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Brooks, Robert Darren's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,035 |
Total
Citations
50 |
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1.
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Faff, Robert W.
University of Queensland Brooks, Robert Darren
Monash University Hillier, Joe
Glasgow Caledonian University Hillier, David
University of Strathclyde, Glasgow - Department of Accounting and Finance
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572
(21,329)
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26
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Sovereign Rating Changes, Event Study, Country Beta Risk
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2.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Brooks, Robert Darren
Monash University
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435
(30,633)
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2
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Nonlinearity, Market Efficiency, Bicorrelations, Predictability, Stock Markets
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3.
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Brooks, Robert Darren
Monash University Davidson, Sinclair Richard
RMIT University - School of Economics, Finance and Marketing
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379
(36,461)
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R&D, Agency Costs, Capital Structure
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4.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Brooks, Robert Darren
Monash University Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories
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358
(39,062)
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3
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Predictability, Nonlinearity, Market Efficiency, Bicorrelations, Emerging stock markets
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5.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Brooks, Robert Darren
Monash University
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347
(40,615)
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1
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Weak-form Efficiency, Nonlinear Predictability, Information Incorporation, Cross-country Determinants, Stock Markets
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6.
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Galagedera, Don (Tissa) U. A.
Monash University - Department of Econometrics and Business Statistics Brooks, Robert Darren
Monash University
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335
(42,394)
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3
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Beta, downside risk, emerging markets
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7.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories Brooks, Robert Darren
Monash University
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275
(53,330)
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3
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Nonlinearity, Bicorrelation, Event study, Stock Market, Malaysia
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8.
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Galagedera, Don (Tissa) U. A.
Monash University - Department of Econometrics and Business Statistics Maharaj, Elizabeth Ann
Monash University Brooks, Robert Darren
Monash University
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214
(69,876)
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wavelet multiscales, CAPM, downside beta, downside co-skewness
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9.
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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
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207
(72,311)
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Time varying betas, GARCH, Censoring, Thin trading, Sample selectivity model
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10.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Brooks, Robert Darren
Monash University
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182
(82,057)
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3
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random walk, weak-form market efficiency, degree of market efficiency, determinants of market efficiency, private property rights
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11.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Brooks, Robert Darren
Monash University Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories
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127
(112,878)
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1
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Time reversibility, Bispectrum, Trispectrum, Stock returns
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12.
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Woodward, George
University of Colorado at Colorado Springs Brooks, Robert Darren
Monash University
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123
(115,851)
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3
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market timing, beta, market phase, smooth transition
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13.
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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
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25 Aug 10
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Last Revised:
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24 Nov 10
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97
(138,190)
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Trading activity, realized volatility, order imbalance
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14.
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Woodward, George
University of Colorado at Colorado Springs Brooks, Robert Darren
Monash University
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84
(151,869)
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beta, market phase
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15.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia
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74
(164,147)
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fractionally integrated VAR, bootstrap, generalized impulse response, spillovers, higher moments, intraday data
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16.
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Bissoondoyal-Bheenick, Emawtee
Monash University Brooks, Robert Darren
Monash University
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73
(165,458)
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Sovereign rating changes, Quadratic Model, Downside Model, Higher Order Downside Model.
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17.
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Jutasompakorn, Pearpilai
Monash University Treepongkaruna, Sirimon
University of Western Australia Brooks, Robert Darren
Monash University
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01 Mar 11
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Last Revised:
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26 Oct 11
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57
(188,818)
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Banking crisis, crisis dates, Markov switching, three regimes, Banking system stock return
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18.
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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
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36
(228,783)
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19.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia Wu, Eliza
University of Technology, Sydney - UTS Business School
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33
(235,824)
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Intraday data, higher moments, Markov regime switching, long memory, sovereign credit rating, credit rating agency
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20.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia Wu, Eliza
University of Technology, Sydney - UTS Business School
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23
(265,204)
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intraday data, higher moments, information theory, long memory, fractional integrated VAR, generalized impulse response
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21.
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Lim, Kian-Ping
Monash University - Department of Econometrics & Business Statistics Brooks, Robert Darren
Monash University
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4
(328,419)
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5
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Adaptive markets hypothesis (AMH), Efficient markets hypothesis (EMH), Evolving return predictability, Stock markets, Weak-form EMH
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22.
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Treepongkaruna, Sirimon
University of Western Australia Brooks, Robert Darren
Monash University Gray, Stephen
University of Queensland - Business School
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common information, foreign exchange market, stochastic volatility, trading hours, volatility spillover
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23.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia
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| Posted: |
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23 Sep 11
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Last Revised:
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25 Dec 12
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generalized impulse response, fractionally integrated VAR model, long memory
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24.
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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
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Markov switching, Asset linkages, Flight to quality, Flight from quality, Contagion
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25.
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Hill, Paula
University of Bristol Brooks, Robert Darren
Monash University Faff, Robert W.
University of Queensland
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Credit rating, rating transition, prediction, information content, sovereign
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26.
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Iqbal, Javed
Department of Statistics, Karachi University Brooks, Robert Darren
Monash University
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CAPM, Thin trading, Emerging markets, Pakistan
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27.
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Dimovski, William
Deakin University - School of Accounting, Economics and Finance Brooks, Robert Darren
Monash University
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initial public offerings (IPOs), Property trusts, REITs, REIT pricing
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