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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Faff, Robert W."
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
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5
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Faff, Robert W.
Frino, Alex
10
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9
Tse, Yiuman
9
Whaley, Robert E.
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International review of economics & finance : IREF
Journal of international money and finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
Journal of banking & finance
6
Australian journal of management
3
Pacific-Basin finance journal
3
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
5
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1
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
2
Realized moments and the cross-sectional stock returns around earnings announcements
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 408-427
Persistent link: https://www.econbiz.de/10013345667
Saved in:
3
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
4
Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa
;
Faff, Robert W.
;
Hodgson, Allan
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
Saved in:
5
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
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