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Faff, Robert W.
587
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292
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129
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66
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41
McKenzie, Michael
40
Balachandran, Balasingham
38
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38
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36
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28
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20
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13
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Ho, Yew Kee
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ECONIS (ZBW)
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EconStor
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1
Nonlinear linkages between financial risk tolerance and demographic characteristics
Faff, Robert W.
;
Hallahan, Terrence
;
McKenzie, Michael D.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1329-1332
Persistent link: https://www.econbiz.de/10003894210
Saved in:
2
Women and risk tolerance in an aging world
Faff, Robert W.
;
Hallahan, Terrence
;
McKenzie, Michael D.
- In:
International journal of accounting and information …
19
(
2011
)
2
,
pp. 100-117
Persistent link: https://www.econbiz.de/10009243195
Saved in:
3
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
4
An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets
Faff, Robert W.
;
Hillier, David
;
McKenzie, Michael D.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
3
,
pp. 467-500
Persistent link: https://www.econbiz.de/10003140301
Saved in:
5
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
Saved in:
6
Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Saved in:
7
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
8
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
9
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Saved in:
10
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
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