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~language:"eng"
~person:"Chiarella, Carl"
~person:"Faff, Robert W."
~subject:"Australia"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
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Australien
106
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97
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97
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47
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47
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46
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46
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38
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Chiarella, Carl
Faff, Robert W.
Gupta, Rangan
156
Bouri, Elie
89
Ma, Feng
87
Brooks, Robert
86
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
McAleer, Michael
82
Miller, Paul W.
79
Zaremba, Adam
74
Hammoudeh, Shawkat
65
Dollery, Brian
64
Tiwari, Aviral Kumar
63
Dixon, Peter B.
61
Worthington, Andrew Charles
58
Smyth, Russell
56
Bollerslev, Tim
54
McMillan, David G.
54
Kang, Sang Hoon
53
Narayan, Paresh Kumar
52
Valadkhani, Abbas
52
Wohar, Mark E.
51
Leigh, Andrew
50
Creedy, John
49
Fabozzi, Frank J.
49
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49
Mensi, Walid
48
Demirer, Rıza
47
Xuan Vinh Vo
47
Apergēs, Nikolaos
46
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45
Wang, Yudong
45
Freebairn, John William
44
Caporale, Guglielmo Maria
43
Pierdzioch, Christian
43
Madan, Dilip B.
42
Zhang, Wei
42
Zhang, Yaojie
42
Batten, Jonathan A.
41
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Australian journal of management
12
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Journal of multinational financial management
9
Journal of international financial markets, institutions & money
6
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Advances in Pacific Basin financial markets
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Advances in investment analysis and portfolio management : a research annual
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Applied economics letters
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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ECONIS (ZBW)
160
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
3
A specialised volatility index for the new GICS sector: real estate
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Economic modelling
70
(
2018
),
pp. 438-446
Persistent link: https://www.econbiz.de/10012027965
Saved in:
4
The financial performance of socially responsible investments : insights from the intertemporal CAPM
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of business ethics : JOBE
146
(
2017
)
2
,
pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
Saved in:
5
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
6
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
7
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
8
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
9
Stock liquidity risk and the cross-sectional earnings-returns relationship
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
9/10
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10011643902
Saved in:
10
Sub-optimal international portfolio allocations and the cost of capital
Kwabi, Frank Obenpong
;
Faff, Robert W.
;
Marshall, Andrew P.
- In:
Journal of multinational financial management
35
(
2016
),
pp. 41-58
Persistent link: https://www.econbiz.de/10011719960
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