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Mean Reversion and the Forecasting of Country Betas: A Note - Blume (1971 & 1975) found individual equity betas to have a "regression" tendency towards the grand mean of unity. His...
Gangemi, Michael; Brooks, Robert; Faff, Robert - In: Global finance journal 10 (1999) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10007682309
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ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION
Faff, Robert; Mulino, Daniel; Chai, Daniel - In: The journal of financial research : a publ. of the … 31 (2008) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10007910519
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3 Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches
Gharghori, Philip; Chan, Howard; Faff, Robert - In: Australian journal of management 31 (2006) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10007609981
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Market conditions and the optimal IPO allocation mechanism in China
Ma, Shiguang; Faff, Robert - In: Pacific-Basin finance journal 15 (2007) 2, pp. 121-139
Persistent link: https://www.econbiz.de/10007615329
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Announcements of bonus share options: Signalling of the quality of firms
Balachandran, Balasingham; Faff, Robert; Jong, Len - In: Global finance journal 16 (2005) 2, pp. 180-190
Persistent link: https://www.econbiz.de/10007638419
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A simple test of the Fama and French model using daily data: Australian evidence
Faff, Robert - In: Applied financial economics 14 (2004) 2, pp. 83-92
Persistent link: https://www.econbiz.de/10007651660
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A test of the stability of exchange rate risk - Evidence from the Australian equities market
Di Iorio, Amalia; Faff, Robert - In: Global finance journal 12 (2001) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10007666727
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Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity
Balachandran, Balasingham; Faff, Robert; Theobald, Michael - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 213-241
Persistent link: https://www.econbiz.de/10009973691
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ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?
Do, Binh; Faff, Robert - In: The journal of financial research : a publ. of the … 35 (2012) 2, pp. 261-288
Persistent link: https://www.econbiz.de/10009979436
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The effect of intervaling on the foreign exchange exposure of Australian stock returns
Di Iorio, Amalia; Faff, Robert - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10009879235