Robert Brooks : Citation Profile


Are you Robert Brooks?

Monash University

15

H index

24

i10 index

868

Citations

RESEARCH PRODUCTION:

117

Articles

27

Papers

RESEARCH ACTIVITY:

   24 years (1991 - 2015). See details.
   Cites by year: 36
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 29 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr492
   Updated: 2017-05-20    RAS profile: 2015-02-09    
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Relations with other researchers


Works with:

Harris, Mark (2)

Spencer, Christopher (2)

Wu, Eliza (2)

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 (14)

Alsakka, Rasha (14)

Todea, Alexandru (13)

Nguyen, Duc Khuong (13)

Sensoy, Ahmet (10)

Hammoudeh, Shawkat (9)

Onour, Ibrahim (8)

Şensoy, Ahmet (8)

onour, Ibrahim (8)

McAleer, Michael (7)

bouoiyour, jamal (7)

Cites to:

faff, robert (45)

Ritter, Jay (29)

Harvey, Campbell (26)

Bollerslev, Tim (24)

Fama, Eugene (21)

French, Kenneth (18)

Engle, Robert (15)

Shleifer, Andrei (14)

Diebold, Francis (13)

Jagannathan, Ravi (12)

Dimovski, Bill (11)

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
International Review of Financial Analysis5
Australian Economic Papers5
Review of Quantitative Finance and Accounting5
Journal of Banking & Finance5
Applied Economics4
Pacific-Basin Finance Journal3
Research in International Business and Finance3
Journal of Multinational Financial Management2
Journal of Accounting and Management Information Systems2
Journal of International Money and Finance2
Journal of Property Research2
Global Finance Journal2
International Review of Economics & Finance2
Emerging Markets Review2
Agricultural Water Management2
Economics Letters2
Journal of Econometrics2

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
Econometric Society 2004 Australasian Meetings / Econometric Society3
MPRA Paper / University Library of Munich, Germany3
Monash Economics Working Papers / Monash University, Department of Economics2

Recent works citing Robert Brooks (2017 and 2016)


YearTitle of citing document
2016Price Efficiency in U.S. Water Rights Markets. (2016). Rimsaite, Renata ; Olmstead, Sheila M ; Fisher-Vanden, Karen A. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236373.

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2016Price Efficiency in U.S. Water Rights Markets. (2016). Fisher-Vanden, Karen A ; Olmstead, Sheila M ; Rimsaite, Renata . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:243124.

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2016BEYOND THE MACROECONOMIC DETERMINANTS OF SOVEREIGN CREDIT RATINGS IN DEVELOPING ECONOMIES: A PANEL DATA ANALYSIS CONSIDERING DIFFERENT DIMENSIONS.. (2016). Montes, Gabriel ; Pacheco, Diego Silveira . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:049.

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2016Time-varying return predictability in the Chinese stock market. (2016). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1611.04090.

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2016Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: Borradores de Economia. RePEc:bdr:borrec:931.

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2016Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings. (2016). Villamizar-Villegas, mauricio ; Valencia, Oscar ; Andrade-Pardo, Laura ; Vasquez-Escobar, Diego ; Valencia-Arana, Oscar . In: Borradores de Economia. RePEc:bdr:borrec:941.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Dynamic Efficiency of Stock Markets and Exchange Rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1632.

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2016Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014306.

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2016The Determinants of the Sovereign Debt Rating: Evidence for the European Union Countries. (2016). Miricescu, Emilian C ; Cornea, Delia ; au, Lucian . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:1:p:175-188.

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2016Stock market reactions to FIFA World Cup announcements: An event study. (2016). Darné, Olivier ; Charles, Amlie . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00339.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2016A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius. (2016). Fauzel, Sheereen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-51.

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2016Market Efficiency of Commercial Bank in Financial Crisis. (2016). Huang, Han-Ching ; Lin, Tze-Yi ; Su, Yong-Chern . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-52.

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2017Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN. (2017). Vo, Duc Hong ; Pham, Thach Ngoc . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-70.

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2016Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D. In: Applied Energy. RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

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2016Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios. (2016). Hart, Jeffrey D ; Yi, Seongbaek ; Choi, Taeryon . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:96:y:2016:i:c:p:120-132.

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2016Are natural gas spot and futures prices predictable?. (2016). Smyth, Russell ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:178-186.

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2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:469-478.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016A dead-end tunnel or the light at the end of it: The role of BRICs in European exports. (2016). Zeidan, Rodrigo ; Fedoseeva, Svetlana. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:237-248.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2016Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity. (2016). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Brooks, Robert ; Chang, Kwok-Boon . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:1-28.

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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2016Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2016). Sensoy, Ahmet ; Eraslan, Veysel ; Erturk, Mutahhar . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:4:p:552-567.

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2016Sovereign debt markets in light of the shadow economy. (2016). schneider, friedrich ; Markellos, Raphael ; Psychoyios, Dimitris . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:220-231.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

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2016Testing the martingale hypothesis for gross returns. (2016). LINTON, OLIVER ; Smetanina, Ekaterina . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:664-689.

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2017Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173.

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2016Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

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2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Maghyereh, Aktham I ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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2016Oil price risk exposure: A comparison of financial and non-financial subsectors. (2016). KATIRCIOGLU, SALIH ; Shaeri, Komeil ; Adaoglu, Cahit . In: Energy. RePEc:eee:energy:v:109:y:2016:i:c:p:712-723.

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2017A complicated relationship: Family involvement in the top management team and post-IPO survival. (2017). Cirillo, Alessandro ; Vigano, Riccardo ; Romano, Mauro ; Mussolino, Donata . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:8:y:2017:i:1:p:42-56.

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2016Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom. (2016). Antonakakis, Nikolaos ; Floros, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:111-122.

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2016Determinants of asymmetric return comovements of gold and other financial assets. (2016). Mandal, Anandadeep ; Poshakwale, Sunil S. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:229-242.

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2016Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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2016Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49.

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2016What drives asymmetric dependence structure of asset return comovements?. (2016). Poshakwale, Sunil S ; Mandal, Anandadeep . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:312-330.

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2016A test of the adaptive market hypothesis using a time-varying AR model in Japan. (2016). Noda, Akihiko. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:66-71.

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2016A game-theoretic model of underpricing and over-subscription in Chinese IPO’s. (2016). Lu, Helen ; Geertsema, Paul . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:93-96.

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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Miech, Sawomir ; Papie, Monika . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2016Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131.

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2016The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

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2016Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange. (2016). BABALOS, VASSILIOS ; Koulakiotis, Athanasios ; Papasyriopoulos, Nicholas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:46-62.

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2016On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

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2017Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?. (2017). Jakob, Keith ; Nam, Yoonsoo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:65-75.

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2016In-play forecasting of win probability in One-Day International cricket: A dynamic logistic regression model. (2016). Asif, Muhammad ; McHale, Ian G. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:34-43.

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2016Central banks’ forecasts and their bias: Evidence, effects and explanation. (2016). Ladley, Daniel ; Charemza, Wojciech. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:804-817.

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2016The importance of conflicts of interest in attributing sovereign credit ratings. (2016). Girard, Alexandre ; Bernal, Oscar ; Gnabo, Jean-Yves . In: International Review of Law and Economics. RePEc:eee:irlaec:v:47:y:2016:i:c:p:48-66.

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2016The relation between sovereign credit rating revisions and economic growth. (2016). Chen, Sheng-Syan ; Yang, Shu-Ling ; Chang, Chong-Chuo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:90-100.

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2016Sovereign debt ratings and stock liquidity around the World. (2016). Sapriza, Horacio ; Wu, Yangru ; Lee, Kuan-Hui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:99-112.

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2017Sovereign credit rating determinants: A comparison before and after the European debt crisis. (2017). Reusens, Peter ; Croux, Christophe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:108-121.

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2016Sovereign ratings and their asymmetric response to fundamentals. (2016). Molina Sánchez, Luis ; Broto, Carmen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:130:y:2016:i:c:p:206-224.

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2016Information production within the venture capital market: Implications for economic growth and development. (2016). Obrimah, Oghenovo A. In: Journal of Economics and Business. RePEc:eee:jebusi:v:87:y:2016:i:c:p:1-17.

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2016Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

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2016The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Drago, Danilo ; Gallo, Raffaele . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286.

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2016Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281.

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2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

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2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

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2016Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda. (2016). Linnenluecke, Martina K ; Chen, Xiaoyan ; Zhu, Yushu ; Ling, Xin ; Smith, Tom . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:66-76.

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2016Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. (2016). Ma, Pengcheng ; Li, Shuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:163-176.

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2016Time varying market efficiency of the GCC stock markets. (2016). CHARFEDDINE, Lanouar ; ben Khediri, Karim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:487-504.

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2016Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models. (2016). Han, Yingying ; Zhou, Xiang ; Gong, PU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:940-953.

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2016Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone. (2016). Anagnostidis, P ; Emmanouilides, C J ; Varsakelis, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:116-128.

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2016Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model. (2016). Rounaghi, Mohammad Mahdi ; Zadeh, Farzaneh Nassir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:10-21.

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2016Efficiency of Thai stock markets: Detrended fluctuation analysis. (2016). Hengpunya, Varagorn ; Sukpitak, Jessada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:204-209.

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2016Stock and currency market linkages: New evidence from realized spillovers in higher moments. (2016). Wu, Eliza ; Do, Hung Xuan ; Treepongkaruna, Sirimon ; Brooks, Robert . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:167-185.

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2016Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500. (2016). Yang, Jen-Wei ; Chang, Chia-Chien ; Shyu, So-De ; Tsai, Shu-Yu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:139-150.

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2016Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. (2016). Doytch, Nadia ; Nguyen, Tri Tung ; Narayan, Seema ; Kluegel, Karl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:485-503.

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2017Volatility Spillovers from Australias major trading partners across the GFC. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

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2016Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

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2016MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008. (2016). Assaf, Ata . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:222-240.

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2016The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange. (2016). Akbar, Muhammad ; Nguyen, Thuy Thu . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:241-253.

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2016Stock market efficiency and liquidity: The Indonesia Stock Exchange merger. (2016). Yang, Ann Shawing ; Pangastuti, Airin . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:28-40.

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2016Credit rating model development: An ordered analysis based on accounting data. (2016). Tsipouri, Lena ; Balios, Dimitris ; Thomadakis, Stavros . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:122-136.

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2016Euphoria in financial markets: How Indian companies generate value in their cross-border acquisitions. (2016). rao-nicholson, Rekha ; Ayton, Julie . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:494-508.

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2016InkLocal credit rating agencies: a new dataset. (2016). Marandola, Ginevra . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:83-103.

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2017Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models. (2017). Mnif, Afef Trabelsi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:206-214.

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2017The effect of US bank holding companies’ exposure to asset-backed commercial paper conduits on the information opacity and systemic risk. (2017). Kozubovska, Mariolia . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:530-545.

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2017Green energy companies: Stock performance and IPO returns. (2017). Tanda, Alessandra ; Anderloni, Luisa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:546-552.

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2017The way we live now: Financialization and securitization. (2017). Buchanan, Bonnie G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:663-677.

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2017Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778.

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2017Controversial curves of the economy: An up-to-date investigation of long waves. (2017). Focacci, Antonio . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:116:y:2017:i:c:p:271-285.

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2016Modelling Conditional Volatility and Downside Risk for Istanbul Stock Exchange. (2016). Ahmed, Doaa Akl . In: Working Papers. RePEc:erg:wpaper:1028.

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2016The Impact of Investor Sentiment on the Leverage Effect. (2016). Son-Turan, Semen . In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:1:p:4-18.

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2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors. (2016). Shang, Han Lin ; King, Maxwell. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:24-:d:68757.

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2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors. (2016). King, Maxwell L. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:24:d:68757.

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2016Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation. (2016). Hellstrom, Jorgen ; Sjogren, Tomas ; Liu, Yuna . In: Umeå Economic Studies. RePEc:hhs:umnees:0923.

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2016The impact of oil price shocks on the volatility of the Turkish stock market. (2016). Takin, Dilvin F ; Hala, Umut ; aala, Efe aalar . In: International Journal of Accounting and Finance. RePEc:ids:intjaf:v:6:y:2016:i:1:p:1-23.

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2016Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

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2016Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9534-3.

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2016An Empirical Assessment of Sovereign Country Risk in the Black Sea Region. (2016). Gavras, Panos ; Koura, Maria ; Vogiazas, Sofoklis D. In: International Advances in Economic Research. RePEc:kap:iaecre:v:22:y:2016:i:1:d:10.1007_s11294-016-9563-2.

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2016Cultural participation in Europe: Can we identify common determinants?. (2016). Falk, Martin ; Katz-Gerro, Tally . In: Journal of Cultural Economics. RePEc:kap:jculte:v:40:y:2016:i:2:d:10.1007_s10824-015-9242-9.

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2017Participation in cultural activities: specification issues. (2017). Rodriguez, Placido ; Suarez, Maria Jose ; Muiz, Cristina . In: Journal of Cultural Economics. RePEc:kap:jculte:v:41:y:2017:i:1:d:10.1007_s10824-015-9261-6.

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2016Parenting is risky business: parental risk attitudes in small stakes decisions on behalf of their children. (2016). Ziegelmeyer, Michael. In: Review of Economics of the Household. RePEc:kap:reveho:v:14:y:2016:i:3:d:10.1007_s11150-014-9245-x.

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2016A theory of underwriters’ risk management in a firm-commitment initial public offering. (2016). Mantell, Edmund H. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0466-0.

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2016A theory of underwriters’ risk management in a firm-commitment initial public offering. (2016). Mantell, Edmund . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:p:179-193.

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2016Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance. (2016). McGuinness, Paul B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0470-4.

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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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2013Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems.
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1991A Social Loss Approach to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
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1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
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1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
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1996Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
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1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
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2000Modelling the Equity Beta Risk of Australian Financial Sector Companies. In: Australian Economic Papers.
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2002INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS In: Economic Papers.
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2004HOW MUCH R&D SHOULD AUSTRALIA UNDERTAKE? In: Economic Papers.
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2004ARC LINKAGE PROJECTS AND RESEARCH-INTENSIVE ORGANIZATIONS: ARE RESEARCH-INTENSIVE ORGANIZATIONS LIKELY TO PARTICIPATE? In: Economic Papers.
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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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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.
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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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2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
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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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2010Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings.(2010) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2004R&D, Agency Costs and Capital Structure: International Evidence In: Econometric Society 2004 Australasian Meetings.
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2004Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings.
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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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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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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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2007Asia/Pacific Regional Trade Agreements: An empirical study In: Journal of Asian Economics.
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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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2012Inflated ordered outcomes In: Economics Letters.
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2012Inflated Ordered Outcomes.(2012) In: Discussion Paper Series.
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2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
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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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1993Alternative point-optimal tests for regression coefficient stability In: Journal of Econometrics.
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2012The roles of news and volatility in stock market correlations during the global financial crisis In: Emerging Markets Review.
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2007Power arch modelling of the volatility of emerging equity markets In: Emerging Markets Review.
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2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
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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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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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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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2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
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1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
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2006Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches In: Global Finance Journal.
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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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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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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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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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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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2014Banking crises: Identifying dates and determinants In: Journal of International Financial Markets, Institutions and Money.
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1997The impact of exchange rate volatility on German-US trade flows In: Journal of International Financial Markets, Institutions and Money.
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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.
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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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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.
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2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
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2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
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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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2011Asset market linkages: Evidence from financial, commodity and real estate assets In: Journal of Banking & Finance.
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article70
2003Sudden changes in property rights: the case of Australian native title In: Journal of Economic Behavior & Organization.
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2000Modeling Australias country risk: a country beta approach In: Journal of Economics and Business.
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article10
2000A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance.
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article28
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
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2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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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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2007Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan In: Journal of Multinational Financial Management.
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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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article7
1994Beta stability and portfolio formation In: Pacific-Basin Finance Journal.
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1995Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal.
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article
1994Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance.
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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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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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2009Do realized betas exhibit up/down market tendencies? In: International Review of Economics & Finance.
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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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2008The underpricing of gold mining initial public offerings In: Research in International Business and Finance.
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2010Does volume help in predicting stock returns? An analysis of the Australian market In: Research in International Business and Finance.
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2015Do asset backed securities ratings matter on average? In: Research in International Business and Finance.
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2005Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing In: Accounting Research Journal.
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1993The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients. In: Melbourne - Centre in Finance.
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1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach. In: Melbourne - Centre in Finance.
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1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach..(1994) In: RMIT - Centre Finance.
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1995Autocorrelations, Returns and Australian Financial Futures. In: Melbourne - Centre in Finance.
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1995Autocorrelations, returns and Australian financial futures.(1995) In: Applied Economics Letters.
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1996Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period. In: Melbourne - Centre in Finance.
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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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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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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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article15
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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article7
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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article3
2009Oil prices and transport sector returns: an international analysis In: Review of Quantitative Finance and Accounting.
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article27
2011Underwriter reputation and underpricing: evidence from the Australian IPO market In: Review of Quantitative Finance and Accounting.
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article5
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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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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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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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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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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