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A social loss approach to testing the efficiency of Australian financial futures

Brooks, Robert - 1990

Persistent link: https://www.econbiz.de/10000806489

Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia

Jugurnath, Bhavish; Stewart, Mark F.; Brooks, Robert - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10003727927

The naked truth : examining prevailing practices in short sales and the resultant voter disenfranchisement

Brooks, Robert; Moffett, Clay M. - In: The journal of trading 3 (2008) 3, pp. 46-59

Persistent link: https://www.econbiz.de/10003758932

Untangling demand curves from information effects : evidence from Australian index adjustments

Sokulsky, David; Brooks, Robert; Davidson, Sinclair - In: Applied financial economics 18 (2008) 7/9, pp. 605-616

Persistent link: https://www.econbiz.de/10003739251

Financial crisis and stock market efficiency : empirical evidence form Asian countries

Lim, Kian-Ping; Brooks, Robert; Kim, Jae H. - In: International review of financial analysis 17 (2008) 3, pp. 571-591

Persistent link: https://www.econbiz.de/10003764487

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

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

Testing conditional asset pricing models : an emerging market perspective

Iqbal, Javed (contributor); Brooks, Robert (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003778329

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544

Persistent link: https://www.econbiz.de/10003775780

Risk-return tradeoffs from investing in the Australian cash management industry

Diggle, Jenny; Brooks, Robert - In: Applied financial economics letters 2 (2006) 3, pp. 147-150

Persistent link: https://www.econbiz.de/10003326244