Similar Search Results

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

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

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

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

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

A comparative analysis of the investment characteristics of alternative gold assets

Pullen, Tim; Benson, Karen; Faff, Robert W. - In: Abacus : a journal of accounting, finance and business … 50 (2014) 1, pp. 76-92

Persistent link: https://www.econbiz.de/10010351516

Tournament behavior in Australian superannuation funds : a non-parametric analysis

Hallahan, Terrence; Faff, Robert W. - In: Global finance journal 19 (2009) 3, pp. 307-322

Persistent link: https://www.econbiz.de/10003837187

Style drift and fund performance in up and down markets : Australian evidence

Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 395-398

Persistent link: https://www.econbiz.de/10003808149