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Robert Brooks

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This is information that was supplied by Robert Brooks in registering through RePEc. If you are Robert Brooks , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Robert
Middle Name:
Last Name: Brooks
Suffix:

RePEc Short-ID: pbr492

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Affiliation

Department of Econometrics and Business Statistics
Monash Business School
Monash University
Location: Melbourne, Australia
Homepage: http://www.buseco.monash.edu.au/ebs/
Email:
Phone: 03 990 52372
Fax: 03 990 55474
Postal: Room 674, Menzies Building, Wellington Road, Clayton, Victoria, 3168
Handle: RePEc:edi:dxmonau (more details at EDIRC)

Works

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Working papers

  1. Edwyna Harris & Robert Brooks & Yovina Joymungul, 2009. "The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984," Development Research Unit Working Paper Series 16-09, Monash University, Department of Economics.
  2. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics.
  3. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics.
  4. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper 25349, University Library of Munich, Germany, revised May 2007.
  5. Hoa Nguyen & William Dimovski & Robert Brooks, 2007. "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings," Accounting, Finance, Financial Planning and Insurance Series 2007_17, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  6. Brooks, Robert & Harris, Mark & Spencer, Christopher, 2007. "An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data," MPRA Paper 8509, University Library of Munich, Germany.
  7. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models," MPRA Paper 25020, University Library of Munich, Germany, revised Oct 2007.
  8. Robert Brooks & Edwyna Harris, 2005. "An Analysis of Watermove Water Markets," Monash Econometrics and Business Statistics Working Papers 10/05, Monash University, Department of Econometrics and Business Statistics.
  9. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip, 2005. "Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches," Monash Econometrics and Business Statistics Working Papers 9/05, Monash University, Department of Econometrics and Business Statistics.
  10. Sinclair Davidson & Robert Brooks, 2004. "R&D, Agency Costs and Capital Structure: International Evidence," Econometric Society 2004 Australasian Meetings 59, Econometric Society.
  11. Diana Maldonado & Tim Fry & Robert Brooks & Robert Faff, 2004. "Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case," Econometric Society 2004 Australasian Meetings 62, Econometric Society.
  12. Robert Brooks & Bhavish Jugurnath & Mark Stewart, 2004. "Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia," Econometric Society 2004 Australasian Meetings 97, Econometric Society.
  13. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers 98-3, Melbourne - Centre in Finance.
  14. McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers 98-4, Melbourne - Centre in Finance.
  15. Brooks, R & Davidson, S & Faff, R, 1997. "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers 97-4, Melbourne - Centre in Finance.
  16. Faff, R. & Brooks, R., 1996. "Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period," Papers 96-10, Melbourne - Centre in Finance.
  17. Lee, J. & Brooks, R., 1996. "The Stability of ARCH Models Across Australian Financial Markets," Papers 96-9, Melbourne - Centre in Finance.
  18. Brooks, R. & Michaelides, P., 1995. "Autocorrelations, Returns and Australian Financial Futures," Papers 95-9, Melbourne - Centre in Finance.
  19. Brooks, R. & Faff, R., 1995. "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Papers 95-3, Melbourne - Centre in Finance.
  20. Brooks, R.D. & Faff, R.W. & Lee, J.H.H., 1994. "Beta Stability and Portfolio Formation," Papers 94-3, Melbourne - Centre in Finance.
  21. Brooks, R., 1994. "The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach," Papers 94-11, RMIT - Centre Finance.
  22. Brooks, R.D. & King, M.L., 1994. "Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications," Monash Econometrics and Business Statistics Working Papers 5/94, Monash University, Department of Econometrics and Business Statistics.
  23. Brooks, R.D., 1993. "The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients," Papers 93-3, Melbourne - Centre in Finance.

Articles

  1. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2013. "Price clustering in Australian water markets," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 677-685, February.
  2. Sirimon Treepongkaruna & Robert Brooks & Stephen Gray, 2012. "Do trading hours affect volatility links in the foreign exchange market?," Australian Journal of Management, Australian School of Business, vol. 37(1), pages 7-27, April.
  3. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Samantha Hum & Sirimon Treepongkaruna, 2011. "Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 997-1003.
  4. William Dimovski & Simmala Philavanh & Robert Brooks, 2011. "Underwriter reputation and underpricing: evidence from the Australian IPO market," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 409-426, November.
  5. Luo, Weiwei & Brooks, Robert D. & Silvapulle, Param, 2011. "Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 49-74, February.
  6. Haifeng Guo & Robert Brooks & Hung-Gay Fung, 2011. "Underpricing of Chinese Initial Public Offerings," Chinese Economy, M.E. Sharpe, Inc., vol. 44(5), pages 72-85, September.
  7. Kianā€Ping Lim & Robert Brooks, 2011. "The Evolution Of Stock Market Efficiency Over Time: A Survey Of The Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 69-108, 02.
  8. Chan, Kam Fong & Treepongkaruna, Sirimon & Brooks, Robert & Gray, Stephen, 2011. "Asset market linkages: Evidence from financial, commodity and real estate assets," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1415-1426, June.
  9. Guo, Haifeng & Brooks, Robert & Shami, Roland, 2010. "Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 196-210, April.
  10. Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010. "Testing conditional asset pricing models: An emerging market perspective," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 897-918, September.
  11. Lim, Kian-Ping & Brooks, Robert D., 2010. "Why Do Emerging Stock Markets Experience More Persistent Price Deviations From A Random Walk Over Time? A Country-Level Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 14(S1), pages 3-41, May.
  12. Hill, Paula & Brooks, Robert & Faff, Robert, 2010. "Variations in sovereign credit quality assessments across rating agencies," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1327-1343, June.
  13. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert D., 2010. "Does volume help in predicting stock returns? An analysis of the Australian market," Research in International Business and Finance, Elsevier, vol. 24(2), pages 146-157, June.
  14. Hill, Paula & Brooks, Robert & Faff, Robert, 2010. "Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343]," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2306-2306, September.
  15. Javed Iqbal & Robert Brooks & Don Galagedera, 2010. "Multivariate tests of asset pricing: simulation evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(5), pages 381-395.
  16. Hoa Nguyen & William Dimovski & Robert Brooks, 2010. "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 333-361.
  17. Robert Brooks & Tim Fry & William Dimovski & Sandra Mihajilo, 2009. "A duration analysis of the time from prospectus to listing for Australian initial public offerings," Applied Financial Economics, Taylor & Francis Journals, vol. 19(3), pages 183-190.
  18. Kian-Ping Lim & Robert Brooks, 2009. "Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests," Applied Financial Economics, Taylor & Francis Journals, vol. 19(2), pages 147-155.
  19. Woodward, George & Brooks, Robert, 2009. "Do realized betas exhibit up/down market tendencies?," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 511-519, June.
  20. Mohan Nandha & Robert Brooks, 2009. "Oil prices and transport sector returns: an international analysis," Review of Quantitative Finance and Accounting, Springer, vol. 33(4), pages 393-409, November.
  21. Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings, 2009. "Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision-Making under Risk," International Review of Finance, International Review of Finance Ltd., vol. 9(1-2), pages 27-50.
  22. Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, vol. 153(1), pages 21-32, November.
  23. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2009. "Market depth in an illiquid market: applying the VNET concept to Victorian water markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(13), pages 1361-1364.
  24. Guo, Haifeng & Brooks, Robert, 2009. "Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 239-249, December.
  25. Kian-Ping Lim & Robert Brooks, 2009. "On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note," Applied Economics Letters, Taylor & Francis Journals, vol. 16(6), pages 649-652.
  26. Tim Fry & Sandra Mihajilo & Roslyn Russell & Robert Brooks, 2008. "The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior," Journal of Family and Economic Issues, Springer, vol. 29(2), pages 234-250, June.
  27. Don Galagedera & Elizabeth Maharaj & Robert Brooks, 2008. "Relationship between downside risk and return: new evidence through a multiscaling approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(20), pages 1623-1633.
  28. Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J., 2008. "Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 527-544, December.
  29. Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H., 2008. "Financial crisis and stock market efficiency: Empirical evidence from Asian countries," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 571-591, June.
  30. Robert Brooks & Shelley Claire Naylor, 2008. "An ordered probit model of Morningstar individual stock ratings," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 341-345.
  31. Dimovski, William & Brooks, Robert, 2008. "The underpricing of gold mining initial public offerings," Research in International Business and Finance, Elsevier, vol. 22(1), pages 1-16, January.
  32. Brooks, Robert & Harris, Edwyna, 2008. "Efficiency gains from water markets: Empirical analysis of Watermove in Australia," Agricultural Water Management, Elsevier, vol. 95(4), pages 391-399, April.
  33. David Sokulsky & Robert Brooks & Sinclair Davidson, 2008. "Untangling demand curves from information effects: evidence from Australian index adjustments," Applied Financial Economics, Taylor & Francis Journals, vol. 18(8), pages 605-616.
  34. Bhavish Jugurnath & Mark Stewart & Robert Brooks, 2008. "Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia," Review of Quantitative Finance and Accounting, Springer, vol. 31(2), pages 209-224, August.
  35. Robert Brooks & Elizabeth Maharaj & Breanna Pellegrini, 2008. "Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(1), pages 41-44.
  36. Guo, Haifeng & Brooks, Robert, 2008. "Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 984-997, December.
  37. William Dimovski & Robert Brooks & Antonie van Eekelen, 2007. "The costs of raising equity capital for closed-end fund IPOs," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(5), pages 295-299.
  38. Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
  39. Jugurnath, Bhavish & Stewart, Mark & Brooks, Robert, 2007. "Asia/Pacific Regional Trade Agreements: An empirical study," Journal of Asian Economics, Elsevier, vol. 18(6), pages 974-987, December.
  40. Galagedera, Don U.A. & Brooks, Robert D., 2007. "Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 214-230, July.
  41. Brooks, Robert, 2007. "Power arch modelling of the volatility of emerging equity markets," Emerging Markets Review, Elsevier, vol. 8(2), pages 124-133, May.
  42. Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick, 2007. "Country risk and the estimation of asset return distributions," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 261-265.
  43. Jenny Diggle & Robert Brooks, 2007. "The target cash rate and its impact on investment asset returns in Australia," Applied Financial Economics, Taylor & Francis Journals, vol. 17(8), pages 615-633.
  44. William Dimovski & Robert Brooks, 2006. "The Pricing of Property Trust IPOs in Australia," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 185-199, March.
  45. Robert Brooks & John Byrne, 2006. "A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance," Applied Economics Letters, Taylor & Francis Journals, vol. 13(3), pages 141-146.
  46. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N., 2006. "Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches," Global Finance Journal, Elsevier, vol. 17(1), pages 136-154, September.
  47. Jenny Diggle & Robert Brooks, 2006. "Risk-return tradeoffs from investing in the Australian cash management industry," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(3), pages 147-150, May.
  48. Robert Brooks & Robert Faff & Tim Fry & E. Bissoondoyal-Bheenick, 2005. "Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 15(18), pages 1251-1258.
  49. William Dimovski & Robert Brooks, 2005. "Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing," Accounting Research Journal, Emerald Group Publishing, vol. 18(1), pages 34-39, June.
  50. Robert Brooks & Robert Faff & David Sokulsky, 2005. "The stock market impact of German reunification: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 31-42.
  51. Robert Brooks, 2005. "Ranking economics research output by Econbase downloads: a comparison to publication based measures," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(2), pages 75-78, March.
  52. Bill Dimovski & Robert Brooks, 2005. "Dividend forecasts and dividend payments of initial public offerings -- when zero means zero and no comment most likely also means zero," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(3), pages 139-141, May.
  53. William Dimovski & Robert Brooks, 2004. "Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance," Review of Quantitative Finance and Accounting, Springer, vol. 22(3), pages 179-198, 05.
  54. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
  55. Bill Dimovski & Robert Brooks, 2004. "Stakeholder representation on the boards of Australian initial public offerings," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1233-1238.
  56. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2004. "Correlations, integration and Hansen-Jagannathan bounds," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1167-1180.
  57. Dimovski, William & Brooks, Robert, 2004. "Do you really want to ask an underwriter how much money you should leave on the table?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(3), pages 267-280, July.
  58. Robert Brooks & Robert Faff & Tim Fry & Emma Newton, 2004. "Censoring and its impact on multivariate testing of the Capital Asset Pricing Model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 413-420.
  59. Brooks, Robert & Davidson, Sinclair & Faff, Robert, 2003. "Sudden changes in property rights: the case of Australian native title," Journal of Economic Behavior & Organization, Elsevier, vol. 52(4), pages 427-442, December.
  60. Robert Brooks & Vanitha Ragunathan, 2003. "Returns and volatility on the Chinese stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(10), pages 747-752.
  61. William Dimovski & Robert Brooks, 2003. "Financial characteristics of Australian initial public offerings from 1994 to 1999," Applied Economics, Taylor & Francis Journals, vol. 35(14), pages 1599-1607.
  62. Robert Brooks & Robert Faff & David Sokulsky, 2002. "An ordered response model of test cricket performance," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2353-2365.
  63. Faff, R. W. & Brooks, R. D. & Kee, Ho Yew, 2002. "New evidence on the impact of financial leverage on beta risk: A time-series approach," The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 1-20, May.
  64. Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L., 2001. "GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 215-222, June.
  65. Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001. "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 22-38.
  66. Thomas Josev & Robert Brooks & Robert Faff, 2001. "Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling," Applied Financial Economics, Taylor & Francis Journals, vol. 11(2), pages 157-163.
  67. Lie, Frida & Brooks, Robert & Faff, Robert, 2000. "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 301-11, September.
  68. Gangemi, Michael A. M. & Brooks, Robert D. & Faff, Robert W., 2000. "Modeling Australia's country risk: a country beta approach," Journal of Economics and Business, Elsevier, vol. 52(3), pages 259-276.
  69. Gabrielle Berman & Robert Brooks & Sinclair Davidson, 2000. "The Sydney Olympic Games announcement and Australian stock market reaction," Applied Economics Letters, Taylor & Francis Journals, vol. 7(12), pages 781-784.
  70. Vanitha Ragunathan & Robert Faff & Robert Brooks, 2000. "Australian industry beta risk, the choice of market index and business cycles," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 49-58.
  71. McKenzie, Michael D. & Brooks, Robert D. & Faff, Robert W. & Ho, Yew Kee, 2000. "Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(1), pages 85-106.
  72. Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather, 2000. "A multi-country study of power ARCH models and national stock market returns," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 377-397, June.
  73. Brooks, Robert D, et al, 2000. " U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach," Review of Quantitative Finance and Accounting, Springer, vol. 14(1), pages 17-43, January.
  74. Gangemi, Michael & Brooks, Robert & Faff, Robert, 1999. "Mean reversion and the forecasting of country betas: a note," Global Finance Journal, Elsevier, vol. 10(2), pages 231-245.
  75. Alpana Trivedi & Robert Brooks, 1999. "Autocorrelations, returns and Australian stock indices," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 581-584.
  76. Jenny Diggle & Robert Brooks & John Shannon, 1999. "International diversification of the funds management industry," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 663-667.
  77. Joanne Copp & Robert Brooks, 1999. "Variance ratio testing of the Australian forward foreign exchange market," Applied Economics Letters, Taylor & Francis Journals, vol. 6(7), pages 417-419.
  78. Brooks, Robert D. & Faff, Robert W. & Ariff, Mohamed, 1998. "An investigation into the extent of beta instability in the Singapore stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 87-101, May.
  79. Robert Brooks & Gabrielle Berman & Sinclair Davidson, 1998. "The nature and extent of revisions to Australian macroeconomic data," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 169-174.
  80. Robert Brooks & Gabrielle Berman & Sinclair Davidson & Ting-Yean Tan, 1998. "Is there a common response in Australian bilateral exchange rates following current account announcements?," Applied Economics Letters, Taylor & Francis Journals, vol. 5(10), pages 645-648.
  81. Brooks, Robert D & Faff, Robert W, 1997. "Financial Deregulation and Relative Risk of Australian Industry," Australian Economic Papers, Wiley Blackwell, vol. 36(69), pages 308-20, December.
  82. Robert Brooks & Robert Faff & Thomas Josev, 1997. "Beta stability and monthly seasonal effects: evidence from the Australian capital market," Applied Economics Letters, Taylor & Francis Journals, vol. 4(9), pages 563-566.
  83. Robert Brooks & John Lee, 1997. "The stability of ARCH models across Australian financial futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 347-359.
  84. Robert Brooks & Robert Faff, 1997. "A note on beta forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 77-78.
  85. McKenzie, Michael D. & Brooks, Robert D., 1997. "The impact of exchange rate volatility on German-US trade flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 73-87, April.
  86. Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W., 1997. "An examination of the effects of major political change on stock market volatility: the South African experience," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 255-275, October.
  87. Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997. "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 197-219, February.
  88. Brooks, Robert D & Sheehan, Matthew P, 1996. "Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures," Australian Economic Papers, Wiley Blackwell, vol. 35(66), pages 132-40, June.
  89. Robert Brooks & Paul Michaelides, 1995. "Autocorrelations, returns and Australian financial futures," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 323-326.
  90. Brooks, Robert D & Faff, Robert W, 1995. "Financial Market Deregulation and Bank Risk: Testing for Beta Instability," Australian Economic Papers, Wiley Blackwell, vol. 34(65), pages 180-99, December.
  91. Brooks, Robert D. & Faff, Robert W. & Lee, John H. H., 1994. "Beta stability and portfolio formation," Pacific-Basin Finance Journal, Elsevier, vol. 2(4), pages 463-479, December.
  92. Brooks, Robert D., 1993. "Alternative point-optimal tests for regression coefficient stability," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 365-376.
  93. Brooks, Robert D, 1991. "A Social Loss Approach to Testing the Efficiency of Australian Financial Futures," Australian Economic Papers, Wiley Blackwell, vol. 30(57), pages 192-201, December.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2009-08-08
  2. NEP-BEC: Business Economics (1) 2004-10-30
  3. NEP-CBA: Central Banking (1) 2008-05-05
  4. NEP-CFN: Corporate Finance (2) 2004-10-30 2008-05-10. Author is listed
  5. NEP-DCM: Discrete Choice Models (2) 2005-05-07 2008-05-05. Author is listed
  6. NEP-ECM: Econometrics (1) 2008-05-10
  7. NEP-ENV: Environmental Economics (1) 2005-05-14
  8. NEP-FIN: Finance (1) 2005-05-07
  9. NEP-MAC: Macroeconomics (1) 2008-05-05
  10. NEP-MIC: Microeconomics (1) 2004-10-30
  11. NEP-MON: Monetary Economics (1) 2008-05-05
  12. NEP-ORE: Operations Research (1) 2008-05-10

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works
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  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Number of Authors
  6. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

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