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A further examination of the price and volatility impact of stock dividends at ex-dates

Balachandran, Balasingham; Faff, Robert W.; Tanner, Sally - In: Australian economic papers 44 (2005) 3, pp. 248-268

Persistent link: https://www.econbiz.de/10003092334

Intradaily volatility and adjustment

Theobald, Michael; Yallup, Peter - In: Journal of international financial markets, … 15 (2005) 5, pp. 407-424

Persistent link: https://www.econbiz.de/10003270571

An evaluation of volatility forecasting techniques

Brailsford, Timothy J.; Faff, Robert W. - 1994

Persistent link: https://www.econbiz.de/10000894255

Forecasting stock market volatility : further international evidence

Balaban, Ercan; Bayar, Asli; Faff, Robert W. - In: The European journal of finance 12 (2006) 2, pp. 171-188

Persistent link: https://www.econbiz.de/10003305479

Evidence of feedback trading with Markov switching regimes

Dean, Warren G.; Faff, Robert W. - In: Review of quantitative finance and accounting 30 (2008) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10003620890

What drives the commodity price beta of oil industry stocks?

Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10009759405

Mickey Mouse and the IDioT principle for assessing research contribution : discussion of "Is the relationship between investment and conditional cash flow volatility ambiguous, asy...

Faff, Robert W. - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 949-960

Persistent link: https://www.econbiz.de/10010240305

Oil, oil volatility and airline stocks : a global analysis

Nandha, Mohan; Brooks, Robert; Faff, Robert W. - In: Journal of accounting & management information systems … 12 (2013) 2, pp. 302-318

By selecting a globally representative dataset of airline indices, this study demonstrates that oil price or oil price regimes (delineated by the first gulf war and the 9/11 terror attacks) alone do not have any significant implications for airline stock prices. Overall, these findings are...

Persistent link: https://www.econbiz.de/10010338862

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

Information transmission across stock and bond markets : international evidence

Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Stock market volatility, (pp. 293-310). 2009

Persistent link: https://www.econbiz.de/10003830479