robert-faff

Robert Faff
Professor Robert Faff
Professor in Finance | Director of Research
  • PhD, Finance (Monash University)
  • MEc, Economics (Australian National University)
  • BEc (Hons), Accounting & Economics (Australian National University)
Ph: 
+61 7 3346 8055
Fax: 
+61 7 3346 8166
Room 343, Colin Clark Building, St. Lucia Campus

    Robert Faff is Professor of Finance and Director of Research at the UQ Business School. He has an international reputation in empirical finance research: securing 13 ARC grants (funding exceeding $4 million); more than 300 refereed journal publications; career citations exceeding 9,300; and a h-index of 50 (Google Scholar). His particular passion is nurturing and developing the career trajectories of early career researchers. Robert has supervised more than 30 PhD students to successful completion and examined 50 PhD dissertations. Robert's research interests include asset pricing, risk modelling, managed fund performance, behavioural finance, corporate governance and market efficiency.

    Signature Work in Profile: "Pitching Research”

    Abstract

    In this paper I build on Faff’s (2015) pitching template framework that provides a succinct and methodical approach to pitching a new research proposal to an academic expert. Notably, I argue that the pitching tool can be used as (a) a research planning tool (e.g. Chang and Wee, 2016; Menzies, Dixon and Rimmer, 2016); (b) a research skills development tool (Faff, 2016b); (c) a research learning tool (Faff, Ali, et al., 2016; Faff, Wallin, et al., 2016 and Ratiu, 2016); (d) a research agenda setting tool (Maxwell, 2017; Nguyen, 2017); (e) a research mentoring tool (Faff, Godfrey and Teng, 2016; Ratiu, Faff and Ratiu, 2016); (f) a research collaboration tool (Wallin and Spry, 2016); (g) research engagement & impact tool (Faff & Kastelle, 2016); and (h) research led teaching tool (Faff, Li, Nguyen & Ye, 2016). Moreover, the current paper provides an update on an extensive array of supplementary online resources. Most notably, to demonstrate that the pitch template is readily adaptable to many fields, a library of completed examples currently spans ONE HUNDRED and FIFTY alternative research areas. Other online materials and support include: web portal (PitchMyResearch.com); YouTube videos; themed pitch days; pitching competitions. The current paper is also a companion to: Faff (2016a) “a year in review” of pitching; Faff (2016c); Faff, Lay and Smith (2017) and Faff, Carrick et al. (2017). Also, this project has been identified as one of 30 Innovations that Inspire across the AACSB network worldwide Business Schools.

    The paper can be downloaded from SSRN (N.B. you might need to register with SSRN and login to successfully perform the download):

    This paper is now its twelth version.

    Interested readers are directed to the following related URL Links & free resources:

    • AACSB Innovations that Inspire listing:

    http://www.aacsb.edu/about/awards/innovations-that-inspire/recipients/

    • 70 second video about “pitching research” – an AACSB Innovation that Inspires:

    https://www.youtube.com/watch?v=oe8hpIw9gUU

    • Working paper “Pitching Research” available for free download from SSRN:

    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2462059

    • Online library of Pitch examples available for free download:

    http://www.business.uq.edu.au/supplementary-material-pitching-research

    • Online web portal for registered users to create their own research pitch (free registration):

    https://PitchMyResearch.com

    • Related SSRN working papers:

    1. "The "Pitching Research" Concept: 2015, a Year in Review":

    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2721528

    2. "Mapping “Pitching Research” Tasks into the RSD7 Framework: A Pedagogic Perspective"

    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2724451

    Supplementary Material/Resources for “Pitching Research”

    • Dedicated web portal: PitchMyResearch.com
    • DOWNLOAD a WORD version of the pitch template.
    • DOWNLOAD a WORD version of the pitch template (with cues for the pitcher).
    • DOWNLOAD a WORD version of the pitch template (with cues for the pitchee).
    • DOWNLOAD a a WORD version of the pitch template (with cues for the public policy pitcher).
    • DOWNLOAD a PowerPoint slide presentation to accompany "Pitching Research".
    • DOWNLOAD a PDF of AFAANZ 2015-16 call for grant applications using the pitch template.
    • Access to Online library of pitch examples that accompany “Pitching Research”

    ADDITIONAL PRESENTATION INFORMATION

    The Academic Research Process

    Group Work Pitching Exercise

    Pitching Research - Presentation 126

    UPDATED INFORMATION: UQUAPS 2017 “Pitching Research” Competition - click here for details

    Register your intention to enter the 2017 UQUAPS competition here: http://bit.ly/2q74ZUd

    Research interests

    Alternative Investments
    Examining the issues of performance, birth and demise of hedge funds and CTAs
    Asset Pricing
    Examining the relationship or risk and return in financial markets
    Commodity Prices and Stock Markets
    Examining the linkage between commodity prices (e.g. gold and oil) and stock market returns
    Credit Ratings
    Examining the linkage between credit ratings and stock market reaction
    Finance and sustainability
    Examining the linkage between corporate social performance and corporate financial performance
    Financial Risk Tolerance
    Examining the linkage between financial risk tolerance, gender, demographic characteristics and financial crisis
    Fund Performance
    Examining issues related to the performance of managed funds
    Risk Management
    Examining the linkage between corporate use of derivatives, hedging and firm characteristics
    Sentiment and Stock Markets
    Examining the linkage between sentiment and stock market reaction
    Trading Strategies
    Examining the performance of pairs trading

    Publications

    View full publications list

    Memberships

    • FCPA

    Major research grants

    Title Agency Year Amount
    Access to CSMAR (China Stock Market and Accounting Research) and Bloomberg International Research Databases UQ Major Equipment and Infrastructure 2017 $86,360
    Examines the information content of dividend changes and repurchase programs and the long-term market impact of these announcements, controlling for the substitution effect of repurchases/dividends in different institutional/tax regimes Australian Research Council, Discovery 2014-2016 $180,000
    The economic cost of insider trading - culture, legislation, governance, gender and crisis impacts: comparative evidence from around the globe Australian Research Council, Discovery 2013-2015 $404,485
    Bank intangibles as an ex-ante option?: The assessment of financial analysts and directors AFAANZ 2013-2014 $10,862
    “Financial Crises, Volatility and Sovereign Ratings: Do Ratings Really Matter when they are Needed Most?” ARC Discovery 2010-12 $222,000
    “An Empirical Examination of Non Market Capitalisation Weighted Indices in Australia” ARC Linkage 2008-10 $165,000
    “Asset Pricing, Signal Type and Overconfident Investors” ARC Discovery 2006-8 $212,000
    “A Wavelet Multiscaling Approach to Multifactor Asset Pricing Models” ARC Discovery 2005-7 $123,294
    “Cycles and Size: Long Term Valuation and Investment Performance” ARC Linkage 2005-7 $170,406
    “Financial Risk Tolerance: Gender, Market Stress and Related Issues” ARC Linkage 2005-7 $87,444
    “The Value of Growth and Risk in the Australian Stock Market” ARC Linkage 2004-6 $581,742
    “A Complex Systems Approach to Modelling Time-Varying Risk in the Presence of Market Frictions” ARC Discovery 2003-5 $116,000