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PORTFOLIO MANAGEMENT - Taxation and Black's Zero-Beta Strategy Revisited - Skewing portfolios to low-beta stocks in an environment with a dividend-imputation tax may be unsuccessful.

Faff, Robert; Hillier, David; Wood, Justin - In: Financial analysts' journal : FAJ 57 (2001) 5, pp. 57-65

Persistent link: https://www.econbiz.de/10006271967

Editorial Note

Faff, Robert - In: Accounting and finance : journal of the Accounting … 45 (2005) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10006230276

Modelling the Equity Beta Risk of Australian Financial Sector Companies

Lie, Frida; Brooks, Robert; Faff, Robert - In: Australian economic papers 39 (2000) 3, pp. 301-311

Persistent link: https://www.econbiz.de/10006452914

A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX-DATES link rid="fn1">*

Balachandran, Balasingham; Faff, Robert; Tanner, Sally - In: Australian economic papers 44 (2005) 3, pp. 248-268

Persistent link: https://www.econbiz.de/10006424609

The sensitivity of Australian industry equity returns to a gold price factor

Chan, Howard; Faff, Robert - In: Accounting and finance : journal of the Accounting … 38 (1998) 2, pp. 223-244

Persistent link: https://www.econbiz.de/10006303006

Forecasting stock market volatility: Further international evidence

Balaban, Ercan; Bayar, Asli; Faff, Robert - In: The European journal of finance 12 (2006) 2, pp. 171

Persistent link: https://www.econbiz.de/10005918322

An International Investigation of the Factors that Determine Conditional Gold Betas

Faff, Robert; Hillier, David - In: The financial review : the official publication of the … 39 (2004) 3, pp. 473

Persistent link: https://www.econbiz.de/10005926345

ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?

Do, Binh; Faff, Robert - In: Journal of Financial Research 35 (2012) 2, pp. 261-287

Persistent link: https://www.econbiz.de/10010581433

A Multivariate Test of a Dual-Beta CAPM: Australian Evidence

Faff, Robert - In: The financial review : the official publication of the … 36 (2001) 4, pp. 157

Persistent link: https://www.econbiz.de/10005945533

Disciplinary tools and bank risk exposure

Haq, Mamiza; Faff, Robert; Seth, Rama; Mohanty, Sunil - In: Pacific-Basin Finance Journal 26 (2014) C, pp. 37-64

We investigate the impact of bank capital, market discipline and charter value as bank disciplinary tools on both bank equity risk (systematic risk, total risk, and idiosyncratic risk) and default risk/credit risk. We analyse 218 listed banks across 15 Asia-Pacific countries, and find that bank...

Persistent link: https://www.econbiz.de/10010753124