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A multifactor model of gold industry stock returns : evidence from the Australian equity market

Faff, Robert W. - In: Applied financial economics 8 (1998) 1, pp. 21-28

Persistent link: https://www.econbiz.de/10001240716

A test of the intertemporal CAPM in the Australian equity market

Faff, Robert W.; Chan, Howard Wei-hong - In: Journal of international financial markets, … 8 (1998) 2, pp. 175-188

Persistent link: https://www.econbiz.de/10001402078

Financial constraints and stock returns : evidence from Australia

Chan, Howard Wei-hong; Chang, Xin; Faff, Robert W.; … - In: Pacific-Basin finance journal 18 (2010) 3, pp. 306-318

Persistent link: https://www.econbiz.de/10008661192

Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence

Chan, Howard; Faff, Robert; Ramsay, Alan - In: Journal of Business Finance & Accounting 32 (2005-01) 1-2, pp. 211-253

We investigate the effect of firm size on the market's short-window response to annual earnings announcements for a large sample of Australian listed companies. Our research design involves regressions of unexpected earnings against unexpected returns. Non-linearity in the returns-earnings...

Persistent link: https://www.econbiz.de/10005312524

ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION

Chan, Howard; Faff, Robert; Hill, Paula; Scheule, Harald - In: Journal of Financial Research 34 (2011) 4, pp. 617-640

Persistent link: https://www.econbiz.de/10010543619

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

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

Persistent link: https://www.econbiz.de/10008327490

The influence of time, seasonality and market state on momentum: insights from the Australian stock market

Phua, Victor; Chan, Howard; Faff, Robert; Hudson, Robert - In: Applied financial economics 20 (2010) 20, pp. 1547-1564

Persistent link: https://www.econbiz.de/10008706498

Financial constraints and stock returns — Evidence from Australia

Chan, Howard; Chang, Xin; Faff, Robert; Wong, George - In: Pacific-Basin finance journal 18 (2010) 3, pp. 306-319

Persistent link: https://www.econbiz.de/10008403952

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

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

Persistent link: https://www.econbiz.de/10009889510

The sensitivity of Australian industry equity returns to a gold price factor

Chan, Howard; Faff, Robert - In: Accounting and finance : journal of the Accounting … 38 (1998) 2, pp. 223-244

Persistent link: https://www.econbiz.de/10006303006