en
de
Local
OpenID
:
no help available
no help available
BibSonomy
author
tag
user
group
author
concept
BibTeX key
search:all
::
Faff
::
The blue social bookmark and publication sharing system.
sign in
home
groups
popular
posts
tags
authors
concepts
discussions
actions for all displayed bookmarks:
export:
RSS
,
BibTeX
,
XML
sort:
criterion:
date
,
title
order:
ascending
,
descending
others:
bookmarks per page:
5
10
20
50
100
bookmarks
actions for all displayed publications:
export:
RSS
,
BibTeX
,
RDF
,
more...
sort:
criterion:
date
,
title
order:
ascending
,
descending
advanced...
others:
publications per page:
5
10
20
50
100
publications
(24)
tags
GARCH
Performance
evaluation
Options
Australia
news
Gold
Time-varying
Macroeconomic
beta
and
rate
Risk
Price
market
Hedge
rating
Investor
Change
changes
models
investing
cycle
Short-term
reaction
Figure
use
currency
awareness
performance
Point
Exchange
Political
Foreign
derivative
Stock
risk
Regulatory
contrarian
fund
GMM
Business
Forecasting
tolerance
Sovereign
change
No matching items.
Gold factor exposures in international asset pricing
Sinclair Davidson
,
Robert Faff
, and
David Hillier
.
Journal of International Financial Markets, Institutions and Money
13(3):271--289
(
July 2003
)
Sinclair Davidson
,
Robert Faff
, and
David Hillier
.
Journal of International Financial Markets, Institutions and Money
13(3):271--289
(
July 2003
)
5 years and 2 months ago
by
smicha
1
Gold
Gold
URL
DOI
TeX
A performance analysis of Australian international equity trusts
Karen L. Benson
, and
Robert W. Faff
.
Journal of International Financial Markets, Institutions and Money
13(1):69--84
(
February 2003
)
Karen L. Benson
, and
Robert W. Faff
.
Journal of International Financial Markets, Institutions and Money
13(1):69--84
(
February 2003
)
5 years and 2 months ago
by
smicha
1
Performance
evaluation
Performance
evaluation
URL
DOI
TeX
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
Robert D. Brooks
,
Robert W. Faff
, and
Tim R. L. Fry
.
Journal of International Financial Markets, Institutions and Money
11(2):215--222
(
June 2001
)
Robert D. Brooks
,
Robert W. Faff
, and
Tim R. L. Fry
.
Journal of International Financial Markets, Institutions and Money
11(2):215--222
(
June 2001
)
5 years and 2 months ago
by
smicha
1
GARCH
models
GARCH
models
URL
DOI
TeX
Correlations, business cycles and integration
Vanitha Ragunathan
,
Robert W. Faff
, and
Robert D. Brooks
.
Journal of International Financial Markets, Institutions and Money
9(1):75--95
(
January 1999
)
Vanitha Ragunathan
,
Robert W. Faff
, and
Robert D. Brooks
.
Journal of International Financial Markets, Institutions and Money
9(1):75--95
(
January 1999
)
5 years and 2 months ago
by
smicha
1
Business
cycle
Business
cycle
URL
DOI
TeX
A test of the intertemporal CAPM in the Australian equity market
Robert Faff
, and
Howard Chan
.
Journal of International Financial Markets, Institutions and Money
8(2):175--188
(
June 1998
)
Robert Faff
, and
Howard Chan
.
Journal of International Financial Markets, Institutions and Money
8(2):175--188
(
June 1998
)
5 years and 2 months ago
by
smicha
1
Australia
Australia
URL
DOI
TeX
An examination of the effects of major political change on stock market volatility: the South African experience
Robert D. Brooks
,
Sinclair Davidson
, and
Robert W. Faff
.
Journal of International Financial Markets, Institutions and Money
7(3):255--275
(
October 1997
)
Robert D. Brooks
,
Sinclair Davidson
, and
Robert W. Faff
.
Journal of International Financial Markets, Institutions and Money
7(3):255--275
(
October 1997
)
5 years and 2 months ago
by
smicha
1
Change
Political
Change
Political
URL
DOI
TeX
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry
Viet Do
,
Robert Faff
, and
J. Wickramanayake
.
Journal of Multinational Financial Management
15(4-5):377--393
(
October 2005
)
Viet Do
,
Robert Faff
, and
J. Wickramanayake
.
Journal of Multinational Financial Management
15(4-5):377--393
(
October 2005
)
5 years and 2 months ago
by
smicha
1
Hedge
fund
performance
Hedge
fund
performance
URL
DOI
TeX
The intra-industry impact of special dividend announcements: contagion versus competition
Balasingham Balachandran
,
Robert Faff
, and
Tuan Anh Nguyen
.
Journal of Multinational Financial Management
14(4-5):369--385
(
December 2003
)
Balasingham Balachandran
,
Robert Faff
, and
Tuan Anh Nguyen
.
Journal of Multinational Financial Management
14(4-5):369--385
(
December 2003
)
5 years and 2 months ago
by
smicha
1
Price
reaction
Price
reaction
URL
DOI
TeX
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
Suk-Joong Kim
,
Michael D. McKenzie
, and
Robert W. Faff
.
Journal of Multinational Financial Management
14(3):217--232
(
July 2004
)
Suk-Joong Kim
,
Michael D. McKenzie
, and
Robert W. Faff
.
Journal of Multinational Financial Management
14(3):217--232
(
July 2004
)
5 years and 2 months ago
by
smicha
1
Macroeconomic
news
Macroeconomic
news
URL
DOI
TeX
Short-term contrarian investing--is it profitable?: ... Yes and No
Darren D. Lee
,
Howard Chan
,
Robert W. Faff
, and
Petko S. Kalev
.
Journal of Multinational Financial Management
13(4-5):385--404
(
December 2003
)
Darren D. Lee
,
Howard Chan
,
Robert W. Faff
, and
Petko S. Kalev
.
Journal of Multinational Financial Management
13(4-5):385--404
(
December 2003
)
5 years and 2 months ago
by
smicha
1
Short-term
contrarian
investing
Short-term
contrarian
investing
URL
DOI
TeX
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics
Terrence Hallahan
,
Robert Faff
, and
Michael McKenzie
.
Journal of Multinational Financial Management
13(4-5):483--502
(
December 2003
)
Terrence Hallahan
,
Robert Faff
, and
Michael McKenzie
.
Journal of Multinational Financial Management
13(4-5):483--502
(
December 2003
)
5 years and 2 months ago
by
smicha
1
Risk
tolerance
Risk
tolerance
URL
DOI
TeX
Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies
Hoa Nguyen
, and
Robert Faff
.
Journal of Multinational Financial Management
13(3):193--215
(
July 2003
)
Hoa Nguyen
, and
Robert Faff
.
Journal of Multinational Financial Management
13(3):193--215
(
July 2003
)
5 years and 2 months ago
by
smicha
1
Foreign
currency
derivative
use
Foreign
currency
derivative
use
URL
DOI
TeX
International cross-listings towards more liquid markets: the impact on domestic firms
Robert W. Faff
,
Allan Hodgson
, and
Shahrokh Saudagaran
.
Journal of Multinational Financial Management
12(4-5):365--390
(
December 2001
)
Robert W. Faff
,
Allan Hodgson
, and
Shahrokh Saudagaran
.
Journal of Multinational Financial Management
12(4-5):365--390
(
December 2001
)
5 years and 2 months ago
by
smicha
1
Investor
awareness
Investor
awareness
URL
DOI
TeX
An analysis of asymmetry in foreign currency exposure of the Australian equities market
Amalia Di Iorio
, and
Robert Faff
.
Journal of Multinational Financial Management
10(2):133--159
(
June 2000
)
Amalia Di Iorio
, and
Robert Faff
.
Journal of Multinational Financial Management
10(2):133--159
(
June 2000
)
5 years and 2 months ago
by
smicha
1
Exchange
rate
risk
Exchange
rate
risk
URL
DOI
TeX
The use of domestic and world market indexes in the estimation of time-varying betas
Michael D. McKenzie
,
Robert D. Brooks
, and
Robert W. Faff
.
Journal of Multinational Financial Management
10(1):91--106
(
January 2000
)
Michael D. McKenzie
,
Robert D. Brooks
, and
Robert W. Faff
.
Journal of Multinational Financial Management
10(1):91--106
(
January 2000
)
5 years and 2 months ago
by
smicha
1
Time-varying
beta
Time-varying
beta
URL
DOI
TeX
An examination of Australian equity trusts for selectivity and market timing performance
Terrence A. Hallahan
, and
Robert W. Faff
.
Journal of Multinational Financial Management
9(3-4):387--402
(
November 1999
)
Terrence A. Hallahan
, and
Robert W. Faff
.
Journal of Multinational Financial Management
9(3-4):387--402
(
November 1999
)
5 years and 2 months ago
by
smicha
1
Performance
evaluation
Performance
evaluation
URL
DOI
TeX
Point and Figure charting: A computational methodology and trading rule performance in the S\&P 500 futures market
John A. Anderson
, and
Robert W. Faff
.
International Review of Financial Analysis
17(1):198--217
(
2008
)
John A. Anderson
, and
Robert W. Faff
.
International Review of Financial Analysis
17(1):198--217
(
2008
)
5 years and 2 months ago
by
smicha
1
Figure
Point
and
Figure
Point
and
URL
DOI
TeX
Modeling conditional return autocorrelation
Michael D. McKenzie
, and
Robert W. Faff
.
International Review of Financial Analysis
14(1):23--42
(
2005
)
Michael D. McKenzie
, and
Robert W. Faff
.
International Review of Financial Analysis
14(1):23--42
(
2005
)
5 years and 2 months ago
by
smicha
1
GARCH
GARCH
URL
DOI
TeX
A multi-country study of power ARCH models and national stock market returns
Robert D. Brooks
,
Robert W. Faff
,
Michael D. McKenzie
, and
Heather Mitchell
.
Journal of International Money and Finance
19(3):377--397
(
June 2000
)
Robert D. Brooks
,
Robert W. Faff
,
Michael D. McKenzie
, and
Heather Mitchell
.
Journal of International Money and Finance
19(3):377--397
(
June 2000
)
5 years and 2 months ago
by
smicha
1
Stock
market
Stock
market
URL
DOI
TeX
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
Robert D. Brooks
,
Robert W. Faff
, and
Yew Kee Ho
.
Journal of Banking \& Finance
21(2):197--219
(
February 1997
)
Robert D. Brooks
,
Robert W. Faff
, and
Yew Kee Ho
.
Journal of Banking \& Finance
21(2):197--219
(
February 1997
)
5 years and 2 months ago
by
smicha
1
Regulatory
change
Regulatory
change
URL
DOI
TeX
BibSonomy is offered by the
KDE group
of the University of Kassel, the
DMIR group
of the University of Würzburg, and the
L3S Research Center
, Germany.
Privacy & Terms of Use
-
Contact