Access Statistics for Robert Brooks

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Country of Power ARCH Models and National Stock Market Returns 0 0 0 1 0 0 0 529
Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case 0 0 0 42 1 1 2 1,050
An Analysis of Watermove Water Markets 0 0 0 111 0 0 0 351
An Examination of the Effects of Major Political Change on Stock Market Volatility: The South African Experience 0 0 0 2 0 1 3 794
An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data 0 0 0 153 0 0 0 367
Autocorrelations, Returns and Australian Financial Futures 0 0 0 0 0 0 0 192
Beta Stability and Portfolio Formation 0 0 0 3 0 1 1 2,078
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 1 18 0 1 3 83
Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches 0 0 0 210 0 0 0 533
Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia 0 0 3 549 1 1 7 1,927
Dynamic Volatility Spillover Effect between Oil and Agricultural Products 0 0 0 7 0 1 2 36
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 2 0 0 0 1,075
Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period 0 0 0 1 0 0 1 1,281
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications 0 0 0 0 0 1 1 856
Inflated Ordered Outcomes 0 0 0 53 0 0 0 120
Investor-herding and risk-profiles: A State-Space Model-based Assessment 0 0 0 21 0 0 4 69
Multivariate tests of asset pricing: Simulation evidence from an emerging market 0 0 0 100 0 1 1 295
Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange 0 0 0 4 0 0 1 1,697
R&D, Agency Costs and Capital Structure: International Evidence 1 1 1 426 2 5 6 1,209
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets 0 0 0 35 0 1 1 180
Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models 0 0 1 47 0 0 2 189
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 0 0 0 162 0 0 0 433
The Impact of Patenting Activity on the Financial Performance of Malaysian Firms 0 0 1 32 1 1 2 89
The Pricing and Underwriting Costs of Japanese REIT IPOs 0 0 0 7 0 0 0 86
The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients 0 0 0 0 0 0 0 194
The Stability of ARCH Models Across Australian Financial Markets 0 0 0 0 1 2 2 602
The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach 0 0 0 0 0 0 1 209
The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach 0 0 0 0 0 0 0 195
The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984 0 0 0 13 0 0 2 49
Total Working Papers 1 1 7 1,999 6 17 42 16,768
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 0 4 348
A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence 0 0 1 2 0 0 2 7
A New Measure for Idiosyncratic Risk Based on Decomposition Method 0 0 0 3 0 0 1 6
A Social Loss Approach to Testing the Efficiency of Australian Financial Futures 0 0 0 0 0 0 0 40
A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance 0 0 0 3 0 0 1 26
A duration analysis of the time from prospectus to listing for Australian initial public offerings 0 0 0 14 1 1 1 122
A multi-country study of power ARCH models and national stock market returns 1 1 4 112 1 1 16 308
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions 0 0 0 31 0 0 2 181
A note on beta forecasting 0 0 0 124 0 0 0 316
ARC LINKAGE PROJECTS AND RESEARCH-INTENSIVE ORGANIZATIONS: ARE RESEARCH-INTENSIVE ORGANIZATIONS LIKELY TO PARTICIPATE? 0 0 0 1 1 1 1 10
Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan 0 0 1 107 0 0 4 256
Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence 0 0 0 163 0 0 0 630
Alternative point-optimal tests for regression coefficient stability 0 0 0 21 1 1 1 63
An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas 0 0 0 0 1 1 1 1
An examination of the effects of major political change on stock market volatility: the South African experience 0 2 2 47 0 3 3 162
An investigation into the extent of beta instability in the Singapore stock market 0 0 0 56 0 2 3 241
An ordered probit model of Morningstar individual stock ratings 1 1 2 2 1 1 2 2
An ordered response model of test cricket performance 0 1 2 101 0 1 7 408
Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests 0 0 0 81 0 0 0 266
Asia/Pacific Regional Trade Agreements: An empirical study 0 0 1 80 0 0 4 231
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression 0 0 1 11 0 1 4 100
Asset allocation of Australian superannuation funds: a markov regime switching approach 0 1 1 2 0 1 3 6
Asset market linkages: Evidence from financial, commodity and real estate assets 0 0 10 171 0 1 17 465
Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases 0 0 1 8 1 2 3 17
Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market 0 0 0 0 0 0 1 6
Australian industry beta risk, the choice of market index and business cycles 0 0 0 425 0 0 0 1,778
Autocorrelations, returns and Australian financial futures 0 0 0 3 0 0 0 39
Autocorrelations, returns and Australian stock indices 0 0 0 7 0 0 0 69
Banking crises: Identifying dates and determinants 0 0 1 40 0 0 2 132
Beta stability and monthly seasonal effects: evidence from the Australian capital market 0 0 0 51 0 0 0 160
Beta stability and portfolio formation 0 0 0 121 1 2 2 388
Beta stability and portfolio formation 0 0 0 147 0 0 0 367
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model 0 0 0 28 0 0 0 180
Classifying Chinese bull and bear markets: indices and individual stocks 0 1 1 7 0 1 1 34
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 9 0 0 1 50
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market 0 0 1 5 1 1 2 65
Cooperation, defection and resistance in Nazi Germany 0 0 0 30 0 0 4 176
Correlations, integration and Hansen-Jagannathan bounds 0 0 0 21 0 0 0 150
Country risk and the estimation of asset return distributions 0 0 0 26 1 1 1 63
Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk 0 0 0 62 0 0 7 222
Decomposition of systematic and total risk variations in emerging markets 0 0 0 5 0 0 0 12
Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market 0 0 0 53 0 1 12 344
Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches 0 0 0 28 0 0 1 136
Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia 0 0 0 36 0 0 2 182
Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries 0 0 0 1 0 0 2 7
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments 0 0 1 4 0 0 1 28
Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League 0 0 3 7 0 1 4 35
Do asset backed securities ratings matter on average? 0 0 1 19 0 0 1 73
Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period 0 0 0 5 1 2 6 26
Do realized betas exhibit up/down market tendencies? 0 0 0 11 0 0 0 68
Do trading hours affect volatility links in the foreign exchange market? 0 0 2 34 0 0 3 113
Do you really want to ask an underwriter how much money you should leave on the table? 0 0 0 34 0 0 1 322
Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data 0 0 0 2 0 0 2 15
Does oil impact gold during COVID-19 and three other recent crises? 0 0 2 2 0 0 5 19
Does volume help in predicting stock returns? An analysis of the Australian market 0 0 0 38 0 0 0 138
Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs 0 0 1 29 0 0 4 161
Dynamic spillover between commodities and commodity currencies during United States Q.E 0 0 0 11 0 0 2 64
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets 1 1 4 101 1 1 7 331
Dynamic volatility spillover effects between oil and agricultural products 0 0 1 9 0 0 9 62
ESG and firm performance: The role of size and media channels 0 3 26 46 7 16 99 180
Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective 0 0 0 15 0 2 3 81
Efficiency gains from water markets: Empirical analysis of Watermove in Australia 0 1 2 62 1 2 6 185
Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] 0 0 0 16 0 0 0 35
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets 0 0 0 1 0 0 4 34
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks 0 0 1 43 0 0 1 120
FUNDING THE NON-PROFIT WELFARE SECTOR: EXPLAINING CHANGING FUNDING SOURCES 1960–1999 0 0 0 3 1 1 2 27
Factors Influencing Money Left on the Table by Property Trust IPO Issuers 0 0 0 2 0 0 1 62
Financial Deregulation and Relative Risk of Australian Industry 0 0 0 0 0 0 0 87
Financial Market Deregulation and Bank Risk: Testing for Beta Instability 0 0 0 0 0 0 0 185
Financial characteristics of Australian initial public offerings from 1994 to 1999 0 0 0 67 0 1 1 326
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 0 1 4 646 0 1 21 1,938
Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures 0 0 0 0 0 0 0 59
Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity 1 1 1 30 3 3 7 137
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume 0 0 1 66 0 0 1 221
Generalized impulse response analysis in a fractionally integrated vector autoregressive model 0 0 1 12 0 0 3 74
HOW MUCH R&D SHOULD AUSTRALIA UNDERTAKE? 0 0 0 0 0 0 0 21
How does trading volume affect financial return distributions? 0 0 0 9 0 0 0 73
INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS 0 0 0 4 0 0 0 24
Inflated ordered outcomes 0 0 0 18 0 2 3 90
Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance 0 0 3 164 0 0 7 428
International diversification of the funds management industry 0 0 0 11 0 1 1 64
Investor Attention and Stock Market Activities: New Evidence from Panel Data 0 0 0 12 0 1 6 95
Investor-herding and risk-profiles: A State-Space model-based assessment 0 0 0 3 0 1 1 18
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 0 0 2 123 0 1 6 320
Is there a common response in Australian bilateral exchange rates following current account announcements? 0 0 0 2 0 0 0 54
Market depth in an illiquid market: applying the VNET concept to Victorian water markets 0 0 0 12 0 0 2 64
Mean reversion and the forecasting of country betas: a note 0 0 0 24 0 1 3 110
Modeling Australia's country risk: a country beta approach 0 0 0 284 0 1 1 1,047
Modelling the Equity Beta Risk of Australian Financial Sector Companies 0 0 2 4 0 0 2 7
Multivariate tests of asset pricing: simulation evidence from an emerging market 0 0 0 34 0 0 0 176
New evidence on the impact of financial leverage on beta risk: A time-series approach 0 2 3 214 0 3 4 913
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets 0 0 1 66 0 0 3 285
Oil prices and transport sector returns: an international analysis 0 1 2 135 0 2 5 344
Oil, Oil Volatility and Airline Stocks: A Global Analysis 1 1 5 116 1 1 8 330
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note 0 0 0 10 1 1 5 63
Player Salaries and Revenues in the Australian Football League 2001–2009: Theory and Evidence 0 0 0 0 0 0 0 5
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries 0 0 0 0 0 0 0 0
Power ARCH modelling of commodity futures data on the London Metal Exchange 0 1 1 247 1 2 2 1,121
Power arch modelling of the volatility of emerging equity markets 0 0 0 77 0 0 3 181
Price clustering in Australian water markets 0 0 0 9 2 2 5 58
Price leadership and information transmission in Australian water allocation markets 0 0 0 2 0 0 0 91
Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic 0 0 0 1 0 0 2 7
Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing 0 0 0 0 0 0 0 2
Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval 0 0 0 1 0 2 2 29
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis 0 0 1 13 0 0 4 64
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 0 22 1 1 1 113
Returns and volatility in the Kuala Lumpur crude 0 0 1 4 0 0 1 13
Returns and volatility on the Chinese stock markets 0 0 0 160 0 0 0 364
Risk Analysis of Pension Fund Investment Choices 0 0 3 5 0 0 3 8
Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach 0 0 1 1 1 1 4 4
Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries 0 1 2 3 1 2 4 13
Risk-return tradeoffs from investing in the Australian cash management industry 0 0 0 0 0 0 0 0
Second Place Is First of the Losers 0 0 3 24 1 2 8 106
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis 0 0 0 22 0 0 1 91
Stakeholder representation on the boards of Australian initial public offerings 0 0 0 11 0 0 0 148
Stock and currency market linkages: New evidence from realized spillovers in higher moments 0 0 0 13 0 0 1 130
Sudden changes in property rights: the case of Australian native title 0 0 0 49 0 0 2 156
Superstars and “The Voice” 0 0 0 1 0 0 0 3
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE 0 0 0 0 2 7 28 754
THE INITIAL IMPACTS OF A MATCHED SAVINGS PROGRAM: THE SAVER PLUS PROGRAM 0 0 0 4 0 0 1 9
THE PRICE OF DISCRIMINATION: AN ECONOMIC ANALYSIS OF THE HUMAN RIGHTS AND EQUAL OPPORTUNITY COMMISSION RULINGS 1985–2000 0 0 1 8 0 0 1 26
Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling 0 0 0 176 0 0 0 782
Testing conditional asset pricing models: An emerging market perspective 0 0 1 131 2 2 3 568
Thai Financial Markets and Political Change 1 1 2 36 1 1 4 108
The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone 0 0 0 22 2 2 2 86
The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior 0 0 1 56 0 0 2 297
The Liquidity Effect of the U.S. QE on Sovereign Yield Spreads of Commodity-Exporting Countries 0 0 0 0 1 2 3 3
The Pricing and Underwriting Costs of Japanese REIT IPOs 0 0 0 3 0 0 0 55
The Pricing of Property Trust IPOs in Australia 0 0 0 62 0 0 0 225
The Sydney Olympic Games announcement and Australian stock market reaction 0 0 6 228 0 2 15 1,167
The costs of raising equity capital for closed-end fund IPOs 0 0 0 0 0 0 1 1
The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan 0 0 1 21 0 1 6 135
The demand for creative arts in regional Victoria, Australia 0 0 0 13 0 0 0 62
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union 0 0 0 4 0 0 0 47
The impact of HR political skill in the HRM and organisational performance relationship 0 0 2 22 0 0 3 95
The impact of exchange rate volatility on German-US trade flows 0 1 4 256 0 1 6 636
The impact of patenting activity on the financial performance of Malaysian firms 0 0 0 1 1 1 1 18
The national market impact of sovereign rating changes 1 2 6 350 1 3 15 763
The nature and extent of revisions to Australian macroeconomic data 0 0 0 1 0 0 0 49
The nexus between oil and airline stock returns: Does time frequency matter? 0 1 3 6 0 1 4 18
The roles of news and volatility in stock market correlations during the global financial crisis 0 0 1 67 1 1 4 236
The stability of ARCH models across Australian financial futures markets 0 0 0 14 0 0 0 52
The stock market impact of German reunification: international evidence 0 0 0 115 0 0 0 427
The target cash rate and its impact on investment asset returns in Australia 0 0 0 68 0 0 0 276
The underpricing of gold mining initial public offerings 0 0 2 47 0 0 4 252
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach 0 0 0 65 0 0 0 285
Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005 0 0 0 54 0 0 2 221
Underpricing of Chinese Initial Public Offerings 0 2 3 41 1 3 4 152
Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings 0 0 0 1 0 0 1 17
Underwriter reputation and underpricing: evidence from the Australian IPO market 1 1 3 76 2 2 7 304
Untangling demand curves from information effects: evidence from Australian index adjustments 0 0 0 9 0 0 0 68
Vale1 Ross Booth (1952–2024) 0 0 0 0 0 0 0 0
Variance ratio testing of the Australian forward foreign exchange market 0 0 0 21 0 1 2 70
Variations in sovereign credit quality assessments across rating agencies 0 0 3 160 0 2 14 385
Volatility spillover between the US, Chinese and Australian stock markets 0 0 0 7 0 0 0 32
WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS 0 0 0 55 1 1 2 126
What drives cross-market correlations during the United States Q.E.? 0 0 1 5 0 0 3 14
Total Journal Articles 8 28 150 7,761 48 113 550 30,032
6 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs 0 0 0 3 0 0 1 22
Jump Connectedness in the European Foreign Exchange Market 0 0 0 0 3 3 7 19
Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models 0 0 0 0 1 1 3 6
Violence in the Australian Football League: Good or Bad? 0 0 0 0 0 1 4 8
Total Chapters 0 0 0 3 4 5 15 55


Statistics updated 2025-03-03