Robert W. Faff
- Finance top 0.05%
- Economics and Econometrics top 0.05%
- Accounting top 0.1%
- Strategy and Management top 0.5%
- General Economics, Econometrics and Finance top 0.2%
- Co-authors
- Timothy J. BrailsfordMichael D. McKenzieRobert BrooksDarren D. LeeDavid HillierMohan NandhaShams PathanHoa Nguyen
- Topics
- Financial Markets and Investment Strategies (224 papers)Corporate Finance and Governance (184 papers)Market Dynamics and Volatility (106 papers)
- Journals
- Physical Review LettersSHILAP Revista de lepidopterologíaJournal of Financial Economics
- Partner nations
- AustraliaUnited KingdomUnited States
In The Last Decade
Robert W. Faff
451 papers receiving 10.6k citations
Hit Papers
Peers
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
Countries citing papers authored by Robert W. Faff
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
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
| # | 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 |
About Robert W. Faff
Robert W. Faff is a scholar working on Finance, Accounting and General Economics, Econometrics and Finance, having authored 492 papers that have together received 11.5k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (224 papers), Corporate Finance and Governance (184 papers) and Market Dynamics and Volatility (106 papers). The work is most often cited by research in Finance (6.1k citations), Accounting (5.0k citations) and Economics and Econometrics (5.8k citations). Robert W. Faff has collaborated with scholars based in Australia, United Kingdom and United States. Frequent 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. Their work appears in journals such as Physical Review Letters, SHILAP Revista de lepidopterología and Journal of Financial Economics.
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.