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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Brooks, Robert"
~person:"Caporale, Guglielmo Maria"
~person:"Jalles, João Tovar"
~person:"Salisu, Afees A."
~subject:"Australia"
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Brooks, Robert
Caporale, Guglielmo Maria
Jalles, João Tovar
Salisu, Afees A.
Faff, Robert W.
19
Miller, Paul W.
16
Olekalns, Nilss
11
Worthington, Andrew Charles
11
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9
Lim, Guay C.
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7
Ha Trong Nguyen
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
Le, Huong Thu
5
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4
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Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
Australian economic papers
2
International review of economics & finance : IREF
2
Abacus : a journal of accounting, finance and business studies
1
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1
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1
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ECONIS (ZBW)
13
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1
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
2
Mortgage asymmetric pricing, cash rate and international funding cost : Australian evidence
Quynh Chau Pham Holland
;
Liu, Benjamin
;
Roca, Eduardo
; …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 46-68
Persistent link: https://www.econbiz.de/10012384788
Saved in:
3
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
4
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
5
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Brooks, Robert
;
Maharaj, Elizabeth Ann
;
Pellegrini, Breanna
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 41-44
Persistent link: https://www.econbiz.de/10003725314
Saved in:
6
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
7
A test of a new dynamic CAPM
Faff, Robert W.
;
Brooks, Robert
;
Fan, Tan Pooi
- In:
Advances in investment analysis and portfolio …
8
(
2001
),
pp. 133-159
Persistent link: https://www.econbiz.de/10001640879
Saved in:
8
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
9
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
10
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.
;
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
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