Robert Brooks : Citation Profile


Are you Robert Brooks?

University of Alabama-Tuscaloosa

4

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

23

Articles

RESEARCH ACTIVITY:

   28 years (1989 - 2017). See details.
   Cites by year: 2
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (1.43 %)

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   Permalink: http://citec.repec.org/pbr447
   Updated: 2020-07-04    RAS profile: 2019-04-04    
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Relations with other researchers


Works with:

Enders, Walter (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Brooks.

Is cited by:

Wong, Wing-Keung (4)

Lean, Hooi Hooi (4)

Papadamou, Stephanos (2)

Scholes, Myron (2)

Danielsson, Jon (2)

Liao, Yin (2)

HALKOS, GEORGE (2)

merton, robert (2)

Renneboog, Luc (2)

Lo, Andrew (2)

Anderson, Heather (2)

Cites to:

Perron, Pierre (4)

Shastri, Kuldeep (4)

Enders, Walter (4)

Scholes, Myron (4)

Geske, Robert (3)

Bai, Jushan (3)

Poterba, James (3)

merton, robert (2)

Melino, Angelo (2)

Wright, Brian (2)

Villas-Boas, Sofia (2)

Main data


Where Robert Brooks has published?


Journals with more than one article published# docs
Financial Services Review4
The Financial Review4
Journal of Banking & Finance3
Journal of Futures Markets2
Journal of Financial Research2

Recent works citing Robert Brooks (2018 and 2017)


YearTitle of citing document
2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2020Executive stock option exercise with full and partial information on a drift change point. (2018). Monoyios, Michael ; Klad, Kamil ; Henderson, Vicky. In: Papers. RePEc:arx:papers:1709.10141.

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2018Hyperbolic normal stochastic volatility model. (2018). Ki, Byoung ; Liu, Chenru ; Choi, Jaehyuk. In: Papers. RePEc:arx:papers:1809.04035.

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2019Option pricing under normal dynamics with stochastic volatility. (2019). Maheswara, Matta Uma. In: Papers. RePEc:arx:papers:1909.08047.

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2020A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465.

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2017Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:84:p:260-266.

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2017Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016034.

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2017Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016035.

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2019Illegal insider trading: Commission and SEC detection. (2019). Posylnaya, Valeriya V ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:247-269.

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2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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2017Parameter estimation risk in asset pricing and risk management: A Bayesian approach. (2017). Tunaru, Radu ; Zheng, Teng. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:80-93.

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2018Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

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2018A theory of intermediated investment with hyperbolic discounting investors. (2018). Gao, Feng ; He, Ping ; Lex, A ; Alex, . In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:70-100.

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2018The reality of stock market jumps diversification. (2018). Chen, KE ; Poon, Ser-Huang ; Hyde, Stuart ; Vitiello, Luiz . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:171-188.

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2019Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

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2019Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?. (2019). He, Ling-Yun ; Ripple, Ronald ; Yao, Ting ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:302-317.

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2020Detecting Possible Reduction of the Housing Bubble in Korea for Different Residential Types and Regions. (2020). Song, Jae Wook ; Kim, Kyungwon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:1220-:d:318002.

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2017Novel advancements in the Markov chain stock model: analysis and inference. (2017). Barbu, Vlad Stefan ; Blasis, Riccardo ; Damico, Guglielmo. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:2:d:10.1007_s10436-017-0297-9.

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2019Movements in International Bond Markets: The Role of Oil Prices. (2019). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201935.

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2019.

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2017The real miss-specification in the forward rate premium puzzle. (2017). Sinha, Amit K ; Scott, Robert C ; Horvath, Philip A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9363-9.

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2019Hyperbolic normal stochastic volatility model. (2019). Ki, Byoung ; Liu, Chenru ; Choi, Jaehyuk. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:2:p:186-204.

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Works by Robert Brooks:


YearTitleTypeCited
2012Private Information and the Exercise of Executive Stock Options In: Financial Management.
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article17
1989Investment Decision Making with Derivative Securities. In: The Financial Review.
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article2
1990An N-Stage, Fractional Period, Quarterly Dividend Discount Model. In: The Financial Review.
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article6
1995The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset. In: The Financial Review.
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article1
2012Information in the U.S. Treasury Term Structure of Interest Rates In: The Financial Review.
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article1
1989THE COUPON EFFECT ON TERM PREMIUMS In: Journal of Financial Research.
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article1
2017AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES In: Journal of Financial Research.
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article3
1994Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing In: Journal of Financial and Quantitative Analysis.
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article20
2016Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets In: Journal of Empirical Finance.
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article9
1992Active timing decisions of equity mutual funds In: Financial Services Review.
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article0
1996Computing yields on enhanced CDs In: Financial Services Review.
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article1
1998Managing college tuition inflation using a surplus framework methodology In: Financial Services Review.
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article0
1999Municipal bonds: a contingent claims perspective In: Financial Services Review.
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article0
1989An empirical analysis of term premiums using stochastic dominance In: Journal of Banking & Finance.
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article3
1990A note on the variance of spot interest rates In: Journal of Banking & Finance.
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article0
2015A comparison of the information in the LIBOR and CMT term structures of interest rates In: Journal of Banking & Finance.
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article0
1998A life-cycle view of electricity futures contracts In: Journal of Energy Finance & Development.
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article0
2002Exploration of the role of expectations in foreign exchange risk management In: Journal of Multinational Financial Management.
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article1
2012The efficacy of Regulation SHO in resolving naked shorts In: Journal of Financial Regulation and Compliance.
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article0
In: .
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article0
2001Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation In: The European Journal of Finance.
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article0
1991Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration In: Journal of Futures Markets.
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article3
1989Investment decision making with index futures and index futures options In: Journal of Futures Markets.
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article1

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