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Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

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/10003963264

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

Player salaries and revenues in the Australian Football League 2001 - 2009 : theory and evidence

Booth, Ross; Brooks, Robert; Diamond, Neil - In: The economic and labour relations review : ELRR 23 (2012) 2, pp. 39-54

Persistent link: https://www.econbiz.de/10009571250

Underwriter reputation and underpricing : evidence from the Australian IPO market

Dimovski, William; Philavanh, Simmala; Brooks, Robert - In: Review of quantitative finance and accounting 37 (2011) 4, pp. 409-426

Persistent link: https://www.econbiz.de/10009504947

Asset market linkages : evidence from financial, commodity and real estate assets

Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426

Persistent link: https://www.econbiz.de/10009244977

Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets : an industry sector perspective

Luo, Weiwei; Brooks, Robert; Silvapulle, Paramsothy - In: Journal of international financial markets, … 21 (2011) 1, pp. 49-74

Persistent link: https://www.econbiz.de/10009259721

Underpricing of Chinese initial public offerings

Guo, Haifeng; Brooks, Robert; Fung, Hung-gay - In: The Chinese economy 44 (2011) 5, pp. 72-85

Persistent link: https://www.econbiz.de/10009314986

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

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

Inflated ordered outcomes

Brooks, Robert; Harris, Mark N.; Spencer, Christopher - 2012

Persistent link: https://www.econbiz.de/10009661649

A service of the