Robert Brooks : Citation Profile


Are you Robert Brooks?

Monash University

19

H index

49

i10 index

1716

Citations

RESEARCH PRODUCTION:

141

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 59
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 211.    Total self citations: 48 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr492
   Updated: 2022-09-24    RAS profile: 2021-06-05    
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Relations with other researchers


Works with:

Do, Hung (4)

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

Is cited by:

GUPTA, RANGAN (19)

Nguyen, Duc Khuong (19)

Tiwari, Aviral (19)

ap Gwilym, Owain (18)

Alsakka, Rasha (18)

Todea, Alexandru (14)

Chevallier, Julien (14)

Sensoy, Ahmet (11)

faff, robert (11)

Wheeler, Sarah (10)

Hamori, Shigeyuki (10)

Cites to:

faff, robert (59)

Bollerslev, Tim (57)

Ritter, Jay (40)

Andersen, Torben (38)

Harvey, Campbell (37)

Diebold, Francis (35)

Fama, Eugene (31)

French, Kenneth (26)

Engle, Robert (25)

Shleifer, Andrei (20)

Do, Hung (17)

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
International Review of Financial Analysis6
Economic Papers6
Applied Financial Economics Letters6
Pacific-Basin Finance Journal6
Australian Economic Papers5
International Review of Economics & Finance5
Journal of Banking & Finance5
Review of Quantitative Finance and Accounting5
Australian Journal of Management4
Applied Economics4
Research in International Business and Finance3
Global Finance Journal3
Journal of Econometrics2
Emerging Markets Review2
Journal of International Money and Finance2
Journal of Multinational Financial Management2
Journal of Accounting and Management Information Systems2
Journal of Property Research2
Agricultural Water Management2
The North American Journal of Economics and Finance2
Economics Letters2
Energy Economics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics6
MPRA Paper / University Library of Munich, Germany3
Econometric Society 2004 Australasian Meetings / Econometric Society3
Monash Economics Working Papers / Monash University, Department of Economics2

Recent works citing Robert Brooks (2022 and 2021)


YearTitle of citing document
2021Is the Configuration of Indian Stock Market Weakly Efficient?. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:3:p:1-6.

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2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2021Testing 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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2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2021A new look at calendar anomalies: Multifractality and day of the week effect. (2021). Vodenska, Irena ; Stosic, Dusan ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2106.06164.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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2022Exchange Rate Volatility and Exports: The Nigerian Scenario. (2022). Chukwuka, Ekechi ; Ebenyi, Gabriel O ; Uzoechina, Benedict I ; Saleh, Abubakar Sadiq ; Eze, Millicent Adanne ; Duru, Innocent U. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:v:12:y:2022:i:1:p:11-28:id:4404.

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2022Signalling in Initial Coin Offerings: The Key Role of Entrepreneurs’ Self?efficacy and Media Presence. (2022). Roder, Florian ; Czaja, Daniel. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:24-61.

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2021Markets, mis?direction and motives: A factual analysis of hoarding and speculation in southern Murray–Darling Basin water markets. (2021). Mateo, Luis ; Adamson, David ; Auricht, Christopher ; Loch, Adam. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:2:p:291-317.

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2022Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2022Superstar Productivity and Pay: Evidence from the Australian Football League. (2022). Pinnuck, Matthew ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:321:p:166-190.

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2021Finding your feet: A Gaussian process model for estimating the abilities of batsmen in test cricket. (2021). Brewer, Brendon J ; Stevenson, Oliver G. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:2:p:481-506.

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2021IMF conditionality and capital controls: Capital account liberalization to capital inflow management?. (2021). El-Shagi, Makram ; Yamarik, Steven J ; Elshagi, Makram ; el Shagi, Makram . In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:590-605.

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2021Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages. (2021). Hardik, Marfatia. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:73-117:n:1.

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2021Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness. (2021). Mohaddes, Kamiar ; Burke, Matt ; Agarwala, Matthew ; Kraemer, M ; Klusak, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2127.

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2021Capital ratios and banking crises in the European Union. (2021). Labondance, Fabien ; Refait-Alexandre, Catherine ; Cardot-Martin, Raphael. In: Working Papers. RePEc:crb:wpaper:2021-05.

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2021Effect of Financial Leverage on the Financial Performance of Jordanian Public Shareholding Companies: Applied Study on the Financial Sector of Jordan for the Period of 2015-2019. (2021). Aloshaibat, Sulieman Daood. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-7.

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2022Impact of water markets on equity and efficiency in irrigation water use: A systematic review and meta-analysis. (2022). Nayak, Diptimayee ; Singh, S P ; Bajaj, Akshi. In: Agricultural Water Management. RePEc:eee:agiwat:v:259:y:2022:i:c:s0378377421004595.

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2021Improving stock price prediction using the long short-term memory model combined with online social networks. (2021). Zhou, Jianan ; Liu, Keyan ; Dong, Dayong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000514.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Sequential Bayesian bandwidth selection for multivariate kernel regression with applications. (2022). Zhang, Yonghui ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001055.

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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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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

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2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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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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2022Armchair fans: Modelling audience size for televised football matches. (2022). Tena, J D ; McHale, Ian G ; Forrest, David ; Buraimo, Babatunde. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:644-655.

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2021The impact of trade and financial openness on bank loan pricing: Evidence from emerging economies. (2021). Shen, Yinjie ; Qian, Ningyu ; Ashraf, Badar Nadeem. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014121000017.

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2021ChiNext IPOs initial returns before and after the 2013 stock market reform: What can we learn?. (2021). Deng, QI ; Hussein, Monica ; Zhou, Zhong-Guo. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s156601412100025x.

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2021Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x.

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2021Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample. (2021). LE, Thai-Ha ; Vo, Long Hai. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002905.

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2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic. (2022). Tiwari, Aviral ; Naifar, Nader ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000299.

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2022Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165.

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2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). McIver, Ronald ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001833.

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2021Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394.

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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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2022Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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2021Key audit matters and stock price synchronicity: Evidence from a quasi-natural experiment in China. (2021). Zhao, Ying ; Liu, Qingzhuo ; Shan, Yaowen ; Lu, Meiting ; Zhai, Huayun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000892.

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2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

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2021Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. (2021). Liu, Yun ; Gong, XU ; Wang, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001277.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021Information uncertainty, investor sentiment, and analyst reports. (2021). Yang, Hee Jin ; Ryu, Doojin ; Kim, Karam. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x.

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2021Sovereign credit ratings during the COVID-19 pandemic. (2021). Hoang, Tri ; Kraemer, Moritz ; Klusak, Patrycja ; Vu, Huong ; Tran, Yen. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002088.

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2021Does hedge disclosure influence cost of capital for European banks?. (2021). Acheampong, Albert ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002635.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2021Underwriter reputation and IPO underpricing: The role of institutional investors in the Chinese growth enterprise market. (2021). Dai, Tiantian ; Zhu, Baohua ; Ning, Lutao ; Mallick, Sushanta. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002763.

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2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

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2022Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?. (2022). Zhao, Wanru ; Zhu, Huiming ; Tan, Anqi ; Ren, Yinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000552.

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2021Information dissemination and price discovery. (2021). Zantour, Ahlem ; Amairi, Haifa ; Saadi, Samir. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319314424.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2021Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds. (2021). Vo, Xuan Vinh ; Balli, Hatice ; Naeem, Muhammad Abubakr ; Ha, Thi Thu. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320304207.

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2021Learning from SARS: Return and volatility connectedness in COVID-19. (2021). Do, Hung ; Bissoondoyal-Bheenick, Emawtee ; Zhong, Angel ; Hu, Xiaolu. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s154461232031610x.

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2021COVID-19 and financial market efficiency: Evidence from an entropy-based analysis. (2021). Wang, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317025.

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2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. (2021). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100.

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2022Managers’ loss aversion and firm debt financing: Some insights from Vietnamese SMEs. (2022). Nguyen, Quang ; Kim, Huong Trang. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001276.

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2022Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634.

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2022Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. (2022). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003949.

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2021Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2021Global banking stability in the shadow of Covid-19 outbreak. (2021). Trinh, Vu Quang ; Elnahass, Marwa ; Li, Teng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100041x.

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2021On the information content of sovereign credit rating reports: Improving the predictability of rating transitions?. (2021). Lonarski, Igor ; Slapnik, Ursula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000639.

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2022Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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2022Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299.

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2021Hazard stocks and expected returns. (2021). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Kassa, Haimanot ; Ferguson, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000522.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2021Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461.

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2022Subjective well-being and the gender composition of the reference group: Evidence from a survey experiment. (2022). Fumagalli, Elena. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:196-219.

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2022Ricardian equivalence, foreign debt and sovereign default risk. (2022). Pyun, Ju Hyun ; Eichler, Stefan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:21-49.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2021Pre-IPO earnings management: Evidence from India. (2021). Spieler, Andrew C ; Smith, Garrett C ; Sarkar, Sayan ; Nikbakht, Ehsan. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:44:y:2021:i:c:s1061951821000252.

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2021Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market. (2021). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000334.

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2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

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2021The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300350.

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2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2021Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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2021Network approach to the dynamic transformation characteristics of the joint impacts of gold and oil on copper. (2021). Wu, Tao ; Zheng, Huiling ; An, Sufang ; Gao, Xiangyun ; Li, YU. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309958.

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2021Exploring shock and volatility transmission between oil and Chinese industrial raw materials. (2021). Safarzadeh, Omid ; Kirkulak-Uludag, Berna. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310023.

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2021Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Raheem, Ibrahim ; Hille, Erik ; Tiwari, Aviral Kumar ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000660.

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2021Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Lei, Xiaojie ; Bouri, Elie ; Zhang, Hongwei ; Xu, Yahua ; Jalkh, Naji. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775.

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2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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2021The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreolahernandez, Jose ; Ahmad, Wasim ; Mishra, Ritesh Kumar ; Saini, Seema. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

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2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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2021Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach. (2021). Bilgili, Faik ; Kuskaya, Sevda ; Kocak, Emrah ; Zaman, Umer ; Shehzad, Khurram. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100177x.

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2021Oil prices and agricultural growth in South Africa: A threshold analysis. (2021). Odhiambo, Nicholas M ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002105.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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2021Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Roubaud, David ; Lahiani, Amine ; Jena, Sangram Keshari. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889.

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More than 100 citations found, this list is not complete...

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.
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article0
2013Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems.
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article0
1991A Social Loss Approach to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
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article0
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
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article9
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
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This paper has another version. Agregated cites: 9
paper
1996Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
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article0
1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
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article3
2000Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers.
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article15
2002INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS In: Economic Papers.
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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.
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article0
2004THE PRICE OF DISCRIMINATION: AN ECONOMIC ANALYSIS OF THE HUMAN RIGHTS AND EQUAL OPPORTUNITY COMMISSION RULINGS 1985–2000 In: Economic Papers.
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article0
2006THE INITIAL IMPACTS OF A MATCHED SAVINGS PROGRAM: THE SAVER PLUS PROGRAM In: Economic Papers.
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article2
2006FUNDING THE NON-PROFIT WELFARE SECTOR: EXPLAINING CHANGING FUNDING SOURCES 1960–1999 In: Economic Papers.
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article0
2015Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League In: The Economic Record.
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article8
2018Decomposition of systematic and total risk variations in emerging markets In: International Finance.
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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.
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article9
2015Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting.
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article7
2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
[Citation analysis]
article137
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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article16
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.
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paper11
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.
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article
2014Price leadership and information transmission in Australian water allocation markets In: Agricultural Water Management.
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2008Efficiency gains from water markets: Empirical analysis of Watermove in Australia In: Agricultural Water Management.
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article37
2007Asia/Pacific Regional Trade Agreements: An empirical study In: Journal of Asian Economics.
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article11
2009Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals.
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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.
[Full Text][Citation analysis]
article13
2016Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity In: The North American Journal of Economics and Finance.
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article14
2012Inflated ordered outcomes In: Economics Letters.
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article16
2012Inflated Ordered Outcomes.(2012) In: Discussion Paper Series.
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paper
2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
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article12
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
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article25
1993Alternative point-optimal tests for regression coefficient stability In: Journal of Econometrics.
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article3
2012The roles of news and volatility in stock market correlations during the global financial crisis In: Emerging Markets Review.
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article24
2007Power arch modelling of the volatility of emerging equity markets In: Emerging Markets Review.
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article24
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
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article13
2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics.
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article3
2015Cooperation, defection and resistance in Nazi Germany In: Explorations in Economic History.
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article1
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article107
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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article25
2009Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs In: International Review of Financial Analysis.
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article7
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
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article2
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
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article11
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
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article26
1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
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article2
2006Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches In: Global Finance Journal.
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article25
2005Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2015Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis In: Global Finance Journal.
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article8
2001GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money.
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article11
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.
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article1
2008Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets In: Journal of International Financial Markets, Institutions and Money.
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article27
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.
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article11
2014Banking crises: Identifying dates and determinants In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article14
1997The impact of exchange rate volatility on German-US trade flows In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article77
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.
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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]
article10
2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
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article115
2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
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article75
2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343] In: Journal of Banking & Finance.
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article0
2011Asset market linkages: Evidence from financial, commodity and real estate assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article154
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.
[Full Text][Citation analysis]
article12
2000A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article44
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article19
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 19
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]
article12
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.
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article20
1995Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal.
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1994Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance.
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2015The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan In: Pacific-Basin Finance Journal.
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article3
2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets In: Pacific-Basin Finance Journal.
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article12
2020Investor-herding and risk-profiles: A State-Space model-based assessment In: Pacific-Basin Finance Journal.
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article0
2020Investor-herding and risk-profiles: A State-Space Model-based Assessment.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 0
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1998An investigation into the extent of beta instability in the Singapore stock market In: Pacific-Basin Finance Journal.
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article9
2000Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks In: The Quarterly Review of Economics and Finance.
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article10
2009Do realized betas exhibit up/down market tendencies? In: International Review of Economics & Finance.
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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.
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article15
2015Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article18
2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article3
2008The underpricing of gold mining initial public offerings In: Research in International Business and Finance.
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article4
2010Does volume help in predicting stock returns? An analysis of the Australian market In: Research in International Business and Finance.
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article4
2015Do asset backed securities ratings matter on average? In: Research in International Business and Finance.
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article5
2009Does Risk Aversion Vary with Decision-Frame? An Empirical Test Using Recent Game Show Data In: Review of Behavioral Finance.
[Full Text][Citation analysis]
article5
2016Classifying Chinese bull and bear markets: indices and individual stocks In: Studies in Economics and Finance.
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article1
1993The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients. In: Melbourne - Centre in Finance.
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paper0
1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach. In: Melbourne - Centre in Finance.
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paper0
1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach..(1994) In: RMIT - Centre Finance.
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paper
1995Autocorrelations, Returns and Australian Financial Futures. In: Melbourne - Centre in Finance.
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paper2
1995Autocorrelations, returns and Australian financial futures.(1995) In: Applied Economics Letters.
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article
1996Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period. In: Melbourne - Centre in Finance.
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paper1
1996The Stability of ARCH Models Across Australian Financial Markets. In: Melbourne - Centre in Finance.
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1998Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange. In: Melbourne - Centre in Finance.
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paper15
2001Power ARCH modelling of commodity futures data on the London Metal Exchange.(2001) In: The European Journal of Finance.
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1998A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance.
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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data In: IJFS.
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2014A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence In: International Journal of Risk and Contingency Management (IJRCM).
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2008The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior In: Journal of Family and Economic Issues.
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article19
2006The Pricing of Property Trust IPOs in Australia In: The Journal of Real Estate Finance and Economics.
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2000U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. In: Review of Quantitative Finance and Accounting.
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2004Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance In: Review of Quantitative Finance and Accounting.
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2009Oil prices and transport sector returns: an international analysis In: Review of Quantitative Finance and Accounting.
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2011Underwriter reputation and underpricing: evidence from the Australian IPO market In: Review of Quantitative Finance and Accounting.
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2007The Pricing and Underwriting Costs of Japanese REIT IPOs In: Discussion Papers.
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2008The Pricing and Underwriting Costs of Japanese REIT IPOs.(2008) In: Journal of Property Research.
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2011Underpricing of Chinese Initial Public Offerings In: Chinese Economy.
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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.
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2013The Impact of Patenting Activity on the Financial Performance of Malaysian Firms In: Monash Economics Working Papers.
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2014The impact of patenting activity on the financial performance of Malaysian firms.(2014) In: Journal of the Asia Pacific Economy.
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1994Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers.
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2005An Analysis of Watermove Water Markets In: Monash Econometrics and Business Statistics Working Papers.
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2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
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2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
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2014Thai Financial Markets and Political Change In: Journal of Financial Management, Markets and Institutions.
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2015Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models In: Palgrave Macmillan Books.
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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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2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
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2007An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data In: MPRA Paper.
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2012Do trading hours affect volatility links in the foreign exchange market? In: Australian Journal of Management.
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2016The impact of HR political skill in the HRM and organisational performance relationship In: Australian Journal of Management.
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2016Concurrent momentum and contrarian strategies in the Australian stock market In: Australian Journal of Management.
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2014Concurrent momentum and contrarian strategies in the Australian stock market.(2014) In: Working Papers.
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2018Volatility spillover between the US, Chinese and Australian stock markets In: Australian Journal of Management.
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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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2013Second Place Is First of the Losers In: Journal of Sports Economics.
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2011Violence in the Australian Football League: Good or Bad? In: Sports Economics, Management, and Policy.
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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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2004Stakeholder representation on the boards of Australian initial public offerings In: Applied Financial Economics.
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2004Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics.
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2005Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics.
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2005The stock market impact of German reunification: international evidence In: Applied Financial Economics.
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2007The target cash rate and its impact on investment asset returns in Australia In: Applied Financial Economics.
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2008Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics.
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2008Untangling demand curves from information effects: evidence from Australian index adjustments In: Applied Financial Economics.
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2009Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics.
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2009A duration analysis of the time from prospectus to listing for Australian initial public offerings In: Applied Financial Economics.
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2011Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis In: Applied Financial Economics.
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1997The stability of ARCH models across Australian financial futures markets In: Applied Financial Economics.
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2013Price clustering in Australian water markets In: Applied Economics.
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2002An ordered response model of test cricket performance In: Applied Economics.
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2003Financial characteristics of Australian initial public offerings from 1994 to 1999 In: Applied Economics.
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2011The demand for creative arts in regional Victoria, Australia In: Applied Economics.
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2006Factors Influencing Money Left on the Table by Property Trust IPO Issuers In: Journal of Property Research.
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2007Country risk and the estimation of asset return distributions In: Quantitative Finance.
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1998Returns and volatility in the Kuala Lumpur crude In: Journal of Futures Markets.
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2010Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2007Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs In: World Scientific Book Chapters.
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