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Sudden changes in property rights : the case of Australian native title
Brooks, Robert; Davidson, Sinclair; Faff, Robert W. - In: Journal of economic behavior & organization : JEBO 52 (2003) 4, pp. 427-442
Persistent link: https://www.econbiz.de/10001832828
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Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Applied financial economics 14 (2004) 6, pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
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GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Journal of international financial markets, … 11 (2001) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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Modeling Australia's country risk : a country beta approach
Gangemi, Michael A. M.; Brooks, Robert; Faff, Robert W. - In: Journal of economics & business 52 (2000) 3, pp. 259-276
Persistent link: https://www.econbiz.de/10001496466
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Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
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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
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A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
Brooks, Robert - In: Journal of banking & finance 21 (1997) 2, pp. 197-219
Persistent link: https://www.econbiz.de/10001213041
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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
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Financial deregulation and relative risk of Australian industry
Brooks, Robert - In: Australian economic papers 36 (1997) 69, pp. 308-320
Persistent link: https://www.econbiz.de/10001239138
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Financial market deregulation and bank risk : testing for beta instability
Brooks, Robert - In: Australian economic papers 34 (1995) 65, pp. 180-199
Persistent link: https://www.econbiz.de/10001197995