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The Determinants of Conditional Autocorrelation in Stock Returns

McKenzie, Michael D.; Faff, Robert W. - In: The journal of financial research : a publ. of the … 26 (2003) 2, pp. 259

Persistent link: https://www.econbiz.de/10006822369

New Insights into the Impact of the Introduction of Futures Trading on Stock Price Volatility

McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-256

Persistent link: https://www.econbiz.de/10006834311

ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS

Dean, Warren G.; Faff, Robert W. - In: The journal of financial research : a publ. of the … 27 (2004) 3, pp. 393-414

Persistent link: https://www.econbiz.de/10006816587

The intertemporal relationship between market return and variance: An Australian perspective

Dean, Warren G.; Faff, Robert W. - In: Accounting and finance : journal of the Accounting … 41 (2001) 3, pp. 169-196

Persistent link: https://www.econbiz.de/10006270731

Financial Deregulation and Relative Risk of Australian Industry

Brooks, Robert D.; Faff, Robert W. - In: Australian economic papers 36 (1997) 69, pp. 308-320

Persistent link: https://www.econbiz.de/10006470673

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. 95-126

Persistent link: https://www.econbiz.de/10006035959

Asset Pricing and the Illiquidity Premium

Chan, Howard W.; Faff, Robert W. - In: The financial review : the official publication of the … 40 (2005) 4, pp. 429-458

Persistent link: https://www.econbiz.de/10005920616

Modeling Australia's country risk: a country beta approach

Gangemi, Michael A.M.; Brooks, Robert D.; Faff, Robert W. - In: Journal of economics and business 52 (2000) 3, pp. 259-276

Persistent link: https://www.econbiz.de/10005959785

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/10006082797

Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter?

Rekker, Saphira A.C.; Benson, Karen L.; Faff, Robert W. - In: Journal of Economics and Business 72 (2014) C, pp. 84-103

In this paper we examine the relation between corporate social responsibility (CSR) and CEO compensation. Both CSR and CEO compensation are disaggregated into various sub-components. We also consider impact of the market crisis and the relevance of gender. Our results show that there is a...

Persistent link: https://www.econbiz.de/10010744410