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Does Corporate Insider Trading Predict Natural Disaster Outcomes? Evidence from Tropical Storms in the US

Malik, Ihtisham; Hodgson, Allan; Faff, Robert W.; … - 2022

This study examines the insider trading profitability of the United State (US) firms, during calendar time windows that capture tropical storms over the period 1988-2017. Using event study and multivariate regression analyses, we analyze cumulative abnormal returns following insider trades as a...

Persistent link: https://www.econbiz.de/10013307014

Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion

Hodgson, Allan; Okunev, John - In: The European journal of finance 28 (2022) 17, pp. 1728-1744

Persistent link: https://www.econbiz.de/10013532260

Decomposing executive stock option exercises : relative information and incentives to manage earnings

Veenman, David; Hodgson, Allan; Praag, Bernard M. S. van; … - In: Journal of business finance & accounting : JBFA 38 (2011) 5/6, pp. 536-573

Persistent link: https://www.econbiz.de/10009269487

Creating Fama and French factors with style

Faff, Robert W. - In: The financial review : the official publication of the … 38 (2003) 2, pp. 311-322

Persistent link: https://www.econbiz.de/10001794887

Correlations, business cycles and integration

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Journal of international financial markets, … 9 (1999) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10001402121

A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

Brooks, Robert - In: Journal of banking & finance 21 (1997) 2, pp. 197-219

Persistent link: https://www.econbiz.de/10001213041

Capital market anomalies : a survey of the evidence

Faff, Robert W. - 1992

Persistent link: https://www.econbiz.de/10000849420

New evidence on the impact of financial leverage on beta risk : a time-series approach

Faff, Robert W.; Brooks, Robert; Kee, Ho Yew - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10001716383

The impact of stock index futures trading on daily returns seasonality : a multicountry study

Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125

Persistent link: https://www.econbiz.de/10001641883

Capital market integration and industrial structure : the case of Australia, Canada and the United States

Faff, Robert W.; Mittoo, Usha R. - In: Journal of economic integration 18 (2003) 3, pp. 433-465

Persistent link: https://www.econbiz.de/10001789257