Robert Brooks : Citation Profile


Are you Robert Brooks?

Monash University

20

H index

53

i10 index

1897

Citations

RESEARCH PRODUCTION:

141

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 65
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 194.    Total self citations: 48 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr492
   Updated: 2023-11-04    RAS profile: 2021-06-05    
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Relations with other researchers


Works with:

Do, Hung (3)

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

Is cited by:

Tiwari, Aviral (21)

GUPTA, RANGAN (20)

Nguyen, Duc Khuong (19)

ap Gwilym, Owain (18)

Alsakka, Rasha (18)

Do, Hung (18)

Chevallier, Julien (14)

Todea, Alexandru (14)

Sensoy, Ahmet (12)

faff, robert (12)

bouoiyour, jamal (11)

Cites to:

faff, robert (61)

Bollerslev, Tim (58)

Ritter, Jay (42)

Andersen, Torben (38)

Harvey, Campbell (37)

Diebold, Francis (37)

Fama, Eugene (31)

French, Kenneth (27)

Engle, Robert (26)

Shleifer, Andrei (20)

Do, Hung (17)

Main data


Where Robert Brooks has published?


Journals with more than one article published# docs
Applied Economics Letters12
Journal of International Financial Markets, Institutions and Money7
International Review of Financial Analysis6
Economic Papers6
Pacific-Basin Finance Journal6
Review of Quantitative Finance and Accounting5
Australian Economic Papers5
Journal of Banking & Finance5
International Review of Economics & Finance5
Australian Journal of Management4
Applied Economics4
Research in International Business and Finance3
Global Finance Journal3
Journal of Accounting and Management Information Systems2
Agricultural Water Management2
Economics Letters2
Emerging Markets Review2
Journal of International Money and Finance2
Energy Economics2
Journal of Econometrics2
Journal of Multinational Financial Management2
Journal of Property Research2
The North American Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics6
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 (2023 and 2022)


YearTitle of citing document
2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2023.

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2022Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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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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2023A spectral approach to stock market performance. (2023). Escañuela Romana, Ignacio ; Nieves, Clara Escanuela. In: Papers. RePEc:arx:papers:2305.05762.

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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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2023.

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2023.

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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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2022ASX small firm/microcap listings: the IPO ‘Pop’ and two decades of subsequent returns. (2022). Purchase, Sharon ; Marsh, Terry ; Gilbey, Kylie. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3285-3318.

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2022Debunking Murray?Darling Basin water trade myths. (2022). Wheeler, Sarah Ann. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:797-821.

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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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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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2023Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League. (2023). Lakhani, Karim R ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:410-435.

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2023Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2022Does asset location and concentration explain REIT IPO valuation?. (2022). Zheng, Chen ; Marcato, Gianluca ; Ling, David C. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:3:p:672-706.

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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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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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2022A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price. (2022). Alexakis, Christos ; Nagula, Pavan Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000673.

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2022Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions. (2022). Contreras-Reyes, Javier E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004787.

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2022Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

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2022Mind the sovereign ceiling on corporate performance. (2022). Zhang, Lambert ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000967.

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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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2022Modern health pandemic crises and stock price crash risk. (2022). Pan, Zikui ; Zhao, Chenfang ; Yao, Chia-Ling ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:448-463.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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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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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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2022Winds of tapering, financial gravity and COVID-19. (2022). Ulusoy, Veysel ; Kirik, Alper. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000699.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2022No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance. (2022). Anghel, Dan Gabriel. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001720.

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2022Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453.

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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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2022Strategic behavior of insiders in initial underpricing and long-run underperformance. (2022). Zhou, Zhong-Guo ; Yang, Baohua. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s1566014122000577.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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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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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2022Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651.

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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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2022Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004017.

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2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Wu, Shan ; Zhou, Yuqin. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480.

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2022Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Brooks, Robert ; Mohsen, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187.

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2022Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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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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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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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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2022Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic. (2022). Najand, Mohammad ; Yousefi, Hamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002198.

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2022The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?. (2022). Szulczyk, Kenneth R ; Faff, Robert ; Cheema, Muhammad A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002691.

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2022What drives cross-market correlations during the United States Q.E.?. (2022). Vo, Xuan Vinh ; Do, Hung Xuan ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x.

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2023Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606.

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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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2022Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory. (2022). Gonzalez-Pla, Francisco ; Lovreta, Lidija. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001933.

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2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. (2022). Pandey, Dharen ; Boubaker, Sabri ; Goodell, John W ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001969.

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2022Importance of ESG factors in sovereign credit ratings. (2022). Estran, Remy ; Le, Phuong ; Pineau, Edouard. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002203.

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2023Board characteristics and IPO underpricing in China: The perspective of moderating effect of venture capitalists. (2023). Cebula, Richard ; Foley, Maggie ; Wang, Puxuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006675.

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2023Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2022Do large-cap exchange-traded funds perform better than their small-cap counterparts in extreme market conditions??. (2022). Valadkhani, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s104402832200045x.

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2022Conventional and downside CAPM: The case of London stock exchange. (2022). Pyke, Christopher ; Markowski, Lesaw ; Rutkowska-Ziarko, Anna ; Amin, Saqib. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000618.

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2022Transfer of corporate governance practices into weak emerging market environments by foreign institutional investors. (2022). Tunyi, Abongeh ; Adegbite, Emmanuel ; Areneke, Geofry. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:5:s0969593122000063.

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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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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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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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2022The cash conversion cycle spread: International evidence. (2022). Tan, Yongxian ; Choy, Siu Kai ; Chen, Catherine Huirong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200111x.

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2022Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345.

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2023Credit ratings and firm innovation: Evidence from sovereign downgrades. (2023). Yang, Shijie ; Wang, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002990.

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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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2023Gender and willingness to compete for high stakes. (2023). van Dolder, Dennie ; van den Assem, Martijn J ; Buser, Thomas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:350-370.

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2022The impact of IFRS adoption on IPOs management earnings forecasts in Australia. (2022). Patsika, Victoria ; Huang, Chen ; Gounopoulos, Dimitrios ; Georgakopoulos, Georgios. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:48:y:2022:i:c:s1061951822000453.

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2022Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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2022GAS and GARCH based value-at-risk modeling of precious metals. (2022). Tiwari, Aviral ; Owusu Junior, Peterson ; Asafo-Adjei, Emmanuel ; Tweneboah, George. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004645.

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2022Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

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2022Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies. (2022). Tari, Elif Nur ; Erdoan, Fatma ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200037x.

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2022Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries. (2022). Awodumi, Olabanji ; Adewuyi, Adeolu O ; Adeleke, Musefiu A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004068.

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2022Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. (2022). Zaman, Umer ; Kocak, Emrah ; Shehzad, Khurram ; Liu, Xiaoxing. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004287.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2022The impact of COVID-19 pandemic on the volatility connectedness network of global stock market. (2022). Yao, Wenying ; Bo, Albert ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001852.

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2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2022Islamic equity investments and the COVID-19 pandemic. (2022). Ashraf, Dawood ; Ahmad, Ghufran ; Rizwan, Muhammad Suhail. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000609.

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2022COVID-19 and policy responses: Early evidence in banks and FinTech stocks. (2022). Bianchi, Robert J ; Kakhkharov, Jakhongir. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x2200110x.

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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.
[Citation analysis]
article0
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
[Citation analysis]
article9
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
1996Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
[Citation analysis]
article0
1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
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article3
2000Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers.
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article20
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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article1
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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article9
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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article11
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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article9
2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
[Citation analysis]
article152
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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article17
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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article8
2008Efficiency gains from water markets: Empirical analysis of Watermove in Australia In: Agricultural Water Management.
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article41
2007Asia/Pacific Regional Trade Agreements: An empirical study In: Journal of Asian Economics.
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article12
2009Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]
article9
2002New evidence on the impact of financial leverage on beta risk: A time-series approach In: The North American Journal of Economics and Finance.
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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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article15
2012Inflated ordered outcomes In: Economics Letters.
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article17
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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article13
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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article24
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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article26
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
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article16
2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics.
[Full Text][Citation analysis]
article6
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]
article117
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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article28
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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article3
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article12
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article37
1999Mean reversion and the forecasting of country betas: a note In: Global Finance Journal.
[Full Text][Citation analysis]
article3
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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article12
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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article12
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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article30
2011Effects of the open policy on the dependence between the Chinese A stock market and other equity markets: An industry sector perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article12
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]
article82
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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article13
1997An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience..(1997) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 13
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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article123
2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
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article80
2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343] In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2011Asset market linkages: Evidence from financial, commodity and real estate assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article171
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]
article21
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
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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article12
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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article
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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article7
2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets In: Pacific-Basin Finance Journal.
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article22
2020Investor-herding and risk-profiles: A State-Space model-based assessment In: Pacific-Basin Finance Journal.
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article1
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: 1
paper
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.
[Full Text][Citation analysis]
article10
2009Do realized betas exhibit up/down market tendencies? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article7
2010Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article15
2015Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression In: International Review of Economics & Finance.
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article10
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article23
2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article5
2008The underpricing of gold mining initial public offerings In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2010Does volume help in predicting stock returns? An analysis of the Australian market In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2015Do asset backed securities ratings matter on average? In: Research in International Business and Finance.
[Full Text][Citation analysis]
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]
article4
2016Classifying Chinese bull and bear markets: indices and individual stocks In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article1
1993The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients. In: Melbourne - Centre in Finance.
[Citation analysis]
paper0
1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach. In: Melbourne - Centre in Finance.
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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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This paper has another version. Agregated cites: 0
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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paper0
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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article
1998A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance.
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paper0
2019Investor Attention and Stock Market Activities: New Evidence from Panel Data In: IJFS.
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article8
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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article0
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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article20
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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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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chapter0
2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
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paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
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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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article1
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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article5
2012Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market In: Journal of Emerging Market Finance.
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article5
2013Second Place Is First of the Losers In: Journal of Sports Economics.
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article13
2011Violence in the Australian Football League: Good or Bad? In: Sports Economics, Management, and Policy.
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chapter0
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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article3
1997A note on beta forecasting In: Applied Economics Letters.
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article6
1997Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters.
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article7
1998Is there a common response in Australian bilateral exchange rates following current account announcements? In: Applied Economics Letters.
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article0
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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article1
1999Variance ratio testing of the Australian forward foreign exchange market In: Applied Economics Letters.
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article0
1999Autocorrelations, returns and Australian stock indices In: Applied Economics Letters.
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article1
2000The Sydney Olympic Games announcement and Australian stock market reaction In: Applied Economics Letters.
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article27
2005Ranking economics research output by Econbase downloads: a comparison to publication based measures In: Applied Financial Economics Letters.
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article1
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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article1
2006Risk-return tradeoffs from investing in the Australian cash management industry In: Applied Financial Economics Letters.
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article0
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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2010Multivariate tests of asset pricing: simulation evidence from an emerging market 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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