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The performance effects of composition changes on sector specific stock indices : the case of European listed real estate
Brooks, Chris; Kappou, Konstantina; Stevenson, Simon; … - In: International review of financial analysis 29 (2013), pp. 132-142
Persistent link: https://www.econbiz.de/10010244117
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The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market
Perlin, Marcelo; Dufour, Alfonso; Brooks, Chris - In: Annals of finance 10 (2014) 3, pp. 457-480
Persistent link: https://www.econbiz.de/10010399792
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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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A three-regime model of speculative behaviour : modelling the evolution of the S&P 500 composite index
Brooks, Chris; Katsaris, Apostolos - In: The economic journal : the journal of the Royal … 115 (2005) 505, pp. 767-797
Persistent link: https://www.econbiz.de/10003007798
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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
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The impact of news on measures of unidiversifiable risk : evidence from the UK stock market
Brooks, Chris; Henry, Ólan Thomas John - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-507
Persistent link: https://www.econbiz.de/10001741987
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Linkages between property asset returns and interest rates : evidence for the UK
Brooks, Chris; Tsolacos, Sotiris - In: Applied economics 33 (2001) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001575682
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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084