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~language:"eng"
~language:"swe"
~language:"tur"
~language:"ukr"
~person:"Faff, Robert W."
~subject:"Capital income"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
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Faff, Robert W.
Gupta, Rangan
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ECONIS (ZBW)
81
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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 liquidity redistribution effect in intercorporate lending : evidence from private firms in Poland
Białek-Jaworska, Anna
;
Faff, Robert W.
;
Zięba, Damian
- In:
European research studies
23
(
2020
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10012286742
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
The financial performance of socially responsible investments : insights from the intertemporal CAPM
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of business ethics : JOBE
146
(
2017
)
2
,
pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
Saved in:
8
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:
9
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:
10
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
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