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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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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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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
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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