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The form of time variation of systematic risk : some Australian evidence

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1992

Persistent link: https://www.econbiz.de/10000849414

Further evidence on the relationship between beta stability and the length of the estimation period

Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111

Persistent link: https://www.econbiz.de/10001229799

Beta stability and portfolio formation

Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479

Persistent link: https://www.econbiz.de/10001178922

An examination of the effects of major political change on stock market volatility : the South African experience

Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001238418

Components of the bid-ask spread of default-risky interest rate swaps

Brooks, Robert - In: Advances in futures and options research : a research annual 7 (1994), pp. 237-249

Persistent link: https://www.econbiz.de/10001196343

A further examination of the effect of diversification on the stability of portfolio betas

Brooks, Robert (contributor) - In: Applied financial economics 7 (1997) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001219247

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

Concurrent momentum and contrarian strategies in the Australian stock market

Doan, Minh-Phuong; Alexeev, Vitali; Brooks, Robert - In: Australian journal of management 41 (2016) 1, pp. 77-106

Persistent link: https://www.econbiz.de/10011479132

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...

Persistent link: https://www.econbiz.de/10012038696

Rating spillover effects on the stock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Journal of multinational financial management 25/26 (2014), pp. 51-63

Persistent link: https://www.econbiz.de/10010516824