Robert Brooks : Citation Profile

Are you Robert Brooks?

Monash University

20

H index

55

i10 index

1977

Citations

RESEARCH PRODUCTION:

135

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 68
   Journals where Robert Brooks has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 47 (2.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr492
   Updated: 2024-12-03    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 (22)

GUPTA, RANGAN (21)

Nguyen, Duc Khuong (19)

Alsakka, Rasha (18)

Do, Hung (18)

ap Gwilym, Owain (18)

Wheeler, Sarah (18)

Chevallier, Julien (14)

Todea, Alexandru (14)

faff, robert (13)

Sensoy, Ahmet (12)

Cites to:

faff, robert (59)

Bollerslev, Tim (58)

Ritter, Jay (40)

Andersen, Torben (38)

Harvey, Campbell (37)

Diebold, Francis (37)

Fama, Eugene (30)

Engle, Robert (26)

Shleifer, Andrei (25)

French, Kenneth (25)

Do, Hung (17)

Main data

Where Robert Brooks has published?

Journals with more than one article published# docs
Applied Financial Economics16
Applied Economics Letters12
Journal of International Financial Markets, Institutions and Money7
Pacific-Basin Finance Journal6
Economic Papers6
International Review of Financial Analysis6
Australian Economic Papers5
Review of Quantitative Finance and Accounting5
International Review of Economics & Finance5
Journal of Banking & Finance5
Applied Economics4
Australian Journal of Management4
Research in International Business and Finance3
Global Finance Journal3
Journal of Property Research2
Journal of International Money and Finance2
Emerging Markets Review2
Agricultural Water Management2
The North American Journal of Economics and Finance2
Economics Letters2
Energy Economics2
Journal of Accounting and Management Information Systems2
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 (2024 and 2023)

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

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2023.

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2023The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market. (2023). Alp, Ozge Sezgin ; Aikgoz, Turker. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:3:p:425-439.

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2024Measuring 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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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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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023.

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2023.

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2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

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2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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2023Interconnectedness in the Australian National Electricity Market: A Higher?Moment Analysis. (2020). Smyth, Russell ; Nepal, Rabindra ; Do, Hung. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:450-469.

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

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2024.

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2023Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018). (2023). Mugwira, Vincent ; Pasara, Michael Takudzwa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-15.

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

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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

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

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

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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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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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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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

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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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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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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Behavioral implications of sovereign ceiling doctrine for the access to credit by firms. (2023). faff, robert ; Riaz, Yasir ; Shahab, Yasir ; Shehzad, Choudhry Tanveer. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812.

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

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

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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.

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

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

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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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2023Does price limit reduce stock price volatility on the limit up and down day?. (2023). Peng, Huan ; Zhou, Chaobo ; Jin, Shaorong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006748.

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2023Uncovering the repercussions of the USs credit rating downgrade on global equity markets. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Hamill, Philip Anthony. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010383.

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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.

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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.

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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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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.

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

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2023On the information content of sovereign credit rating reports: Improving the predictability of rating transitions?. (2021). Lonarski, Igor ; Slapnik, Ursula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000639.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Vigne, Samuel A ; Wang, Yizhi ; Wei, YU ; Ma, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000896.

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2023Understanding sovereign credit ratings: Text-based evidence from the credit rating reports. (2023). Lonarski, Igor ; Slapnik, Ursula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001063.

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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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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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2023Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155.

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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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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023What moves commodity terms-of-trade? Evidence from 178 countries. (2023). Vinogradov, Dmitri ; Makhlouf, Yousef ; Kellard, Neil M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000491.

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2024Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609.

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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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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2024NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2023To what extent do sovereign rating actions affect global equity market sectors?. (2023). Sahibzada, Irfan Ullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:240-261.

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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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2024Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Zeng, Qing ; Wang, Yudong ; He, Mengxi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095.

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2023Evolution of short-term contrarian profits. (2023). Zhang, Huilan ; Yang, Xuebing. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-12-2022-0599.

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2023Gender and Risk Aversion: Evidence from a Natural Experiment. (2023). Coelho, Silvia ; Lobo, Julio ; Pacheco, Luis. In: Games. RePEc:gam:jgames:v:14:y:2023:i:3:p:49-:d:1170543.

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2023Multicriteria Portfolio Choice and Downside Risk. (2023). Kliber, Pawel ; Rutkowska-Ziarko, Anna. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:367-:d:1214757.

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2023Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model. (2023). Mabrouk, Fatma ; Nouira, Ridha ; ben Mim, Sami. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3390-:d:1066528.

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2023Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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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.
[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]		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]		article20
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]		article10
2011THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys.
[Citation analysis]		article173
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]		article17
2004R&D, Agency Costs and Capital Structure: International Evidence In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		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.
[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]		article8
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
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]		article16
2012Inflated ordered outcomes In: Economics Letters.
[Full Text][Citation analysis]		article17
2012Inflated Ordered Outcomes.(2012) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		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]		article26
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
[Full Text][Citation analysis]		article17
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]		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.
[Full Text][Citation analysis]		article28
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]		article42
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]		article15
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]		article1
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]		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]		article16
1997The impact of exchange rate volatility on German-US trade flows In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article87
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]		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 nother 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]		article9
2004The national market impact of sovereign rating changes In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article132
2010Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article84
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]		article178
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]		article45
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]		article31
2020Investor-herding and risk-profiles: A State-Space model-based assessment In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
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: 2		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]		article27
2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
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.
[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
2019Investor Attention and Stock Market Activities: New Evidence from Panel Data In: IJFS.
[Full Text][Citation analysis]		article8
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]		article66
2011Underwriter reputation and underpricing: evidence from the Australian IPO market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article15
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.
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2011Underpricing of Chinese Initial Public Offerings In: Chinese Economy.
[Full Text][Citation analysis]		article7
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.
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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.
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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
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]		article9
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: 9		paper
2018Volatility spillover between the US, Chinese and Australian stock markets In: Australian Journal of Management.
[Full Text][Citation analysis]		article6
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
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]		article3
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
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]		article27
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]		article8
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]		article13
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
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

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