Robert Faff : rechercher sur Z-Library

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1

The profitability of pairs trading strategies: distance, cointegration and copula methods

Rad, Hossein, Low, Rand Kwong Yew, Faff, Robert

Journal:

Quantitative Finance

Année:

2016

Langue:

english

Fichier:

PDF, 677 KB

english, 2016

2

Does Simple Pairs Trading Still Work?

Do, Binh, Faff, Robert

Journal:

Financial Analysts Journal

Année:

2010

Langue:

english

Fichier:

PDF, 466 KB

english, 2010

3

Trusting Clients’ Financial Risk Tolerance Survey Scores

Hartnett, Neil, Gerrans, Paul, Faff, Robert

Journal:

Financial Analysts Journal

Année:

2019

Langue:

english

Fichier:

PDF, 636 KB

english, 2019

4

ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?

Binh Do, Robert Faff

Journal:

Journal of Financial Research

Année:

2012

Langue:

english

Fichier:

PDF, 604 KB

english, 2012

5

Does board structure in banks really affect their performance?

Pathan, Shams, Faff, Robert

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 333 KB

english, 2013

6

ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION

Robert Faff, Daniel Mulino, Daniel Chai

Journal:

Journal of Financial Research

Année:

2008

Langue:

english

Fichier:

PDF, 862 KB

english, 2008

7

An Empirical Test of the Arbitrage Pricing Theory on Australian Stock Returns 1974-85

Journal:

Accounting & Finance

Année:

1988

Fichier:

PDF, 2.50 MB

1988

8

The relationship between exchange rate exposure, currency risk management and performance of international equity funds

Karen L. Benson, Robert W. Faff

Journal:

Pacific-Basin Finance Journal

Année:

2004

Langue:

english

Fichier:

PDF, 203 KB

english, 2004

9

The influence of time, seasonality and market state on momentum: insights from the Australian stock market

Phua, Victor, Chan, Howard, Faff, Robert, Hudson, Robert

Journal:

Applied Financial Economics

Année:

2010

Langue:

english

Fichier:

PDF, 205 KB

english, 2010

10

The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods

Rad, Hossein, Low, Rand Kwong Yew, Faff, Robert W.

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 558 KB

english, 2015

11

Corporate usage of financial derivatives, information asymmetry, and insider trading

Hoa Nguyen, Robert Faff, Allan Hodgson

Journal:

Journal of Futures Markets

Année:

2010

Langue:

english

Fichier:

PDF, 124 KB

english, 2010

12

An evaluation of volatility forecasting techniques

Timothy J. Brailsford, Robert W. Faff

Journal:

Journal of Banking & Finance

Année:

1996

Langue:

english

Fichier:

PDF, 1.03 MB

english, 1996

13

Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market

John A. Anderson, Robert W. Faff

Journal:

International Review of Financial Analysis

Année:

2008

Langue:

english

Fichier:

PDF, 261 KB

english, 2008

14

Does Simple Pairs Trading Still Work?

Binh Do and Robert Faff

Journal:

Financial Analysts Journal

Année:

2010

Langue:

english

Fichier:

PDF, 1.86 MB

english, 2010

15

A simple template for pitching research

Faff, Robert W., Smith, Tom

Journal:

Accounting & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 468 KB

english, 2015

16

Did connected hedge funds benefit from bank bailouts during the financial crisis?

Faff, Robert W., Parwada, Jerry T., Tan, Eric K.M.

Journal:

Journal of Banking & Finance

Année:

2019

Langue:

english

Fichier:

PDF, 1.08 MB

english, 2019

17

Does oil move equity prices? A global view

Mohan Nandha, Robert Faff

Journal:

Energy Economics

Année:

2008

Langue:

english

Fichier:

PDF, 234 KB

english, 2008

18

A LIKELIHOOD RATIO TEST OF THE ZERO-BETA CAPM IN AUSTRALIAN EQUITY RETURNS

Journal:

Accounting & Finance

Année:

1991

Fichier:

PDF, 1.02 MB

1991

19

Variations in sovereign credit quality assessments across rating agencies

Paula Hill, Robert Brooks, Robert Faff

Journal:

Journal of Banking & Finance

Année:

2010

Langue:

english

Fichier:

PDF, 330 KB

english, 2010

20

The national market impact of sovereign rating changes

Robert Brooks, Robert W. Faff, David Hillier, Joseph Hillier

Journal:

Journal of Banking & Finance

Année:

2004

Langue:

english

Fichier:

PDF, 228 KB

english, 2004

21

Pricing innovations in consumption growth: A re-evaluation of the recursive utility model

Xiao, Yuchao, Faff, Robert, Gharghori, Philip, Min, Byoung-Kyu

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 477 KB

english, 2013

22

Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi, Faff, Robert, Oliver, Barry, Subrahmanyam, Avanidhar

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 407 KB

english, 2013

23

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?’

Faff, Robert, Cahan, Steven

Journal:

Accounting & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 213 KB

english, 2013

24

Why do firms save cash from cash flows? Evidence from firm-level estimation of cash-cash flow sensitivities

D'Espallier, Bert, Huybrechts, Jolien, Schoubben, Frederiek, Faff, Robert

Journal:

Accounting & Finance

Année:

2014

Langue:

english

Fichier:

PDF, 234 KB

english, 2014

25

Individual financial risk tolerance and the global financial crisis

Gerrans, Paul, Faff, Robert, Hartnett, Neil, Berkman, Henk

Journal:

Accounting & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 222 KB

english, 2015

26

Growth, governance and corporate payout policy

Bhabra, Gurmeet, Luu, Khanh Hien, Faff, Robert

Journal:

Accounting & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 153 KB

english, 2015

27

Do futures-based strategies enhance dynamic portfolio insurance?

Binh Huu Do, Robert W. Faff

Journal:

Journal of Futures Markets

Année:

2004

Langue:

english

Fichier:

PDF, 113 KB

english, 2004

28

Evidence of feedback trading with Markov switching regimes

Warren G. Dean, Robert W. Faff

Journal:

Review of Quantitative Finance and Accounting

Année:

2008

Langue:

english

Fichier:

PDF, 409 KB

english, 2008

29

The sensitivity of Australian industry equity returns to a gold price factor

Howard Chan, Robert Faff

Journal:

Accounting & Finance

Année:

1998

Langue:

english

Fichier:

PDF, 211 KB

english, 1998

30

The intertemporal relationship between market return and variance: an Australian perspective

Warren G. Dean, Robert W. Faff

Journal:

Accounting & Finance

Année:

2001

Langue:

english

Fichier:

PDF, 491 KB

english, 2001

31

An International Investigation of the Factors that Determine Conditional Gold Betas

Robert Faff, David Hillier

Journal:

Financial Review

Année:

2004

Langue:

english

Fichier:

PDF, 107 KB

english, 2004

32

A DERIVATION OF THE CAPM FOR PEDAGOGICAL USE

Tim Brailsford, Robert Faff

Journal:

Accounting & Finance

Année:

1993

Fichier:

PDF, 873 KB

1993

33

A MULTIVARIATE TEST OF THE GENERALISED MEAN-LOWER PARTIAL MOMENT ASSET PRICING MODEL: AUSTRALIAN EVIDENCE

Journal:

Accounting & Finance

Année:

1992

Fichier:

PDF, 1.69 MB

1992

34

The Global Financial Crisis: some attributes and responses

David Allen, Robert Faff

Journal:

Accounting & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 146 KB

english, 2012

35

New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia

Balasingham Balachandran, Robert Faff, Michael Theobald

Journal:

Journal of Applied Corporate Finance

Année:

2009

Langue:

english

Fichier:

PDF, 142 KB

english, 2009

36

Short-term contrarian investing—is it profitable? … Yes and No

Darren D. Lee, Howard Chan, Robert W. Faff, Petko S. Kalev

Journal:

Journal of Multinational Financial Management

Année:

2003

Langue:

english

Fichier:

PDF, 253 KB

english, 2003

37

Complete markets, informed trading and equity option introductions

Robert Faff, David Hillier

Journal:

Journal of Banking & Finance

Année:

2005

Langue:

english

Fichier:

PDF, 297 KB

english, 2005

38

On the estimation and comparison of short-rate models using the generalised method of moments

Robert Faff, Philip Gray

Journal:

Journal of Banking & Finance

Année:

2006

Langue:

english

Fichier:

PDF, 183 KB

english, 2006

39

Erratum to “Variations in sovereign credit quality assessments across rating agencies” [J. Bank. Finance 34 (2010) 1327–1343]

Paula Hill, Robert Brooks, Robert Faff

Journal:

Journal of Banking & Finance

Année:

2010

Langue:

english

Fichier:

PDF, 100 KB

english, 2010

40

The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns

Shumi Akhtar, Robert Faff, Barry Oliver, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Année:

2011

Langue:

english

Fichier:

PDF, 307 KB

english, 2011

41

A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

Robert D. Brooks, Robert W. Faff, Yew Kee Ho

Journal:

Journal of Banking & Finance

Année:

1997

Langue:

english

Fichier:

PDF, 1.23 MB

english, 1997

42

Stock salience and the asymmetric market effect of consumer sentiment news

Shumi Akhtar, Robert Faff, Barry Oliver, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 281 KB

english, 2012

43

Canonical vine copulas in the context of modern portfolio management: Are they worth it?

Low, Rand Kwong Yew, Alcock, Jamie, Faff, Robert, Brailsford, Timothy

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 1.70 MB

english, 2013

44

A note on board characteristics, ownership structure and default risk in Taiwan

Chiang, Shu-Mei, Chung, Huimin, Huang, Chien-Ming, Faff, Robert

Journal:

Accounting & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 140 KB

english, 2015

45

Bias correction in the estimation of dynamic panel models in corporate finance

Zhou, Qing, Faff, Robert, Alpert, Karen

Journal:

Journal of Corporate Finance

Année:

2014

Langue:

english

Fichier:

PDF, 512 KB

english, 2014

46

Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies

Phan, Dinh, Nguyen, Hoa, Faff, Robert

Journal:

Energy Economics

Année:

2014

Langue:

english

Fichier:

PDF, 406 KB

english, 2014

47

Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence

Brooks, Robert D., Faff, Robert W., Fry, Tim R. L., Bissoondoyal-Bheenick, E.

Journal:

Applied Financial Economics

Année:

2005

Langue:

english

Fichier:

PDF, 131 KB

english, 2005

48

A multifactor model of gold industry stock returns: evidence from the Australian equity market

Faff, Robert, Chan, Howard

Journal:

Applied Financial Economics

Année:

1998

Langue:

english

Fichier:

PDF, 158 KB

english, 1998

49

Does insider trading explain price run-up ahead of takeover announcements?

Aspris, Angelo, Foley, Sean, Frino, Alex, Faff, Robert

Journal:

Accounting & Finance

Année:

2014

Langue:

english

Fichier:

PDF, 242 KB

english, 2014

50

A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets

Pullen, Tim, Benson, Karen, Faff, Robert

Journal:

Année:

2014

Langue:

english

Fichier:

PDF, 292 KB

english, 2014