IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Chris Brooks

This is information that was supplied by Chris Brooks in registering through RePEc. If you are Chris 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:Chris
Middle Name:
Last Name:Brooks
Suffix:
RePEc Short-ID:pbr256
Email:[This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:
Location: Reading, United Kingdom
Homepage: http://www.icmacentre.rdg.ac.uk/
Email:
Phone: +44 (0)118 378 8239
Fax: +44 (0)118 931 4741
Postal: Whiteknights Park, PO Box 242, Reading, RG6 6BA
Handle: RePEc:edi:isrdguk (more details at EDIRC)
in new window

  1. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2015. "‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe," ICMA Centre Discussion Papers in Finance icma-dp2015-03, Henley Business School, Reading University.
  2. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2015. "The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe," ICMA Centre Discussion Papers in Finance icma-dp2015-01, Henley Business School, Reading University.
  3. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014. "Did Purchasing Power Parity Hold in Medieval Europe?," ICMA Centre Discussion Papers in Finance icma-dp2014-01, Henley Business School, Reading University.
  4. Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji, 2014. "Commodity Risk Factors and the Cross-Section of Equity Returns," ICMA Centre Discussion Papers in Finance icma-dp2014-09, Henley Business School, Reading University.
  5. Tsolacos, Sotiris & Brooks, Chris, 2013. "Forecasting Turning Points in Real Estate Yields," ERES eres2013_219, European Real Estate Society (ERES).
  6. Zilu Shang & Chris Brooks & Rachel McCloy, 2013. "Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness," ICMA Centre Discussion Papers in Finance icma-dp2013-05, Henley Business School, Reading University.
  7. Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2013. "On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets," ICMA Centre Discussion Papers in Finance icma-dp2013-02, Henley Business School, Reading University, revised Jun 2013.
  8. Zilu Shang & Chris Brooks & Rachel McCloy, 2013. "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance icma-dp2013-04, Henley Business School, Reading University.
  9. Joëlle Miffre & Chris Brooks, 2013. "Did Long-Short Investors Destabilize Commodity Markets?," ICMA Centre Discussion Papers in Finance icma-dp2013-03, Henley Business School, Reading University, revised Sep 2013.
  10. Chris Brooks & Keith Anderson, 2012. "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance icma-dp2013-01, Henley Business School, Reading University, revised Nov 2013.
  11. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper 39903, University Library of Munich, Germany.
  12. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2012. "The interactive financial effects between corporate social responsibility and irresponsibility," ICMA Centre Discussion Papers in Finance icma-dp2012-02, Henley Business School, Reading University.
  13. Chris Brooks & Marcel Prokopczuk, 2011. "The Dynamics of Commodity Prices," ICMA Centre Discussion Papers in Finance icma-dp2011-09, Henley Business School, Reading University.
  14. Ogonna Nneji & Chris Brooks & Charles Ward, 2011. "Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009," ICMA Centre Discussion Papers in Finance icma-dp2011-01, Henley Business School, Reading University.
  15. Ogonna Nneji & Chris Brooks & Charles Ward, 2011. "Housing and equity bubbles: Are they contagious to REITs?," ICMA Centre Discussion Papers in Finance icma-dp2011-11, Henley Business School, Reading University.
  16. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
  17. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
  18. Xiafei Li & Chris Brooks & Joelle Miffre, 2009. "Transaction Costs, Trading Volume and Momentum Strategies," ICMA Centre Discussion Papers in Finance icma-dp2009-04, Henley Business School, Reading University.
  19. Chris Brooks & Xiafei Li & Joelle Miffre, 2009. "Time Varying Volatility and the Cross-Section of Equity Returns ," ICMA Centre Discussion Papers in Finance icma-dp2009-01, Henley Business School, Reading University.
  20. Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe, 2009. "Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price," ICMA Centre Discussion Papers in Finance icma-dp2009-08, Henley Business School, Reading University.
  21. Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009. "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance icma-dp2009-11, Henley Business School, Reading University.
  22. Adrian R. Bell & Chris Brooks & Tony Moore, 2008. "Interest in medieval accounts: Examples from England, 1272-1340," ICMA Centre Discussion Papers in Finance icma-dp2008-07, Henley Business School, Reading University.
  23. Xiafei Li & Chris Brooks & Jöelle Miffre, 2007. "Low-Cost Momentum Strategies," ICMA Centre Discussion Papers in Finance icma-dp2007-12, Henley Business School, Reading University.
  24. Chris Brooks & Xiafei Li & Joelle Miffre, 2007. "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-03, Henley Business School, Reading University.
  25. Chris Brooks & Konstantina Kappou & Charles Ward, 2007. "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance icma-dp2007-05, Henley Business School, Reading University.
  26. Tsolacos, Sotiris & Brooks, Chris, 2007. "The Integration of European and US Real Estate Markets," ERES eres2007_186, European Real Estate Society (ERES).
  27. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "The Stock Performance of America’s 100 Best Corporate Citizens," ICMA Centre Discussion Papers in Finance icma-dp2006-06, Henley Business School, Reading University.
  28. Xiafei Li & Chris Brooks & Joelle Miffre, 2006. "Momentum Profits and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2006-09, Henley Business School, Reading University, revised Sep 2006.
  29. Chris Brooks & A.Cerny & J. Miffre, 2006. "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance icma-dp2006-12, Henley Business School, Reading University.
  30. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance icma-dp2006-05, Henley Business School, Reading University.
  31. Chris Brooks & Apostolos Katsaris, 2006. "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance icma-dp2006-07, Henley Business School, Reading University.
  32. Adrian Bell & Chris Brooks & Paul Dryburgh, 2005. "Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market?," ICMA Centre Discussion Papers in Finance icma-dp2005-01, Henley Business School, Reading University, revised Nov 2005.
  33. Chris Brooks & Ryan J. Davies & Sang Soo Kim, 2005. "Cross Hedging with Single Stock Futures," ICMA Centre Discussion Papers in Finance icma-dp2004-15, Henley Business School, Reading University.
  34. Keith Anderson & Chris Brooks, 2005. "The Extremes of the P/E Effect," ICMA Centre Discussion Papers in Finance icma-dp2005-04, Henley Business School, Reading University.
  35. Keith Anderson & Chris Brooks, 2005. "The Long-Term P/E Radio," ICMA Centre Discussion Papers in Finance icma-dp2005-02, Henley Business School, Reading University.
  36. Adrian Bell & Chris Brooks & Paul Dryburgh, 2005. "Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330)," ICMA Centre Discussion Papers in Finance icma-dp2005-08, Henley Business School, Reading University.
  37. Keith Anderson & Chris Brooks, 2005. "Decomposing the P/E Ratio," ICMA Centre Discussion Papers in Finance icma-dp2005-03, Henley Business School, Reading University.
  38. Chris Brooks & Konstantina Kappou & Charles Ward, 2004. "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance icma-dp2004-04, Henley Business School, Reading University.
  39. Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003. "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance icma-dp2003-14, Henley Business School, Reading University.
  40. Chris Brooks & Simon Burke & Gita Persand, 2003. "Multivariate GARCH Models: Software Choice and Estimation Issues," ICMA Centre Discussion Papers in Finance icma-dp2003-07, Henley Business School, Reading University.
  41. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne.
  42. Chris Brooks & Simon P. Burke & Gita Persand, 2002. "Augoregressive Conditional Kurtosis," ICMA Centre Discussion Papers in Finance icma-dp2002-05, Henley Business School, Reading University.
  43. Chris Brooks & Apostolos Katsaris, 2002. "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance icma-dp2002-14, Henley Business School, Reading University.
  44. Chris Brooks & Apostolos Katsaris, 2002. "Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance icma-dp2002-04, Henley Business School, Reading University.
  45. Chris Brooks & Melvin J. Hinich, 2001. "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance icma-dp2001-04, Henley Business School, Reading University.
  46. Chris Brooks & Harry. M Kat, 2001. "The Statistical Properties of Hedge Fund Index Returns," ICMA Centre Discussion Papers in Finance icma-dp2001-09, Henley Business School, Reading University.
  47. Chris Brooks & Sotiris Tsolacos, 2001. "International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks," ICMA Centre Discussion Papers in Finance icma-dp2001-08, Henley Business School, Reading University.
  48. Chris Brooks & Gita Persand & Andrew D. Clare, 2000. "An EVT Approach to calculating Risk Capital Requirements," ICMA Centre Discussion Papers in Finance icma-dp2000-07, Henley Business School, Reading University.
  49. Chris Brooks & Gita Persand, 2000. "Value at Risk and Market Crashes," ICMA Centre Discussion Papers in Finance icma-dp2000-01, Henley Business School, Reading University.
  50. Brooks, C. & Henry, O.T., 2000. "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Department of Economics - Working Papers Series 733, The University of Melbourne.
  51. Brooks, C. & Henry, O.T., 1999. "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series 676, The University of Melbourne.
  52. Brooks, C. & Henry, O.T., 1999. "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series 723, The University of Melbourne.
  53. Brooks, C. & Henry, O.T. & Persand, G., 1999. "Optimal Hedging and the Value of News," Department of Economics - Working Papers Series 717, The University of Melbourne.
  54. Tsolacos, Sotiris & Brooks, Chris, 1998. "Macroeconomic Influences on Property Returns," ERES eres1998_157, European Real Estate Society (ERES).
  1. Brooks, Chris & Fenton, Evelyn M. & Walker, James T., 2014. "Gender and the evaluation of research," Research Policy, Elsevier, vol. 43(6), pages 990-1001.
  2. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014. "The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70," Economic History Review, Economic History Society, vol. 67(1), pages 123-145, 02.
  3. Zilu Shang & Chris Brooks & Rachel McCloy, 2014. "Does more detailed information mean better performance? An experiment in information explicitness," Review of Behavioral Finance, Emerald Group Publishing, vol. 6(2), pages 86-103, October.
  4. Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014. "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 36(4), pages 541-574.
  5. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014. "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, vol. 10(3), pages 457-480, August.
  6. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014. "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 42-50.
  7. Anderson, Keith & Brooks, Chris, 2014. "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 20-31.
  8. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2014. "The Financial Effects of Uniform and Mixed Corporate Social Performance," Journal of Management Studies, Wiley Blackwell, vol. 51(6), pages 898-925, 09.
  9. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2014. "The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings," The Financial Review, Eastern Finance Association, vol. 49(1), pages 49-75, 02.
  10. Ushad Subadar Agathee & Raja Vinesh Sannassee & Chris Brooks, 2014. "The long-run performance of IPOs: the case of the Stock Exchange of Mauritius," Applied Financial Economics, Taylor & Francis Journals, vol. 24(17), pages 1123-1145, September.
  11. Ogonna Nneji & Chris Brooks & Charles Ward, 2013. "Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011," Journal of Real Estate Research, American Real Estate Society, vol. 35(2), pages 121-152.
  12. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013. "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 132-142.
  13. Chris Brooks & Marcel Prokopczuk, 2013. "The dynamics of commodity prices," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 527-542, March.
  14. Brooks, Chris & Prokopczuk, Marcel & Wu, Yingying, 2013. "Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 73-85.
  15. Miffre, Joëlle & Brooks, Chris & Li, Xiafei, 2013. "Idiosyncratic volatility and the pricing of poorly-diversified portfolios," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 78-85.
  16. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013. "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, vol. 32(C), pages 172-178.
  17. Ogonna Nneji & Chris Brooks & Charles Ward, 2013. "Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?," Urban Studies, Urban Studies Journal Limited, vol. 50(12), pages 2496-2516, September.
  18. Miffre, Joëlle & Brooks, Chris, 2013. "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 230-240.
  19. Agathee, Ushad Subadar & Sannassee, Raja Vinesh & Brooks, Chris, 2012. "The underpricing of IPOs on the Stock Exchange of Mauritius," Research in International Business and Finance, Elsevier, vol. 26(2), pages 281-303.
  20. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2012. "The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis," Financial Management, Financial Management Association International, vol. 41(2), pages 483-515, 06.
  21. Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh, 2012. "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius," Journal of Multinational Financial Management, Elsevier, vol. 22(4), pages 168-192.
  22. Adrian R. Bell & Chris Brooks & David Matthews & Charles Sutcliffe, 2012. "Over the moon or sick as a parrot? The effects of football results on a club's share price," Applied Economics, Taylor & Francis Journals, vol. 44(26), pages 3435-3452, September.
  23. Chris Brooks & Alešs Černý & Joëlle Miffre, 2012. "Optimal hedging with higher moments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(10), pages 909-944, October.
  24. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," Economic Modelling, Elsevier, vol. 29(6), pages 2651-2663.
  25. Kappou, Konstantina & Brooks, Chris & Ward, Charles, 2010. "The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 116-126, January.
  26. Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010. "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 345-361, June.
  27. Xiafei Li & Chris Brooks & Jo�lle Miffre, 2009. "The Value Premium and Time-Varying Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9-10), pages 1252-1272.
  28. Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009. "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1065-1080, August.
  29. Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R., 2008. "A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'," Research in International Business and Finance, Elsevier, vol. 22(3), pages 325-350, September.
  30. Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall, 2008. "Momentum profits and time-varying unsystematic risk," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 541-558, April.
  31. Bell, Adrian R. & Brooks, Chris & Dryburgh, Paul, 2007. "Interest rates and efficiency in medieval wool forward contracts," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 361-380, February.
  32. Keith Anderson & Chris Brooks, 2006. "The Long-Term Price-Earnings Ratio," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7-8), pages 1063-1086.
  33. Chris Brooks & Melvin J. Hinich, 2006. "Detecting intraday periodicities with application to high frequency exchange rates," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 241-259.
  34. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures," Financial Management, Financial Management Association, vol. 35(3), Autumn.
  35. Chris Brooks, 2005. "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(3), pages 399-421.
  36. Chris Brooks & Apostolos Katsaris, 2005. "Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index," The Journal of Business, University of Chicago Press, vol. 78(5), pages 2003-2036, September.
  37. Brooks, C. & Clare, A.D. & Dalle Molle, J.W. & Persand, G., 2005. "A comparison of extreme value theory approaches for determining value at risk," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 339-352, March.
  38. Chris Brooks & Apostolos Katsaris, 2005. "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index," Economic Journal, Royal Economic Society, vol. 115(505), pages 767-797, 07.
  39. Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005. "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, May.
  40. Chris Brooks & Apostolos Katsaris, 2003. "Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 55(4), pages 319-346, October.
  41. Chris Brooks & Sotiris Tsolacos, 2003. "International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks," Journal of Property Research, Taylor & Francis Journals, vol. 20(2), pages 133-155, January.
  42. Chris Brooks & Simon Burke, 2003. "Information criteria for GARCH model selection," The European Journal of Finance, Taylor & Francis Journals, vol. 9(6), pages 557-580.
  43. Gita Persand & Chris Brooks & Simon P. Burke, 2003. "Multivariate GARCH models: software choice and estimation issues," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 725-734.
  44. Gita Persand & Chris Brooks, 2003. "Volatility forecasting for risk management," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 1-22.
  45. Chris Brooks & Ian Garrett, 2002. "Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?," Applied Financial Economics, Taylor & Francis Journals, vol. 12(1), pages 25-31.
  46. Chris Brooks & Olan T. Henry & Gita Persand, 2002. "The Effect of Asymmetries on Optimal Hedge Ratios," The Journal of Business, University of Chicago Press, vol. 75(2), pages 333-352, April.
  47. Brooks, Chris & Reveiz, Alejandro H., 2002. "A model for exchange rates with crawling bands--an application to the Colombian peso," Journal of Economics and Business, Elsevier, vol. 54(5), pages 483-503.
  48. Brooks, Chris & Rew, Alistair G, 2002. "Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors," Computational Economics, Society for Computational Economics, vol. 20(3), pages 157-76, December.
  49. Brooks, Chris & Henry, Olan T, 2002. " The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 487-507, December.
  50. Brooks, C & Clare, A D & Persand, G, 2002. "A Note on Estimating Market-Based Minimum Capital Risk Requirements: A Multivariate GARCH Approach," Manchester School, University of Manchester, vol. 70(5), pages 666-81, September.
  51. Chris Brooks & M. Currim Oozeer, 2002. "Modelling the Implied Volatility of Options on Long Gilt Futures," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(1&2), pages 111-137.
  52. Brooks, Chris & Burke, Simon P, 2002. "Selecting from amongst Non-nested Conditional Variance Models: Information Criteria and Portfolio Determination," Manchester School, University of Manchester, vol. 70(6), pages 747-67, December.
  53. Brooks, Chris & Rew, Alistair G., 2002. "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates," Economic Modelling, Elsevier, vol. 19(1), pages 65-90, January.
  54. Chris Brooks & James Chong, 2001. "The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(11), pages 1043-1069, November.
  55. Brooks, Chris & Persand, Gita, 2001. "The trading profitability of forecasts of the gilt-equity yield ratio," International Journal of Forecasting, Elsevier, vol. 17(1), pages 11-29.
  56. Chris Brooks & Sotiris Tsolacos, 2001. "Linkages between property asset returns and interest rates: evidence for the UK," Applied Economics, Taylor & Francis Journals, vol. 33(6), pages 711-719.
  57. Brooks, Chris, 2001. "A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 135-43, March.
  58. Brooks, Chris & Burke, Simon P. & Persand, Gita, 2001. "Benchmarks and the accuracy of GARCH model estimation," International Journal of Forecasting, Elsevier, vol. 17(1), pages 45-56.
  59. Chris Brooks & Gita Persand, 2001. "Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects," Applied Economics Letters, Taylor & Francis Journals, vol. 8(3), pages 155-158.
  60. Brooks, Chris & Hinich, Melvin J, 2001. "Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 181-96, April.
  61. Chris Brooks & Sotiris Tsolacos, 2000. "Forecasting models of retail rents," Environment and Planning A, Pion Ltd, London, vol. 32(10), pages 1825-1839, October.
  62. Brooks, Chris & Henry, Olan T., 2000. "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, vol. 17(4), pages 497-513, December.
  63. Brooks, C. & Clare, A. D. & Persand, G., 2000. "A word of caution on calculating market-based minimum capital risk requirements," Journal of Banking & Finance, Elsevier, vol. 24(10), pages 1557-1574, October.
  64. Chris Brooks & Frank Skinner, 2000. "What will be the risk-free rate and benchmark yield curve following European monetary union?," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 59-69.
  65. Chris Brooks & Sotiris Tsola Cos, 2000. "Does orthogonalization really purge equitybased property valuations of their general stock market influences?," Applied Economics Letters, Taylor & Francis Journals, vol. 7(5), pages 305-309.
  66. Brooks, Chris & Henry, Olan T., 2000. "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, vol. 67(3), pages 245-251, June.
  67. Brooks, Chris & Hinich, Melvin J., 1999. "Cross-correlations and cross-bicorrelations in Sterling exchange rates," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 385-404, October.
  68. Brooks, Chris, 1999. "Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods," Computational Economics, Society for Computational Economics, vol. 13(3), pages 249-63, June.
  69. Chris Brooks & Ian Garrett & Melvin Hinich, 1999. "An alternative approach to investigating lead-lag relationships between stock and stock index futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 9(6), pages 605-613.
  70. James K. Maitland-Smith & Chris Brooks, 1999. "Threshold autoregressive and Markov switching models: an application to commercial real estate," Journal of Property Research, Taylor & Francis Journals, vol. 16(1), pages 1-19, January.
  71. Brooks, Chris & Heravi, Saeed M, 1999. "The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test," Computational Economics, Society for Computational Economics, vol. 13(2), pages 147-62, April.
  72. Chris Brooks & Sotiris Tsolacos, 1999. "The impact of economic and financial factors on UK property performance," Journal of Property Research, Taylor & Francis Journals, vol. 16(2), pages 139-152, January.
  73. Brooks, Chris, 1998. "Chaos in Foreign Exchange Markets: A Sceptical View," Computational Economics, Society for Computational Economics, vol. 11(3), pages 265-81, June.
  74. Brooks, Chris & Burke, Simon P., 1998. "Forecasting exchange rate volatility using conditional variance models selected by information criteria," Economics Letters, Elsevier, vol. 61(3), pages 273-278, December.
  1. Keith Anderson & Chris Brooks & Apostolos Katsaris, 2013. "Testing for speculative bubbles in asset prices," Chapters, in: Handbook of Research Methods and Applications in Empirical Finance, chapter 3, pages 73-94 Edward Elgar.
  1. Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), 2013. "Handbook of Research Methods and Applications in Empirical Finance," Books, Edward Elgar, number 14545, December.
    RePEc:cup:cbooks:9780521896955 is not listed on IDEAS
    RePEc:cup:cbooks:9780521721684 is not listed on IDEAS
    RePEc:cup:cbooks:9781107034662 is not listed on IDEAS
    RePEc:cup:cbooks:9781107661455 is not listed on IDEAS
10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2012-07-14
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2014-08-20
  3. NEP-CFN: Corporate Finance (1) 2014-08-20
  4. NEP-CTA: Contract Theory & Applications (1) 2014-08-20
  5. NEP-EEC: European Economics (1) 2010-06-26
  6. NEP-EXP: Experimental Economics (1) 2014-08-20
  7. NEP-FMK: Financial Markets (2) 2010-06-26 2014-11-07
  8. NEP-FOR: Forecasting (2) 2014-08-02 2014-08-16
  9. NEP-HIS: Business, Economic & Financial History (2) 2014-07-28 2015-04-02
  10. NEP-MST: Market Microstructure (3) 2010-06-26 2010-06-26 2014-08-20. Author is listed
  11. NEP-NEU: Neuroeconomics (1) 2014-08-20
  12. NEP-OPM: Open Economy Macroeconomics (2) 2014-07-28 2015-04-02
  13. NEP-RMG: Risk Management (2) 2014-08-20 2014-11-07
  14. NEP-URE: Urban & Real Estate Economics (1) 2014-08-16
For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Chris Brooks should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.