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Robert Brooks
Robert Brooks
Department of Econometrics and Business Statistics, Monash Business School, Monash University
Verified email at monash.edu - Homepage
Title
Cited by
Cited by
Year
The evolution of stock market efficiency over time: A survey of the empirical literature
KP Lim, R Brooks
Journal of economic surveys 25 (1), 69-108, 2011
5622011
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
4542004
The impact of exchange rate volatility on German-US trade flows
MD McKenzie, RD Brooks
Journal of International Financial Markets, Institutions and Money 7 (1), 73-87, 1997
3741997
Asset market linkages: Evidence from financial, commodity and real estate assets
KF Chan, S Treepongkaruna, R Brooks, S Gray
Journal of Banking & Finance 35 (6), 1415-1426, 2011
3552011
Financial crisis and stock market efficiency: Empirical evidence from Asian countries
KP Lim, RD Brooks, JH Kim
International review of financial analysis 17 (3), 571-591, 2008
3442008
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
2851998
Variations in sovereign credit quality assessments across rating agencies
P Hill, R Brooks, R Faff
Journal of Banking & Finance 34 (6), 1327-1343, 2010
2442010
Business plan competitions in tertiary institutions: encouraging entrepreneurship education
R Russell, M Atchison, R Brooks
Journal of Higher Education Policy and Management 30 (2), 123-138, 2008
2342008
A multi-country study of power ARCH models and national stock market returns
RD Brooks, RW Faff, MD McKenzie, H Mitchell
Journal of International money and Finance 19 (3), 377-397, 2000
1642000
Efficiency gains from water markets: Empirical analysis of Watermove in Australia
R Brooks, E Harris
Agricultural water management 95 (4), 391-399, 2008
1522008
Oil prices and transport sector returns: an international analysis
M Nandha, R Brooks
Review of Quantitative Finance and Accounting 33, 393-409, 2009
1512009
The Sydney Olympic Games announcement and Australian stock market reaction
G Berman, R Brooks, S Davidson
Applied Economics Letters 7 (12), 781-784, 2000
1392000
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
KP Lim, RD Brooks, MJ Hinich
Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008
1262008
The form of time variation of systematic risk: Some Australian evidence
RD Brooks, RW Faff, JHH Lee
Applied Financial Economics 2 (4), 191-198, 1992
1241992
Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
E Bissoondoyal-Bheenick, R Brooks, AYN Yip
Global Finance Journal 17 (1), 136-154, 2006
1222006
Underwriter reputation and underpricing: evidence from the Australian IPO market
W Dimovski, S Philavanh, R Brooks
Review of Quantitative Finance and Accounting 37, 409-426, 2011
1052011
Initial public offerings in Australia 1994 to 1999, recent evidence of underpricing and underperformance
W Dimovski, R Brooks
Review of Quantitative Finance and Accounting 22, 179-198, 2004
942004
Dynamic volatility spillover effects between oil and agricultural products
PS Yip, R Brooks, HX Do, DK Nguyen
International Review of Financial Analysis 69, 101465, 2020
922020
The roles of news and volatility in stock market correlations during the global financial crisis
M Mun, R Brooks
Emerging markets review 13 (1), 1-7, 2012
912012
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data
DUA Galagedera, RD Brooks
Journal of Multinational Financial Management 17 (3), 214-230, 2007
882007
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Articles 1–20