5
H index
3
i10 index
106
Citations
Robert E Brooks : Citation Profile
University of Alabama-Tuscaloosa | RESEARCH PRODUCTION: 29 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1989 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert E Brooks. | Is cited by:
| Cites to:
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Main data
Where Robert E Brooks has published?
| Journals with more than one article published | # docs |
|---|---|
| The Financial Review | 4 |
| Journal of Futures Markets | 4 |
| Financial Services Review | 4 |
| Journal of Banking & Finance | 3 |
| Journal of Financial Research | 2 |
Recent works citing Robert E Brooks (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model. (2024). Rachev, Svetlozar T ; Gnawali, Jagdish ; Fabozzi, Frank J ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2405.12479. Full description at Econpapers || Download paper |
| 2025 | Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model. (2025). Omotade, Blessing ; Rachev, Svetlozar T ; Lindquist, Brent W ; Nyarko, Nancy Asare ; Divelgama, Bhathiya. In: Papers. RePEc:arx:papers:2509.18099. Full description at Econpapers || Download paper |
| 2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper |
| 2024 | Dividend based risk measures: A Markov chain approach. (2024). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:471:y:2024:i:c:s0096300324000833. Full description at Econpapers || Download paper |
| 2025 | Seasonality and valuation of renewable energy projects in a two factor model. (2025). Best, Rohan ; Trueck, Stefan ; Truong, Chi ; Pitt, David. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s030626192500399x. Full description at Econpapers || Download paper |
| 2024 | Variance dynamics and term structure of the natural gas market. (2024). Wei, Xinyang ; Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882. Full description at Econpapers || Download paper |
| 2024 | Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412. Full description at Econpapers || Download paper |
| 2024 | An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753. Full description at Econpapers || Download paper |
| 2025 | Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616. Full description at Econpapers || Download paper |
| 2025 | In Pursuit of Samuelson for Commodity Futures: How to Parameterize and Calibrate the Term Structure of Volatilities. (2025). Galeeva, Roza. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:13-:d:1704304. Full description at Econpapers || Download paper |
| 2024 | Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model. (2024). Rachev, Svetlozar T ; Gnawali, Jagdish ; Fabozzi, Frank J ; Lindquist, Brent W. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:9:p:136-:d:1465277. Full description at Econpapers || Download paper |
| 2025 | Expected and realized returns for dividend-targeting investors: CAPM-DDM conceptual framework using Australian REITs. (2025). Yamagata, Reo. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:4:d:10.1007_s43546-025-00801-2. Full description at Econpapers || Download paper |
Works by Robert E Brooks:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Private Information and the Exercise of Executive Stock Options In: Financial Management. [Full Text][Citation analysis] | article | 21 |
| 1989 | Investment Decision Making with Derivative Securities. In: The Financial Review. [Citation analysis] | article | 2 |
| 1990 | An N-Stage, Fractional Period, Quarterly Dividend Discount Model. In: The Financial Review. [Citation analysis] | article | 8 |
| 1995 | The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset. In: The Financial Review. [Citation analysis] | article | 1 |
| 2012 | Information in the U.S. Treasury Term Structure of Interest Rates In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 1989 | THE COUPON EFFECT ON TERM PREMIUMS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2017 | AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 9 |
| 1994 | Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 21 |
| 2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Evidence of arbitrage trading activity: The case of Chinese metal futures contracts In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
| 1992 | Active timing decisions of equity mutual funds In: Financial Services Review. [Full Text][Citation analysis] | article | 0 |
| 1996 | Computing yields on enhanced CDs In: Financial Services Review. [Full Text][Citation analysis] | article | 1 |
| 1998 | Managing college tuition inflation using a surplus framework methodology In: Financial Services Review. [Full Text][Citation analysis] | article | 0 |
| 1999 | Municipal bonds: a contingent claims perspective In: Financial Services Review. [Full Text][Citation analysis] | article | 1 |
| 1989 | An empirical analysis of term premiums using stochastic dominance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 1990 | A note on the variance of spot interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | A comparison of the information in the LIBOR and CMT term structures of interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 1998 | A life-cycle view of electricity futures contracts In: Journal of Energy Finance & Development. [Full Text][Citation analysis] | article | 0 |
| 2022 | Samuelson hypothesis and carry arbitrage: U.S. and China In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2002 | Exploration of the role of expectations in foreign exchange risk management In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2012 | The efficacy of Regulation SHO in resolving naked shorts In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Surplus Optimization Approach to Managing Municipal Debt In: Public Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 1998 | The CFA Charter: Adding Value to the Market In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
| 1991 | Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2020 | Samuelson hypothesis, arbitrage activity, and futures term premiums In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 2022 | The information in global interest rate futures contracts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 1989 | Investment decision making with index futures and index futures options In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team