Robert W. Faff

16.3k total citations · 3 hit papers
492 papers, 11.5k citations indexed

About

Robert W. Faff is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Robert W. Faff has authored 492 papers receiving a total of 11.5k indexed citations (citations by other indexed papers that have themselves been cited), including 315 papers in Finance, 252 papers in Accounting and 203 papers in Economics and Econometrics. Recurrent topics in Robert W. Faff's work include Financial Markets and Investment Strategies (224 papers), Corporate Finance and Governance (184 papers) and Market Dynamics and Volatility (106 papers). Robert W. Faff is often cited by papers focused on Financial Markets and Investment Strategies (224 papers), Corporate Finance and Governance (184 papers) and Market Dynamics and Volatility (106 papers). Robert W. Faff collaborates with scholars based in Australia, United Kingdom and United States. Robert W. Faff's co-authors include Timothy J. Brailsford, Michael D. McKenzie, Robert Brooks, Darren D. Lee, David Hillier, Mohan Nandha, Shams Pathan, Hoa Nguyen, Terrence Hallahan and Karen L. Benson and has published in prestigious journals such as Physical Review Letters, SHILAP Revista de lepidopterología and Journal of Financial Economics.

In The Last Decade

Robert W. Faff

451 papers receiving 10.6k citations

Hit Papers

Does oil move equity prices? A global view 2007 2026 2013 2019 2007 2009 2013 100 200 300 400 500

Peers

Robert W. Faff
Comparison fields: 5 of 123
  • Finance 6.1k
  • Economics and Econometrics 5.8k
  • Accounting 5.0k
  • Strategy and Management 1.9k
  • General Economics, Econometrics and Finance 1.7k
Replace Harrison Hong with:
Harrison Hong United States
Chris Brooks United Kingdom
Iftekhar Hasan United States
Kam C. Chan United States
Amit Seru United States
Franco Modigliani United States
John W. Goodell United States
Sabri Boubaker France
Franklin Allen United States
Chen-Ta Lin Hong Kong
Harrison Hong United States View profile →
Citations per field, relative to Robert W. Faff
Robert W. Faff · 1×
Citations per year, relative to Robert W. Faff
Robert W. Faff · 1×

Countries citing papers authored by Robert W. Faff

Since Specialization
Citations

This map shows the geographic impact of Robert W. Faff's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert W. Faff with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert W. Faff more than expected).

Fields of papers citing papers by Robert W. Faff

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert W. Faff. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert W. Faff. The network helps show where Robert W. Faff may publish in the future.

Co-authorship network of co-authors of Robert W. Faff

This figure shows the co-authorship network connecting the top 25 collaborators of Robert W. Faff. A scholar is included among the top collaborators of Robert W. Faff based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert W. Faff. Robert W. Faff is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 1
2 1
3 5
4 4
5 7
6 3
7 5
8
Market Discipline and Bank Risk Taking
1
9
Profiling Socially Responsible Investors: Australian Evidence
2
10 0
11
Do Credit Watch Procedures Affect the Information Content of Sovereign Credit Rating Changes
3
12
Do Precious Metals Shine? An Investment Perspective
25
13
Censoring and its impact on beta risk estimation
4
14 25
15
Asset pricing and the illiquidity premium
12
16
The selectivity corrected market model and heteroscedasticity in stock returns data: yet another look at volume versus GARCH
2
17
An International Investigation of the Factors that Determine Conditional Gold Betas
4
18
Asymmetric Covariance, Volatility, and the Effect of News
0
19
Creating Fama and French Factors with Style
4
20
The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study
1

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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