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Author statistics

Author Identifier Number of Items Total Downloads
Faff, R https://orcid.org/0000-0001-6867-9599 66 7610

Items

Title Author(s) IrusType Repository Item URL Total Downloads
A contemporary view of corporate finance theory, empirical evidence and practice Faff, Robert W.; Gray, Stephen; Tan, Kelvin Jui Keng Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:386816 1756
An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: "Flicking the switch" with financial flexibility Agha, Mahmoud; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:340699 162
Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters Chang, Yanhao; Benson, Karen; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:402312 184
Are the Fama-French factors proxying default risk? orcid:0000-0001-9288-0727; orcid:0000-0001-6867-9599; Gharghori, P; Chan, H; Faff, R Article University of Melbourne [Minerva Access] http://hdl.handle.net/11343/27937 3
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation Chan, Howard; Faff, Robert; Hill, Paula; Scheule, Harald Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:269559 1
Bias correction in the estimation of dynamic panel models in corporate finance Zhou, Qing; Faff, Robert; Alpert, Karen Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:322713 1
Canonical vine copulas in the context of modern portfolio management: are they worth it? Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert; Brailsford, Timothy J. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:297895 3
CEO overconfidence and corporate debt maturity Huang, Ronghong; Tan, Kelvin Jui Keng; Faff, Robert W. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:374513 341
Complete markets, informed trading and equity option introductions Faff, Robert; Hillier, David Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:233220 2
Corporate governance, firm value and risk: Past, present, and future Balachandran, Balasingham; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:368216 317
Corporate sustainability performance and idiosyncratic risk: A global perspective Lee, Darren D.; Faff, Robert W. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:184662 5
Corporate usage of financial derivatives, information asymmetry, and insider trading Nguyen, Hoa; Faff, Robert; Hodgson, Allan Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:230842 1
Deviation from target capital structure, cost of equity and speed of adjustment Zhou, Qing; Tan, Kelvin Jui Keng; Faff, Robert; Zhu, Yushu Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:390746 463
Diamonds vs. precious metals: what shines brightest in your investment portfolio? Low, Rand Kwong Yew; Yao, Yiran; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:374946 803
Disciplinary tools and bank risk exposure Haq, Mamiza; Faff, Robert; Seth, Rama; Mohanty, Sunil Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:313410 4
Do brokers' recommendation changes generate brokerage?: evidence from a central limit order market Brown, Rob; Chan, Howard W. H.; Faff, Robert W.; Ho, Yew Kee Article University of Queensland [UQ eSpace] 6
Do corporate policies follow a life-cycle? Faff, Robert; Kwok, Wing Chun; Podolski, Edward J.; Wong, George Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:386928 2
Do derivatives have a role in the risk shifting behaviour of fund managers? Benson, K. L.; Faff, R. W.; Nowland, J. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:131218 2
Does board structure in banks really affect their performance? Pathan, Shams; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:289778 1
Does oil move equity prices? A global view Nandha, Mohan; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231101 9
Does simple pairs trading still work? Do, Binh; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:219326 16
Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence Faff, Robert W.; Gunasekarage, Abeyratna; Shams, Syed M. M. Article University of Queensland [UQ eSpace] 3
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? Isshaq, Zangina; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:386036 103
Enhancing mean-variance portfolio selection by modeling distributional asymmetries Low, Rand Kwong Yew; Faff, Robert; Aas, Kjersti Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:377912 1503
Exploring the link between information quality and systematic risk Cai, Charlie X.; Faff, Robert W.; Hillier, David; Mohamed, Suleiman Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231129 2
Fifty years of finance research in the Asia Pacific Basin Benson, Karen; Faff, Robert; Smith, Tom Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:333443 3
Forecasting stock market volatility: Further international evidence Balaban, Ercan; Bayar, Asli; Faff, Robert W. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231358 1
Fund size, transaction costs and performance: Size matters! Chan, Howard W. H.; Faff, Robert W.; Gallagher, David R.; Looi, Adrian Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231039 1
Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis Mi, Lin; Benson, Karen; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:340277 3
Herding behavior and rating convergence among credit rating agencies: evidence from the subprime crisis Lugo, Stefano; Croce, Annalisa; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:367072 2
Individual financial risk tolerance and the global financial crisis Gerrans, Paul; Faff, Robert; Hartnett, Neil Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:323755 1
Individualistic cultures and crash risk Dang, Tung Lam; Faff, Robert; Luong, Hoang; Nguyen, Lily Article University of Queensland [UQ eSpace] 44
Injecting liquidity into liquidity research Benson, Karen; Faff, Robert; Smith, Tom Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:374982 142
Institutional investor horizon and bank risk-taking Pathan, Shams; Haq, Mamiza; Faff, Robert; Seymour, Trent Article University of Queensland [UQ eSpace] 2
Investigating the performance of alternative default-risk models: Option-based versus accounting-based approaches Gharghori, Philip; Chan, Howard; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231370 1
Is financial flexibility a priced factor in the stock market? Rajput, Suresh Kumar Oad; Wongchoti, Udomsak; Chen, Jianguo; Faff, Robert Article University of Queensland [UQ eSpace] 13
Labor unions and corporate financial leverage: the bargaining device versus crowding-out hypotheses Woods, Keegan; Tan, Kelvin Jui Keng; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:599623 123
Liquidity and stock returns in Japan: New evidence Chang, Yuk Ying; Faff, Robert; Hwang, Chuan-Yang Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:230984 2
Location decisions of domestic and foreign-affiliated financial advisors: Australian evidence Faff, Robert; Lodh, Tribeni; Pawada, Jerry Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:273799 2
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. Book Section University of Queensland [UQ eSpace] 1
Market response of US equities to domestic natural disasters: industry-based evidence Malik, Ihtisham A.; Faff, Robert W.; Chan, Kam F. Article University of Queensland [UQ eSpace] 18
Modeling the risk and return relation conditional on market volatility and market conditions Galagedera, Don U. A.; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:233227 1
New evidence on national culture and bank capital structure Haq, Mamiza; Hu, Daniel; Pathan, Shams; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:689699 480
New evidence on sovereign to corporate credit rating spill-overs Hill, Paula; Bissoondoyal-Bheenick, Emawtee; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:722162 68
Noise momentum around the world Cai, Charlie X.; Faff, Robert; Shin, Yongcheol Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:549683 65
On the estimation and comparison of short-rate models using the generalised method of moments Faff, R.; Gray, P. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:76566 219
On the linkage between financial risk tolerance and risk aversion Faff, Robert; Mulino, Daniel; Chai, Daniel Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231118 1
Pitching research: 'qualitative cousins' and the 'extended family' Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:723448 25
Predicting corporate bankruptcy: what matters? Li, Leon; Faff, Robert Article University of Queensland [UQ eSpace] 17
Profiling ethical investors Mendez-Rodriguez, Paz; Galguera, Laura; Bravo, Mila; Benson, Karen; Faff, Robert; Perez-Gladish, Blanca Book Section University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:376164 1
Responsible science: celebrating the 50-year legacy of using a registration-based framework Aman, Hiroyuki; Beekes, Wendy; Berkman, Henk; Bohmann, Marc; Bradbury, Mike; Chapple, Ellie; Chang, Millicent; Clout, Victoria; Faff, Robert; Han, Jianlei; Hillier, David; Hodgson, Allan; Howieson, Bryan; Jona, Jonathan; Linnenluecke, Martina; Loncan, Tia Article University of Queensland [UQ eSpace] 8
Rights offerings, takeup, renounceability, and underwriting status Balachandran, Balasingham; Faff, Robert; Theobald, Michael Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231114 1
Rights, offerings, subscription period, shareholder takeup and liquidity Balachandran, Balasingham; Faff, Robert; Theobald, Michael; van Zijl, Tony Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:269560 2
Size‐conditioned mandatory capital adequacy disclosure and bank intermediation Zelenyuk, Natalya; Faff, Robert; Pathan, Shams Article University of Queensland [UQ eSpace] 4
Stock liquidity risk and the cross-sectional earnings-returns relationship Isshaq, Zangina; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:412168 92
Stock salience and the asymmetric market effect of consumer sentiment news Akhtar, Shumi; Faff, Robert; Oliver, Barry; Subrahmanyam, Avanidhar Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:286584 2
The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates Akhtar, Shumi; Faff, Robert; Oliver, Barry Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:269554 4
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM Xiao, Yuchao; Faff, Robert; Gharghori, Philip; Min, Byoung-Kyu Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:372621 1
The impact of audit quality in rights offerings Balachandran, Balasingham; Faff, Robert; Nguyen, Lily H. G.; Puwanenthiren, Premkanth Article University of Queensland [UQ eSpace] 12
The market impact of relative agency activity in the sovereign ratings market Hill, Paula; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:231314 3
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns Akhtar, Shumi; Faff, Robert; Oliver, Barry; Subrahmanyam, Avanidhar Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:234365 2
The profitability of pairs training strategies: distance, cointegration and copula methods Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:384347 4
The simultaneous relation between fund flows and returns Benson, Karen L.; Faff, Robert W.; Smith, Tom Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:205002 1
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 Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:341268 124
Variations in sovereign credit quality assessments across rating agencies Hill, P.; Brooks, R.; Faff, R. Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:205637 2
Yes, one-day international cricket 'in-play' trading strategies can be profitable! Norton, Hugh; Gray, Steve; Faff, Robert Article University of Queensland [UQ eSpace] https://espace.library.uq.edu.au/view/UQ:368911 419
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