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The value premium and time-varying volatility
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: Journal of business finance & accounting : JBFA 36 (2009) 9/10, pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
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Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - 2011
Persistent link: https://www.econbiz.de/10009375423
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Speculative bubbles and the cross-sectional variation in stock returns
Anderson, Keith; Brooks, Chris - In: International review of financial analysis 35 (2014), pp. 20-31
Persistent link: https://www.econbiz.de/10010529634
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Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
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Commodity risks and the cross-section of equity returns
Brooks, Chris; Miffre, Joëlle; Nneji, Ogonna - In: The British accounting review : the journal of the … 48 (2016) 2, pp. 134-150
Persistent link: https://www.econbiz.de/10011520867
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Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle; Brooks, Chris; Li, Xiafei - In: International review of financial analysis 30 (2013), pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
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Testing for speculative bubbles in asset prices
Anderson, Keith; Brooks, Chris; Katsaris, Apostolos - In: Handbook of research methods and applications in …, (pp. 73-93). 2013
Persistent link: https://www.econbiz.de/10011897362
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Commodity risk factors and the cross-section of equity returns
Brooks, Chris; Fernandez-Perez, Adrian; Miffre, Joëlle; … - 2014
Persistent link: https://www.econbiz.de/10010440251