The current paper maps versions of Faff's (2015a, b) pitching research template designed for student tasks/assessment into the research skill development (RSD) framework of Willison and O'Regan (2007). Moreover, using the 7-level RSD7 version, we explain how meaningfully layered pitching tasks...

We perform an extensive and robust study of the performance of three different pairs trading strategies - the distance, cointegration, and copula methods - on the entire US equity market from 1962 to 2014 with time-varying trading costs. For the cointegration and copula methods, we design a...

Spanning a 10-week period over the Southern Summer of 2016-7, six University of Queensland Research Scholars signed up to be part of a unique cohort focused on “pitching research” [PR] – in the “i-TEMPLATES” team. The Summer Research Scholars engaged in a range of pitching activities...

This study examines the adjustment speed of cash holdings. Our sample comprises all nonfinancial firms listed on the NYSE, over a period from 1962 to 2014. We employ a multi-faceted empirical strategy including: (1) a dummy variable approach; (2) a cubic model; (3) a threshold regression model....

We conduct a simulation study based on a dynamic pricing framework that embeds time varying cash flows and discount rates, to study two types of measurement errors in the implied cost of capital methodology. First, the constant term structure assumption significantly reduces the variation in the...

As part of a staged pedagogic strategy, Faff (2015, 2017) argue for the value of reverse engineering (RE) existing papers into the pitching research template. Extending this literature, the current paper outlines a “pitching research” “lite” procedure, founded on a basic RE strategy....

This paper provides a narrative record of a fantasy research pitching exercise conducted in the 2016-7 Summer Scholar Research Program at the University of Queensland (UQ). As such, “Fantasy Pitching III” extends upon Faff, Ali, et al. (2016) – “Fantasy Pitching” and Faff, Wallin et...

Faff, Godfrey and Teng (2016) tell the initial story of an undergraduate exchange student (Jie Teng) from Fudan University, China, visiting the University of Queensland. As described by Faff, Godfrey and Teng (2016), the first author devised a program of incremental “discovery” and learning...

“… if I create high quality research, readers and other interested researchers will beat a path to my door”. WRONG. Such an approach worked well in the 19th century and seemingly for much of the 20th century. However, the way of the 21st century is for smart “consumers” of new...