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Do high and low-ranked sustainability stocks perform differently?

Lee, Darren D.; Faff, Robert W.; Rekker, Saphira A.C. - In: International Journal of Accounting and Information … 21 (2013) March, pp. 116-132

Purpose – The purpose of this paper is to examine whether portfolios comprising high-ranked corporate social performance (CSP) firms out/underperform portfolios comprised of low-ranked CSP firms. The authors employed a US sample covering the period 1998-2007. Design/methodology/approach – In...

Persistent link: https://www.econbiz.de/10010686112

Short-term contrarian investing--is it profitable? ... Yes and No

Lee, Darren D.; Chan, Howard; Faff, Robert W.; Kalev, … - In: Journal of Multinational Financial Management 13 (2003) 4-5, pp. 385-404

Persistent link: https://www.econbiz.de/10005323594

Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets

Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of Multinational Financial Management 14 (2004) 3, pp. 217-232

Persistent link: https://www.econbiz.de/10005323613

International cross-listings towards more liquid markets: the impact on domestic firms

Faff, Robert W.; Hodgson, Allan; Saudagaran, Shahrokh - In: Journal of Multinational Financial Management 12 (2002) 4-5, pp. 365-390

Persistent link: https://www.econbiz.de/10005323656

An Investigation into the extent of beta instability in the Singapore stock market

Brooks, Robert D.; Faff, Robert W.; Mohamed Ariff - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 87-101

Persistent link: https://www.econbiz.de/10001375754

International evidence on the determinants of foreign exchange rate exposure of multinational corporations

Faff, Robert W.; Marshall, Andrew - In: Journal of international business studies : JIBS ; a … 36 (2005) 5, pp. 539-558

Persistent link: https://www.econbiz.de/10005880323

The national market impact of sovereign rating changes

Brooks, Robert; Faff, Robert W.; Hillier, David; … - In: Journal of banking & finance 28 (2004) 1, pp. 233-250

Persistent link: https://www.econbiz.de/10005884903

Do high and low-ranked sustainability stocks perform differently?

Lee, Darren D.; Faff, Robert W.; Rekker, Saphira A. C. - In: International journal of accounting and information … 21 (2013) 2, pp. 116-132

Persistent link: https://www.econbiz.de/10010146882

Correlations, integration and Hansen-Jagannathan bounds

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert D. - In: Applied financial economics 14 (2004) 16, pp. 1167-1180

Persistent link: https://www.econbiz.de/10007644685

Maximizing futures returns using fixed fraction asset allocation

Anderson, John A.; Faff, Robert W. - In: Applied financial economics 14 (2004) 15, pp. 1067-1074

Persistent link: https://www.econbiz.de/10007645434