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~person:"Bettman, Jenni L."
~person:"Brooks, Robert"
~person:"Gallagher, David R."
~person:"Smith, Tom"
~subject:"Momentenmethode"
~subject:"Volatilität"
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Bettman, Jenni L.
Brooks, Robert
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Smith, Tom
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1
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:
2
Concurrent momentum and contrarian strategies in the Australian stock market
Doan, Minh-Phuong
;
Alexeev, Vitali
;
Brooks, Robert
- In:
Australian journal of management
41
(
2016
)
1
,
pp. 77-106
Persistent link: https://www.econbiz.de/10011479132
Saved in:
3
Do trading hours affect volatility links in the foreign exchange market?
Sirimon Treepongkaruna
;
Brooks, Robert
;
Gray, Stephen
- In:
Australian journal of management
37
(
2012
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10009582208
Saved in:
4
Exploring the asset growth effect in the Australian equity market
Bettman, Jenni L.
;
Kosev, Mitch
;
Sault, Stephen J.
- In:
Australian journal of management
36
(
2011
)
2
,
pp. 200-216
Persistent link: https://www.econbiz.de/10009303259
Saved in:
5
Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
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