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Volatility spillover between t...
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104
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86
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75
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73
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42
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The journal of futures markets
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Advances in futures and options research : a research annual
5
China Economic Review
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Emerging markets review
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International Review of Financial Analysis
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Journal of Futures Markets
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1
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
2
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
3
ESG and firm performance : the role of size and media channels
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Economic modelling
121
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014384536
Saved in:
4
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
5
Classifying Chinese bull and bear markets : indices and individual stocks
Chi, Wei
;
Brooks, Robert
;
Bissoondoyal-Bheenick, Emawtee
; …
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10011722547
Saved in:
6
The credit risk-return puzzle : impact of credit rating announcements in Australia and Japan
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10011538043
Saved in:
7
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
Saved in:
8
Stock Market impact of sovereign rating changes : alternative benchmark models
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
- In:
Emerging markets and sovereign risk
,
(pp. 231-252)
.
2015
Persistent link: https://www.econbiz.de/10010458440
Saved in:
9
Do asset backed securities ratings matter on average?
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Sirimon …
- In:
Research in international business and finance
33
(
2015
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011325893
Saved in:
10
Does volume help in pedicting stock returns? : analysis of the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
- In:
Research in international business and finance
24
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003965059
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