Robert Faff
Robert Faff
Professor of Finance, The University of Queensland
Verified email at business.uq.edu.au - Homepage
Title
Cited by
Cited by
Year
Does oil move equity prices? A global view
M Nandha, R Faff
Energy economics 30 (3), 986-997, 2008
6562008
An evaluation of volatility forecasting techniques
TJ Brailsford, RW Faff
Journal of Banking & Finance 20 (3), 419-438, 1996
5831996
An empirical investigation of personal financial risk tolerance
TA Hallahan, RW Faff, MD McKenzie
Financial Services Review-greenwich- 13 (1), 57-78, 2004
4992004
Oil price risk and the Australian stock market
RW Faff, TJ Brailsford
Journal of Energy Finance & Development 4 (1), 69-87, 1999
4681999
Does board structure in banks really affect their performance?
S Pathan, R Faff
Journal of Banking & Finance 37 (5), 1573-1589, 2013
4512013
Do precious metals shine? An investment perspective
D Hillier, P Draper, R Faff
Financial Analysts Journal 62 (2), 98-106, 2006
4482006
Corporate sustainability performance and idiosyncratic risk: A global perspective
DD Lee, RW Faff
Financial Review 44 (2), 213-237, 2009
4272009
The national market impact of sovereign rating changes
R Brooks, RW Faff, D Hillier, J Hillier
Journal of banking & finance 28 (1), 233-250, 2004
3732004
Does simple pairs trading still work?
B Do, R Faff
Financial Analysts Journal 66 (4), 83-95, 2010
2392010
Time‐varying beta risk of Australian industry portfolios: A comparison of modelling techniques
RD Brooks, RW Faff, MD McKenzie
Australian journal of management 23 (1), 1-22, 1998
2361998
Asset pricing and the illiquidity premium
HW Chan, RW Faff
Financial Review 40 (4), 429-458, 2005
2152005
On the determinants of derivative usage by Australian companies
H Nguyen, R Faff
Australian Journal of Management 27 (1), 1-24, 2002
2042002
Variations in sovereign credit quality assessments across rating agencies
P Hill, R Brooks, R Faff
Journal of Banking & Finance 34 (6), 1327-1343, 2010
1962010
Time varying beta risk: An analysis of alternative modelling techniques
RW Faff, D Hillier, J Hillier
Journal of Business Finance & Accounting 27 (5‐6), 523-554, 2000
1832000
Revisiting the vexing question: does superior corporate social performance lead to improved financial performance?
DD Lee, RW Faff, K Langfield-Smith
Australian Journal of Management 34 (1), 21-49, 2009
1752009
An examination of the Fama and French three-factor model using commercially available factors
R Faff
Australian Journal of Management 26 (1), 1-17, 2001
1712001
Impact of board size and board diversity on firm value: Australian evidence
H Nguyen, R Faff
Corporate ownership and control 4 (2), 24-32, 2007
1642007
An exploratory investigation of the relation between risk tolerance scores and demographic characteristics
T Hallahan, R Faff, M McKenzie
Journal of multinational financial management 13 (4-5), 483-502, 2003
1642003
Are pairs trading profits robust to trading costs?
B Do, R Faff
Journal of Financial Research 35 (2), 261-287, 2012
1562012
A new approach to modeling and estimation for pairs trading
B Do, R Faff, K Hamza
Proceedings of 2006 financial management association European conference 1 …, 2006
1512006
The system can't perform the operation now. Try again later.
Articles 1–20