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Do realized betas exhibit up/down market tendencies?
Woodward, G. Thomas; Brooks, Robert - In: International review of economics & finance : IREF 18 (2009) 3, pp. 511-519
Persistent link: https://www.econbiz.de/10003881651
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Detecting hot and cold cycles using a Markov regime switching model : evidence from the Chinese A-share IPO market
Guo, Haifeng; Brooks, Robert; Shami, Roland G. - In: International review of economics & finance : IREF 19 (2010) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10008669391
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Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.; Brooks, Robert - In: International review of economics & finance : IREF 38 (2015), pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
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Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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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
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Do realized betas exhibit up-down market tendencies?
Woodward, George; Brooks, Robert - In: International review of economics & finance : IREF 18 (2009) 3, pp. 511-519
Persistent link: https://www.econbiz.de/10008262149
Cover Image
Do realized betas exhibit up/down market tendencies?
Woodward, George; Brooks, Robert - In: International review of economics & finance : IREF 18 (2009) 3, pp. 511-520
Persistent link: https://www.econbiz.de/10008896619