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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to stateprice density estimation
Zhang, Xibin (contributor); Brooks, Robert (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003778318
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Multivariate tests of asset pricing : simulation evidence from an emerging market
Iqbal, Javed (contributor); Brooks, Robert (contributor);  … - 2008
The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...
Persistent link: https://www.econbiz.de/10003778328
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Testing conditional asset pricing models : an emerging market perspective
Iqbal, Javed (contributor); Brooks, Robert (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003778329
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Underpricing, risk management, hot issue and crowding out effects : evidence from the Australian resources sector initital public offerings
Nguyen, Hoa (contributor); Dimovski, William (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003794219
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The effects of centrally determined water prices on irrigation water demand : evidence from the Victorian State Rivers and Water Supply Commission, 1908 - 1984
Harris, Edwyna; Brooks, Robert; Joymungul, Yovina - 2009
Persistent link: https://www.econbiz.de/10003859272
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The impact of patenting activity on the financial performance of Malaysian firms
Ghapar, Farha; Brooks, Robert; Smyth, Russell - 2013
Persistent link: https://www.econbiz.de/10009748391
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Inflated ordered outcomes
Brooks, Robert; Harris, Mark N.; Spencer, Christopher - 2012
Persistent link: https://www.econbiz.de/10009661649
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Concurrent momentum and contrarian strategies in the Australian stock market
Doan, Minh-Phuong; Alexeev, Vitali; Brooks, Robert - 2014
Persistent link: https://www.econbiz.de/10010409904
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An analysis of Watermove water markets
Brooks, Robert; Harris, Edwyna - 2005
Persistent link: https://www.econbiz.de/10003042514
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Is systematic downside beta risk really priced? : Evidence in emerging market data
Galagedera, Don U. A.; Brooks, Robert - 2005
Persistent link: https://www.econbiz.de/10003048166