Robert Brooks : Citation Profile

Monash University

22

H index

60

i10 index

2191

Citations

RESEARCH PRODUCTION:

158

Articles

30

Papers

4

Chapters

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 66
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 205.    Total self citations: 55 (2.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr492
   Updated: 2025-12-27    RAS profile: 2024-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Do, Hung (6)

Tanin, Tauhidul (3)

Lau, Wee Yeap (2)

Hasanov, Akram (2)

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

Is cited by:

GUPTA, RANGAN (24)

Tiwari, Aviral (23)

Alsakka, Rasha (18)

Wheeler, Sarah (18)

ap Gwilym, Owain (18)

Nguyen, Duc Khuong (17)

Do, Hung (15)

Chevallier, Julien (14)

faff, robert (14)

Todea, Alexandru (14)

Sensoy, Ahmet (12)

Cites to:

Bollerslev, Tim (67)

faff, robert (67)

Diebold, Francis (42)

Andersen, Torben (40)

Ritter, Jay (40)

Harvey, Campbell (36)

Fama, Eugene (35)

Engle, Robert (34)

French, Kenneth (27)

Do, Hung (26)

Narayan, Paresh (26)

Main data

Where Robert Brooks has published?

Journals with more than one article published# docs
Applied Financial Economics16
Applied Economics Letters13
International Review of Financial Analysis9
Journal of International Financial Markets, Institutions and Money7
Pacific-Basin Finance Journal6
Economic Papers6
International Review of Economics & Finance5
Review of Quantitative Finance and Accounting5
Australian Economic Papers5
Journal of Banking & Finance5
Energy Economics5
Australian Journal of Management4
Applied Economics4
The North American Journal of Economics and Finance3
Global Finance Journal3
Research in International Business and Finance3
Applied Financial Economics Letters3
Journal of Sports Economics2
Economics Letters2
Journal of Accounting and Management Information Systems2
Journal of Property Research2
Agricultural Water Management2
Emerging Markets Review2
Journal of International Money and Finance2
Journal of Multinational Financial Management2
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 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 (2025 and 2024)

YearTitle of citing document
2025The Influence of Sustainability Reporting on the Profitability of Listed Companies in the European Union. (2025). Stefanescu, Aurelia ; Stanila, Georgiana Oana ; Pitulice, Ileana Cosmina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:994.

Full description at Econpapers || Download paper

2024Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136.

Full description at Econpapers || Download paper

2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

Full description at Econpapers || Download paper

2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Deb, Prokash ; Sawadgo, Wendiam ; Li, Wenying. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343809.

Full description at Econpapers || Download paper

2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

Full description at Econpapers || Download paper

2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

Full description at Econpapers || Download paper

2025Information Aggregation with Costly Information Acquisition. (2024). Mikhalishchev, Sergei ; Galanis, Spyros. In: Papers. RePEc:arx:papers:2406.07186.

Full description at Econpapers || Download paper

2025How low-cost AI universal approximators reshape market efficiency. (2025). Morone, Flaviano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2501.07489.

Full description at Econpapers || Download paper

2025Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2504.18960.

Full description at Econpapers || Download paper

2025Finite-Sample Properties of Generalized Ridge Estimators for Nonlinear Models. (2025). Iwasawa, Masamune. In: Papers. RePEc:arx:papers:2504.19018.

Full description at Econpapers || Download paper

2025Portfolio Optimization and Performance Evaluation in Malaysia: A Comparative Analysis of Markowitz Mean€“Variance and Sharpe Single Index Models. (2025). Zaki, Bushra Mohd ; Nik, Nik Rozila ; Ghul, Zahirah Hamid ; Aqilah, Siti Nur ; Ibrahim, Irwan ; Omar, Heizal Hezry. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:1652-1683.

Full description at Econpapers || Download paper

2025Does Financial Fragility Shape Sovereign Credit Ratings? Evidence From a Multi-Country Study. (2025). Abdul, Yaasmin Farzana. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:4611-4624.

Full description at Econpapers || Download paper

2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

Full description at Econpapers || Download paper

2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

Full description at Econpapers || Download paper

2024How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898.

Full description at Econpapers || Download paper

2024Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Burke, M ; Agarwala, M ; Doherty-Bigara, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2420.

Full description at Econpapers || Download paper

2024Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Burke, M ; Agarwala, M ; Doherty-Bigara, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2414.

Full description at Econpapers || Download paper

2025Irrigated agricultural production dynamics in response to rainfall variability and water policy reforms in the southern Murray-Darling Basin of Australia. (2025). Luckett, David J ; Zeleke, Ketema. In: Agricultural Water Management. RePEc:eee:agiwat:v:315:y:2025:i:c:s0378377425002537.

Full description at Econpapers || Download paper

2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

Full description at Econpapers || Download paper

2024The determinants of corporate cost of debt during a financial crisis. (2024). Batten, Jonathan ; Hammoudeh, Shawkat ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001392.

Full description at Econpapers || Download paper

2024Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275.

Full description at Econpapers || Download paper

2025Optimal N-state endogenous Markov-switching model for currency liquidity timing. (2025). Wang, Luqi ; Urga, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001034.

Full description at Econpapers || Download paper

2024Does oil price uncertainty affect IPO underpricing? Evidence from China. (2024). He, XU ; Xiang, Xin ; Han, Yajie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:240-259.

Full description at Econpapers || Download paper

2025How do carbon pricing spillover effects impact green asset price volatility? An empirical study based on the TVP-VAR-DY model. (2025). Zhao, Yuanjun ; Zhang, Congzhi ; Liu, Zhengkai ; He, Zheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2162-2179.

Full description at Econpapers || Download paper

2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

Full description at Econpapers || Download paper

2025On ESG and corporate employment decision: Evidence from Chinese listed firms in 2009–2022. (2025). Yao, Shujie ; Jiang, Yichi ; Zhang, Xuanyue. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:854-869.

Full description at Econpapers || Download paper

2025Facilitating or inhibiting? The impact of climate policy uncertainty on enterprises ESG performance in China. (2025). Han, Qingyang ; Gao, Hongying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1329-1345.

Full description at Econpapers || Download paper

2025ESG disclosure and corporate human capital upgrading in China. (2025). Ni, Mingjie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:49-64.

Full description at Econpapers || Download paper

2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

Full description at Econpapers || Download paper

2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

Full description at Econpapers || Download paper

2025The performance of ESG portfolios: Evidence from the Chinese market under COVID-19. (2025). Cheng, Ho Cheung ; Wang, Shaolin ; Yick, Ho Yin. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003158.

Full description at Econpapers || Download paper

2025A causal analysis of environmental and financial performance: Differences between brown and green firms. (2025). Olmo, Jose ; Calvo Pardo, Hector ; Vashisht, Rupali ; Calvo-Pardo, Hector. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003067.

Full description at Econpapers || Download paper

2025How does ESG affect government procurement in countries where ESG systems are established from the top down?. (2025). Liu, Jingjiang ; Chen, Jin ; Yang, Zhen ; Wang, Wenna. In: Economic Modelling. RePEc:eee:ecmode:v:146:y:2025:i:c:s0264999325000197.

Full description at Econpapers || Download paper

2024Conditional CAPM relationships in standard and accounting risk approaches. (2024). Markowski, Lesaw ; Abdou, Hussein A ; Ziarko, Anna Rutkowska. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000482.

Full description at Econpapers || Download paper

2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

Full description at Econpapers || Download paper

2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

Full description at Econpapers || Download paper

2025ESG rating and default risk: Evidence from China. (2025). Hu, Yonghong ; Li, Huihui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002390.

Full description at Econpapers || Download paper

2025Carbon finance development, industrial structure and green financial instruments. (2025). Zhao, Chenyuan ; Wang, Yuxuan ; Lei, Zhaolongyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000701.

Full description at Econpapers || Download paper

2025How can media attention reveal ESG improvement opportunities? A multi-algorithm machine learning-based approach for Taiwan’s electronics industry. (2025). Jin, Xiao ; Lin, Yu Rou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000713.

Full description at Econpapers || Download paper

2024Texas water markets: Understanding their trends, drivers, and future potential. (2024). Garmany, Kyle ; Arima, Eugenio ; Garrick, Dustin ; Wight, Charles. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001563.

Full description at Econpapers || Download paper

2024Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

Full description at Econpapers || Download paper

2025Oil price shocks and airlines stock return and volatility – A GFEVD analysis. (2025). Zhang, Anming ; Cai, Yifei. In: Economics of Transportation. RePEc:eee:ecotra:v:41:y:2025:i:c:s2212012225000048.

Full description at Econpapers || Download paper

2024How do stock markets in emerging economies respond to World Bank loan approvals?. (2024). Kilby, Christopher ; Kersting, Erasmus. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400102x.

Full description at Econpapers || Download paper

2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

Full description at Econpapers || Download paper

2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

Full description at Econpapers || Download paper

2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

Full description at Econpapers || Download paper

2024Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213.

Full description at Econpapers || Download paper

2024Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413.

Full description at Econpapers || Download paper

2024Exploring the sources of systemic risk and trading strategies in energy and stock markets. (2024). Wu, Lei ; Han, Liyan ; Jin, Jiayu ; Zeng, Hong Chao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005814.

Full description at Econpapers || Download paper

2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

Full description at Econpapers || Download paper

2024Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224.

Full description at Econpapers || Download paper

2024Global spillovers of US climate policy risk: Evidence from EU carbon emissions futures. (2024). Lindequist, David ; Fields, Micah. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400639x.

Full description at Econpapers || Download paper

2024How financial derivatives affect energy firms ESG. (2024). Xiang, Junyi ; Liu, Chen ; Xiong, Mengxu. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007370.

Full description at Econpapers || Download paper

2025How can AI reduce carbon emissions? Insights from a quasi-natural experiment using generalized random forest. (2025). Qi, Jiajun ; Feng, Lingbing ; Zheng, Yuhao. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007497.

Full description at Econpapers || Download paper

2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

Full description at Econpapers || Download paper

2025Assessing the influence of unplanned oil supply outages on airline stock connectedness. (2025). Zhang, Yahua ; Xu, Yuchao ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008545.

Full description at Econpapers || Download paper

2025Does artificial intelligence suppress firms greenwashing behavior? Evidence from robot adoption in China. (2025). Xue, Qihang ; Yao, DI ; Bai, Caiquan. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008776.

Full description at Econpapers || Download paper

2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

Full description at Econpapers || Download paper

2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

Full description at Econpapers || Download paper

2025A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications. (2025). Karim, Sitara ; Bouri, Elie ; Hussain, Syed Jawad ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002452.

Full description at Econpapers || Download paper

2025Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177.

Full description at Econpapers || Download paper

2025Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645.

Full description at Econpapers || Download paper

2024COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets. (2024). Lin, Boqiang ; Ye, Yingjin ; Wang, Chonghao ; Cai, Sijie ; Que, Dingfei. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s036054422403175x.

Full description at Econpapers || Download paper

2025Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x.

Full description at Econpapers || Download paper

2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

Full description at Econpapers || Download paper

2025Tax burden and enterprises ESG performance. (2025). Zhang, Xiangwei ; Fu, Xintong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003102.

Full description at Econpapers || Download paper

2025Can industry competition stimulate enterprises ESG performance?. (2025). Xu, Yaping ; Wang, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003618.

Full description at Econpapers || Download paper

2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

Full description at Econpapers || Download paper

2025Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113.

Full description at Econpapers || Download paper

2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

Full description at Econpapers || Download paper

2024Towards sustainable development: How does ESG performance promotes corporate green transformation. (2024). Wang, Zhen ; Hao, Yukai ; Chu, Erming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004982.

Full description at Econpapers || Download paper

2024Have shifts in investor tastes led the market portfolio to capture ESG preferences?. (2024). Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005355.

Full description at Econpapers || Download paper

2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

Full description at Econpapers || Download paper

2024Recession-proof marketing? Unraveling the impact of advertising efficiency on stock volatility. (2024). Rasul, Tareq ; Al-Gamrh, Bakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400019x.

Full description at Econpapers || Download paper

2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

Full description at Econpapers || Download paper

2024Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Zhang, Sijia ; Wu, HE ; Gregoriou, Andros. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485.

Full description at Econpapers || Download paper

2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

Full description at Econpapers || Download paper

2024Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794.

Full description at Econpapers || Download paper

2024How does entrepreneurship promote corporate ESG performance?. (2024). Chen, Ning ; Tian, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004897.

Full description at Econpapers || Download paper

2024Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984.

Full description at Econpapers || Download paper

2024Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594.

Full description at Econpapers || Download paper

2024The impact of the percentage of female directors on corporate ESG score. (2024). Fan, Yiyi ; Yang, Wenqi ; Li, Shanshan. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004069.

Full description at Econpapers || Download paper

2024Is gold always a safe haven?. (2024). Corbet, Shaen ; Ryan, Michael ; Oxley, Les. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004689.

Full description at Econpapers || Download paper

2024Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x.

Full description at Econpapers || Download paper

2024Measuring dynamic spillovers between crude oil and grain commodity markets: A comparative analysis of demand and supply shocks. (2024). Chen, Zhenling ; Cherif, Houda Hadj ; Ni, Guohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007785.

Full description at Econpapers || Download paper

2024The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market. (2024). Zhu, Yulin ; Zheng, Yan ; Cui, NA ; Liu, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009218.

Full description at Econpapers || Download paper

2024Risk management and corporate ESG performance: The mediating effect of financial performance. (2024). Li, Jiali ; Cui, Zixuan ; Ding, Liuqi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013035.

Full description at Econpapers || Download paper

2025Are venture capitalists monitors or claptrap players in IPOs? New evidence from an emerging market. (2025). Yang, Dan ; Zhong, Jiaqin ; Ye, Xiaojie. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014594.

Full description at Econpapers || Download paper

2025Does continuous good news still mean good news for market volatility?. (2025). Wang, Hongju ; Ding, Shaobin ; Sun, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016696.

Full description at Econpapers || Download paper

2025A novel method for analyzing financial market efficiency through fuzzy set theory. (2025). Askari, Abolfazl ; Hajizadeh, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325005069.

Full description at Econpapers || Download paper

2025Herding behavior in African stock markets: A state-space assessment during times of crisis. (2025). Sy, Oumar ; Sne, Babacar ; Mbengue, Mohamed Lamine ; Assoe, Kodjovi. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004714.

Full description at Econpapers || Download paper

2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

Full description at Econpapers || Download paper

2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

Full description at Econpapers || Download paper

2024Political legitimacy and CSR reporting: Evidence from non-SOEs in China. (2024). Luo, Tianpei ; Song, Siwen ; Ma, Shiguang ; Jun, Aelee. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000140.

Full description at Econpapers || Download paper

2024Outward foreign investment performance, digital transformation, and ESG performance: Evidence from China. (2024). khurram, Muhammad usman ; Chen, Yifan ; Abbassi, Wajih. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000358.

Full description at Econpapers || Download paper

2024Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462.

Full description at Econpapers || Download paper

2024Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x.

Full description at Econpapers || Download paper

2024Political uncertainty and macro-financial dynamics in the BRICS. (2024). JAWADI, Fredj ; Pondie, Thierry M. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000465.

Full description at Econpapers || Download paper

2025Sovereign credit rating provision and financial development. (2025). Kowalewski, Oskar ; Vanpe, Rosanne ; Luitel, Prabesh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000435.

Full description at Econpapers || Download paper

2024From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, Ramzi ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143.

Full description at Econpapers || Download paper

2024Global climate policy uncertainty and financial markets. (2024). Zhang, Dayong ; Fan, Ying ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001136.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article0
2013Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems.
[Full Text][Citation analysis]		article1
2023Risk Analysis of Pension Fund Investment Choices In: Abacus.
[Full Text][Citation analysis]		article0
1991A Social Loss Approach to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
[Citation analysis]		article0
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers.
[Citation analysis]		article8
1995Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1996Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers.
[Citation analysis]		article0
1997Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers.
[Citation analysis]		article3
2000Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers.
[Full Text][Citation analysis]		article22
2002INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS In: Economic Papers.
[Full Text][Citation analysis]		article1
2004HOW MUCH R&D SHOULD AUSTRALIA UNDERTAKE? In: Economic Papers.
[Full Text][Citation analysis]		article1
2004ARC LINKAGE PROJECTS AND RESEARCH-INTENSIVE ORGANIZATIONS: ARE RESEARCH-INTENSIVE ORGANIZATIONS LIKELY TO PARTICIPATE? In: Economic Papers.
[Full Text][Citation analysis]		article0
2004THE PRICE OF DISCRIMINATION: AN ECONOMIC ANALYSIS OF THE HUMAN RIGHTS AND EQUAL OPPORTUNITY COMMISSION RULINGS 1985–2000 In: Economic Papers.
[Full Text][Citation analysis]		article0
2006THE INITIAL IMPACTS OF A MATCHED SAVINGS PROGRAM: THE SAVER PLUS PROGRAM In: Economic Papers.
[Full Text][Citation analysis]		article2
2006FUNDING THE NON-PROFIT WELFARE SECTOR: EXPLAINING CHANGING FUNDING SOURCES 1960–1999 In: Economic Papers.
[Full Text][Citation analysis]		article0
2015Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League In: The Economic Record.
[Full Text][Citation analysis]		article9
2018Decomposition of systematic and total risk variations in emerging markets In: International Finance.
[Full Text][Citation analysis]		article0
2009Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk In: International Review of Finance.
[Full Text][Citation analysis]		article11
2015Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article11
2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
[Citation analysis]		article187
2010WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article18
2007Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings In: Working Papers.
[Full Text][Citation analysis]		paper2
2004R&D, Agency Costs and Capital Structure: International Evidence In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper3
2004Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2004Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia. In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2014Price leadership and information transmission in Australian water allocation markets In: Agricultural Water Management.
[Full Text][Citation analysis]		article9
2008Efficiency gains from water markets: Empirical analysis of Watermove in Australia In: Agricultural Water Management.
[Full Text][Citation analysis]		article41
2007Asia/Pacific Regional Trade Agreements: An empirical study In: Journal of Asian Economics.
[Full Text][Citation analysis]		article12
2009Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article11
2023ESG and firm performance: The role of size and media channels In: Economic Modelling.
[Full Text][Citation analysis]		article40
2002New evidence on the impact of financial leverage on beta risk: A time-series approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2016Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article18
2024Portfolio 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]		article0
2012Inflated ordered outcomes In: Economics Letters.
[Full Text][Citation analysis]		article18
2012Inflated Ordered Outcomes.(2012) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
[Full Text][Citation analysis]		article13
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
1993Alternative point-optimal tests for regression coefficient stability In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2012The roles of news and volatility in stock market correlations during the global financial crisis In: Emerging Markets Review.
[Full Text][Citation analysis]		article26
2007Power arch modelling of the volatility of emerging equity markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article27
2022Does oil impact gold during COVID-19 and three other recent crises? In: Energy Economics.
[Full Text][Citation analysis]		article11
2022Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries In: Energy Economics.
[Full Text][Citation analysis]		article7
2023The nexus between oil and airline stock returns: Does time frequency matter? In: Energy Economics.
[Full Text][Citation analysis]		article6
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
[Full Text][Citation analysis]		article22
2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics.
[Full Text][Citation analysis]		article11
2015Cooperation, defection and resistance in Nazi Germany In: Explorations in Economic History.
[Full Text][Citation analysis]		article1
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article125
2008Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2009Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
[Full Text][Citation analysis]		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]		article63
2019Dynamic Volatility Spillover Effect between Oil and Agricultural Products.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2022What drives cross-market correlations during the United States Q.E.? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
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.
[Full Text][Citation analysis]		article27
2005Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2015Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis In: Global Finance Journal.
[Full Text][Citation analysis]		article18
2001GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article2
2008Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article31
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]		article18
1997The impact of exchange rate volatility on German-US trade flows In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article90
1997An examination of the effects of major political change on stock market volatility: the South African experience In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
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 nother version. Agregated cites: 15		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]		article9
2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article135
2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article85
2010Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343].(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2011Asset market linkages: Evidence from financial, commodity and real estate assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article187
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]		article47
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 nother 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).
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article13
1994Beta stability and portfolio formation In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article18
1995Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
1994Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2015The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article44
2020Investor-herding and risk-profiles: A State-Space model-based assessment In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2020Investor-herding and risk-profiles: A State-Space Model-based Assessment.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1998An investigation into the extent of beta instability in the Singapore stock market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
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]		article16
2015Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article10
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article34
2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2008The underpricing of gold mining initial public offerings In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
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
2005Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing In: Accounting Research Journal.
[Full Text][Citation analysis]		article0
2001An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas In: Pacific Accounting Review.
[Full Text][Citation analysis]		article0
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.
[Citation analysis]		paper0
1994The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach..(1994) In: RMIT - Centre Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1995Autocorrelations, Returns and Australian Financial Futures. In: Melbourne - Centre in Finance.
[Citation analysis]		paper2
1995Autocorrelations, returns and Australian financial futures.(1995) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
1996Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period. In: Melbourne - Centre in Finance.
[Citation analysis]		paper0
1996The Stability of ARCH Models Across Australian Financial Markets. In: Melbourne - Centre in Finance.
[Citation analysis]		paper0
1998Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange. In: Melbourne - Centre in Finance.
[Citation analysis]		paper17
2001Power ARCH modelling of commodity futures data on the London Metal Exchange.(2001) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
1998A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance.
[Citation analysis]		paper0
2023The Liquidity Effect of the U.S. QE on Sovereign Yield Spreads of Commodity-Exporting Countries In: Commodities.
[Full Text][Citation analysis]		article0
2019Investor Attention and Stock Market Activities: New Evidence from Panel Data In: IJFS.
[Full Text][Citation analysis]		article10
2023A New Measure for Idiosyncratic Risk Based on Decomposition Method In: JRFM.
[Full Text][Citation analysis]		article1
2014A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence In: International Journal of Risk and Contingency Management (IJRCM).
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article20
2006The Pricing of Property Trust IPOs in Australia In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article4
2000U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article7
2004Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article9
2009Oil prices and transport sector returns: an international analysis In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article68
2011Underwriter reputation and underpricing: evidence from the Australian IPO market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article17
2007The Pricing and Underwriting Costs of Japanese REIT IPOs In: Discussion Papers.
[Full Text][Citation analysis]		paper12
2008The Pricing and Underwriting Costs of Japanese REIT IPOs.(2008) In: Journal of Property Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2011Underpricing of Chinese Initial Public Offerings In: Chinese Economy.
[Full Text][Citation analysis]		article7
2022Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2009The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984 In: Monash Economics Working Papers.
[Full Text][Citation analysis]		paper0
2013The Impact of Patenting Activity on the Financial Performance of Malaysian Firms In: Monash Economics Working Papers.
[Full Text][Citation analysis]		paper3
2014The impact of patenting activity on the financial performance of Malaysian firms.(2014) In: Journal of the Asia Pacific Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
1994Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper1
2005An Analysis of Watermove Water Markets In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper4
2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014Thai Financial Markets and Political Change In: Journal of Financial Management, Markets and Institutions.
[Full Text][Citation analysis]		article1
2015Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data In: MPRA Paper.
[Full Text][Citation analysis]		paper12
2023Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries In: American Business Review.
[Full Text][Citation analysis]		article1
2012Do trading hours affect volatility links in the foreign exchange market? In: Australian Journal of Management.
[Full Text][Citation analysis]		article4
2016The impact of HR political skill in the HRM and organisational performance relationship In: Australian Journal of Management.
[Full Text][Citation analysis]		article2
2016Concurrent momentum and contrarian strategies in the Australian stock market In: Australian Journal of Management.
[Full Text][Citation analysis]		article10
2014Concurrent momentum and contrarian strategies in the Australian stock market.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2018Volatility spillover between the US, Chinese and Australian stock markets In: Australian Journal of Management.
[Full Text][Citation analysis]		article5
2012Player Salaries and Revenues in the Australian Football League 2001€“2009: Theory and Evidence In: The Economic and Labour Relations Review.
[Full Text][Citation analysis]		article0
2012Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article6
2013Second Place Is First of the Losers In: Journal of Sports Economics.
[Full Text][Citation analysis]		article13
2024Vale1 Ross Booth (1952€“2024) In: Journal of Sports Economics.
[Full Text][Citation analysis]		article0
2023Asset allocation of Australian superannuation funds: a markov regime switching approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2022Jump Connectedness in the European Foreign Exchange Market In: Contributions to Economics.
[Citation analysis]		chapter0
2011Violence in the Australian Football League: Good or Bad? In: Sports Economics, Management, and Policy.
[Citation analysis]		chapter0
2006A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2009Market depth in an illiquid market: applying the VNET concept to Victorian water markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article3
2021Superstars and “The Voice” In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1997A note on beta forecasting In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
1997Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
1998Is there a common response in Australian bilateral exchange rates following current account announcements? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1998The nature and extent of revisions to Australian macroeconomic data In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
1999International diversification of the funds management industry In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
1999Variance ratio testing of the Australian forward foreign exchange market In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Autocorrelations, returns and Australian stock indices In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2000The Sydney Olympic Games announcement and Australian stock market reaction In: Applied Economics Letters.
[Full Text][Citation analysis]		article28
2000Australian industry beta risk, the choice of market index and business cycles In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2001Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2003Returns and volatility on the Chinese stock markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article17
2004Correlations, integration and Hansen-Jagannathan bounds In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2004Stakeholder representation on the boards of Australian initial public offerings In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2004Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2005Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2005The stock market impact of German reunification: international evidence In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2007The target cash rate and its impact on investment asset returns in Australia In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2008Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2008Untangling demand curves from information effects: evidence from Australian index adjustments In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2009Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics.
[Full Text][Citation analysis]		article9
2009A duration analysis of the time from prospectus to listing for Australian initial public offerings In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2011Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
1997The stability of ARCH models across Australian financial futures markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2013Price clustering in Australian water markets In: Applied Economics.
[Full Text][Citation analysis]		article15
2002An ordered response model of test cricket performance In: Applied Economics.
[Full Text][Citation analysis]		article14
2003Financial characteristics of Australian initial public offerings from 1994 to 1999 In: Applied Economics.
[Full Text][Citation analysis]		article0
2011The demand for creative arts in regional Victoria, Australia In: Applied Economics.
[Full Text][Citation analysis]		article6
2006Factors Influencing Money Left on the Table by Property Trust IPO Issuers In: Journal of Property Research.
[Full Text][Citation analysis]		article2
2007Country risk and the estimation of asset return distributions In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2006Risk-return tradeoffs from investing in the Australian cash management industry In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article0
2007The costs of raising equity capital for closed-end fund IPOs In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article0
2008An ordered probit model of Morningstar individual stock ratings In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article0
2024Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1998Returns and volatility in the Kuala Lumpur crude In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
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).
[Full Text][Citation analysis]		article5
2007Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team