Robert E Brooks

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Affiliations

• University of Alabama-Tuscaloosa / Culverhouse College of Business / Department of Economics, Finance and Legal Studies
  • EDIRC entry
  • location:

Research profile

author of:

• Private Information and the Exercise of Executive Stock Options (RePEc:bla:finmgt:v:41:y:2012:i:3:p:733-764)
  by Robert Brooks & Don M. Chance & Brandon Cline
• Investment Decision Making with Derivative Securities (RePEc:bla:finrev:v:24:y:1989:i:4:p:511-27)
  by Brooks, Robert
• An N-Stage, Fractional Period, Quarterly Dividend Discount Model (RePEc:bla:finrev:v:25:y:1990:i:4:p:651-57)
  by Brooks, Robert & Helms, Billy
• The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset (RePEc:bla:finrev:v:30:y:1995:i:4:p:663-83)
  by Brooks, Robert & Kroll, Yoram
• Information in the U.S. Treasury Term Structure of Interest Rates (RePEc:bla:finrev:v:47:y:2012:i:2:p:247-272)
  by Robert Brooks & Brandon N. Cline & Walter Enders
• The Coupon Effect On Term Premiums (RePEc:bla:jfnres:v:12:y:1989:i:1:p:15-21)
  by Robert Brooks & Haim Levy & Miles Livingston
• An Option Valuation Framework Based On Arithmetic Brownian Motion: Justification And Implementation Issues (RePEc:bla:jfnres:v:40:y:2017:i:3:p:401-427)
  by Robert Brooks & Joshua A. Brooks
• Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing (RePEc:cup:jfinqa:v:29:y:1994:i:04:p:609-631_00)
  by Kim, Myung-Jig & Oh, Young-Ho & Brooks, Robert
• Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries (RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505)
  by Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert
• Evidence of arbitrage trading activity: The case of Chinese metal futures contracts (RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000024)
  by Li, Yang & Brooks, Robert
• Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets (RePEc:eee:empfin:v:38:y:2016:i:pa:p:22-36)
  by Teterin, Pavel & Brooks, Robert & Enders, Walter
• Active timing decisions of equity mutual funds (RePEc:eee:finser:v:2:y:1992-1993:i:1:p:21-39)
  by Radcliffe, Robert & Brooks, Robert & Levy, Haim
• Computing yields on enhanced CDs (RePEc:eee:finser:v:5:y:1996:i:1:p:31-42)
  by Brooks, Robert
• Managing college tuition inflation using a surplus framework methodology (RePEc:eee:finser:v:7:y:1998:i:4:p:257-271)
  by Russell, Judson W. & Brooks, Robert
• Municipal bonds: a contingent claims perspective (RePEc:eee:finser:v:8:y:1999:i:2:p:71-85)
  by Brooks, Robert
• An empirical analysis of term premiums using stochastic dominance (RePEc:eee:jbfina:v:13:y:1989:i:2:p:245-260)
  by Levy, Haim & Brooks, Robert
• A note on the variance of spot interest rates (RePEc:eee:jbfina:v:14:y:1990:i:1:p:215-225)
  by Brooks, Robert & Livingston, Miles
• A comparison of the information in the LIBOR and CMT term structures of interest rates (RePEc:eee:jbfina:v:54:y:2015:i:c:p:239-253)
  by Brooks, Robert & Cline, Brandon N. & Enders, Walter
• A life-cycle view of electricity futures contracts (RePEc:eee:jefdev:v:3:y:1998:i:2:p:171-183)
  by Brooks, Robert & El-Keib, A. A.
• Samuelson hypothesis and carry arbitrage: U.S. and China (RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001012)
  by Brooks, Robert & Brooks, Joshua A.
• Exploration of the role of expectations in foreign exchange risk management (RePEc:eee:mulfin:v:12:y:2002:i:2:p:171-189)
  by Bhargava, Vivek & Brooks, Robert
• The efficacy of Regulation SHO in resolving naked shorts (RePEc:eme:jfrcpp:v:20:y:2012:i:1:p:72-98)
  by Clay M. Moffett & Robert Brooks & Jin Q. Jeon
• A Surplus Optimization Approach to Managing Municipal Debt (RePEc:sae:pubfin:v:33:y:2005:i:2:p:236-254)
  by Robert Brooks
• Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation (RePEc:taf:eurjfi:v:7:y:2001:i:3:p:231-246)
  by Vivek Bhargava & Robert Brooks & D. K. Malhotra
• The CFA Charter: Adding Value to the Market (RePEc:taf:ufajxx:v:54:y:1998:i:6:p:81-85)
  by Christopher M. Brockman & Robert Brooks
• Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration (RePEc:wly:jfutmk:v:11:y:1991:i:4:p:411-440)
  by Robert Brooks
• Samuelson hypothesis, arbitrage activity, and futures term premiums (RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1420-1441)
  by Robert Brooks & Pavel Teterin
• The information in global interest rate futures contracts (RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1135-1166)
  by Robert Brooks & Brandon N. Cline & Pavel Teterin & Yu You
• Investment decision making with index futures and index futures options (RePEc:wly:jfutmk:v:9:y:1989:i:2:p:143-162)
  by Robert Brooks