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Do derivatives have a role in the risk-shifting behaviour of fund managers?
Benson, Karen; Faff, Robert W.; Nowland, John - In: Australian journal of management 32 (2007) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10003628607
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The influence of time, seasonality and market state on momentum : insights from the Australian stock market
Phua, Victor; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Applied financial economics 20 (2010) 19/21, pp. 1547-1563
Persistent link: https://www.econbiz.de/10009011588
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Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 37 (2013) 11, pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979
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Noise Momentum Around the World
Cai, Charlie X. - 2014
We argue that arbitrageurs will strategically limit their initial investment in an arbitrage opportunity in anticipation of further mispricing caused by the deepening of noise traders' misperceptions. Such ‘noise momentum' is an important determinant of the overall arbitrage process. We design...
Persistent link: https://www.econbiz.de/10013051028
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Are financial derivates really value enhancing? : Australian evidence
Nguyen, Hoa (contributor); Faff, Robert W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003794206
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Does the type of derivative instrument used by companies impact firm value?
Nguyen, Hoa (contributor); Faff, Robert W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003794207
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Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures
Au Yong, Hue Hwa; Faff, Robert W.; Chalmers, Keryn - In: Journal of international financial markets, … 19 (2009) 1, pp. 16-32
Persistent link: https://www.econbiz.de/10003797263
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Does the type of derivative instrument used by companies impact firm value?
Nguyen, Hoa; Faff, Robert W. - In: Applied economics letters 17 (2010) 7/9, pp. 681-683
Persistent link: https://www.econbiz.de/10003996677
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Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa; Faff, Robert W.; Hodgson, Allan - In: The journal of futures markets 30 (2010) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
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Are firms hedging or speculating? : the relationship between financial derivatives and firm risk
Nguyen, Hoa; Faff, Robert W. - In: Applied financial economics 20 (2010) 10/12, pp. 827-843
Persistent link: https://www.econbiz.de/10009009816