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~language:"eng"
~person:"Faff, Robert W."
~source:"econis"
~subject:"Stock market"
~type_genre:"Article in journal"
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Faff, Robert W.
Gupta, Rangan
87
Hammoudeh, Shawkat
56
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48
Xuan Vinh Vo
48
Zaremba, Adam
47
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21
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ECONIS (ZBW)
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1
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
2
Is there a banking risk premium in the US stock market?
Zeng, Liujing
;
Au Yong, Hue Hwa
;
Sirimon Treepongkaruna
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011949651
Saved in:
3
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
4
Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979
Saved in:
5
Stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3289-3301
Persistent link: https://www.econbiz.de/10009660492
Saved in:
6
Asymmetry and time variation in exchange rate exposure : an investigation of Australian stocks returns
Brooks, Robert D.
;
Di Iorio, Amalia
;
Faff, Robert W.
; …
- In:
International journal of commerce and management
20
(
2010
)
4
,
pp. 276-295
Persistent link: https://www.econbiz.de/10008798811
Saved in:
7
Asymmetry in return and volatility spillover between equity and bond markets in Australia
Dean, Warren G.
;
Faff, Robert W.
;
Loudon, Geoffrey F.
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 272-289
Persistent link: https://www.econbiz.de/10008661194
Saved in:
8
The equity and efficiency of the Australian share market with respect to director trading
Uylangco, Katherine
;
Easton, Steve
;
Faff, Robert W.
- In:
Accounting research journal
23
(
2010
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10008648898
Saved in:
9
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
Saved in:
10
The influence of time, seasonality and market state on momentum : insights from the Australian stock market
Phua, Victor
;
Chan, Howard Wei-hong
;
Faff, Robert W.
; …
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1547-1563
Persistent link: https://www.econbiz.de/10009011588
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