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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
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Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert W.; … - In: Journal of banking & finance 37 (2013) 8, pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
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Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of banking & finance 37 (2013) 11, pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns
Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 35 (2011) 5, pp. 1239-1249
Persistent link: https://www.econbiz.de/10009245239
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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
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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
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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
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On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.; Gray, Philip K. - In: Journal of banking & finance 30 (2006) 11, pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
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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