Robert Brooks : Citation Profile


Are you Robert Brooks?

Monash University

17

H index

32

i10 index

1303

Citations

RESEARCH PRODUCTION:

114

Articles

26

Papers

RESEARCH ACTIVITY:

   24 years (1991 - 2015). See details.
   Cites by year: 54
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 35 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr492
   Updated: 2021-03-01    RAS profile: 2015-02-09    
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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 Brooks.

Is cited by:

ap Gwilym, Owain (17)

Alsakka, Rasha (17)

Nguyen, Duc Khuong (16)

GUPTA, RANGAN (16)

Todea, Alexandru (13)

Tiwari, Aviral (12)

faff, robert (12)

Wheeler, Sarah (10)

Wu, Eliza (10)

Dimovski, Bill (9)

bouoiyour, jamal (9)

Cites to:

faff, robert (51)

Ritter, Jay (35)

Bollerslev, Tim (33)

Harvey, Campbell (29)

Fama, Eugene (22)

French, Kenneth (20)

Engle, Robert (20)

Andersen, Torben (19)

Diebold, Francis (17)

Dimovski, Bill (14)

Shleifer, Andrei (14)

Main data


Where Robert Brooks has published?


Journals with more than one article published# docs
Applied Financial Economics16
Applied Economics Letters12
Journal of International Financial Markets, Institutions and Money7
Economic Papers6
Applied Financial Economics Letters6
Review of Quantitative Finance and Accounting5
Journal of Banking & Finance5
International Review of Financial Analysis5
Applied Economics4
Australian Economic Papers4
Research in International Business and Finance3
Pacific-Basin Finance Journal3
Emerging Markets Review2
Agricultural Water Management2
Global Finance Journal2
Economics Letters2
Journal of Accounting and Management Information Systems2
Journal of Multinational Financial Management2
Journal of Econometrics2
Journal of Property Research2
Journal of International Money and Finance2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics5
MPRA Paper / University Library of Munich, Germany3
Econometric Society 2004 Australasian Meetings / Econometric Society3

Recent works citing Robert Brooks (2021 and 2020)


YearTitle of citing document
2020A revenue allocation scheme based on pairwise comparisons. (2019). Petróczy, Dóra ; L'aszl'o Csat'o, . In: Papers. RePEc:arx:papers:1909.12931.

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2020Investment behavior and firms financial performance: A comparative analysis using firm-level data from the wine industry. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2001.10432.

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2020Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2020Analyse de la consommation des biens culturels au Togo. (2020). Komlagan, Mawusse Nezan ; Nyatefe, Victor. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:80-95.

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2020Uncertainty and voting on the Bank of England’s Monetary Policy Committee. (2020). Reinold, Kate ; Firrell, Alastair. In: Bank of England working papers. RePEc:boe:boeewp:0898.

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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007.

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2020Determinantes del rating soberano: el caso de Chile. (2020). Hitschfeld, Mauricio ; Gallardo, Natalia. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:891.

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2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

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2020The dynamics of groundwater markets: Price leadership and groundwater demand elasticity in the Murrumbidgee, Australia. (2020). Zuo, Alec ; Wheeler, Sarah Ann ; de Bonviller, Simon. In: Agricultural Water Management. RePEc:eee:agiwat:v:239:y:2020:i:c:s0378377419315185.

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2020The U.S.–China trade war: Tariff data and general equilibrium analysis. (2020). Zhang, Wendong ; Balistreri, Edward. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s1049007820300968.

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2020Pricing of IPOs under legally-mandated concentrated ownership and commitment period: Evidence from a natural experiment for REITs in Turkey. (2020). Erol, Isil ; Tirtiroglu, Ercan . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301807.

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2020Trading volume and realized higher-order moments in the Australian stock market. (2020). Jeyasreedharan, Nagaratnam ; Ahadzie, Richard Mawulawoe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303403.

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2020Value relevance of the new environmental enforcement regime in China. (2020). Zhang, Xiaodong ; Sam, Abdoul G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300171.

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2020Politician as venture capitalist: Politically-connected VCs and IPO activity in China. (2020). Wu, Chaopeng ; Wang, Rouzhi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300766.

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2020Stigma or cushion? IMF programs and sovereign creditworthiness. (2020). Lang, Valentin ; Gehring, Kai. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300821.

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2020Water allocation in Australia’s Murray–Darling Basin: Managing change under heightened uncertainty. (2020). Quiggin, John ; Adamson, David ; Loch, Adam ; Auricht, Christopher ; Mallawaarachchi, Thilak. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:345-369.

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2020Provincial economic performance and underpricing of IPOs: Evidence from political interventions in China. (2020). Li, Yuan ; Uchida, Konari ; Liu, Jianlei . In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:274-285.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2021Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300759.

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2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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2020Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

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2021A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?. (2020). Kutan, Ali M ; Samargandi, Nahla ; Alqahtani, Faisal. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301149.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020How does house price influence monetary policy transmission?. (2020). Huang, Xianjing ; Guo, Yumei ; Peng, Yuchao. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302398.

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2020Price clustering in Bitcoin market—An extension. (2020). Xu, Chong ; Li, Shenghong. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907.

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2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310.

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2020Tail dependence in the return-volume of leading cryptocurrencies. (2020). Bouri, Elie ; Roubaud, David ; Boako, Gideon ; Naeem, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306087.

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2020On the effect of credit rating announcements on sovereign bonds: International evidence. (2020). Lemonidi, Paraskevi ; Umar, Zaghum ; Kenourgios, Dimitrios . In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:58-71.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2020The rating spillover from banks to sovereigns: An empirical investigation across the European Union. (2020). Trautwein, Hans-Michael ; Shi, Yukun ; Prokop, Jorg ; Hu, Haoshen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119302690.

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2020The effect of credit ratings on emerging market volatility. (2020). Malikane, Christopher ; Bales, Kyle. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300706.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2020Households rejecting loan offers from banks. (2020). Lu, Liping ; Bai, Yiyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426618300918.

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2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

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2020A new event study method to forecast stock returns: The case of Facebook. (2020). Huarng, Kun-Huang ; Yu, Tiffany Hui-Kuang . In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:317-321.

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2020Coups d’état and the cost of debt. (2020). BALIMA, HIPPOLYTE. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:3:p:509-528.

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2020Sovereign credit risk and global equity fund returns in emerging markets. (2020). Savvides, Andreas ; Lambertides, Neophytos ; Andreou, Christoforos K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301741.

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2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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2020Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks. (2020). Chirwa, Themba ; Odhiambo, Nicholas M. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308503.

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2020Sovereign ratings and national culture. (2020). Partington, Graham ; Dang, Huong . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304743.

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2020Corporate governance mechanisms with conventional bonds and Sukuk’ yield spreads. (2020). Ali, Norli ; Haniff, Mohd Nizal ; Saad, Noriza Mohd. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17301336.

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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2020Quantile causality between banking stock and real estate securities returns in the US. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Roubaud, D ; Bouri, E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:251-260.

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2020Market price effects of agency sovereign debt announcements: Importance of prior credit states. (2020). Binici, Mahir ; Miao, Evan Weicheng ; Hutchison, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:769-787.

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2020How do stocks in BRICS co-move with real estate stocks?. (2020). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101.

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2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities. (2021). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298.

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2020Mutual fund liquidity timing ability in the higher moment framework. (2020). Wattanatorn, Woraphon ; Nathaphan, Sarayut ; Chunhachinda, Pornchai ; Padungsaksawasdi, Chaiyuth. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311012.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Does the tea market require a futures contract? Evidence from the Sri Lankan tea market. (2020). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300714.

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2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081.

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2020Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach. (2020). Low, Soo Wah ; Shah, Mohd Azlan ; Hoque, Mohmmad Enamul. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1154-:d:328131.

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2020Determining Force behind Value Premium: The Case of Financial Leverage and Operating Leverage. (2020). Zia ul haq, Hafiz Muhammad ; Ameer, Saba ; Kashif, Muhammad ; Shafiq, Muhammad Sohail. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:196-:d:407828.

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2020A Market-Based Economic Instrument to Better Use Water in Agriculture. (2020). Mateoc-Sirb, Nicoleta ; Lungu, Monica ; Brinzan, Oana ; Drgoi, Marian ; Igan, Eugenia ; Bociort, Dalia. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1473-:d:321376.

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2020Investment behavior and firms financial performance: A comparative analysis using firm-level data from the wine industry. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02456049.

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2020The Determinants of Economic Competitiveness. (2020). Lappoehn, Sarah ; Kluge, Jan ; Plank, Kerstin. In: IHS Working Paper Series. RePEc:ihs:ihswps:24.

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2020The U.S.–China trade war: Tariff data and general equilibrium analysis. (2020). Balistreri, Edward ; Zhang, Wendong. In: ISU General Staff Papers. RePEc:isu:genstf:202008010700001616.

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2020Investment Behaviour and Firms’ Financial Performance: A Comparative Analysis Using Firm-Level Data from the Wine Industry. (2020). Albulescu, Claudiu. In: International Journal of Management, Knowledge and Learning. RePEc:isv:jouijm:v:9:y:2020:i:1:p:75-94.

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2020A Non-parametric Test and Predictive Model for Signed Path Dependence. (2020). Dias, Fabio S ; Peters, Gareth W. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09934-7.

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2020Exchange-rate volatility and commodity trade between the U.S. and Germany: asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Saafi, Sami ; Nouira, Ridha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00455-0.

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2020Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. (2020). , Antonio ; Antonio, ; Monteiro, Ana M. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09156-x.

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2020Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

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2020Does risk disclosure in prospectus matter in ChiNext IPOs’ initial underpricing?. (2020). Deng, QI ; Zhou, Zhong-Guo ; Hussein, Monica. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00812-9.

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2020The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts. (2020). Shen, Jianfu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00868-7.

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2020Moving to Inflation Targeting.. (2020). Pandey, Radhika ; Patnaik, Ila. In: Working Papers. RePEc:npf:wpaper:20/316.

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2020Testing the white noise hypothesis in high-frequency housing returns of the United States. (2020). GUPTA, RANGAN ; Tiwari, Aviral Kumar ; Sheng, Xin ; Cunado, Juncal. In: Economics and Business Letters. RePEc:ove:journl:aid:14521.

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2020Investor sentiment and insurers’ financial stability: do sovereign ratings matter?. (2020). Ye, Zhiwei ; Ullah, Farid ; Shahab, Yasir ; Ahmed, Danish . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-020-00160-z.

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2020Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain. In: PIDE-Working Papers. RePEc:pid:wpaper:2020:22.

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2020An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods. (2020). Paliwal, Riya ; Shahani, Rakesh. In: MPRA Paper. RePEc:pra:mprapa:103568.

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2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Walther, Thomas ; Topaloglou, Nikolas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:103870.

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2020House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076.

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2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities. (2020). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202078.

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2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence. (2020). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202096.

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2020.

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2021Do sovereign credit ratings matter for corporate credit ratings?. (2021). Ben Cheikh, Nidhaleddine ; Boubaker, Sabri ; ben Zaied, Younes ; ben Hmiden, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03590-z.

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2020Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches. (2020). Duc, Toan Luu ; Duong, Duy. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0168-7.

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2020Benchmarking Formula One auto racing circuits: a two stage DEA approach. (2020). Lozano, Sebastian ; Gutierrez, Ester. In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:4:d:10.1007_s12351-018-0416-z.

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2021Analyzing the duration of IPOs from offering to listing using the Cox proportional hazards model. (2021). Smith, Zachary Alexander ; Mumtaz, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:20:y:2021:i:1:d:10.1007_s10258-019-00166-z.

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2020More market, more efficiency? Water market impacts on water use efficiency in the Australian agricultural sector. (2020). Nguyen-Van, Phu ; Rozan, Anne ; de Bonviller, Simon. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-14.

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2020Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks. (2020). Odhiambo, Nicholas ; Chirwa, Themba. In: Working Papers. RePEc:uza:wpaper:26643.

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2020Long-run Returns to Impact Investing in Emerging Market and Developing Economies. (2020). Melecký, Martin ; Reed, Tristan ; Molders, Florian ; Cole, Shawn Allen. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9366.

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2020Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:336-348.

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2021Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Abu, Nuruddeen ; Mudida, Robert. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335.

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2021Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX?DCC?MEGARCH model. (2021). Liu, Xiaoxing ; Shehzad, Khurram ; Rauf, Abdul ; Arif, Muhammad ; Tiwari, Aviral. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

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2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

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2020U.S. Big 4 and Local Auditors in the China Initial Public Offering Market. (2020). Dao, Mai ; Huang, Hua-Wei ; Feng, Zhi-Yuan. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500243.

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2020THE IMPACTS OF BIASED RESOURCE ALLOCATION ON THE EFFECTIVENESS OF OFFICIAL DEVELOPMENT ASSISTANCE. (2020). Tsang, Chun-Kei ; Li, Sung-Ko. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:01:n:s0217590818500285.

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2020ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON BILATERAL TRADE BETWEEN TAIWAN AND INDONESIA. (2020). Cheng, Chih-Yang ; Setyowati, Nur ; Chien, Mei-Se . In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:04:n:s021759082050006x.

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2020Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2020). Dockery, Everton ; Saleh, Mamdouh Abdulaziz. In: EconStor Open Access Articles. RePEc:zbw:espost:225534.

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Works by Robert Brooks:


YearTitleTypeCited
2013The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]
article0
2013Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]
article0
1991A Social Loss Approach to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
[Citation analysis]
article0
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
[Citation analysis]
article8
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1996Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
[Citation analysis]
article0
1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
[Citation analysis]
article2
2002INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS In: Economic Papers.
[Full Text][Citation analysis]
article1
2004HOW MUCH R&D SHOULD AUSTRALIA UNDERTAKE? In: Economic Papers.
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article0
2004ARC LINKAGE PROJECTS AND RESEARCH-INTENSIVE ORGANIZATIONS: ARE RESEARCH-INTENSIVE ORGANIZATIONS LIKELY TO PARTICIPATE? In: Economic Papers.
[Full Text][Citation analysis]
article0
2004THE PRICE OF DISCRIMINATION: AN ECONOMIC ANALYSIS OF THE HUMAN RIGHTS AND EQUAL OPPORTUNITY COMMISSION RULINGS 1985–2000 In: Economic Papers.
[Full Text][Citation analysis]
article0
2006THE INITIAL IMPACTS OF A MATCHED SAVINGS PROGRAM: THE SAVER PLUS PROGRAM In: Economic Papers.
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article1
2006FUNDING THE NON-PROFIT WELFARE SECTOR: EXPLAINING CHANGING FUNDING SOURCES 1960–1999 In: Economic Papers.
[Full Text][Citation analysis]
article0
2009Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk In: International Review of Finance.
[Full Text][Citation analysis]
article7
2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
[Citation analysis]
article102
2010WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS In: Macroeconomic Dynamics.
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article15
2004R&D, Agency Costs and Capital Structure: International Evidence In: Econometric Society 2004 Australasian Meetings.
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paper2
2004Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper0
2004Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia. In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper9
2008Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia.(2008) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2014Price leadership and information transmission in Australian water allocation markets In: Agricultural Water Management.
[Full Text][Citation analysis]
article4
2008Efficiency gains from water markets: Empirical analysis of Watermove in Australia In: Agricultural Water Management.
[Full Text][Citation analysis]
article36
2007Asia/Pacific Regional Trade Agreements: An empirical study In: Journal of Asian Economics.
[Full Text][Citation analysis]
article9
2002New evidence on the impact of financial leverage on beta risk: A time-series approach In: The North American Journal of Economics and Finance.
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article9
2012Inflated ordered outcomes In: Economics Letters.
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article11
2012Inflated Ordered Outcomes.(2012) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 11
paper
2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
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article9
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
[Full Text][Citation analysis]
article24
1993Alternative point-optimal tests for regression coefficient stability In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2012The roles of news and volatility in stock market correlations during the global financial crisis In: Emerging Markets Review.
[Full Text][Citation analysis]
article20
2007Power arch modelling of the volatility of emerging equity markets In: Emerging Markets Review.
[Full Text][Citation analysis]
article19
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article87
2008Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005 In: International Review of Financial Analysis.
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article21
2009Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article7
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article5
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article11
1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
[Full Text][Citation analysis]
article2
2006Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches In: Global Finance Journal.
[Full Text][Citation analysis]
article22
2005Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2001GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
2004Do you really want to ask an underwriter how much money you should leave on the table? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2008Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article25
2011Effects of the open policy on the dependence between the Chinese A stock market and other equity markets: An industry sector perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article9
2014Banking crises: Identifying dates and determinants In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
1997The impact of exchange rate volatility on German-US trade flows In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article70
1997An examination of the effects of major political change on stock market volatility: the South African experience In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
1997An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience..(1997) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
1997A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article5
2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
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article102
2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
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article66
2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343] In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2011Asset market linkages: Evidence from financial, commodity and real estate assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article124
2003Sudden changes in property rights: the case of Australian native title In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article0
2000Modeling Australias country risk: a country beta approach In: Journal of Economics and Business.
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article11
2000A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article40
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article17
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2012Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval In: Mathematics and Computers in Simulation (MATCOM).
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article0
2007Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article9
2007Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data In: Journal of Multinational Financial Management.
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article11
1994Beta stability and portfolio formation In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article20
1995Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
1994Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 20
paper
1998An investigation into the extent of beta instability in the Singapore stock market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article5
2000Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article8
2009Do realized betas exhibit up/down market tendencies? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article5
2010Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article8
2008The underpricing of gold mining initial public offerings In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2010Does volume help in predicting stock returns? An analysis of the Australian market In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2015Do asset backed securities ratings matter on average? In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
1993The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients. In: Melbourne - Centre in Finance.
[Citation analysis]
paper0
1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach. In: Melbourne - Centre in Finance.
[Citation analysis]
paper0
1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach..(1994) In: RMIT - Centre Finance.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1995Autocorrelations, Returns and Australian Financial Futures. In: Melbourne - Centre in Finance.
[Citation analysis]
paper2
1995Autocorrelations, returns and Australian financial futures.(1995) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1996Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period. In: Melbourne - Centre in Finance.
[Citation analysis]
paper1
1996The Stability of ARCH Models Across Australian Financial Markets. In: Melbourne - Centre in Finance.
[Citation analysis]
paper0
1998Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange. In: Melbourne - Centre in Finance.
[Citation analysis]
paper14
2001Power ARCH modelling of commodity futures data on the London Metal Exchange.(2001) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1998A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance.
[Citation analysis]
paper0
2008The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior In: Journal of Family and Economic Issues.
[Full Text][Citation analysis]
article16
2006The Pricing of Property Trust IPOs in Australia In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article3
2000U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article7
2004Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article7
2009Oil prices and transport sector returns: an international analysis In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article53
2011Underwriter reputation and underpricing: evidence from the Australian IPO market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article10
2007The Pricing and Underwriting Costs of Japanese REIT IPOs In: Discussion Papers.
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paper9
2008The Pricing and Underwriting Costs of Japanese REIT IPOs.(2008) In: Journal of Property Research.
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This paper has another version. Agregated cites: 9
article
2011Underpricing of Chinese Initial Public Offerings In: Chinese Economy.
[Full Text][Citation analysis]
article4
2009The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984 In: Monash Economics Working Papers.
[Full Text][Citation analysis]
paper0
2013The Impact of Patenting Activity on the Financial Performance of Malaysian Firms In: Monash Economics Working Papers.
[Full Text][Citation analysis]
paper3
1994Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2005An Analysis of Watermove Water Markets In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper3
2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
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paper4
2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2014Thai Financial Markets and Political Change In: Journal of Financial Management, Markets and Institutions.
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article0
2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
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paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
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paper0
2007An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data In: MPRA Paper.
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paper11
2012Do trading hours affect volatility links in the foreign exchange market? In: Australian Journal of Management.
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article5
2012Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market In: Journal of Emerging Market Finance.
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article3
2013Second Place Is First of the Losers In: Journal of Sports Economics.
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article4
2006A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance In: Applied Economics Letters.
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2009Market depth in an illiquid market: applying the VNET concept to Victorian water markets In: Applied Economics Letters.
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2009On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note In: Applied Economics Letters.
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1997A note on beta forecasting In: Applied Economics Letters.
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1997Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters.
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1998Is there a common response in Australian bilateral exchange rates following current account announcements? In: Applied Economics Letters.
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1998The nature and extent of revisions to Australian macroeconomic data In: Applied Economics Letters.
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1999International diversification of the funds management industry In: Applied Economics Letters.
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1999Variance ratio testing of the Australian forward foreign exchange market In: Applied Economics Letters.
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1999Autocorrelations, returns and Australian stock indices In: Applied Economics Letters.
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2000The Sydney Olympic Games announcement and Australian stock market reaction In: Applied Economics Letters.
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2005Ranking economics research output by Econbase downloads: a comparison to publication based measures In: Applied Financial Economics Letters.
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2005Dividend forecasts and dividend payments of initial public offerings -- when zero means zero and no comment most likely also means zero In: Applied Financial Economics Letters.
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2006Risk-return tradeoffs from investing in the Australian cash management industry In: Applied Financial Economics Letters.
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2007The costs of raising equity capital for closed-end fund IPOs In: Applied Financial Economics Letters.
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2008Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis In: Applied Financial Economics Letters.
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2008An ordered probit model of Morningstar individual stock ratings In: Applied Financial Economics Letters.
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2000Australian industry beta risk, the choice of market index and business cycles In: Applied Financial Economics.
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2001Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling In: Applied Financial Economics.
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2003Returns and volatility on the Chinese stock markets In: Applied Financial Economics.
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2004Correlations, integration and Hansen-Jagannathan bounds In: Applied Financial Economics.
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article1
2004Stakeholder representation on the boards of Australian initial public offerings In: Applied Financial Economics.
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article3
2004Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics.
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article0
2005Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics.
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article6
2005The stock market impact of German reunification: international evidence In: Applied Financial Economics.
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article1
2007The target cash rate and its impact on investment asset returns in Australia In: Applied Financial Economics.
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article2
2008Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics.
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article1
2008Untangling demand curves from information effects: evidence from Australian index adjustments In: Applied Financial Economics.
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article1
2009Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics.
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article8
2009A duration analysis of the time from prospectus to listing for Australian initial public offerings In: Applied Financial Economics.
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article2
2011Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis In: Applied Financial Economics.
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article2
1997The stability of ARCH models across Australian financial futures markets In: Applied Financial Economics.
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article0
2013Price clustering in Australian water markets In: Applied Economics.
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article8
2002An ordered response model of test cricket performance In: Applied Economics.
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article10
2003Financial characteristics of Australian initial public offerings from 1994 to 1999 In: Applied Economics.
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article1
2011The demand for creative arts in regional Victoria, Australia In: Applied Economics.
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article6
2006Factors Influencing Money Left on the Table by Property Trust IPO Issuers In: Journal of Property Research.
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article2
2007Country risk and the estimation of asset return distributions In: Quantitative Finance.
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article1

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