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Announcements and revisions of Australian macraoeconomic data and their news content for Australian financial markets

Brooks, Robert (contributor) - In: Journal of international financial markets, … 9 (1999) 2, pp. 195-215

Persistent link: https://www.econbiz.de/10001402176

A social loss approach to testing the efficiency of Australian financial futures

Brooks, Robert - In: Australian economic papers 30 (1991) 57, pp. 192-201

Persistent link: https://www.econbiz.de/10001134159

Forecast error and social loss approaches to testing the efficiency of Australian financial futures

Brooks, Robert - In: Australian economic papers 35 (1996) 66, pp. 132-140

Persistent link: https://www.econbiz.de/10001210680

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544

Persistent link: https://www.econbiz.de/10003775780

Why do emerging stock markets experience more persistent price deviations from a random walk over time? : a country-level analysis

Lim, Kian-Ping; Brooks, Robert - In: Macroeconomic dynamics 14 (2010), pp. 3-41

Persistent link: https://www.econbiz.de/10003981207

The evolution of stock market efficiency over time : a survey of the empirical literature

Lim, Kian-Ping; Brooks, Robert - In: Journal of economic surveys 25 (2011) 1, pp. 69-108

Persistent link: https://www.econbiz.de/10009127811

Financial crisis and stock market efficiency : empirical evidence form Asian countries

Lim, Kian-Ping; Brooks, Robert; Kim, Jae H. - In: International review of financial analysis 17 (2008) 3, pp. 571-591

Persistent link: https://www.econbiz.de/10003764487