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British research in accounting and finance (2001 - 2007) : the 2008 research assessment exercise
Aston, David; Beattie, Vivien A.; Broadbent, Jane; … - In: The British accounting review : the journal of the … 41 (2009) 4, pp. 199-207
Persistent link: https://www.econbiz.de/10003931317
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; O'Sullivan, … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003707678
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Time-varying price discovery in the 18th century
Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - 2011
Persistent link: https://www.econbiz.de/10009375420
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Over the moon or sick as a parrot? : the effects of football results on a club's share price
Bell, Adrian R.; Brooks, Chris; Matthews, David; … - In: Applied economics 44 (2012) 25/27, pp. 3435-3452
Persistent link: https://www.econbiz.de/10009619772
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Do investors care about corporate taxes?
Brooks, Chris; Godfrey, Chris; Hillenbrand, Carola; … - In: The journal of corporate finance : contracting, … 38 (2016), pp. 218-248
Persistent link: https://www.econbiz.de/10011508890
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Gender and the evaluation of research
Brooks, Chris; Fenton, Evelyn M.; Walker, James T. - In: Research policy : policy, management and economic … 43 (2014) 6, pp. 990-1001
Persistent link: https://www.econbiz.de/10010472843
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Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets
Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10011492239
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An alternative approach in investigating lead-lag relationships between stock and stock index futures markets : comment
Hasan, Mohammad S. - In: Applied financial economics letters 1 (2005) 2, pp. 125-130
Persistent link: https://www.econbiz.de/10002807139
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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris; Hinich, Melvin J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001638835