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 1 8 537
Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case 0 0 0 42 1 1 10 1,060
An Examination of the Effects of Major Political Change on Stock Market Volatility: The South African Experience 0 0 0 2 1 5 11 805
Are financial derivates really value enhancing? Australian evidence 0 0 0 127 0 1 5 347
Beta Stability and Portfolio Formation 0 0 0 3 0 2 10 2,088
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 3 1 4 10 26
Dynamic industry uncertainty networks and the business cycle 1 4 28 165 4 14 85 376
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 2 0 4 9 1,084
Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period 0 0 0 1 0 1 10 1,292
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 1 258 0 1 11 569
Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange 0 0 0 4 0 3 12 1,709
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 1 6 9 369
The Form of Time Variation of Systematic Risk: Some Australian Evidence 0 0 0 0 0 0 3 3
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 1 3 14 25
Time Stationarity of Systematic Risk: Some Australian Evidence 0 0 0 0 1 3 4 4
Total Working Papers 1 4 29 715 10 49 215 10,300
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 1 2 6 39 4 7 27 178
A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX‐DATES* 0 0 0 35 0 2 7 214
A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET 0 0 0 0 0 2 4 4
A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland 0 0 0 2 1 5 12 35
A Multivariate Test of a Dual-Beta CAPM: Australian Evidence 0 0 0 0 0 1 7 460
A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market 0 0 0 6 0 1 10 48
A Simple Test of the ‘Risk Class Hypothesis’ 0 0 0 0 0 1 2 3
A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence 0 0 0 1 0 1 4 6
A Test of a Two‐Factor ‘Market and Oil’ Pricing Model 0 0 3 3 1 3 7 9
A contemporary view of corporate finance theory, empirical evidence and practice 0 0 1 20 1 4 14 96
A further examination of the effect of diversification on the stability of portfolio betas 0 0 0 17 1 4 10 94
A multi-country study of power ARCH models and national stock market returns 0 1 3 115 0 3 15 323
A multifactor model of gold industry stock returns: evidence from the Australian equity market 3 6 9 236 4 9 24 572
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 1 2 18 200
A note on beta forecasting 0 0 1 126 1 2 7 324
A performance analysis of Australian international equity trusts 0 0 0 21 0 1 5 113
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 4 9 49
A simple template for pitching research 0 0 2 51 1 8 23 276
A simple test of the Fama and French model using daily data: Australian evidence 0 0 1 901 0 2 9 2,621
A specialised volatility index for the new GICS sector - Real estate 0 0 0 18 1 11 27 126
A test of the intertemporal CAPM in the Australian equity market 0 0 0 185 1 2 8 374
A visualisation approach for pitching research 0 0 2 12 1 2 6 27
ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? 0 1 2 78 1 8 24 244
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 1 5 55
ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS 0 0 0 12 1 3 7 61
Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania 0 0 1 6 0 0 16 57
Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework 1 1 1 8 2 7 22 106
Alpha 0 1 1 19 2 4 12 111
Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence 0 0 0 163 0 8 13 643
An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas 0 0 0 0 1 1 4 5
An Empirical Study of the World Price of Sustainability 0 1 1 27 2 6 14 141
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 1 30 0 0 10 105
An International Investigation of the Factors that Determine Conditional Gold Betas 0 0 2 90 0 5 12 294
An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets 0 0 0 1 0 3 9 22
An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions 0 0 0 12 0 9 12 58
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 0 0 7 299
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 1 2 10 402
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry 0 0 0 132 1 2 5 313
An evaluation of volatility forecasting techniques 0 0 1 1,073 1 5 15 2,240
An examination of Australian equity trusts for selectivity and market timing performance 0 0 0 56 1 5 16 227
An examination of conditional asset pricing models in the Australian equities market 0 0 0 0 0 4 7 7
An examination of the effects of major political change on stock market volatility: the South African experience 0 0 1 48 0 1 9 171
An examination of the relationship between Australian industry equity returns and expected inflation 0 0 0 19 0 1 11 90
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics 0 0 2 153 1 6 19 339
An integrated multi-model credit rating system for private firms 0 0 0 130 0 1 7 398
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 2 7 250
An investigation into the role of liquidity in asset pricing: Australian evidence 0 0 0 75 1 3 12 204
An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility 0 1 1 34 0 2 9 134
An ordered response model of test cricket performance 0 0 0 101 0 4 18 426
Analysing the performance of managed funds using the wavelet multiscaling method 0 0 0 75 0 5 12 206
Announcements of bonus share options: Signalling of the quality of firms 0 0 0 43 0 7 16 197
Applicability of Investment and Profitability Effects in Asset Pricing Models 0 0 0 2 1 4 16 27
Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? 0 0 0 0 0 6 8 9
Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters 0 0 0 29 0 3 22 261
Are firms hedging or speculating? The relationship between financial derivatives and firm risk 0 1 6 97 1 5 17 305
Are the Fama-French Factors Proxying Default Risk? 0 0 0 27 0 5 17 144
Are the Fama–French factors proxying news related to GDP growth? The Australian evidence 0 0 0 28 0 0 8 138
Are there any safe haven assets against oil price falls? 0 0 0 0 3 17 30 31
Asia Pacific banks' derivative and risk management disclosures 0 0 0 0 1 2 5 6
Asia-Pacific banks risk exposures: pre and post the Asian financial crisis 0 0 0 8 0 0 7 54
Asset Pricing and the Illiquidity Premium 0 0 2 236 0 6 17 711
Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* 0 0 0 30 0 2 4 200
Asymmetry in return and volatility spillover between equity and bond markets in Australia 0 0 1 96 0 4 12 314
Asymmetry, earnings announcements, and the beta-return relation 0 1 1 3 2 17 34 36
Australian industry beta risk, the choice of market index and business cycles 0 0 0 425 0 1 6 1,784
Bank exposures to interest-rate risk: the case of the Australian banking industry 0 0 0 51 0 1 3 141
Behavioral implications of sovereign ceiling doctrine for the access to credit by firms 0 0 0 0 0 5 10 10
Beta and Return: Implications of Australia's Dividend Imputation Tax System 1 1 1 3 1 2 7 56
Beta stability and monthly seasonal effects: evidence from the Australian capital market 0 0 0 51 0 1 9 171
Beta stability and portfolio formation 0 0 0 147 0 6 12 379
Beta stability and portfolio formation 0 0 0 121 0 3 7 395
Bias correction in the estimation of dynamic panel models in corporate finance 0 0 0 23 1 3 10 165
Business shocks and corporate leverage 0 0 0 5 1 3 13 43
CEO overconfidence and corporate debt maturity 0 0 5 86 3 10 44 391
Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies 0 0 2 131 2 7 17 508
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 1 1 2 82 3 7 19 305
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States 0 0 0 0 0 1 8 90
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model 0 0 0 28 1 5 12 192
Competitive valuation effects of Australian IPOs 0 0 0 13 1 4 17 109
Complete markets, informed trading and equity option introductions 0 0 0 30 0 2 12 133
Conditional performance evaluation and the relevance of money flows for Australian international equity funds 0 0 0 16 1 2 7 89
Consumption versus market betas of Australian industry portfolios 0 0 0 21 1 4 8 94
Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective 2 3 22 248 4 10 62 713
Corporate governance and liquidity creation in a duality banking system 0 0 1 2 3 5 15 16
Corporate governance, firm value and risk: Past, present, and future 0 0 2 70 1 3 24 319
Corporate insider trading and extreme weather events: Evidence from tropical storms in the US 0 0 0 0 2 7 21 21
Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China 0 0 1 29 4 8 18 316
Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? 0 0 3 57 0 3 11 356
Corporate usage of financial derivatives, information asymmetry, and insider trading 0 0 0 0 1 3 10 25
Correlations, integration and Hansen-Jagannathan bounds 0 0 0 21 1 4 9 159
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 1 1 1 7 28 28
Creating Fama and French Factors with Style 0 0 2 104 0 4 15 419
Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk 0 0 1 64 0 1 8 232
Default risk and equity returns: Australian evidence 0 0 0 39 0 3 10 167
Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures 0 0 1 117 2 6 19 423
Determinants of bond spreads: evidence from credit derivatives of Australian firms 0 0 0 25 0 4 12 113
Determinants of the extent of Asia-Pacific banks’ derivative activities 0 0 0 42 1 2 9 171
Deviation from target capital structure, cost of equity and speed of adjustment 0 0 0 25 4 13 37 189
Diamonds vs. precious metals: What shines brightest in your investment portfolio? 0 1 5 31 0 8 45 211
Did connected hedge funds benefit from bank bailouts during the financial crisis? 0 0 0 6 0 5 20 58
Diminishing marginal returns from R&D investment: evidence from manufacturing firms 0 0 4 46 0 11 33 291
Disciplinary tools and bank risk exposure 0 0 0 21 1 5 18 120
Do Australian hedge fund managers possess timing abilities? 0 0 0 38 0 3 9 182
Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? 0 0 0 3 0 3 7 34
Do Precious Metals Shine? An Investment Perspective 0 6 12 17 5 14 30 44
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments 0 0 0 4 1 7 12 40
Do brokers' recommendation changes generate brokerage? Evidence from a central limit order market 0 0 0 2 0 0 5 20
Do corporate policies follow a life-cycle? 0 3 8 70 0 12 32 272
Do futures‐based strategies enhance dynamic portfolio insurance? 0 0 0 6 0 4 7 40
Do high and low‐ranked sustainability stocks perform differently? 0 0 1 2 1 1 9 13
Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data 0 0 0 2 0 0 6 23
Does Simple Pairs Trading Still Work? 0 0 3 8 1 15 31 41
Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust 0 0 2 3 1 6 26 30
Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? 0 0 0 0 1 1 5 6
Does board independence constrain insider opportunism? 0 0 0 0 0 4 10 18
Does board structure in banks really affect their performance? 0 1 7 367 3 19 69 1,328
Does oil move equity prices? A global view 2 8 12 719 10 27 53 1,639
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? 0 0 0 12 6 8 13 62
Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence 0 0 0 4 0 7 8 28
Does the readability of target firms' annual reports matter to bidders? 0 0 1 1 4 15 21 21
Does the type of derivative instrument used by companies impact firm value? 0 1 1 24 0 4 8 114
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? 0 0 0 17 1 3 14 92
Dynamic industry uncertainty networks and the business cycle 0 0 0 5 1 3 20 32
EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK 0 0 0 14 0 0 3 63
Editorial Note 0 0 0 1 0 3 6 31
Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar 0 0 1 3 0 2 21 37
Effects of institutional investor ownership on innovation 0 0 0 7 1 5 8 30
Enhancing mean–variance portfolio selection by modeling distributional asymmetries 0 0 0 22 1 6 9 126
Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] 0 0 0 16 0 1 7 43
Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework 0 0 0 34 0 1 7 121
Evidence of feedback trading with Markov switching regimes 0 0 0 68 1 6 10 210
Evidence of strategic information uncertainty around opportunistic insider purchases 0 0 0 8 1 3 7 52
Examining the Indonesian dual banking system: an exploration of market discipline indicators 0 0 2 3 2 4 16 19
Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence 0 0 1 44 0 1 14 224
Exchange rate sensitivity of Australian international equity funds 0 0 0 21 0 2 8 124
Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach 0 0 0 54 1 3 9 204
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks 0 0 0 43 0 0 11 131
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 7 12 41
Factors or Characteristics? That is the Question 0 0 0 0 1 2 3 3
Fantasy Pitching 0 1 2 9 0 5 14 101
Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets 0 0 1 28 0 3 11 126
Fifty years of finance research in the Asia Pacific Basin 0 0 0 19 0 3 11 85
Financial Deregulation and Relative Risk of Australian Industry 0 0 0 0 0 0 6 93
Financial Inflexibility and the Value Premium 1 1 1 9 1 2 9 46
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 0 0 2 8 193
Financial constraints and dividend policy 0 1 2 28 4 13 28 140
Financial constraints and stock returns -- Evidence from Australia 0 0 0 32 0 3 7 114
Financial markets, innovation and regulation 0 0 0 9 0 1 8 34
Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence 0 0 1 24 0 2 6 60
Following the crowd: peer effects in corporate annual report tone 1 1 1 1 1 3 3 3
Forecasting stock market volatility: Further international evidence 0 0 2 213 0 4 22 603
Foreign debt and financial hedging: Evidence from Australia 0 0 0 72 1 3 13 249
Foreign ownership and stock liquidity uncertainty 0 1 4 10 1 3 18 42
Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds 0 0 0 3 0 1 3 63
Fund Size, Transaction Costs and Performance: Size Matters! 0 0 0 16 0 13 24 95
Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments 0 0 0 17 2 4 6 71
Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis 0 0 0 3 0 1 3 27
Further evidence on the announcement effect of bonus shares in an imputation tax setting 0 0 0 41 0 4 16 208
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume 0 0 0 66 1 4 10 231
Global industry betas 0 0 0 436 0 1 4 1,791
Gold factor exposures in international asset pricing 0 0 1 222 1 4 12 698
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis 0 0 1 26 1 3 11 106
Hitting SKEW for SIX 0 0 0 37 2 3 20 334
Individual financial risk tolerance and the global financial crisis 0 0 2 34 0 1 12 151
Individualistic cultures and crash risk 0 0 0 11 0 3 8 76
Induced persistence or reversals in fund performance?: the effect of survivorship bias 0 0 1 71 0 1 9 240
Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? 0 0 0 10 0 2 23 51
Information acquisition and market liquidity: Evidence from EDGAR search activity 0 0 1 1 1 4 19 25
Informational content of options around analyst recommendations 0 0 0 1 0 1 5 8
Injecting liquidity into liquidity research 0 0 0 14 0 4 12 128
Institutional investor horizon and bank risk-taking 0 0 1 15 0 2 8 55
Institutional ownership and corporate risk-taking in Japanese listed firms 0 1 4 17 0 2 24 68
Interest rate risk of Australian financial sector companies in a period of regulatory change 0 1 1 104 0 5 15 301
International cross-listings towards more liquid markets: the impact on domestic firms 0 0 1 53 1 3 11 165
International evidence on the determinants of foreign exchange rate exposure of multinational corporations 0 1 3 114 0 2 11 457
Introduction: 50th Anniversary Issue of Accounting & Finance 0 0 0 0 0 0 1 60
Investigating performance benchmarks in the context of international trusts: Australian evidence 0 0 0 20 1 2 7 140
Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy 0 0 0 0 0 1 8 12
Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches 0 0 1 25 0 2 8 82
Is Financial Flexibility a Priced Factor in the Stock Market? 0 0 0 18 0 0 10 70
Is default risk priced in Australian equity? Exploring the role of the business cycle 0 0 0 3 0 3 8 49
Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model 0 0 0 2 1 8 14 24
Is there a Banking Risk Premium in the US Stock Market? 0 0 0 13 1 4 9 115
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses 0 1 1 19 2 7 17 163
Liquidity and stock returns in Japan: New evidence 0 0 0 138 1 6 11 392
Liquidity in asset pricing: New Australian evidence using low-frequency data 0 0 0 17 2 5 10 64
Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence 0 0 0 8 1 7 20 94
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 1 6 2 3 16 33
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets 1 2 3 135 1 7 19 343
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 1 1 0 6 12 12
Market conditions and the optimal IPO allocation mechanism in China 0 0 0 106 1 3 9 318
Market discipline and bank risk taking 0 0 0 35 1 7 17 110
Market response of US equities to domestic natural disasters: industry‐based evidence 0 0 0 6 1 4 16 41
Maximizing futures returns using fixed fraction asset allocation 0 0 0 174 1 5 14 530
Mean reversion and the forecasting of country betas: a note 0 0 0 24 1 1 6 117
Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions 0 0 3 49 3 6 18 189
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 25 1 5 17 109
Modeling Australia's country risk: a country beta approach 0 0 0 285 0 2 9 1,057
Modeling conditional return autocorrelation 0 0 0 44 0 4 11 151
Modelling return and conditional volatility exposures in global stock markets 0 0 0 48 1 4 9 163
Modelling the Equity Beta Risk of Australian Financial Sector Companies 0 0 1 5 0 3 8 15
Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market 0 3 7 7 4 38 87 89
New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* 0 0 0 7 0 2 7 60
New evidence on national culture and bank capital structure 0 0 0 8 2 7 20 137
New evidence on sovereign to corporate credit rating spill-overs 0 0 0 10 0 5 19 66
New evidence on the impact of financial leverage on beta risk: A time-series approach 0 0 2 216 1 4 15 928
New evidence on the relation between stock liquidity and measures of trading activity 0 0 1 94 1 4 12 361
New insights into the impact of the introduction of futures trading on stock price volatility 0 0 0 4 2 3 6 33
Noise Momentum Around the World 0 0 0 5 1 3 22 52
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 2 11 90
Nonlinear limits to arbitrage 0 0 0 2 3 5 16 24
Nonlinear linkages between financial risk tolerance and demographic characteristics 1 1 2 27 1 4 10 116
ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION 0 0 2 38 0 5 24 179
Oil price risk and the Australian stock market 3 7 13 519 4 13 43 1,230
Oil, Oil Volatility and Airline Stocks: A Global Analysis 0 0 0 116 1 2 7 338
On The Determinants of Derivative Usage by Australian Companies 0 0 2 18 0 4 13 79
On the Choice of Superannuation Funds in Australia 0 0 0 54 1 3 7 270
On the estimation and comparison of short-rate models using the generalised method of moments 0 0 0 66 0 4 16 180
PBFJ editorial responsible science, research balance, and the problem of bandwagons 0 2 2 2 2 5 5 5
PBFJ editorial … “responsible and open science in action” … an update on the PBFJ experiment and beyond … 1 1 1 1 2 5 5 5
Pairs trading and idiosyncratic cash flow risk 0 0 1 6 0 6 12 38
Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection 0 0 0 62 0 3 8 188
Performance persistence in hedge funds: Australian evidence 0 0 0 14 1 6 9 71
Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework 0 0 0 29 0 3 11 171
Pitching business school researcher profiles 0 0 1 1 1 4 14 15
Pitching research for engagement and impact: a simple tool and illustrative examples 0 0 1 5 0 6 30 49
Pitching research: ‘qualitative cousins’ and the ‘extended family’ 0 0 0 5 0 0 6 36
Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market 0 0 1 129 1 11 28 410
Political connections and media slant 0 0 0 3 0 4 7 29
Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund 0 0 0 5 0 2 12 38
Power ARCH modelling of commodity futures data on the London Metal Exchange 0 0 2 249 0 6 19 1,141
Predicting corporate bankruptcy: What matters? 0 0 1 55 1 3 16 181
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model 0 0 1 15 1 3 12 114
Profiling socially responsible investors: Australian evidence 0 0 1 31 2 2 9 118
Profitability of Trading Rules in Futures Markets 0 0 0 0 0 2 5 5
Realized moments and the cross-sectional stock returns around earnings announcements 0 0 0 13 0 8 12 35
Relative bond-stock liquidity and capital structure choices 0 0 1 14 4 8 25 77
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 6 15 88
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news 0 0 1 11 0 2 11 70
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 3 10 51
Retail traders and co-movement: Evidence from Robinhood trading activity 0 0 4 4 9 24 51 54
Return-based Style Analysis in Australian Funds 0 0 0 21 1 3 9 100
Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? 0 1 1 45 1 6 25 184
Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity 0 0 0 19 0 2 7 79
Rights offerings, takeup, renounceability, and underwriting status 0 0 1 38 0 3 12 172
Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets 0 1 1 123 3 5 9 591
Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt 0 0 0 1 0 3 7 29
Short-term contrarian investing--is it profitable?... Yes and No 0 1 1 111 1 5 16 315
Size‐conditioned mandatory capital adequacy disclosure and bank intermediation 0 0 0 2 0 1 12 26
Social trust and the speed of corporate leverage adjustment: evidence from around the globe 0 1 1 13 1 7 22 52
Some additional Australian evidence on the day-of-the-week effect 0 0 0 21 1 2 8 78
Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds 0 0 1 9 0 2 17 40
Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship 0 0 0 1 1 2 6 17
Stock salience and the asymmetric market effect of consumer sentiment news 0 0 3 41 1 4 13 203
Style analysis and dominant index timing: an application to Australian multi-sector managed funds 0 0 0 17 1 2 6 133
Style analysis, customized benchmarks, and managed funds: new evidence 0 0 0 0 0 0 4 5
Style drift and fund performance in up and down markets: Australian evidence 0 0 0 0 0 0 3 8
Sub-optimal international portfolio allocations and the cost of capital 0 0 0 12 0 3 6 63
Sudden changes in property rights: the case of Australian native title 0 0 0 50 0 6 11 168
Systematic liquidity in the long run 0 0 0 0 1 1 6 9
THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA 0 0 0 127 0 4 17 587
Tactical Asset Allocation: Australian Evidence 0 0 1 11 2 5 17 66
Target firm's integrity culture and M&A performance 0 1 2 2 1 4 17 17
Taxation and Black's Zero-Beta Strategy Revisited 0 0 0 0 1 3 6 7
Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling 0 0 0 176 0 3 10 792
Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions 0 0 0 0 1 1 6 8
Testing seasonality in the liquidity-return relation: Japanese evidence 0 0 0 14 1 5 11 64
Testing the conditional CAPM and the effect of intervaling: A note 0 0 0 87 1 2 11 242
The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? 1 2 15 32 14 56 164 234
The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis 0 0 0 19 0 1 3 72
The Determinants of Conditional Autocorrelation in Stock Returns 1 1 1 62 1 9 11 196
The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns 0 0 0 9 0 1 4 46
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM 0 0 0 13 1 5 17 91
The Global Financial Crisis: some attributes and responses 0 0 0 111 0 3 8 255
The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study 0 0 0 118 0 2 7 445
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 1 2 5 47
The Information Content of Australian Managed Fund Ratings 0 0 0 1 0 2 6 17
The Market Impact of Relative Agency Activity in the Sovereign Ratings Market 0 0 5 108 0 2 13 222
The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market 0 0 0 0 1 2 4 18
The Spillover Effect of Media Ownership on Mainstream Media Discourse 0 0 0 0 2 3 3 3
The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates 0 0 0 8 0 1 13 86
The commodity risk premium and neural networks 0 0 1 5 3 7 14 23
The complementary role of cross-sectional and time-series information in forecasting stock returns 0 0 0 9 0 7 10 74
The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts 0 0 0 18 0 2 5 112
The empirical relationship between aggregate consumption and security prices in Australia 0 0 1 16 0 2 12 88
The equity and efficiency of the Australian share market with respect to director trading 0 0 0 24 0 3 8 210
The ex-date impact of special dividend announcements: A note 0 0 0 73 1 5 5 629
The impact of audit quality in rights offerings 0 0 0 4 1 2 3 16
The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation 0 0 1 12 3 5 22 54
The influence of time, seasonality and market state on momentum: insights from the Australian stock market 1 1 1 39 2 2 6 144
The intertemporal relationship between market return and variance: an Australian perspective 0 0 0 22 1 4 5 105
The intra-industry impact of special dividend announcements: contagion versus competition 0 0 0 65 1 3 9 278
The long- and short-run financial impacts of cross listing on Australian firms 0 0 0 2 0 1 4 55
The national market impact of sovereign rating changes 0 0 3 353 2 7 19 784
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns 0 0 0 66 1 7 25 375
The pricing of foreign exchange risk in the Australian equities market 0 0 0 35 0 0 6 126
The profitability of pairs trading strategies: distance, cointegration and copula methods 1 4 15 66 10 33 77 293
The relation between R&D intensity and future market returns: does expensing versus capitalization matter? 0 0 0 93 0 4 10 266
The relationship between exchange rate exposure, currency risk management and performance of international equity funds 0 0 0 115 0 1 8 386
The relationship between implied volatility and autocorrelation 0 0 0 49 1 7 15 206
The role of board gender on the profitability of insider trading 0 0 0 0 0 0 8 11
The simultaneous relation between fund flows and returns 0 0 0 2 0 2 8 17
The stock market impact of German reunification: international evidence 0 0 2 117 1 4 12 439
The strategic allocation to style-integrated portfolios of commodity futures 0 0 1 1 0 1 22 25
Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques 0 1 3 11 0 14 26 47
Time varying country risk: an assessment of alternative modelling techniques 0 0 0 180 0 1 12 678
Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques 0 0 0 3 1 5 13 65
Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis 0 0 0 4 1 4 12 26
Tournament behavior in Australian superannuation funds: A non-parametric analysis 0 0 0 39 0 2 8 163
Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia 0 0 0 24 1 8 11 132
Transient institutional ownership, costly external finance and corporate cash holdings 0 0 1 2 5 7 14 15
Trusting Clients’ Financial Risk Tolerance Survey Scores 0 0 0 0 1 2 6 7
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach 0 0 0 65 0 1 8 293
Uncertainty, investment spikes, and corporate leverage adjustments 0 0 0 2 0 2 10 26
Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies 0 0 0 45 0 5 11 168
Using abnormal analyst coverage to unlock new evidence on stock price crash risk 0 0 3 8 0 3 20 38
Vale Emeritus Professor Francis (Frank) James Finn 0 0 1 9 2 2 10 41
Variations in sovereign credit quality assessments across rating agencies 0 0 5 166 2 5 30 417
What can we learn from firm-level jump-induced tail risk around earnings announcements? 0 0 0 12 0 3 13 93
What drives the commodity price beta of oil industry stocks? 0 0 1 57 3 23 55 448
What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market 0 0 0 2 0 1 7 11
When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms 0 2 4 7 0 5 18 28
Who's Greenwashing Via the Media and What are the Consequences? Evidence From China 0 1 5 33 2 13 35 99
Women and risk tolerance in an aging world 0 0 0 0 0 0 3 4
Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! 0 0 0 21 3 11 24 190
… More on the use of research templates 0 0 0 2 0 2 6 17
Total Journal Articles 23 83 327 17,052 296 1,485 4,618 63,692
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 1 6 34
Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets 0 0 0 6 1 2 13 46
Profiling Ethical Investors 0 0 0 0 0 1 6 16
Total Chapters 0 0 0 6 1 4 25 96


Statistics updated 2026-06-04