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~language:"eng"
~language:"nor"
~language:"rus"
~person:"Faff, Robert W."
~subject:"India"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Faff, Robert W.
Gupta, Rangan
239
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138
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103
Ma, Feng
101
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ECONIS (ZBW)
62
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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
The 2008 global financial crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.
;
Faff, Robert W.
;
Szulczyk, Kenneth R.
- In:
International review of financial analysis
83
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013460899
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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