis 0 0 2 25 0 1 4 94
Hitting SKEW for SIX 0 1 3 37 1 7 23 310
Individual financial risk tolerance and the global financial crisis 0 0 2 32 0 2 6 136
Individualistic cultures and crash risk 0 0 0 11 0 0 12 68
Induced persistence or reversals in fund performance?: the effect of survivorship bias 0 0 0 70 0 0 0 231
Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? 0 3 4 10 0 5 10 28
Information acquisition and market liquidity: Evidence from EDGAR search activity 0 0 0 0 1 1 3 3
Informational content of options around analyst recommendations 0 0 0 1 0 0 0 3
Injecting liquidity into liquidity research 0 0 1 14 0 0 3 116
Institutional investor horizon and bank risk-taking 0 0 0 14 0 0 5 46
Institutional ownership and corporate risk-taking in Japanese listed firms 2 2 5 12 3 4 9 42
Interest rate risk of Australian financial sector companies in a period of regulatory change 0 0 2 103 0 0 3 285
International cross-listings towards more liquid markets: the impact on domestic firms 0 0 0 52 0 0 1 154
International evidence on the determinants of foreign exchange rate exposure of multinational corporations 0 1 4 110 0 1 11 445
Introduction: 50th Anniversary Issue of Accounting & Finance 0 0 0 0 0 1 1 59
Investigating performance benchmarks in the context of international trusts: Australian evidence 0 0 0 20 0 0 0 133
Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy 0 0 0 0 2 2 2 3
Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches 0 1 3 24 0 1 5 74
Is Financial Flexibility a Priced Factor in the Stock Market? 0 0 0 17 0 1 3 58
Is default risk priced in Australian equity? Exploring the role of the business cycle 0 0 0 3 0 0 1 41
Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model 0 0 0 2 0 1 3 10
Is there a Banking Risk Premium in the US Stock Market? 0 0 0 13 1 2 3 106
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses 0 0 0 18 1 1 5 145
Liquidity and stock returns in Japan: New evidence 0 0 0 137 1 1 3 380
Liquidity in asset pricing: New Australian evidence using low-frequency data 0 0 0 17 0 0 2 53
Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence 0 0 0 8 0 1 1 74
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 2 132 0 0 3 323
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 0 106 0 0 1 309
Market discipline and bank risk taking 0 0 1 35 1 1 3 93
Market response of US equities to domestic natural disasters: industry‐based evidence 0 1 2 6 1 2 7 23
Maximizing futures returns using fixed fraction asset allocation 0 0 0 174 0 0 0 516
Mean reversion and the forecasting of country betas: a note 0 0 0 24 0 1 2 110
Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions 0 0 2 46 0 2 11 171
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 4 24 0 1 8 92
Modeling Australia's country risk: a country beta approach 0 0 0 284 0 1 1 1,047
Modeling conditional return autocorrelation 0 0 0 44 0 0 0 140
Modelling return and conditional volatility exposures in global stock markets 0 0 1 48 0 1 2 154
Modelling the Equity Beta Risk of Australian Financial Sector Companies 0 0 2 4 0 0 2 7
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 1 1 1 7 2 2 5 113
New evidence on sovereign to corporate credit rating spill-overs 0 0 0 10 0 0 1 47
New evidence on the impact of financial leverage on beta risk: A time-series approach 0 2 3 214 0 2 4 913
New evidence on the relation between stock liquidity and measures of trading activity 0 0 2 93 0 0 5 349
New insights into the impact of the introduction of futures trading on stock price volatility 0 0 0 4 0 0 1 26
Noise Momentum Around the World 0 0 0 5 1 1 1 30
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 1 2 79
Nonlinear limits to arbitrage 0 0 0 2 0 0 0 7
Nonlinear linkages between financial risk tolerance and demographic characteristics 0 0 0 25 0 0 0 106
ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION 1 2 2 34 1 2 10 152
Oil price risk and the Australian stock market 1 4 12 505 3 9 23 1,184
Oil, Oil Volatility and Airline Stocks: A Global Analysis 0 1 5 116 0 1 8 330
On The Determinants of Derivative Usage by Australian Companies 0 0 0 16 0 0 3 64
On the Choice of Superannuation Funds in Australia 0 0 0 54 0 0 2 260
On the estimation and comparison of short-rate models using the generalised method of moments 0 0 1 66 0 1 3 164
Pairs trading and idiosyncratic cash flow risk 0 0 0 5 2 3 6 26
Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection 0 0 0 62 0 0 0 180
Performance persistence in hedge funds: Australian evidence 0 0 0 14 0 0 0 62
Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework 0 0 0 29 0 0 6 160
Pitching business school researcher profiles 0 0 0 0 1 1 1 1
Pitching research for engagement and impact: a simple tool and illustrative examples 0 1 1 4 0 1 1 17
Pitching research: ‘qualitative cousins’ and the ‘extended family’ 0 0 0 5 0 0 0 30
Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market 0 0 0 128 1 1 1 382
Political connections and media slant 0 0 1 3 0 1 5 22
Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund 0 0 0 5 0 0 0 26
Power ARCH modelling of commodity futures data on the London Metal Exchange 0 0 1 247 0 1 2 1,121
Predicting corporate bankruptcy: What matters? 0 1 1 54 1 4 10 164
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model 0 1 1 14 0 2 3 102
Profiling socially responsible investors: Australian evidence 0 0 3 30 0 0 3 109
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 0 0 0 13 0 0 2 23
Relative bond-stock liquidity and capital structure choices 1 1 1 13 2 2 4 48
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 1 1 73
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news 0 0 0 10 0 0 1 59
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 0 0 41
Retail traders and co-movement: Evidence from Robinhood trading activity 0 0 0 0 0 0 0 0
Return-based Style Analysis in Australian Funds 0 0 1 21 0 1 3 90
Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? 1 2 8 43 2 4 28 154
Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity 0 0 1 19 1 1 4 71
Rights offerings, takeup, renounceability, and underwriting status 0 0 3 37 1 2 7 159
Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets 0 0 0 122 0 0 0 581
Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt 0 0 0 1 0 1 1 22
Short-term contrarian investing--is it profitable?... Yes and No 0 0 0 110 1 2 2 299
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 12 0 1 5 29
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 0 8 0 0 0 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 38 1 1 3 190
Style analysis and dominant index timing: an application to Australian multi-sector managed funds 0 0 0 17 0 1 1 127
Style analysis, customized benchmarks, and managed funds: new evidence 0 0 0 0 0 1 1 1
Style drift and fund performance in up and down markets: Australian evidence 0 0 0 0 1 1 1 5
Sub-optimal international portfolio allocations and the cost of capital 0 0 0 12 0 0 1 56
Sudden changes in property rights: the case of Australian native title 1 1 1 50 1 1 1 157
Systematic liquidity in the long run 0 0 0 0 1 1 3 3
THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA 1 2 3 127 1 2 5 570
Tactical Asset Allocation: Australian Evidence 0 0 0 10 0 0 0 49
Taxation and Black's Zero-Beta Strategy Revisited 0 0 0 0 0 0 0 0
Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling 0 0 0 176 0 0 0 782
Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions 0 0 0 0 0 1 1 2
Testing seasonality in the liquidity-return relation: Japanese evidence 0 0 0 14 0 0 1 52
Testing the conditional CAPM and the effect of intervaling: A note 0 0 1 87 0 0 1 231
The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? 0 1 5 15 3 8 21 59
The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis 0 0 0 19 1 1 3 69
The Determinants of Conditional Autocorrelation in Stock Returns 0 0 0 61 0 0 2 185
The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns 0 1 1 9 0 1 1 42
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM 0 0 1 13 1 1 9 71
The Global Financial Crisis: some attributes and responses 0 0 0 111 1 1 2 246
The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study 0 0 0 118 0 0 1 438
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 2 42
The Information Content of Australian Managed Fund Ratings 0 0 0 1 0 0 1 11
The Market Impact of Relative Agency Activity in the Sovereign Ratings Market 0 0 0 103 0 0 1 209
The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market 0 0 0 0 0 0 1 14
The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates 0 0 1 7 0 0 5 72
The commodity risk premium and neural networks 0 0 4 4 0 1 7 8
The complementary role of cross-sectional and time-series information in forecasting stock returns 0 0 0 9 0 1 2 63
The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts 0 0 0 18 0 0 0 107
The empirical relationship between aggregate consumption and security prices in Australia 0 0 0 15 1 1 1 76
The equity and efficiency of the Australian share market with respect to director trading 0 0 0 24 0 1 1 201
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 0 0 4 0 0 1 12
The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation 0 0 1 11 0 0 3 31
The influence of time, seasonality and market state on momentum: insights from the Australian stock market 0 0 0 38 0 2 2 138
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 1 65 0 0 3 269
The long- and short-run financial impacts of cross listing on Australian firms 0 0 0 2 1 1 1 50
The national market impact of sovereign rating changes 0 2 5 350 2 5 14 765
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns 0 0 0 66 2 4 6 349
The pricing of foreign exchange risk in the Australian equities market 0 0 0 35 0 0 0 120
The profitability of pairs trading strategies: distance, cointegration and copula methods 0 1 13 50 1 7 36 211
The relation between R&D intensity and future market returns: does expensing versus capitalization matter? 0 0 2 93 0 0 6 255
The relationship between exchange rate exposure, currency risk management and performance of international equity funds 0 0 0 115 0 0 2 378
The relationship between implied volatility and autocorrelation 0 0 0 48 1 1 5 189
The role of board gender on the profitability of insider trading 0 0 0 0 0 0 1 3
The simultaneous relation between fund flows and returns 0 0 0 1 0 0 1 8
The stock market impact of German reunification: international evidence 0 0 0 115 0 0 0 427
The strategic allocation to style-integrated portfolios of commodity futures 0 0 0 0 0 0 1 3
Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques 0 0 0 7 1 2 2 19
Time varying country risk: an assessment of alternative modelling techniques 0 0 0 180 0 0 1 666
Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques 0 0 0 3 0 0 1 52
Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis 0 0 0 4 0 0 0 14
Tournament behavior in Australian superannuation funds: A non-parametric analysis 0 0 0 39 0 0 0 155
Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia 0 0 0 24 0 0 0 120
Trusting Clients’ Financial Risk Tolerance Survey Scores 0 0 0 0 0 0 1 1
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach 0 0 0 65 0 0 0 285
Uncertainty, investment spikes, and corporate leverage adjustments 0 0 0 2 0 0 2 16
Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies 0 0 3 45 0 0 11 157
Using abnormal analyst coverage to unlock new evidence on stock price crash risk 0 0 1 5 0 0 1 16
Vale Emeritus Professor Francis (Frank) James Finn 0 0 0 8 1 2 7 31
Variations in sovereign credit quality assessments across rating agencies 0 0 3 160 0 1 12 385
What can we learn from firm-level jump-induced tail risk around earnings announcements? 0 1 4 12 1 9 23 77
What drives the commodity price beta of oil industry stocks? 0 0 0 56 0 0 0 393
What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market 0 0 0 1 1 1 2 3
When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms 0 1 1 1 0 3 8 8
Who's Greenwashing Via the Media and What are the Consequences? Evidence From China 0 3 13 28 0 4 29 62
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 0 0 21 0 1 2 166
… More on the use of research templates 0 0 0 2 0 0 0 10
Total Journal Articles 25 82 336 16,677 110 345 1,297 58,837
7 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 1 1 28
Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets 0 0 0 6 0 0 0 33
Profiling Ethical Investors 0 0 0 0 0 1 2 10
Total Chapters 0 0 0 6 0 2 3 71


Statistics updated 2025-04-04