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~language:"eng"
~language:"nor"
~language:"rus"
~language:"slk"
~person:"Faff, Robert W."
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Entwicklungsländer
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Australia
97
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45
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40
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40
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Faff, Robert W.
Gupta, Rangan
219
Bouri, Elie
113
Bahmani-Oskooee, Mohsen
112
Ma, Feng
106
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106
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99
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94
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91
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91
Hammoudeh, Shawkat
84
Narayan, Paresh Kumar
81
McAleer, Michael
75
Xuan Vinh Vo
66
Wang, Yudong
64
Nunnenkamp, Peter
61
Pierdzioch, Christian
61
Kang, Sang Hoon
60
Demirer, Rıza
59
Zhang, Yaojie
59
Caporale, Guglielmo Maria
58
Brooks, Robert
56
Mensi, Walid
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Bali, Turan G.
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Salisu, Afees A.
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48
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47
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46
Hassan, M. Kabir
46
Shahzad, Syed Jawad Hussain
46
Zhang, Wei
46
Cakici, Nusret
45
Lee, Chien-chiang
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Applied financial economics
6
Journal of banking & finance
6
Australian journal of management
4
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ECONIS (ZBW)
60
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
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
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
4
A specialised volatility index for the new GICS sector: real estate
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Economic modelling
70
(
2018
),
pp. 438-446
Persistent link: https://www.econbiz.de/10012027965
Saved in:
5
The complementary role of cross-sectional and time-series information in forecasting stock returns
Zhou, Qing
;
Faff, Robert W.
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 113-139
Persistent link: https://www.econbiz.de/10011774110
Saved in:
6
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
7
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
8
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
9
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
10
Is there a banking risk premium in the US stock market?
Zeng, Liujing
;
Au Yong, Hue Hwa
;
Sirimon Treepongkaruna
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011949651
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