Chris Brooks

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Contact

Affiliations

• University of Bristol / School of Accounting and Finance
  • EDIRC entry
  • location:

Research profile

author of:

• Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets (RePEc:afc:cliome:v:10:y:2016:i:1:p:5-30)
  by Adrian R. Bell & Chris Brooks & Nick Taylor
• Macroeconomic Influences on Property Returns (RePEc:arz:wpaper:eres1998_157)
  by Sotiris Tsolacos & Chris Brooks
• The Integration of European and US Real Estate Markets (RePEc:arz:wpaper:eres2007_186)
  by Sotiris Tsolacos & Chris Brooks
• Forecasting Turning Points in Real Estate Yields (RePEc:arz:wpaper:eres2013_219)
  by Sotiris Tsolacos & Chris Brooks
• Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange (RePEc:bla:buecrs:v:55:y:2003:i:4:p:319-346)
  by Chris Brooks & Apostolos Katsaris
• The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70 (RePEc:bla:ehsrev:v:67:y:2014:i:1:p:123-145)
  by Adrian R. Bell & Chris Brooks & Tony K. Moore
• Cambium non est mutuum: exchange and interest rates in medieval Europe (RePEc:bla:ehsrev:v:70:y:2017:i:2:p:373-396)
  by Adrian R. Bell & Chris Brooks & Tony K. Moore
• Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures (RePEc:bla:finmgt:v:35:y:2006:i:3:p:97-116)
  by Stephen Brammer & Chris Brooks & Stephen Pavelin
• The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis (RePEc:bla:finmgt:v:41:y:2012:i:2:p:483-515)
  by Ioannis Oikonomou & Chris Brooks & Stephen Pavelin
• The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings (RePEc:bla:finrev:v:49:y:2014:i:1:p:49-75)
  by Ioannis Oikonomou & Chris Brooks & Stephen Pavelin
• Modelling the Implied Volatility of Options on Long Gilt Futures (RePEc:bla:jbfnac:v:29:y:2002:i:1-2:p:111-137)
  by Chris Brooks & M. Currim Oozeer
• The Long‐Term Price‐Earnings Ratio (RePEc:bla:jbfnac:v:33:y:2006:i:7-8:p:1063-1086)
  by Keith Anderson & Chris Brooks
• The Value Premium and Time‐Varying Volatility (RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1252-1272)
  by Xiafei Li & Chris Brooks & Joëlle Miffre
• The Financial Effects of Uniform and Mixed Corporate Social Performance (RePEc:bla:jomstd:v:51:y:2014:i:6:p:898-925)
  by Ioannis Oikonomou & Chris Brooks & Stephen Pavelin
• Detecting intraday periodicities with application to high frequency exchange rates (RePEc:bla:jorssc:v:55:y:2006:i:2:p:241-259)
  by Chris Brooks & Melvin J. Hinich
• Tests of non‐linearity using LIFFE futures transactions price data (RePEc:bla:manchs:v:67:y:1999:i:2:p:167-186)
  by O. Ap Gwilym & C. Brooks & A. Clare & S. Thomas
• A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach (RePEc:bla:manchs:v:70:y:2002:i:5:p:666-681)
  by C. Brooks & A. D. Clare & G. Persand
• Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination (RePEc:bla:manchs:v:70:y:2002:i:6:p:747-767)
  by Chris Brooks & Simon P. Burke
• Did Purchasing Power Parity Hold in Medieval Europe? (RePEc:bla:manchs:v:85:y:2017:i:6:p:682-709)
  by Adrian R. Bell & Chris Brooks & Tony K. Moore
• The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market (RePEc:bla:obuest:v:64:y:2002:i:5:p:487-507)
  by Chris Brooks & Ólan T. Henry
• The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius (RePEc:bla:rdevec:v:21:y:2017:i:4:p:e131-e146)
  by Chris Brooks & Matthew Lamport & Kesseven Padachi & Vinesh Sannassee & Keshav Seetah & Boopen Seetanah
• RATS Handbook to Accompany Introductory Econometrics for Finance (RePEc:cup:cbooks:9780521721684)
  by Brooks,Chris
• Real Estate Modelling and Forecasting (RePEc:cup:cbooks:9780521873390)
  by Brooks,Chris & Tsolacos,Sotiris
• RATS Handbook to Accompany Introductory Econometrics for Finance (RePEc:cup:cbooks:9780521896955)
  by Brooks,Chris
• Introductory Econometrics for Finance (RePEc:cup:cbooks:9781108436823)
  by Brooks,Chris
• Medieval Property Investors, ca. 1300–1500 (RePEc:cup:entsoc:v:20:y:2019:i:03:p:575-612_00)
  by Bell, Adrian R. & Brooks, Chris & Killick, Helen
• A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index (RePEc:ecj:econjl:v:115:y:2005:i:505:p:767-797)
  by Chris Brooks & Apostolos Katsaris
• Are investors guided by the news disclosed by companies or by journalists? (RePEc:eee:beexfi:v:1:y:2014:i:c:p:45-60)
  by Shang, Zilu & Brooks, Chris & McCloy, Rachel
• Commodity risks and the cross-section of equity returns (RePEc:eee:bracre:v:48:y:2016:i:2:p:134-150)
  by Brooks, Chris & Fernandez-Perez, Adrian & Miffre, Joëlle & Nneji, Ogonna
• Topics and trends in finance research: What is published, who publishes it and what gets cited? (RePEc:eee:bracre:v:50:y:2018:i:6:p:615-637)
  by Brooks, Chris & Schopohl, Lisa
• Do investors care about corporate taxes? (RePEc:eee:corfin:v:38:y:2016:i:c:p:218-248)
  by Brooks, Chris & Godfrey, Chris & Hillenbrand, Carola & Money, Kevin
• Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions (RePEc:eee:corfin:v:48:y:2018:i:c:p:187-216)
  by Brooks, Chris & Chen, Zhong & Zeng, Yeqin
• Why does research in finance have so little impact? (RePEc:eee:crpeac:v:58:y:2019:i:c:p:24-52)
  by Brooks, Chris & Fenton, Evelyn & Schopohl, Lisa & Walker, James
• Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia (RePEc:eee:ecmode:v:17:y:2000:i:4:p:497-513)
  by Brooks, Chris & Henry, Olan T.
• Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates (RePEc:eee:ecmode:v:19:y:2002:i:1:p:65-90)
  by Brooks, Chris & Rew, Alistair G.
• Futures basis, inventory and commodity price volatility: An empirical analysis (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2651-2663)
  by Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese
• House price dynamics and their reaction to macroeconomic changes (RePEc:eee:ecmode:v:32:y:2013:i:c:p:172-178)
  by Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R.
• Forecasting exchange rate volatility using conditional variance models selected by information criteria (RePEc:eee:ecolet:v:61:y:1998:i:3:p:273-278)
  by Brooks, Chris & Burke, Simon P.
• Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models (RePEc:eee:ecolet:v:67:y:2000:i:3:p:245-251)
  by Brooks, Chris & Henry, Olan T.
• A comparison of extreme value theory approaches for determining value at risk (RePEc:eee:empfin:v:12:y:2005:i:2:p:339-352)
  by Brooks, C. & Clare, A.D. & Dalle Molle, J.W. & Persand, G.
• Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector? (RePEc:eee:empfin:v:17:y:2010:i:3:p:345-361)
  by Anderson, Keith & Brooks, Chris & Katsaris, Apostolos
• When is a MAX not the MAX? How news resolves information uncertainty (RePEc:eee:empfin:v:57:y:2020:i:c:p:33-51)
  by Tao, Ran & Brooks, Chris & Bell, Adrian R.
• Cross-correlations and cross-bicorrelations in Sterling exchange rates (RePEc:eee:empfin:v:6:y:1999:i:4:p:385-404)
  by Brooks, Chris & Hinich, Melvin J.
• The performance effects of composition changes on sector specific stock indices: The case of European listed real estate (RePEc:eee:finana:v:29:y:2013:i:c:p:132-142)
  by Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles
• Do long-short speculators destabilize commodity futures markets? (RePEc:eee:finana:v:30:y:2013:i:c:p:230-240)
  by Miffre, Joëlle & Brooks, Chris
• Idiosyncratic volatility and the pricing of poorly-diversified portfolios (RePEc:eee:finana:v:30:y:2013:i:c:p:78-85)
  by Miffre, Joëlle & Brooks, Chris & Li, Xiafei
• Speculative bubbles and the cross-sectional variation in stock returns (RePEc:eee:finana:v:35:y:2014:i:c:p:20-31)
  by Anderson, Keith & Brooks, Chris
• Fundamental indexation revisited: New evidence on alpha (RePEc:eee:finana:v:51:y:2017:i:c:p:1-15)
  by Balatti, Mirco & Brooks, Chris & Kappou, Konstantina
• Why are older investors less willing to take financial risks? (RePEc:eee:finana:v:56:y:2018:i:c:p:52-72)
  by Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin
• Optimism, volatility and decision-making in stock markets (RePEc:eee:finana:v:66:y:2019:i:c:s1057521918306677)
  by Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris
• The impacts of emotions and personality on borrowers’ abilities to manage their debts (RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000466)
  by Rendall, Stella & Brooks, Chris & Hillenbrand, Carola
• When it comes to the crunch: Retail investor decision-making during periods of market volatility (RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000175)
  by Brooks, Chris & Williams, Louis
• Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM (RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001089)
  by Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris
• The trading profitability of forecasts of the gilt-equity yield ratio (RePEc:eee:intfor:v:17:y:2001:i:1:p:11-29)
  by Brooks, Chris & Persand, Gita
• Benchmarks and the accuracy of GARCH model estimation (RePEc:eee:intfor:v:17:y:2001:i:1:p:45-56)
  by Brooks, Chris & Burke, Simon P. & Persand, Gita
• Finite sample weighting of recursive forecast errors (RePEc:eee:intfor:v:32:y:2016:i:2:p:458-474)
  by Brooks, Chris & Burke, Simon P. & Stanescu, Silvia
• A word of caution on calculating market-based minimum capital risk requirements (RePEc:eee:jbfina:v:24:y:2000:i:10:p:1557-1574)
  by Brooks, C. & Clare, A. D. & Persand, G.
• Interest rates and efficiency in medieval wool forward contracts (RePEc:eee:jbfina:v:31:y:2007:i:2:p:361-380)
  by Bell, Adrian R. & Brooks, Chris & Dryburgh, Paul
• Momentum profits and time-varying unsystematic risk (RePEc:eee:jbfina:v:32:y:2008:i:4:p:541-558)
  by Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall
• The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume (RePEc:eee:jbfina:v:34:y:2010:i:1:p:116-126)
  by Kappou, Konstantina & Brooks, Chris & Ward, Charles
• Experience wears the trousers: Exploring gender and attitude to financial risk (RePEc:eee:jeborg:v:163:y:2019:i:c:p:483-515)
  by Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin
• A model for exchange rates with crawling bands--an application to the Colombian peso (RePEc:eee:jebusi:v:54:y:2002:i:5:p:483-503)
  by Brooks, Chris & Reveiz, Alejandro H.
• Hot and cold IPO markets: The case of the Stock Exchange of Mauritius (RePEc:eee:mulfin:v:22:y:2012:i:4:p:168-192)
  by Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh
• The stock performance of America's 100 Best Corporate Citizens (RePEc:eee:quaeco:v:49:y:2009:i:3:p:1065-1080)
  by Brammer, Stephen & Brooks, Chris & Pavelin, Stephen
• Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage (RePEc:eee:quaeco:v:53:y:2013:i:1:p:73-85)
  by Brooks, Chris & Prokopczuk, Marcel & Wu, Yingying
• On the performance of the tick test (RePEc:eee:quaeco:v:54:y:2014:i:1:p:42-50)
  by Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso
• Gender and the evaluation of research (RePEc:eee:respol:v:43:y:2014:i:6:p:990-1001)
  by Brooks, Chris & Fenton, Evelyn M. & Walker, James T.
• Why have UK universities become more indebted over time? (RePEc:eee:reveco:v:82:y:2022:i:c:p:771-783)
  by Bell, Adrian R. & Brooks, Chris & Urquhart, Andrew
• A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal' (RePEc:eee:riibaf:v:22:y:2008:i:3:p:325-350)
  by Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R.
• The underpricing of IPOs on the Stock Exchange of Mauritius (RePEc:eee:riibaf:v:26:y:2012:i:2:p:281-303)
  by Agathee, Ushad Subadar & Sannassee, Raja Vinesh & Brooks, Chris
• The impact of personality traits on attitude to financial risk (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001227)
  by Brooks, Chris & Williams, Louis
• The first real estate bubble? Land prices and rents in medieval England c. 1300–1500 (RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000885)
  by Bell, Adrian R. & Brooks, Chris & Killick, Helen
• Handbook of Research Methods and Applications in Empirical Finance (RePEc:elg:eebook:14545)
  by None
• Testing for speculative bubbles in asset prices (RePEc:elg:eechap:14545_3)
  by Keith Anderson & Chris Brooks & Apostolos Katsaris
• Unknown item RePEc:eme:rbfpps:v:6:y:2014:i:2:p:86-103 (article)
• Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures (RePEc:fma:fmanag:brammerbrookspavelin06)
  by Stephen Brammer & Chris Brooks & Stephen Pavelin
• Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price (RePEc:hal:journl:hal-00709557)
  by Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe
• Multivariate GARCH models: software choice and estimation issues (RePEc:jae:japmet:v:18:y:2003:i:6:p:725-734)
  by Gita Persand & Chris Brooks & Simon P. Burke
• A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate (RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43)
  by Brooks, Chris
• Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting (RePEc:jof:jforec:v:20:y:2001:i:3:p:181-96)
  by Brooks, Chris & Hinich, Melvin J
• Volatility forecasting for risk management (RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22)
  by Gita Persand & Chris Brooks
• Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 (RePEc:jre:issued:v:35:n:2:2013:p:121-152)
  by Ogonna Nneji & Chris Brooks & Charles Ward
• On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets (RePEc:jre:issued:v:36:n:4:2014:p:541-574)
  by Sotiris Tsolacos & Chris Brooks & Ogonna Nneji
• The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market (RePEc:kap:annfin:v:10:y:2014:i:3:p:457-480)
  by Marcelo Perlin & Alfonso Dufour & Chris Brooks
• Chaos in Foreign Exchange Markets: A Sceptical View (RePEc:kap:compec:v:11:y:1998:i:3:p:265-81)
  by Brooks, Chris
• The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test (RePEc:kap:compec:v:13:y:1999:i:2:p:147-62)
  by Brooks, Chris & Heravi, Saeed M
• Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods (RePEc:kap:compec:v:13:y:1999:i:3:p:249-63)
  by Brooks, Chris
• Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors (RePEc:kap:compec:v:20:y:2002:i:3:p:157-76)
  by Brooks, Chris & Rew, Alistair G
• Corporate Tax: What Do Stakeholders Expect? (RePEc:kap:jbuset:v:158:y:2019:i:2:d:10.1007_s10551-017-3700-6)
  by Carola Hillenbrand & Kevin Guy Money & Chris Brooks & Nicole Tovstiga
• Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia (RePEc:mlb:wpaper:676)
  by Brooks, C. & Henry, O.T.
• Optimal Hedging and the Value of News (RePEc:mlb:wpaper:717)
  by Brooks, C. & Henry, O.T. & Persand, G.
• Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models (RePEc:mlb:wpaper:723)
  by Brooks, C. & Henry, O.T.
• The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market (RePEc:mlb:wpaper:733)
  by Brooks, C. & Henry, O.T.
• Measuring the Response of Macroeconomic Uncertainty to Shocks (RePEc:mlb:wpaper:870)
  by Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks
• Autoregressive Conditional Kurtosis (RePEc:oup:jfinec:v:3:y:2005:i:3:p:399-421)
  by Chris Brooks
• Can profitable trading strategies be derived from investment best-sellers? (RePEc:pal:assmgt:v:2:y:2001:i:2:d:10.1057_palgrave.jam.2240042)
  by C Brooks & W Chow & CWR Ward
• Decomposing the price-earnings ratio (RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240195)
  by Keith Anderson & Chris Brooks
• Low-cost momentum strategies (RePEc:pal:assmgt:v:9:y:2009:i:6:d:10.1057_jam.2008.28)
  by Xiafei Li & Chris Brooks & Joëlle Miffre
• A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market (RePEc:pra:mprapa:23380)
  by Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris
• The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market (RePEc:pra:mprapa:23381)
  by Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris
• Futures basis, inventory and commodity price volatility: An empirical analysis (RePEc:pra:mprapa:39903)
  by Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese
• Value at Risk and Market Crashes (RePEc:rdg:icmadp:icma-dp2000-01)
  by Chris Brooks & Gita Persand
• An EVT Approach to calculating Risk Capital Requirements (RePEc:rdg:icmadp:icma-dp2000-07)
  by Chris Brooks & Gita Persand & Andrew D. Clare
• A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (RePEc:rdg:icmadp:icma-dp2001-04)
  by Chris Brooks & Melvin J. Hinich
• International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks (RePEc:rdg:icmadp:icma-dp2001-08)
  by Chris Brooks & Sotiris Tsolacos
• The Statistical Properties of Hedge Fund Index Returns (RePEc:rdg:icmadp:icma-dp2001-09)
  by Chris Brooks & Harry. M Kat
• Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index (RePEc:rdg:icmadp:icma-dp2002-04)
  by Chris Brooks & Apostolos Katsaris
• Augoregressive Conditional Kurtosis (RePEc:rdg:icmadp:icma-dp2002-05)
  by Chris Brooks & Simon P. Burke & Gita Persand
• A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index (RePEc:rdg:icmadp:icma-dp2002-14)
  by Chris Brooks & Apostolos Katsaris
• Multivariate GARCH Models: Software Choice and Estimation Issues (RePEc:rdg:icmadp:icma-dp2003-07)
  by Chris Brooks & Simon Burke & Gita Persand
• Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange (RePEc:rdg:icmadp:icma-dp2003-14)
  by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson
• Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect (RePEc:rdg:icmadp:icma-dp2004-04)
  by Chris Brooks & Konstantina Kappou & Charles Ward
• Cross Hedging with Single Stock Futures (RePEc:rdg:icmadp:icma-dp2004-15)
  by Chris Brooks & Ryan J. Davies & Sang Soo Kim
• Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market? (RePEc:rdg:icmadp:icma-dp2005-01)
  by Adrian Bell & Chris Brooks & Paul Dryburgh
• The Long-Term P/E Radio (RePEc:rdg:icmadp:icma-dp2005-02)
  by Keith Anderson & Chris Brooks
• Decomposing the P/E Ratio (RePEc:rdg:icmadp:icma-dp2005-03)
  by Keith Anderson & Chris Brooks
• The Extremes of the P/E Effect (RePEc:rdg:icmadp:icma-dp2005-04)
  by Keith Anderson & Chris Brooks
• Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330) (RePEc:rdg:icmadp:icma-dp2005-08)
  by Adrian Bell & Chris Brooks & Paul Dryburgh
• Corporate Reputation and Stock Returns; are good firm good for investors? (RePEc:rdg:icmadp:icma-dp2006-05)
  by Stephen Brammer & Chris Brooks & Stephen Pavelin
• The Stock Performance of America's 100 Best Corporate Citizens (RePEc:rdg:icmadp:icma-dp2006-06)
  by Stephen Brammer & Chris Brooks & Stephen Pavelin
• Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector? (RePEc:rdg:icmadp:icma-dp2006-07)
  by Chris Brooks & Apostolos Katsaris
• Momentum Profits and Time-Varying Unsystematic Risk (RePEc:rdg:icmadp:icma-dp2006-09)
  by Xiafei Li & Chris Brooks & Joelle Miffre
• Optimal Hedging with Higher Moments (RePEc:rdg:icmadp:icma-dp2006-12)
  by Chris Brooks & A.Cerny & J. Miffre
• The Value Premium and Time-Varying Unsystematic Risk (RePEc:rdg:icmadp:icma-dp2007-03)
  by Chris Brooks & Xiafei Li & Joelle Miffre
• The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance (RePEc:rdg:icmadp:icma-dp2007-05)
  by Chris Brooks & Konstantina Kappou & Charles Ward
• Low-Cost Momentum Strategies (RePEc:rdg:icmadp:icma-dp2007-12)
  by Xiafei Li & Chris Brooks & Jöelle Miffre
• Interest in medieval accounts: Examples from England, 1272-1340 (RePEc:rdg:icmadp:icma-dp2008-07)
  by Adrian R. Bell & Chris Brooks & Tony Moore
• Time Varying Volatility and the Cross-Section of Equity Returns  (RePEc:rdg:icmadp:icma-dp2009-01)
  by Chris Brooks & Xiafei Li & Joelle Miffre
• Transaction Costs, Trading Volume and Momentum Strategies (RePEc:rdg:icmadp:icma-dp2009-04)
  by Xiafei Li & Chris Brooks & Joelle Miffre
• Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price (RePEc:rdg:icmadp:icma-dp2009-08)
  by Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe
• Testing for periodically collapsing rational speculative bubbles in US REITs (RePEc:rdg:icmadp:icma-dp2009-11)
  by Keith Anderson & Chris Brooks & Sotiris Tsolacos
• The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis (RePEc:rdg:icmadp:icma-dp2010-12)
  by Ioannis Oikonomou & Chris Brooks & Stephen Pavelin
• Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 (RePEc:rdg:icmadp:icma-dp2011-01)
  by Ogonna Nneji & Chris Brooks & Charles Ward
• The Dynamics of Commodity Prices (RePEc:rdg:icmadp:icma-dp2011-09)
  by Chris Brooks & Marcel Prokopczuk
• Housing and equity bubbles: Are they contagious to REITs? (RePEc:rdg:icmadp:icma-dp2011-11)
  by Ogonna Nneji & Chris Brooks & Charles Ward
• The interactive financial effects between corporate social responsibility and irresponsibility (RePEc:rdg:icmadp:icma-dp2012-02)
  by Ioannis Oikonomou & Chris Brooks & Stephen Pavelin
• Speculative Bubbles and the Cross-Sectional Variation in Stock Returns (RePEc:rdg:icmadp:icma-dp2013-01)
  by Chris Brooks & Keith Anderson
• On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets (RePEc:rdg:icmadp:icma-dp2013-02)
  by Sotiris Tsolacos & Chris Brooks & Ogonna Nneji
• Did Long-Short Investors Destabilize Commodity Markets? (RePEc:rdg:icmadp:icma-dp2013-03)
  by Joëlle Miffre & Chris Brooks
• Are Investors Guided by the News Disclosed by Companies or by Journalists? (RePEc:rdg:icmadp:icma-dp2013-04)
  by Zilu Shang & Chris Brooks & Rachel McCloy
• Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness (RePEc:rdg:icmadp:icma-dp2013-05)
  by Zilu Shang & Chris Brooks & Rachel McCloy
• Did Purchasing Power Parity Hold in Medieval Europe? (RePEc:rdg:icmadp:icma-dp2014-01)
  by Adrian R. Bell & Chris Brooks & Tony K. Moore
• Commodity Risk Factors and the Cross-Section of Equity Returns (RePEc:rdg:icmadp:icma-dp2014-09)
  by Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji
• The ‘Buying and Selling of Money for TimeÂ’: Foreign Exchange and Interest Rates in Medieval Europe (RePEc:rdg:icmadp:icma-dp2015-01)
  by Adrian R. Bell & Chris Brooks & Tony K. Moore
• 'Buying and Selling of Money for Time': Foreign Exchange and Interest Rates in Medieval Europe (RePEc:rdg:icmadp:icma-dp2015-03)
  by Adrian R. Bell & Chris Brooks & Tony K. Moore
• The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story (RePEc:rdg:icmadp:icma-dp2015-07)
  by Chris Godfrey & Chris Brooks
• The credit crisis of 1294: causes, consequences and results (RePEc:rnp:ecopol:0932)
  by Adrian P. Bell & Brooks, Chris & Moore, Tony
• Forecasting Models of Retail Rents (RePEc:sae:envira:v:32:y:2000:i:10:p:1825-1839)
  by Chris Brooks & Sotiris Tsolacos
• Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? (RePEc:sae:urbstu:v:50:y:2013:i:12:p:2496-2516)
  by Ogonna Nneji & Chris Brooks & Charles Ward
• Does orthogonalization really purge equitybased property valuations of their general stock market influences? (RePEc:taf:apeclt:v:7:y:2000:i:5:p:305-309)
  by Chris Brooks & Sotiris Tsola Cos
• Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (RePEc:taf:apeclt:v:8:y:2001:i:3:p:155-158)
  by Chris Brooks & Gita Persand
• What will be the risk-free rate and benchmark yield curve following European monetary union? (RePEc:taf:apfiec:v:10:y:2000:i:1:p:59-69)
  by Chris Brooks & Frank Skinner
• Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? (RePEc:taf:apfiec:v:12:y:2002:i:1:p:25-31)
  by Chris Brooks & Ian Garrett
• The long-run performance of IPOs: the case of the Stock Exchange of Mauritius (RePEc:taf:apfiec:v:24:y:2014:i:17:p:1123-1145)
  by Ushad Subadar Agathee & Raja Vinesh Sannassee & Chris Brooks
• An alternative approach to investigating lead-lag relationships between stock and stock index futures markets (RePEc:taf:apfiec:v:9:y:1999:i:6:p:605-613)
  by Chris Brooks & Ian Garrett & Melvin Hinich
• Over the moon or sick as a parrot? The effects of football results on a club's share price (RePEc:taf:applec:44:y:2012:i:26:p:3435-3452)
  by Adrian R. Bell & Chris Brooks & David Matthews & Charles Sutcliffe
• Linkages between property asset returns and interest rates: evidence for the UK (RePEc:taf:applec:v:33:y:2001:i:6:p:711-719)
  by Chris Brooks & Sotiris Tsolacos
• Financial data science: the birth of a new financial research paradigm complementing econometrics? (RePEc:taf:eurjfi:v:25:y:2019:i:17:p:1627-1636)
  by Chris Brooks & Andreas G. F. Hoepner & David McMillan & Andrew Vivian & Chardin Wese Simen
• Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns (RePEc:taf:eurjfi:v:27:y:2021:i:8:p:774-795)
  by Ran Tao & Chris Brooks & Adrian Bell
• Information criteria for GARCH model selection (RePEc:taf:eurjfi:v:9:y:2003:i:6:p:557-580)
  by Chris Brooks & Simon Burke
• Threshold autoregressive and Markov switching models: an application to commercial real estate (RePEc:taf:jpropr:v:16:y:1999:i:1:p:1-19)
  by James K. Maitland-Smith & Chris Brooks
• The impact of economic and financial factors on UK property performance (RePEc:taf:jpropr:v:16:y:1999:i:2:p:139-152)
  by Chris Brooks & Sotiris Tsolacos
• Forecasting real estate returns using financial spreads (RePEc:taf:jpropr:v:18:y:2001:i:3:p:235-248)
  by Chris Brooks & Sotiris Tsolacos
• Testing for bubbles in indirect property price cycles (RePEc:taf:jpropr:v:18:y:2001:i:4:p:341-356)
  by Chris Brooks & Apostolos Katsaris & Tony McGough & Sotiris Tsolacos
• International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks (RePEc:taf:jpropr:v:20:y:2003:i:2:p:133-155)
  by Chris Brooks & Sotiris Tsolacos
• The dynamics of commodity prices (RePEc:taf:quantf:v:13:y:2013:i:4:p:527-542)
  by Chris Brooks & Marcel Prokopczuk
• Measuring the Response of Macroeconomic Uncertainty to Shocks (RePEc:tpr:restat:v:87:y:2005:i:2:p:362-370)
  by Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks
• The Effect of Asymmetries on Optimal Hedge Ratios (RePEc:ucp:jnlbus:v:75:y:2002:i:2:p:333-352)
  by Chris Brooks & Olan T. Henry & Gita Persand
• Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index (RePEc:ucp:jnlbus:v:78:y:2005:i:5:p:2003-2036)
  by Chris Brooks & Apostolos Katsaris
• Speculative Bubble Spillovers across Regional Housing Markets (RePEc:uwp:landec:v:91:y:2015:i:3:p:516-535)
  by Ogonna Nneji & Chris Brooks & Charles W. R. Ward
• The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models (RePEc:wly:jfutmk:v:21:y:2001:i:11:p:1043-1069)
  by Chris Brooks & James Chong
• Optimal hedging with higher moments (RePEc:wly:jfutmk:v:32:y:2012:i:10:p:909-944)
  by Chris Brooks & Alešs Černý & Joëlle Miffre
• Booms and Busts in Commodity Markets: Bubbles or Fundamentals? (RePEc:wly:jfutmk:v:35:y:2015:i:10:p:916-938)
  by Chris Brooks & Marcel Prokopczuk & Yingying Wu