Robert Brooks : Citation Profile


Are you Robert Brooks?

University of Alabama-Tuscaloosa

3

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

22

Articles

RESEARCH ACTIVITY:

   27 years (1989 - 2016). See details.
   Cites by year: 1
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (2.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr447
   Updated: 2017-11-23    RAS profile: 2016-11-20    
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Relations with other researchers


Works with:

Enders, Walter (3)

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

Is cited by:

Lean, Hooi Hooi (4)

Wong, Wing-Keung (4)

Anderson, Heather (2)

merton, robert (2)

Danielsson, Jon (2)

Renneboog, Luc (2)

Scholes, Myron (2)

Vahid, Farshid (2)

Liao, Yin (2)

Lo, Andrew (2)

Abudy, Menachem (1)

Cites to:

Shastri, Kuldeep (4)

Perron, Pierre (4)

Enders, Walter (4)

Bai, Jushan (3)

Poterba, James (3)

Grossman, Sanford (2)

Geske, Robert (2)

Scholes, Myron (2)

Gallant, A. (2)

Shiller, Robert (2)

Lohr, Luanne (2)

Main data


Where Robert Brooks has published?


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

Recent works citing Robert Brooks (2017 and 2016)


YearTitle of citing document
2016Generalized semi-Markovian dividend discount model: risk and return. (2016). D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1605.02472.

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2017Executive stock option exercise with full and partial information on a drift change point. (2017). Henderson, Vicky ; Monoyios, Michael ; Klad, Kamil. In: Papers. RePEc:arx:papers:1709.10141.

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2016Early Exercise Behaviour in Performance-vested Stock Option Grants. (2016). Alvarez-Diez, Susana ; Belda-Ruiz, Maria ; Baixauli-Soler, Samuel J. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:1:alvarez-diez.

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2016Executives horizon, internal governance and stock market liquidity. (2016). Jain, Pawan ; Mekhaimer, Mohamed ; Jiang, Christine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:1-23.

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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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2016Valuing restricted stock grants to non-executive employees. (2016). Abudy, Menachem ; Benninga, Simon . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:33-51.

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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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2016Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets. (2016). Wong, Wing-Keung ; Lean, Hooi Hooi ; Lam, Kin . In: MPRA Paper. RePEc:pra:mprapa:74386.

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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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Works by Robert Brooks:


YearTitleTypeCited
2012Private Information and the Exercise of Executive Stock Options In: Financial Management.
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article11
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.
[Citation analysis]
article5
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.
[Citation analysis]
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
1994Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing In: Journal of Financial and Quantitative Analysis.
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article16
2016Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets In: Journal of Empirical Finance.
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article0
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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article0
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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article2
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
2005A Surplus Optimization Approach to Managing Municipal Debt In: Public Finance Review.
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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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