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Brooks, Robert Darren


 SSRN Author Rank: 5,650 by Downloads
 Professor
 

Monash University


 Wellington Road
 Clayton, Victoria 3168
 Australia
 email address

Monash University Business and Economics Logo

 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia

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. Brooks, Robert Darren's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,445
Total
Citations
52
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The National Market Impact of Sovereign Rating Changes | Show Abstract | Download |
University of Strathclyde, Department of Accounting & Finance Working Paper
Working Paper Series
Faff, Robert W.
University of Queensland
Brooks, Robert Darren
Monash University
Hillier, Joe
Glasgow Caledonian University
Hillier, David
University of Strathclyde - Department of Accounting and Finance
Posted:
05 Mar 02
655
(21,125)
28

2.  
Lim, Kian-Ping
Universiti Malaya
Brooks, Robert Darren
Monash University
Posted:
19 Sep 06
474
(32,764)
2

3.  
Brooks, Robert Darren
Monash University
Davidson, Sinclair Richard
RMIT University - School of Economics, Finance and Marketing
Posted:
09 Dec 03
392
(41,584)
 

4.  
Cross-Country Determinants of Weak-Form Stock Market Efficiency: A Preliminary Exploratory Study | Show Abstract | Download |
20th Australasian Finance & Banking Conference 2007 Paper
Working Paper Series
Lim, Kian-Ping
Universiti Malaya
Brooks, Robert Darren
Monash University
Posted:
21 Aug 07
374
(44,009)
1

5.  
Lim, Kian-Ping
Universiti Malaya
Brooks, Robert Darren
Monash University
Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories
Posted:
06 Jun 06
372
(44,287)
3

6.  
Galagedera, Don (Tissa) U. A.
Monash University - Department of Econometrics and Business Statistics
Brooks, Robert Darren
Monash University
Posted:
30 Aug 05
341
(49,144)
3

7.  
Lim, Kian-Ping
Universiti Malaya
Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories
Brooks, Robert Darren
Monash University
Posted:
07 Jul 06
289
(59,758)
3

8.  
Galagedera, Don (Tissa) U. A.
Monash University - Department of Econometrics and Business Statistics
Maharaj, Elizabeth Ann
Monash University
Brooks, Robert Darren
Monash University
Posted:
19 Apr 06
223
(79,022)
 

9.  
Brooks, Robert Darren
Monash University
Dark, Jonathan
Monash University
Faff, Robert W.
University of Queensland
Fry, Tim
RMIT University - School of Economics, Finance and Marketing
Posted:
23 Feb 06
212
(83,227)
 

10.  
Lim, Kian-Ping
Universiti Malaya
Brooks, Robert Darren
Monash University
Posted:
03 Aug 08
194
(90,907)
3

11.  
Lim, Kian-Ping
Universiti Malaya
Brooks, Robert Darren
Monash University
Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories
Posted:
24 Dec 08
141
(121,313)
1

12.  
Woodward, George
University of Colorado at Colorado Springs
Brooks, Robert Darren
Monash University
Posted:
28 Feb 06
129
(130,619)
3

13.  
Trading Activity and Realized Volatility: Evidence with Decomposed Trading Volume and Order Imbalance | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Ting, Sze Shih
Monash University
Galagedera, Don (Tissa) U. A.
Monash University - Department of Econometrics and Business Statistics
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Posted:
25 Aug 10
Last Revised:
24 Nov 10
114
(143,587)
 

14.  
Woodward, George
University of Colorado at Colorado Springs
Brooks, Robert Darren
Monash University
Posted:
27 Feb 06
87
(173,094)
 

15.  
Bissoondoyal-Bheenick, Emawtee
Monash University
Brooks, Robert Darren
Monash University
Posted:
05 Aug 08
84
(176,921)
 

16.  
Stock and Currency Market Linkages: New Evidence From Realized Spillovers in Higher Moments | Show Abstract | Download |
24th Australasian Finance and Banking Conference 2011 Paper
Working Paper Series
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
25 Aug 11
Last Revised:
02 Sep 14
80
(182,338)
 

17.  
Identifying Banking Crises Dates | Show Abstract | Download |
Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Working Paper Series
Jutasompakorn, Pearpilai
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Posted:
01 Mar 11
Last Revised:
26 Oct 11
71
(195,622)
 

18.  
Brooks, Robert Darren
Monash University
Faff, Robert W.
University of Queensland
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
07 Dec 12
56
(221,366)
 

19.  
The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012, International Review of Financial Analysis, Forthcoming
Accepted Paper Series
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
28 Aug 12
Last Revised:
26 May 14
48
(237,644)
 

20.  
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
University of Technology, Sydney - UTS Business School
Posted:
12 Jun 12
Last Revised:
02 Sep 14
38
(260,553)
 

21.  
Generalized Impulse Response Analysis in a Fractionally Integrated Vector Autoregressive Model | Show Abstract | Download |
Economics Letters, Vol 118, Issue 3, March 2013, 462-465
Accepted Paper Series
Do, Hung Xuan
Monash University Malaysia
Brooks, Robert Darren
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Posted:
23 Sep 11
Last Revised:
26 May 14
34
(271,229)
 

22.  
Lim, Kian-Ping
Universiti Malaya
Hooy, Chee Wooi
Universiti Sains Malaysia
Chang, Kwok-Boon
President College
Brooks, Robert Darren
Monash University
Posted:
01 Jan 14
29
(286,001)
 

23.   Incl. Electronic Paper
Brooks, Robert Darren
Monash University
Harris, Mark N.
Curtin University
Spencer, Chris
Loughborough University
Posted:
01 Jun 13
Last Revised:
13 Jan 14
4
(386,632)
 

24.  
The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature | Show Abstract | Download |
Journal of Economic Surveys, Vol. 25, Issue 1, pp. 69-108, 2011
Accepted Paper Series
Lim, Kian-Ping
Universiti Malaya
Brooks, Robert Darren
Monash University
Posted:
24 Jan 11
4
(386,632)
5

25.  
Do Trading Hours Affect Volatility Links in the Foreign Exchange Market? | Show Abstract |
Australian Journal of Management, Vol. 37, No. 1, 2012
Accepted Paper Series
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Gray, Stephen
University of Queensland - Business School
Posted:
05 May 12
 

26.  
Asset Market Linkages: Evidence from Financial, Commodity and Real Estate Assets | Show Abstract |
Journal of Banking and Finance, Forthcoming
Accepted Paper Series
Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law
Treepongkaruna, Sirimon
University of Western Australia
Brooks, Robert Darren
Monash University
Gray, Stephen
University of Queensland - Business School
Posted:
06 Jan 11
 

27.  
Hill, Paula
University of Bristol
Brooks, Robert Darren
Monash University
Faff, Robert W.
University of Queensland
Posted:
02 Feb 09
 

28.  
A Test of CAPM on the Karachi Stock Exchange | Show Abstract |
International Journal of Business, Vol. 12, No. 4, 2007
Accepted Paper Series
Iqbal, Javed
Department of Statistics, Karachi University
Brooks, Robert Darren
Monash University
Posted:
07 Jun 08
 

29.  
The Pricing of Property Trust IPOs in Australia | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 32, No. 2, 2006
Accepted Paper Series
Dimovski, William
Deakin University - School of Accounting, Economics and Finance
Brooks, Robert Darren
Monash University
Posted:
09 Sep 05
 


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