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Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets

Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of multinational financial management 14 (2004) 3, pp. 217-232

Persistent link: https://www.econbiz.de/10002539268

Earnings announcements : good news for institutional investors and short sellers

Berkman, Henk; McKenzie, Michael D. - In: The financial review : the official publication of the … 47 (2012) 1, pp. 91-113

Persistent link: https://www.econbiz.de/10009500720

From trade-to-trade in US Treasuries

Dungey, Mardi H.; Henry, Ólan Thomas John; McKenzie, … - 2010

Persistent link: https://www.econbiz.de/10009384426

The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news

Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D. - In: International review of financial analysis 32 (2014), pp. 159-178

Persistent link: https://www.econbiz.de/10010461296

The rights offering paradox : some new evidence

Balachandran, Balasingham; Faff, Robert W.; Theobald, … - 2007

Persistent link: https://www.econbiz.de/10003753559

The impact of the announcement of acquisition of divested assets on buyers' wealth : asset fit and disclosure of funds used ; evidence from the UK

Balachandran, Balasingham; Faff, Robert W.; Love, Roger; … - In: Multinational finance journal : MF ; quarterly … 12 (2008) 3/4, pp. 219-240

Persistent link: https://www.econbiz.de/10003744263

The ex-date impact of special divident announcements : a note

Balachandran, Balasingham; Faff, Robert W.; Nguyen Anh Tuan - In: International review of financial analysis 17 (2008) 3, pp. 635-643

Persistent link: https://www.econbiz.de/10003764537

Trading volume and information asymmetry : routine versus nonroutine earnings announcements in Australia

Mahipala, Thusitha; Chan, Howard Wei-hong; Faff, Robert W. - In: Applied financial economics 19 (2009) 19/21, pp. 1737-1752

Focussing on earnings-related rather than different classes of corporate announcements as in Chae (2005), we examine trading volume behaviour and the role played by informed and uninformed investors around routine and nonroutine announcements. Prior to preliminary final earnings announcements,...

Persistent link: https://www.econbiz.de/10003904322

Exploring the link between information quality and systematic risk

Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: The journal of financial research 30 (2007) 3, pp. 335-353

Persistent link: https://www.econbiz.de/10003536973

The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts

Chan, Howard; Faff, Robert W.; Ho, Yee Kee; Ramsay, Alan - In: Accounting research journal 22 (2009) 3, pp. 237-261

Persistent link: https://www.econbiz.de/10003923555