Robert Brooks
Robert Brooks
Department of Econometrics and Business Statistics, Monash Business School, Monash University
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Cited by
Cited by
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
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
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
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
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
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
Variations in sovereign credit quality assessments across rating agencies
P Hill, R Brooks, R Faff
Journal of Banking & Finance 34 (6), 1327-1343, 2010
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
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
Oil prices and transport sector returns: an international analysis
M Nandha, R Brooks
Review of Quantitative Finance and Accounting 33, 393-409, 2009
Efficiency gains from water markets: Empirical analysis of Watermove in Australia
R Brooks, E Harris
Agricultural water management 95 (4), 391-399, 2008
The Sydney Olympic Games announcement and Australian stock market reaction
G Berman, R Brooks, S Davidson
Applied Economics Letters 7 (12), 781-784, 2000
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
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
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
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
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
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
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
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
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