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Injecting liquidity into liquidity research

Benson, Karen; Faff, Robert W.; Smith, Tom - In: Pacific-Basin finance journal 35 (2015) 2, pp. 533-540

Persistent link: https://www.econbiz.de/10011543410

Stock liquidity risk and the cross-sectional earnings-returns relationship

Isshaq, Zangina; Faff, Robert W. - In: Journal of business finance & accounting : JBFA 43 (2016) 9/10, pp. 1121-1141

Persistent link: https://www.econbiz.de/10011643902

Predicting corporate bankruptcy : what matters?

Li, Leon; Faff, Robert W. - In: International review of economics & finance : IREF 62 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012205443

Are excess cash holdings more valuable to firms in times of crisis? : financial constraints and governance matters

Chang, Yanhao; Benson, Karen; Faff, Robert W. - In: Pacific-Basin finance journal 45 (2017), pp. 157-173

Persistent link: https://www.econbiz.de/10011800868

An examination of commonality in liquidity : new evidence from the Australian stock exchange

Sujoto, C.; Kalev, Petko S.; Faff, Robert W. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 32 (2008) 3, pp. 55-79

Persistent link: https://www.econbiz.de/10003812092

Default risk and equity returns : Australian evidence

Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593

We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...

Persistent link: https://www.econbiz.de/10003895398

Liquidity and stock returns in Japan : new evidence

Ying, Chang Yuk; Faff, Robert W.; Hwang, Chuan-yang - In: Pacific-Basin finance journal 18 (2010) 1, pp. 90-115

Persistent link: https://www.econbiz.de/10003934648

Rights offerings, subscription period, shareholder takeup, and liquidity

Balachandran, Balasingham; Faff, Robert W.; Theobald, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 213-239

Persistent link: https://www.econbiz.de/10009623134

Is default risk priced in Australian equity? : exploring the role of the business cycle

Chan, Howard Wei-hong; Faff, Robert W.; Kofman, Paul - In: Australian journal of management 36 (2011) 2, pp. 217-246

Persistent link: https://www.econbiz.de/10009303253

An integrated multi-model credit rating system for private firms

Butera, Giovanni; Faff, Robert W. - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10003374249