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~language:"eng"
~language:"nor"
~person:"Faff, Robert W."
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Article in journal"
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CAPM
Financial crisis
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97
Australien
97
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45
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40
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Faff, Robert W.
Gupta, Rangan
357
Bahmani-Oskooee, Mohsen
271
Gil-Alaña, Luis A.
207
Cebula, Richard J.
203
Beladi, Hamid
172
Wohar, Mark E.
167
Phillips, Peter C. B.
161
Caporale, Guglielmo Maria
159
Apergēs, Nikolaos
151
Nijkamp, Peter
151
Lien, Da-hsiang Donald
150
Tsionas, Efthymios G.
150
Creedy, John
148
Güth, Werner
145
Lai, Ching-chong
143
Pestieau, Pierre
143
Acemoglu, Daron
142
Viscusi, W. Kip
142
Kumbhakar, Subal
139
McAleer, Michael
139
Fabozzi, Frank J.
138
Tiwari, Aviral Kumar
137
Heckman, James J.
135
Narayan, Paresh Kumar
135
Färe, Rolf
134
Stiglitz, Joseph E.
133
Serletis, Apostolos
131
Turnovsky, Stephen J.
131
Jarrow, Robert A.
129
Shogren, Jason F.
126
Aizenman, Joshua
125
Moosa, Imad A.
125
Chang, Tsangyao
124
Tirole, Jean
124
Marjit, Sugata
122
Taylor, Mark P.
122
Pierdzioch, Christian
121
Cheng, T. C. E.
119
MacDonald, Ronald
118
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12
Journal of banking & finance
12
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9
Australian journal of management
8
International review of financial analysis
5
Journal of international financial markets, institutions & money
5
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5
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4
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Advances in investment analysis and portfolio management : a research annual
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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European research studies
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International journal of accounting and information management
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International journal of commerce and management
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International journal of theoretical and applied finance
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International review of finance
1
Journal of accounting & management information systems : JAMIS
1
Journal of economic dynamics & control
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Journal of empirical finance
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ECONIS (ZBW)
130
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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
Behavioral implications of sovereign ceiling doctrine for the access to credit by firms
Riaz, Yasir
;
Faff, Robert W.
;
Shehzad, Choudhry Tanveer
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468825
Saved in:
3
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
4
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:
5
Effects of incentive pay on systemic risk : evidence from CEO compensation and CoVar
Zelenyuk, Natalya
;
Faff, Robert W.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 3289-3311
Persistent link: https://www.econbiz.de/10013440560
Saved in:
6
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:
7
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:
8
Uncertainty, investment spikes, and corporate leverage adjustments
Im, Hyun Joong
;
Faff, Robert W.
;
Ha, Chang Yong
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538950
Saved in:
9
Business shocks and corporate leverage
Tan, Jui Keng
;
Zhou, Qing
;
Pan, Zheyao
;
Faff, Robert W.
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013365955
Saved in:
10
Institutional investor horizon and bank risk-taking
Pathan, Shams
;
Haq, Mamiza
;
Faff, Robert W.
;
Seymour, Trent
- In:
The journal of corporate finance : contracting, …
66
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012514637
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