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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

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

Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: The European journal of finance 27 (2021) 8, pp. 774-795

Persistent link: https://www.econbiz.de/10012516133

When is a MAX not the MAX? : how news resolves information uncertainty

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51

Persistent link: https://www.econbiz.de/10012430435

Does Managerial Turnover Affect Football Club Share Prices?

Bell, Adrian R. - 2012

This paper analyses the 53 managerial sackings and resignations from 16 stock exchange listed English football clubs during the nine seasons between 2000/01 and 2008/09. The results demonstrate that on average, a managerial sacking results in a post-announcement day share price rise of 0.8%,...

Persistent link: https://www.econbiz.de/10013106601

Transaction costs, trading volume and momentum strategies

Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of trading 5 (2010) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10003931735

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

The stock performance of America's 100 best corporate citizens

Brammer, Stephen; Brooks, Chris; Pavelin, Stephen - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1065-1080

Persistent link: https://www.econbiz.de/10003873838

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

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