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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

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

Are all insiders on the inside? : evidence from the initiation of CDS trading and short selling in the financial sector

To, Thomas Y.; Sirimon Treepongkaruna; Wu, Eliza - In: Journal of international financial markets, … 54 (2018), pp. 114-129

Persistent link: https://www.econbiz.de/10011984031

Generalized impulse response analysis in a fractionally integrated vector autoregressive model

Do, Hung Xuan; Brooks, Robert Darren; Treepongkaruna, … - In: Economics letters 118 (2013) 3, pp. 462-465

Persistent link: https://www.econbiz.de/10010083461

Generalized impulse response analysis in a fractionally integrated vector autoregressive model

Do, Hung Xuan; Brooks, Robert Darren; Treepongkaruna, … - In: Economics Letters 118 (2013) 3, pp. 462-465

We develop a generalized impulse response function for the fractionally integrated vector autoregressive (FIVAR) model using the Pesaran and Shin (1998) approach. Our method is different from the methodology shown in Chung (2001) since it does not require us to orthogonalize the error vector...

Persistent link: https://www.econbiz.de/10010688085

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

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

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

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

Do trading hours affect volatility links in the foreign exchange market?

Sirimon Treepongkaruna; Brooks, Robert; Gray, Stephen - In: Australian journal of management 37 (2012) 1, pp. 7-27

Persistent link: https://www.econbiz.de/10009582208