Similar Search Results

Informational content of options around analyst recommendations

Wang, Qingxia; Faff, Robert W.; Zhu, Min - In: International journal of managerial finance : IJMF 18 (2022) 3, pp. 445-465

Persistent link: https://www.econbiz.de/10013365133

Effects of incentive pay on systemic risk : evidence from CEO compensation and CoVar

Zelenyuk, Natalya; Faff, Robert W. - In: Empirical economics : a quarterly journal of the … 63 (2022) 6, pp. 3289-3311

Persistent link: https://www.econbiz.de/10013440560

The 2008 Global Financial Crisis and COVID-19 Pandemic : How Safe Are the Safe Haven Assets?

Cheema, Muhammad A.; Faff, Robert W.; Szulczyk, Kenneth - 2022

We compare the performance of safe-haven assets during the Global Financial Crisis (GFC) and COVID-19 pandemic. First, regarding the GFC, we find, intermediate (weak) safe haven evidence for US dollar, Swiss franc and T-bonds (Gold, Silver and T-bills). Second, with regard to COVID, we find gold...

Persistent link: https://www.econbiz.de/10013403098

Who's greenwashing via the media and what are the consequences? : evidence from China

Cao, Xiaping (Jerry); Faff, Robert W.; He, Jing; Li, Yong - In: Abacus : a journal of accounting, finance and business … 58 (2022) 4, pp. 759-786

Persistent link: https://www.econbiz.de/10013478869

What can we learn from firm-level jump-induced tail risk around earnings announcements?

Liu, Mengxi; Chan, Kam Fong; Faff, Robert W. - In: Journal of banking & finance 138 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013461866

The commodity risk premium and neural networks

Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of empirical finance 74 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014477111

Information acquisition and market liquidity : evidence from EDGAR search activity

Haghighi, Afshin; Zhang, Lei; Oliver, Barry R.; Faff, … - In: Global finance journal 57 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014479054

The strategic allocation to style-integrated portfolios of commodity futures

Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of commodity markets 28 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10014335265

Does social capital enhance stock liquidity? : an investigation of the resilience of the trading environment during a crisis of trust

Faff, Robert W.; Huang, Jianning; Shao, Pei; Xiao, Yuchao; … - In: Abacus : a journal of accounting, finance and business … 60 (2024) 3, pp. 627-664

Persistent link: https://www.econbiz.de/10015121169

Asymmetry, earnings announcements, and the beta-return relation

Lee, Deok-Hyeon; Min, Byoung-Kyu; Faff, Robert W.; Kim, … - In: Finance research letters 67 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10015062916