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Testing the integration of the US and Chinese stock markets in a Fama-French framework
Brooks, Robert; Di Iorio, Amalia; Faff, Robert W.; … - In: Journal of economic integration 24 (2009) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10003883045
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Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
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The stock market impact of German reunification : international evidence
Brooks, Robert; Faff, Robert W.; Sokulsky, David L. - In: Applied financial economics 15 (2005) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10002529583
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Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Latin American financial markets : developments in …, (pp. 329-344). 2004
Persistent link: https://www.econbiz.de/10002608146
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New evidence on the impact of financial leverage on beta risk : a time-series approach
Faff, Robert W.; Brooks, Robert; Kee, Ho Yew - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001716383
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Persistence and predictability of skewness in country equity market returns
Lai, Eric; Brooks, Robert; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10001807037
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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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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
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Power arch modelling of the volatility of emerging equity markets
Brooks, Robert - In: Emerging markets review 8 (2007) 2, pp. 124-133
Persistent link: https://www.econbiz.de/10003453664
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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