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Deakin Research

Research Output for Robert Faff

Note: The 2012, 2013, 2014 publications have not been audited.

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Robert Faff may be from another institution or only recently joined Deakin University.

Publications

2014 External

Faff, Robert*, Gharghori, Philip* and Nguyen, Annette (2014) Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market, International review of economics and finance, vol. 29, pp. 627-638, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 18553 – Scopus EID: Not tagged
DRO entry for this publication

2013 External

Chan, Howard*, Faff, Robert*, Khan, Arifur and Mather, Paul* (2013) Exploring the moderating role of growth options on the relation between board characteristics and management earnings forecasts, Corporate governance, vol. 21, no. 4, pp. 314-333, Wiley-Blackwell Publishing, West Sussex, England [C1]
ERA journal ID: 33018 – Scopus EID: 2-s2.0-84877768899
DRO entry for this publication

Xiao, Yuchao*, Faff, Robert*, Gharghori, Philip* and Lee, Darren* (2013) An empirical study of the world price of sustainability, Journal of business ethics, vol. 114, no. 2, pp. 297-310, Springer Netherlands, Dordrecht, The Netherlands [C1.1]
ERA journal ID: 8465 – Scopus EID: Not tagged
DRO entry for this publication

Xiao, Yuchao*, Faff, Robert*, Gharghori, Philip* and Min, Byoung-Kyu* (2013) Pricing innovations in consumption growth: a re-evaluation of the recursive utility model, Journal of banking and finance, vol. 37, no. 11, pp. 4465-4475, Elsevier BV, Amsterdam, The Netherlands [C1.1]
ERA journal ID: 19530 – Scopus EID: 2-s2.0-84884149279
DRO entry for this publication

2012 External

Faff, Robert W.*, Gharghori, Philip*, Ip, Bonnie H. I.* and Nguyen, Annette (2012) Return-based style analysis in Australian funds, Multinational finance journal, vol. 16, no. 3/4, pp. 1-34, Multinational Finance Society, Camden, New Jersey [C1.1]
ERA journal ID: 19586 – Scopus EID: Not tagged
DRO entry for this publication

2011 External

Au Yong, Hue Hwa*, Faff, Robert* and Nguyen, Hoa (2011) The association between firm characteristics and the use of a comprehensive corporate hedging strategy : an ordered probit analysis, Frontiers in finance and economics, vol. 8, no. 1, pp. 1-16, E S C Lille, Lille, France [C1]
ERA journal ID: Not matching ERA journal list
DRO entry for this publication

2010 External

Nguyen, Hoa and Faff, Robert* (2010) Are firms hedging or speculating? The relationship between financial derivatives and firm risk, Applied Financial Economics, vol. 20, no. 10, pp. 827-843, Taylor & Francis, London, England [C1]
ERA journal ID: 40600 – Scopus EID: 2-s2.0-77953492685
DRO entry for this publication

Nguyen, Hoa, Faff, Robert* and Hodgson, Allan* (2010) Corporate usage of financial derivatives, information asymmetry and insider trading, Journal of futures markets, vol. 30, no. 1, pp. 25-47, John Wiley & Sons, Malden, Mass. [C1]
ERA journal ID: 19575 – Scopus EID: 2-s2.0-77955600910
Citation counts: Scopus - 1, Thomson - 1
DRO entry for this publication

2009 External

Nguyen, Annette*, Faff, Robert* and Gharghori, Philip* (2009) Are the Fama–French factors proxying news related to GDP growth? The Australian evidence., Review of quantitative finance and accounting, vol. 33, no. 2, pp. 141-158, Springer, Dordrecht, The Netherlands [C1.1]
ERA journal ID: 701 – Scopus EID: 2-s2.0-70349329860
Citation counts: Scopus - 8
DRO entry for this publication

2008 External

Nguyen, Hoa and Faff, Robert* (2008) Does the type of derivative instrument used by companies impact firm value?, Applied economics letters, vol. 17, no. 7, pp. 681-683, Routledge, London, England [C1]
ERA journal ID: 40291 – Scopus EID: 2-s2.0-77952412406
DRO entry for this publication

2007 External

Nguyen, Hoa, Faff, Robert* and Marshall, Andrew* (2007) Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence, International review of economics & finance, vol. 16, no. 4, pp. 563-577, Elsevier BV, Amsterdam, Netherlands [C1]
ERA journal ID: 18553 – Scopus EID: 2-s2.0-34548531177
Citation counts: Scopus - 8
DRO entry for this publication

Nguyen, Annette*, Faff, Robert* and Gharghori, Philip* (2007) An examination of conditional asset pricing models in the Australian equities market, Applied financial economics letters, vol. 3, no. 5, pp. 307-312, Chapman and Hall, London, England [C1.1]
ERA journal ID: 18321 – Scopus EID: 2-s2.0-34548548972
DRO entry for this publication

2006 External

Nguyen, Hoa and Faff, Robert* (2006) Impact of board size and board diversity on firm value: Australian evidence, Corporate ownership & control, vol. 4, no. 2, pp. 24-32, Virtus Interpress, Sumy, Ukraine [C1]
ERA journal ID: 19082 – Scopus EID: Not tagged
DRO entry for this publication

Yong, H.*, Faff, R.* and Nguyen, Hoa (2006) Investigating the determinants of the decision to engage in a corporate hedging strategy, Journal for studies in economics and econometrics, vol. 30, no. 1, pp. 147-160, Buro vir Ekonomiese Ondersoek, Stellenbosch, South Africa [C1]
ERA journal ID: 18178 – Scopus EID: Not tagged
DRO entry for this publication

Nguyen, Hoa and Faff, Robert* (2006) Foreign debt and financial hedging : evidence from Australia, International review of economics and finance, vol. 15, no. 2, pp. 184-201, Elsevier Inc., Amsterdam, The Netherlands [C1.1]
ERA journal ID: 18553 – Scopus EID: 2-s2.0-33646186802
Citation counts: Scopus - 4
DRO entry for this publication

2003 External

Nguyen, Hoa and Faff, Robert* (2003) Further evidence on the corporate use of derivatives in Australia : the case of foreign currency and interest rate instruments, Australian journal of management, vol. 28, no. 3, pp. 307-317, Australian Graduate School of Management, Randwick, N.S.W. [C1.1]
ERA journal ID: 19154 – Scopus EID: Not tagged
DRO entry for this publication

Nguyen, Hoa and Faff, Robert* (2003) Can the use of foreign currency derivatives explain variations in foreign exchange exposure? Evidence from Australian companies, Journal of multinational financial management, vol. 13, no. 3, pp. 193-215, Elsevier Science BV, New York, N.Y. [C1.1]
ERA journal ID: 19580 – Scopus EID: 2-s2.0-0037411114
Citation counts: Scopus - 22
DRO entry for this publication

2002 External

Nguyen, Hoa and Faff, Robert* (2002) On the determinants of derivative usage by Australian companies, Australian journal of management, vol. 27, no. 1, pp. 1-24, Australian Graduate School of Management, Kensington, N.S.W. [C1.1]
ERA journal ID: 19154 – Scopus EID: Not tagged
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Robert Faff

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Monday 22nd September 2014 10:04pm

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23rd July 2011