5
H index
3
i10 index
99
Citations
Robert E Brooks : Citation Profile
University of Alabama-Tuscaloosa | RESEARCH PRODUCTION: 29 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1989 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert E Brooks. | Is cited by:
| Cites to:
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Main data
Where Robert E Brooks has published?
| Journals with more than one article published | # docs |
|---|---|
| Financial Services Review | 4 |
| Journal of Futures Markets | 4 |
| The Financial Review | 4 |
| Journal of Banking & Finance | 3 |
| Journal of Financial Research | 2 |
Recent works citing Robert E Brooks (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Exploring Dynamic Asset Pricing within Bachelier Market Model. (2023). Yegon, Peter ; Rachev, Svetlozar ; Omotade, Blessing ; Gnawali, Jagdish ; Divelgama, Bhathiya ; Nyarko, Nancy Asare. In: Papers. RePEc:arx:papers:2307.04059. Full description at Econpapers || Download paper |
| 2024 | Dividend based risk measures: A Markov chain approach. (2024). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:471:y:2024:i:c:s0096300324000833. Full description at Econpapers || Download paper |
| 2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper |
| 2023 | What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347. Full description at Econpapers || Download paper |
| 2024 | Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412. Full description at Econpapers || Download paper |
| 2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper |
| 2024 | An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753. Full description at Econpapers || Download paper |
| 2023 | Count on subordinate executives: Internal governance and innovation. (2023). Mekhaimer, Mohamed ; Jiang, Christine X ; Gao, Lei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300136x. Full description at Econpapers || Download paper |
| 2023 | China’s Embodied Copper Flow from the Demand-Side and Production-Side Perspectives. (2023). Zhou, Xin ; Fang, Min ; Ma, Shaoqiang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2199-:d:1045907. Full description at Econpapers || Download paper |
| 2023 | Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation. (2023). Pontier, Monique ; Hu, Wei ; Feldman, David ; Colwell, David B. In: Working Papers. RePEc:hal:wpaper:hal-04116818. Full description at Econpapers || Download paper |
Works by Robert E Brooks:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Private Information and the Exercise of Executive Stock Options In: Financial Management. [Full Text][Citation analysis] | article | 21 |
| 1989 | Investment Decision Making with Derivative Securities. In: The Financial Review. [Citation analysis] | article | 2 |
| 1990 | An N-Stage, Fractional Period, Quarterly Dividend Discount Model. In: The Financial Review. [Citation analysis] | article | 7 |
| 1995 | The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset. In: The Financial Review. [Citation analysis] | article | 1 |
| 2012 | Information in the U.S. Treasury Term Structure of Interest Rates In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 1989 | The Coupon Effect on Term Premiums In: Journal of Financial Research. [Citation analysis] | article | 1 |
| 2017 | AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 8 |
| 1994 | Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 21 |
| 2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Evidence of arbitrage trading activity: The case of Chinese metal futures contracts In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 21 |
| 1992 | Active timing decisions of equity mutual funds In: Financial Services Review. [Full Text][Citation analysis] | article | 0 |
| 1996 | Computing yields on enhanced CDs In: Financial Services Review. [Full Text][Citation analysis] | article | 1 |
| 1998 | Managing college tuition inflation using a surplus framework methodology In: Financial Services Review. [Full Text][Citation analysis] | article | 0 |
| 1999 | Municipal bonds: a contingent claims perspective In: Financial Services Review. [Full Text][Citation analysis] | article | 1 |
| 1989 | An empirical analysis of term premiums using stochastic dominance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 1990 | A note on the variance of spot interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | A comparison of the information in the LIBOR and CMT term structures of interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 1998 | A life-cycle view of electricity futures contracts In: Journal of Energy Finance & Development. [Full Text][Citation analysis] | article | 0 |
| 2022 | Samuelson hypothesis and carry arbitrage: U.S. and China In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2002 | Exploration of the role of expectations in foreign exchange risk management In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2012 | The efficacy of Regulation SHO in resolving naked shorts In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Surplus Optimization Approach to Managing Municipal Debt In: Public Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1991 | Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2020 | Samuelson hypothesis, arbitrage activity, and futures term premiums In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2022 | The information in global interest rate futures contracts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 1989 | Investment decision making with index futures and index futures options In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team