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~subject:"Liquidity"
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1
Asset pricing and the illiquidity premium
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
The financial review : the official publication of the …
40
(
2005
)
4
,
pp. 429-458
Persistent link: https://www.econbiz.de/10003211775
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2
The value of liquidity : evidence from the derivatives market
Chan, Howard Wei-hong
;
Pinder, Sean M.
- In:
Pacific-Basin finance journal
8
(
2000
)
3/4
,
pp. 483-503
Persistent link: https://www.econbiz.de/10001487822
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3
Liquidity and stock returns in Japan : new evidence
Chang, Yuk-Ying
;
Faff, Robert W.
;
Hwang, Chuan-Yang
- In:
Pacific-Basin finance journal
18
(
2010
)
1
,
pp. 90-115
Persistent link: https://www.econbiz.de/10003934648
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4
Rights offerings, subscription period, shareholder takeup, and liquidity
Balachandran, Balasingham
;
Faff, Robert W.
;
Theobald, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 213-239
Persistent link: https://www.econbiz.de/10009623134
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5
An examination of commonality in liquidity : new evidence from the Australian stock exchange
Sujoto, C.
;
Kalev, Petko S.
;
Faff, Robert W.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
32
(
2008
)
3
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003812092
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6
Systematic liquidity in the long run
Sujoto, Charly
;
Kalev, Petko S.
;
Faff, Robert W.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 187-191
Persistent link: https://www.econbiz.de/10003725357
Saved in:
7
Corporate governance, firm value and risk : past, present, and future
Balachandran, Balasingham
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011537985
Saved in:
8
Injecting liquidity into liquidity research
Benson, Karen
;
Faff, Robert W.
;
Smith, Tom
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 533-540
Persistent link: https://www.econbiz.de/10011543410
Saved in:
9
Stock liquidity risk and the cross-sectional earnings-returns relationship
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
9/10
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10011643902
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10
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
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