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Testing the integration of the US and Chinese stock markets in a Fama-French framework

Brooks, Robert; Di Iorio, Amalia; Faff, Robert W.; … - In: Journal of economic integration 24 (2009) 3, pp. 435-454

Persistent link: https://www.econbiz.de/10003883045

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

Default risk and equity returns : Australian evidence

Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593

We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...

Persistent link: https://www.econbiz.de/10003895398

Deal or no deal, that is the question : the impact of increasing stakes and framing effects on decision-making under risk

Brooks, Robert; Faff, Robert W.; Mulino, Daniel; … - In: International review of finance 9 (2009) 1/2, pp. 27-50

Persistent link: https://www.econbiz.de/10003869990

Revisiting the vexing question : does superior corporate social performance lead to improved financial performance

Lee, Darren D.; Faff, Robert W.; Langfield-Smith, Kim - In: Australian journal of management 34 (2009) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10003870198

Fund size, transaction costs and performance : size matters!

Chan, Howard Wei-hong; Faff, Robert W.; Gallagher, David R. - In: Australian journal of management 34 (2009) 1, pp. 73-96

Persistent link: https://www.econbiz.de/10003870209

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

New insights into rights offerings as signals of firm quality : evidence from Australia

Balachandran, Balasingham; Faff, Robert W.; Theobald, … - In: Journal of applied corporate finance : JACF 21 (2009) 3, pp. 80-85

Persistent link: https://www.econbiz.de/10003907206

An integrated multi-model credit rating system for private firms

Butera, Giovanni; Faff, Robert W. - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10003374249

Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions : Australian evidence

Anderson, Kristen; Woodhouse, Kerrie; Ramsay, Alan; … - In: Pacific accounting review 21 (2009) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10003918953