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Robert Brooks

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Personal Details

First Name:Robert
Middle Name:
Last Name:Brooks
RePEc Short-ID:pbr447
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  1. Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016. "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 22-36.
  2. Brooks, Robert & Cline, Brandon N. & Enders, Walter, 2015. "A comparison of the information in the LIBOR and CMT term structures of interest rates," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 239-253.
  3. Clay M. Moffett, 2012. "The efficacy of Regulation SHO in resolving naked shorts," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 20(1), pages 72-98, February.
  4. Robert Brooks & Brandon N. Cline & Walter Enders, 2012. "Information in the U.S. Treasury Term Structure of Interest Rates," The Financial Review, Eastern Finance Association, vol. 47(2), pages 247-272, 05.
  5. Robert Brooks & Don M. Chance & Brandon Cline, 2012. "Private Information and the Exercise of Executive Stock Options," Financial Management, Financial Management Association International, vol. 41(3), pages 733-764, 09.
  6. Robert Brooks, 2005. "A Surplus Optimization Approach to Managing Municipal Debt," Public Finance Review, , vol. 33(2), pages 236-254, March.
  7. Bhargava, Vivek & Brooks, Robert, 2002. "Exploration of the role of expectations in foreign exchange risk management," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 171-189, April.
  8. Vivek Bhargava & Robert Brooks & D. K. Malhotra, 2001. "Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation," The European Journal of Finance, Taylor & Francis Journals, vol. 7(3), pages 231-246.
  9. Brooks, Robert, 1999. "Municipal bonds: a contingent claims perspective," Financial Services Review, Elsevier, vol. 8(2), pages 71-85.
  10. Russell, Judson W. & Brooks, Robert, 1998. "Managing college tuition inflation using a surplus framework methodology," Financial Services Review, Elsevier, vol. 7(4), pages 257-271.
  11. Brooks, Robert & El-Keib, A. A., 1998. "A life-cycle view of electricity futures contracts," Journal of Energy Finance & Development, Elsevier, vol. 3(2), pages 171-183.
  12. Brooks, Robert, 1996. "Computing yields on enhanced CDs," Financial Services Review, Elsevier, vol. 5(1), pages 31-42.
  13. Brooks, Robert & Kroll, Yoram, 1995. "The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset," The Financial Review, Eastern Finance Association, vol. 30(4), pages 663-683, November.
  14. Kim, Myung-Jig & Oh, Young-Ho & Brooks, Robert, 1994. "Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(04), pages 609-631, December.
  15. Radcliffe, Robert & Brooks, Robert & Levy, Haim, 1992. "Active timing decisions of equity mutual funds," Financial Services Review, Elsevier, vol. 2(1), pages 21-39.
  16. Robert Brooks, 1991. "Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(4), pages 411-440, 08.
  17. Brooks, Robert & Livingston, Miles, 1990. "A note on the variance of spot interest rates," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 215-225, March.
  18. Brooks, Robert & Helms, Billy, 1990. "An N-Stage, Fractional Period, Quarterly Dividend Discount Model," The Financial Review, Eastern Finance Association, vol. 25(4), pages 651-657, November.
  19. Brooks, Robert, 1989. "Investment Decision Making with Derivative Securities," The Financial Review, Eastern Finance Association, vol. 24(4), pages 511-527, November.
  20. Brooks, Robert & Levy, Haim & Livingston, Miles, 1989. "The Coupon Effect on Term Premiums," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(1), pages 15-21, Spring.
  21. Levy, Haim & Brooks, Robert, 1989. "An empirical analysis of term premiums using stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 13(2), pages 245-260, May.
  22. Robert Brooks, 1989. "Investment decision making with index futures and index futures options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(2), pages 143-162, 04.

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