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Trading volume and information asymmetry : routine versus nonroutine earnings announcements in Australia

Mahipala, Thusitha; Chan, Howard Wei-hong; Faff, Robert W. - In: Applied financial economics 19 (2009) 19/21, pp. 1737-1752

Focussing on earnings-related rather than different classes of corporate announcements as in Chae (2005), we examine trading volume behaviour and the role played by informed and uninformed investors around routine and nonroutine announcements. Prior to preliminary final earnings announcements,...

Persistent link: https://www.econbiz.de/10003904322

New insights into rights offerings as signals of firm quality : evidence from Australia

Balachandran, Balasingham; Faff, Robert W.; Theobald, … - In: Journal of applied corporate finance : JACF 21 (2009) 3, pp. 80-85

Persistent link: https://www.econbiz.de/10003907206

Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions : Australian evidence

Anderson, Kristen; Woodhouse, Kerrie; Ramsay, Alan; … - In: Pacific accounting review 21 (2009) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10003918953

The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts

Chan, Howard; Faff, Robert W.; Ho, Yee Kee; Ramsay, Alan - In: Accounting research journal 22 (2009) 3, pp. 237-261

Persistent link: https://www.econbiz.de/10003923555

Financial constraints and stock returns : evidence from Australia

Chan, Howard Wei-hong; Chang, Xin; Faff, Robert W.; … - In: Pacific-Basin finance journal 18 (2010) 3, pp. 306-318

Persistent link: https://www.econbiz.de/10008661192

Asymmetry in return and volatility spillover between equity and bond markets in Australia

Dean, Warren G.; Faff, Robert W.; Loudon, Geoffrey F. - In: Pacific-Basin finance journal 18 (2010) 3, pp. 272-289

Persistent link: https://www.econbiz.de/10008661194

Nonlinear linkages between financial risk tolerance and demographic characteristics

Faff, Robert W.; Hallahan, Terrence; McKenzie, Michael D. - In: Applied economics letters 16 (2009) 13/15, pp. 1329-1332

Persistent link: https://www.econbiz.de/10003894210

Default risk and equity returns : Australian evidence

Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593

We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...

Persistent link: https://www.econbiz.de/10003895398

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

Does the type of derivative instrument used by companies impact firm value?

Nguyen, Hoa; Faff, Robert W. - In: Applied economics letters 17 (2010) 7/9, pp. 681-683

Persistent link: https://www.econbiz.de/10003996677