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Analysts' recommendations: from which signal does the market take its lead?

Brown, Rob; Chan, Howard Wei-hong; Ho, Yew Kee - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10003880516

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

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

Momentum in Australian style portfolios : risk or inefficiency?

Chan, Howard Wei-hong; Docherty, Paul - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 333-361

Persistent link: https://www.econbiz.de/10011585935

Return-based style analysis in Australian funds

Faff, Robert W.; Nguyen, Annette; Ip, Bonnie H. I.; … - In: Multinational finance journal : MF ; quarterly … 16 (2012) 3/4, pp. 155-188

Persistent link: https://www.econbiz.de/10010257550

Noise Momentum Around the World

Cai, Charlie X. - 2014

We argue that arbitrageurs will strategically limit their initial investment in an arbitrage opportunity in anticipation of further mispricing caused by the deepening of noise traders' misperceptions. Such ‘noise momentum' is an important determinant of the overall arbitrage process. We design...

Persistent link: https://www.econbiz.de/10013051028

Feedback trading and the behavioural ICAPM : multivariate evidence across international equity and bond markets

Dean, Warren G.; Faff, Robert W. - In: Applied financial economics 21 (2011) 22/24, pp. 1665-1678

Persistent link: https://www.econbiz.de/10009385058

Women and risk tolerance in an aging world

Faff, Robert W.; Hallahan, Terrence; McKenzie, Michael D. - In: International journal of accounting and information … 19 (2011) 2, pp. 100-117

Persistent link: https://www.econbiz.de/10009243195

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

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