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~language:"eng"
~person:"Faff, Robert W."
~subject:"Risk"
~subject:"Share price"
~type_genre:"Article in journal"
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Faff, Robert W.
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ECONIS (ZBW)
51
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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
Effects of incentive pay on systemic risk : evidence from CEO compensation and CoVar
Zelenyuk, Natalya
;
Faff, Robert W.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 3289-3311
Persistent link: https://www.econbiz.de/10013440560
Saved in:
3
Foreign ownership and stock liquidity uncertainty
Li, Yong
;
Han, Minghui
;
Faff, Robert W.
;
Zhang, Hao
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013533392
Saved in:
4
Informational content of options around analyst recommendations
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International journal of managerial finance : IJMF
18
(
2022
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10013365133
Saved in:
5
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
6
Realized moments and the cross-sectional stock returns around earnings announcements
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 408-427
Persistent link: https://www.econbiz.de/10013345667
Saved in:
7
Uncertainty, investment spikes, and corporate leverage adjustments
Im, Hyun Joong
;
Faff, Robert W.
;
Ha, Chang Yong
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538950
Saved in:
8
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:
9
Evidence of strategic information uncertainty around opportunistic insider purchases
Rahman, Dewan
;
Oliver, Barry R.
;
Faff, Robert W.
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012495779
Saved in:
10
Did connected hedge funds benefit from bank bailouts during the financial crisis?
Faff, Robert W.
;
Parwada, Jerry T.
;
Tan, Eric K. M.
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224381
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