Robert Brooks

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Affiliations

• Monash University / Monash Business School / Department of Econometrics and Business Statistics
  • EDIRC entry
  • location:

Research profile

author of:

• The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone (RePEc:ami:journl:v:12:y:2013:i:2:p:280-301)
  by Simon MOORHEAD & Robert BROOKS
• Oil, Oil Volatility and Airline Stocks: A Global Analysis (RePEc:ami:journl:v:12:y:2013:i:2:p:302-318)
  by Mohan NANDHA & Robert BROOKS & Robert FAFF
• Risk Analysis of Pension Fund Investment Choices (RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898)
  by Emawtee Bissoondoyal‐Bheenick & Robert Brooks & Hung Xuan Do
• A Social Loss Approach to Testing the Efficiency of Australian Financial Futures (RePEc:bla:ausecp:v:30:y:1991:i:57:p:192-201)
  by Brooks, Robert D
• Financial Market Deregulation and Bank Risk: Testing for Beta Instability (RePEc:bla:ausecp:v:34:y:1995:i:65:p:180-99)
  by Brooks, Robert D & Faff, Robert W
• Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures (RePEc:bla:ausecp:v:35:y:1996:i:66:p:132-40)
  by Brooks, Robert D & Sheehan, Matthew P
• Financial Deregulation and Relative Risk of Australian Industry (RePEc:bla:ausecp:v:36:y:1997:i:69:p:308-20)
  by Brooks, Robert D & Faff, Robert W
• Modelling the Equity Beta Risk of Australian Financial Sector Companies (RePEc:bla:ausecp:v:39:y:2000:i:3:p:301-311)
  by Frida Lie & Robert Brooks & Robert Faff
• Investigating The “Bounce-Back” Hypothesis After The Asian Crisis (RePEc:bla:econpa:v:21:y:2002:i:2:p:71-85)
  by Robert Brooks & Sinclair Davidson
• How Much R&D Should Australia Undertake? (RePEc:bla:econpa:v:23:y:2004:i:2:p:165-174)
  by Robert Brooks & Sinclair Davidson
• Arc Linkage Projects And Research-Intensive Organizations: Are Research-Intensive Organizations Likely To Participate? (RePEc:bla:econpa:v:23:y:2004:i:2:p:175-188)
  by Diana Maldonado & Robert Brooks
• The Price Of Discrimination: An Economic Analysis Of The Human Rights And Equal Opportunity Commission Rulings 1985–2000 (RePEc:bla:econpa:v:23:y:2004:i:3:p:244-256)
  by Robert Brooks & Sinclair Davidson & Margaret Jackson
• The Initial Impacts Of A Matched Savings Program: The Saver Plus Program (RePEc:bla:econpa:v:25:y:2006:i:1:p:32-40)
  by Roslyn Russell & Robert Brooks & Aruna Nair & Liz Fredline
• Funding The Non-Profit Welfare Sector: Explaining Changing Funding Sources 1960–1999 (RePEc:bla:econpa:v:25:y:2006:i:1:p:83-99)
  by Gabrielle Berman & Robert Brooks & John Murphy
• Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League (RePEc:bla:ecorec:v:91:y:2015:i:295:p:523-535)
  by Trung Minh Dang & Ross Booth & Robert Brooks & Adi Schnytzer
• Decomposition of systematic and total risk variations in emerging markets (RePEc:bla:intfin:v:21:y:2018:i:2:p:158-174)
  by Meng‐Horng Lee & Chee‐Wooi Hooy & Robert Brooks
• Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk (RePEc:bla:irvfin:v:9:y:2009:i:1-2:p:27-50)
  by Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings
• Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments (RePEc:bla:jbfnac:v:42:y:2015:i:5-6:p:777-799)
  by Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu
• The Evolution Of Stock Market Efficiency Over Time: A Survey Of The Empirical Literature (RePEc:bla:jecsur:v:25:y:2011:i:1:p:69-108)
  by Kian‐Ping Lim & Robert Brooks
• Why Do Emerging Stock Markets Experience More Persistent Price Deviations From A Random Walk Over Time? A Country-Level Analysis (RePEc:cup:macdyn:v:14:y:2010:i:s1:p:3-41_09)
  by Lim, Kian-Ping & Brooks, Robert D.
• Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings (RePEc:dkn:acctwp:aef_2007_17)
  by Hoa Nguyen & William Dimovski & Robert Brooks
• R&D, Agency Costs and Capital Structure: International Evidence (RePEc:ecm:ausm04:59)
  by Sinclair Davidson & Robert Brooks
• Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case (RePEc:ecm:ausm04:62)
  by Diana Maldonado & Tim Fry & Robert Brooks & Robert Faff
• Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia (RePEc:ecm:ausm04:97)
  by Robert Brooks & Bhavish Jugurnath & Mark Stewart
• Price leadership and information transmission in Australian water allocation markets (RePEc:eee:agiwat:v:145:y:2014:i:c:p:83-91)
  by Brooks, Robert & Harris, Edwyna
• Efficiency gains from water markets: Empirical analysis of Watermove in Australia (RePEc:eee:agiwat:v:95:y:2008:i:4:p:391-399)
  by Brooks, Robert & Harris, Edwyna
• Asia/Pacific Regional Trade Agreements: An empirical study (RePEc:eee:asieco:v:18:y:2007:i:6:p:974-987)
  by Jugurnath, Bhavish & Stewart, Mark & Brooks, Robert
• Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic (RePEc:eee:chsofr:v:40:y:2009:i:3:p:1271-1276)
  by Lim, Kian-Ping & Brooks, Robert D.
• ESG and firm performance: The role of size and media channels (RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000159)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan
• New evidence on the impact of financial leverage on beta risk: A time-series approach (RePEc:eee:ecofin:v:13:y:2002:i:1:p:1-20)
  by Faff, R. W. & Brooks, R. D. & Kee, Ho Yew
• Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity (RePEc:eee:ecofin:v:36:y:2016:i:c:p:1-28)
  by Lim, Kian-Ping & Hooy, Chee-Wooi & Chang, Kwok-Boon & 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
• Inflated ordered outcomes (RePEc:eee:ecolet:v:117:y:2012:i:3:p:683-686)
  by Brooks, Robert & Harris, Mark N. & Spencer, Christopher
• Generalized impulse response analysis in a fractionally integrated vector autoregressive model (RePEc:eee:ecolet:v:118:y:2013:i:3:p:462-465)
  by Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (RePEc:eee:econom:v:153:y:2009:i:1:p:21-32)
  by Zhang, Xibin & Brooks, Robert D. & King, Maxwell L.
• Alternative point-optimal tests for regression coefficient stability (RePEc:eee:econom:v:57:y:1993:i:1-3:p:365-376)
  by Brooks, Robert D.
• The roles of news and volatility in stock market correlations during the global financial crisis (RePEc:eee:ememar:v:13:y:2012:i:1:p:1-7)
  by Mun, Melissa & Brooks, Robert
• Power arch modelling of the volatility of emerging equity markets (RePEc:eee:ememar:v:8:y:2007:i:2:p:124-133)
  by Brooks, Robert
• Does oil impact gold during COVID-19 and three other recent crises? (RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165)
  by Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan
• Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries (RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187)
  by Tanin, Tauhidul Islam & Hasanov, Akram Shavkatovich & Shaiban, Mohammed Sharaf Mohsen & Brooks, Robert
• The nexus between oil and airline stock returns: Does time frequency matter? (RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734)
  by Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert
• Dynamic spillover between commodities and commodity currencies during United States Q.E (RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410)
  by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan
• Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets (RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan & Smyth, Russell
• Cooperation, defection and resistance in Nazi Germany (RePEc:eee:exehis:v:58:y:2015:i:c:p:125-139)
  by Geerling, Wayne & Magee, Gary B. & Brooks, Robert
• Financial crisis and stock market efficiency: Empirical evidence from Asian countries (RePEc:eee:finana:v:17:y:2008:i:3:p:571-591)
  by Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H.
• Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005 (RePEc:eee:finana:v:17:y:2008:i:5:p:984-997)
  by Guo, Haifeng & Brooks, Robert
• Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs (RePEc:eee:finana:v:18:y:2009:i:5:p:239-249)
  by Guo, Haifeng & Brooks, Robert
• The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union (RePEc:eee:finana:v:34:y:2014:i:c:p:5-20)
  by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
• How does trading volume affect financial return distributions? (RePEc:eee:finana:v:35:y:2014:i:c:p:190-206)
  by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
• Dynamic volatility spillover effects between oil and agricultural products (RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095)
  by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong
• Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period (RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988)
  by Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert
• What drives cross-market correlations during the United States Q.E.? (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721)
  by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Vo, Xuan Vinh
• Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314)
  by Vellachami, Sanggetha & Hasanov, Akram Shavkatovich & Brooks, Robert
• Mean reversion and the forecasting of country betas: a note (RePEc:eee:glofin:v:10:y:1999:i:2:p:231-245)
  by Gangemi, Michael & Brooks, Robert & Faff, Robert
• Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches (RePEc:eee:glofin:v:17:y:2006:i:1:p:136-154)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Yip, Angela Y.N.
• Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis (RePEc:eee:glofin:v:28:y:2015:i:c:p:24-37)
  by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon
• GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume (RePEc:eee:intfin:v:11:y:2001:i:2:p:215-222)
  by Brooks, Robert D. & Faff, Robert W. & Fry, Tim R. L.
• Do you really want to ask an underwriter how much money you should leave on the table? (RePEc:eee:intfin:v:14:y:2004:i:3:p:267-280)
  by Dimovski, William & Brooks, Robert
• Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets (RePEc:eee:intfin:v:18:y:2008:i:5:p:527-544)
  by Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J.
• Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective (RePEc:eee:intfin:v:21:y:2011:i:1:p:49-74)
  by Luo, Weiwei & Brooks, Robert D. & Silvapulle, Param
• Banking crises: Identifying dates and determinants (RePEc:eee:intfin:v:32:y:2014:i:c:p:150-166)
  by Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon
• The impact of exchange rate volatility on German-US trade flows (RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87)
  by McKenzie, Michael D. & Brooks, Robert D.
• An examination of the effects of major political change on stock market volatility: the South African experience (RePEc:eee:intfin:v:7:y:1997:i:3:p:255-275)
  by Brooks, Robert D. & Davidson, Sinclair & Faff, Robert W.
• A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions (RePEc:eee:jbfina:v:21:y:1997:i:2:p:197-219)
  by Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho
• The national market impact of sovereign rating changes (RePEc:eee:jbfina:v:28:y:2004:i:1:p:233-250)
  by Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph
• Variations in sovereign credit quality assessments across rating agencies (RePEc:eee:jbfina:v:34:y:2010:i:6:p:1327-1343)
  by Hill, Paula & Brooks, Robert & Faff, Robert
• Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] (RePEc:eee:jbfina:v:34:y:2010:i:9:p:2306-2306)
  by Hill, Paula & Brooks, Robert & Faff, Robert
• Asset market linkages: Evidence from financial, commodity and real estate assets (RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426)
  by Chan, Kam Fong & Treepongkaruna, Sirimon & Brooks, Robert & Gray, Stephen
• Sudden changes in property rights: the case of Australian native title (RePEc:eee:jeborg:v:52:y:2003:i:4:p:427-442)
  by Brooks, Robert & Davidson, Sinclair & Faff, Robert
• Modeling Australia's country risk: a country beta approach (RePEc:eee:jebusi:v:52:y:2000:i:3:p:259-276)
  by Gangemi, Michael A. M. & Brooks, Robert D. & Faff, Robert W.
• A multi-country study of power ARCH models and national stock market returns (RePEc:eee:jimfin:v:19:y:2000:i:3:p:377-397)
  by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather
• Testing conditional asset pricing models: An emerging market perspective (RePEc:eee:jimfin:v:29:y:2010:i:5:p:897-918)
  by Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A.
• Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval (RePEc:eee:matcom:v:83:y:2012:i:c:p:10-22)
  by Nath, H. (Mindi) B. & Kim, Jae H. & Brooks, Robert D.
• Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan (RePEc:eee:mulfin:v:17:y:2007:i:1:p:75-93)
  by Iqbal, Javed & Brooks, Robert
• Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data (RePEc:eee:mulfin:v:17:y:2007:i:3:p:214-230)
  by Galagedera, Don U.A. & Brooks, Robert D.
• Beta stability and portfolio formation (RePEc:eee:pacfin:v:2:y:1994:i:4:p:463-479)
  by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H.
• Beta stability and portfolio formation (RePEc:eee:pacfin:v:3:y:1995:i:1:p:145-146)
  by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H.
• The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan (RePEc:eee:pacfin:v:35:y:2015:i:pa:p:37-55)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert
• Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets (RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912)
  by Kang, Sang Hoon & Maitra, Debasish & Dash, Saumya Ranjan & Brooks, Robert
• An investigation into the extent of beta instability in the Singapore stock market (RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:87-101)
  by Brooks, Robert D. & Faff, Robert W. & Ariff, Mohamed
• Investor-herding and risk-profiles: A State-Space model-based assessment (RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030055x)
  by Nath, Harmindar B. & Brooks, Robert D.
• Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks (RePEc:eee:quaeco:v:40:y:2000:i:1:p:85-106)
  by McKenzie, Michael D. & Brooks, Robert D. & Faff, Robert W. & Ho, Yew Kee
• Do realized betas exhibit up/down market tendencies? (RePEc:eee:reveco:v:18:y:2009:i:3:p:511-519)
  by Woodward, George & Brooks, Robert
• Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market (RePEc:eee:reveco:v:19:y:2010:i:2:p:196-210)
  by Guo, Haifeng & Brooks, Robert & Shami, Roland
• Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression (RePEc:eee:reveco:v:38:y:2015:i:c:p:94-111)
  by Nath, Harmindar B. & Brooks, Robert D.
• Stock and currency market linkages: New evidence from realized spillovers in higher moments (RePEc:eee:reveco:v:42:y:2016:i:c:p:167-185)
  by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
• Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market (RePEc:eee:reveco:v:62:y:2019:i:c:p:309-320)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan
• The underpricing of gold mining initial public offerings (RePEc:eee:riibaf:v:22:y:2008:i:1:p:1-16)
  by Dimovski, William & Brooks, Robert
• Does volume help in predicting stock returns? An analysis of the Australian market (RePEc:eee:riibaf:v:24:y:2010:i:2:p:146-157)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert D.
• Do asset backed securities ratings matter on average? (RePEc:eee:riibaf:v:33:y:2015:i:c:p:32-43)
  by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Treepongkaruna, Sirimon
• Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing (RePEc:eme:arjpps:10309610580000673)
  by William Dimovski & Robert Brooks
• An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas (RePEc:eme:parpps:eb037958)
  by Robert Brooks & Robert Faff & Tom Josev
• Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data (RePEc:eme:rbfpps:v:1:y:2009:i:1/2:p:44-61)
  by Daniel Mulino & Richard Scheelings & Robert Brooks & Robert Faff
• Classifying Chinese bull and bear markets: indices and individual stocks (RePEc:eme:sefpps:v:33:y:2016:i:4:p:509-531)
  by Wei Chi & Robert Brooks & Emawtee Bissoondoyal-Bheenick & Xueli Tang
• The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients (RePEc:fth:melrfi:93-3)
  by Brooks, R.D.
• The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach (RePEc:fth:melrfi:94-11)
  by Brooks, R.
• Beta Stability and Portfolio Formation (RePEc:fth:melrfi:94-3)
  by Brooks, R.D. & Faff, R.W. & Lee, J.H.H.
• Financial Market Deregulation and Bank Risk: Testing for Beta Instability (RePEc:fth:melrfi:95-3)
  by Brooks, R. & Faff, R.
• Autocorrelations, Returns and Australian Financial Futures (RePEc:fth:melrfi:95-9)
  by Brooks, R. & Michaelides, P.
• Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period (RePEc:fth:melrfi:96-10)
  by Faff, R. & Brooks, R.
• The Stability of ARCH Models Across Australian Financial Markets (RePEc:fth:melrfi:96-9)
  by Lee, J. & Brooks, R.
• An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience (RePEc:fth:melrfi:97-4)
  by Brooks, R & Davidson, S & Faff, R
• Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange (RePEc:fth:melrfi:98-3)
  by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
• A Multi-Country of Power ARCH Models and National Stock Market Returns (RePEc:fth:melrfi:98-4)
  by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
• The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach (RePEc:fth:rmitcf:94-11)
  by Brooks, R.
• The Liquidity Effect of the U.S. QE on Sovereign Yield Spreads of Commodity-Exporting Countries (RePEc:gam:jcommo:v:2:y:2023:i:2:p:8-146:d:1132846)
  by Pick-Schen Yip & Wee-Yeap Lau & Robert Brooks
• Investor Attention and Stock Market Activities: New Evidence from Panel Data (RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245)
  by Chaiyuth Padungsaksawasdi & Sirimon Treepongkaruna & Robert Brooks
• A New Measure for Idiosyncratic Risk Based on Decomposition Method (RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:43-:d:1030315)
  by Meng-Horng Lee & Chee-Wooi Hooy & Robert Brooks
• A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence (RePEc:igg:jrcm00:v:3:y:2014:i:1:p:40-75)
  by George Woodward & Robert Brooks
• Dynamic Volatility Spillover Effect between Oil and Agricultural Products (RePEc:ipg:wpaper:2019-009)
  by Pick Schen Yip & Robert Brooks & Hung Xuan Do & Duc Khuong Nguyen
• The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior (RePEc:kap:jfamec:v:29:y:2008:i:2:p:234-250)
  by Tim Fry & Sandra Mihajilo & Roslyn Russell & Robert Brooks
• The Pricing of Property Trust IPOs in Australia (RePEc:kap:jrefec:v:32:y:2006:i:2:p:185-199)
  by William Dimovski & Robert Brooks
• U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach (RePEc:kap:rqfnac:v:14:y:2000:i:1:p:17-43)
  by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Ho, Yew Kee
• Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance (RePEc:kap:rqfnac:v:22:y:2004:i:3:p:179-198)
  by William Dimovski & Robert Brooks
• Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia (RePEc:kap:rqfnac:v:31:y:2008:i:2:p:209-224)
  by Bhavish Jugurnath & Mark Stewart & Robert Brooks
• Oil prices and transport sector returns: an international analysis (RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409)
  by Mohan Nandha & Robert Brooks
• Underwriter reputation and underpricing: evidence from the Australian IPO market (RePEc:kap:rqfnac:v:37:y:2011:i:4:p:409-426)
  by William Dimovski & Simmala Philavanh & Robert Brooks
• The Pricing and Underwriting Costs of Japanese REIT IPOs (RePEc:kbb:dpaper:2007-37)
  by Kenji Kutsuna & William Dimovski & Robert Brooks
• Inflated Ordered Outcomes (RePEc:lbo:lbowps:2012_09)
  by Robert Brooks & Mark N. Harris & Christopher Spencer
• Underpricing of Chinese Initial Public Offerings (RePEc:mes:chinec:v:44:y:2011:i:5:p:72-85)
  by Haifeng Guo & Robert Brooks & Hung-Gay Fung
• Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases (RePEc:mes:emfitr:v:58:y:2022:i:11:p:3119-3135)
  by Garima Goel & Saumya Ranjan Dash & Robert Brooks & Sowmya Subramaniam
• The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984 (RePEc:mos:moswps:2009-16)
  by Edwyna Harris & Robert Brooks & Yovina Joymungul
• The Impact of Patenting Activity on the Financial Performance of Malaysian Firms (RePEc:mos:moswps:2013-22)
  by Farha Ghapar & Robert Brooks & Russell Smyth
• Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications (RePEc:msh:ebswps:1994-5)
  by Brooks, R.D. & King, M.L.
• An Analysis of Watermove Water Markets (RePEc:msh:ebswps:2005-10)
  by Robert Brooks & Edwyna Harris
• Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches (RePEc:msh:ebswps:2005-9)
  by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Angela Y.N.Yip
• Multivariate tests of asset pricing: Simulation evidence from an emerging market (RePEc:msh:ebswps:2008-2)
  by Javed Iqbal & Robert Brooks & Don U.A. Galagedera
• Testing Conditional Asset Pricing Models: An Emerging Market Perspective (RePEc:msh:ebswps:2008-3)
  by Javed Iqbal & Robert Brooks & Don U.A. Galagedera
• Investor-herding and risk-profiles: A State-Space Model-based Assessment (RePEc:msh:ebswps:2020-9)
  by Harminder B. Nath & Robert D. Brooks
• Thai Financial Markets and Political Change (RePEc:mul:jdp901:doi:10.12831/77234:y:2014:i:1:p:5-26)
  by Sutsarun Lumiajiak & Sirimon Treepongkaruna & Marvin Wee & Robert Brooks
• Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models (RePEc:pal:palchp:978-1-137-45066-1_13)
  by Emawtee Bissoondoyal-Bheenick & Robert Brooks
• Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models (RePEc:pra:mprapa:25020)
  by Iqbal, Javed & Brooks, Robert & Galagedera, Don UA
• Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets (RePEc:pra:mprapa:25349)
  by Iqbal, Javed & Brooks, Robert & Galagedera, Don UA
• An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data (RePEc:pra:mprapa:8509)
  by Brooks, Robert & Harris, Mark & Spencer, Christopher
• Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries (RePEc:ris:ambsrv:0085)
  by Sengupta, Anirban & Maitra, Debasish & Dash, Saumya Ranjan & Brooks, Robert
• Do trading hours affect volatility links in the foreign exchange market? (RePEc:sae:ausman:v:37:y:2012:i:1:p:7-27)
  by Sirimon Treepongkaruna & Robert Brooks & Stephen Gray
• The impact of HR political skill in the HRM and organisational performance relationship (RePEc:sae:ausman:v:41:y:2016:i:1:p:161-181)
  by Cathy Sheehan & Helen De Cieri & Brian K Cooper & Robert Brooks
• Concurrent momentum and contrarian strategies in the Australian stock market (RePEc:sae:ausman:v:41:y:2016:i:1:p:77-106)
  by Minh Phuong Doan & Vitali Alexeev & Robert Brooks
• Volatility spillover between the US, Chinese and Australian stock markets (RePEc:sae:ausman:v:43:y:2018:i:2:p:263-285)
  by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Wei Chi & Hung Xuan Do
• Player Salaries and Revenues in the Australian Football League 2001–2009: Theory and Evidence (RePEc:sae:ecolab:v:23:y:2012:i:2:p:39-54)
  by Ross Booth & Robert Brooks & Neil Diamond
• Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market (RePEc:sae:emffin:v:11:y:2012:i:3:p:271-300)
  by Nurjannah & Don U.A. Galagedera & Robert Brooks
• Second Place Is First of the Losers (RePEc:sae:jospec:v:14:y:2013:i:4:p:411-439)
  by Chris Judde & Ross Booth & Robert Brooks
• Vale1 Ross Booth (1952–2024) (RePEc:sae:jospec:v:25:y:2024:i:7:p:887-891)
  by Victor Matheson & Robert Brooks
• Asset allocation of Australian superannuation funds: a markov regime switching approach (RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-022-04741-0)
  by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Do
• Jump Connectedness in the European Foreign Exchange Market (RePEc:spr:conchp:978-3-030-85254-2_3)
  by Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Xuan Do
• Violence in the Australian Football League: Good or Bad? (RePEc:spr:semchp:978-1-4419-6630-8_9)
  by Ross Booth & Robert Brooks
• A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance (RePEc:taf:apeclt:v:13:y:2006:i:3:p:141-146)
  by Robert Brooks & John Byrne
• Market depth in an illiquid market: applying the VNET concept to Victorian water markets (RePEc:taf:apeclt:v:16:y:2009:i:13:p:1361-1364)
  by Robert Brooks & Edwyna Harris & Yovina Joymungul
• On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note (RePEc:taf:apeclt:v:16:y:2009:i:6:p:649-652)
  by Kian-Ping Lim & Robert Brooks
• Autocorrelations, returns and Australian financial futures (RePEc:taf:apeclt:v:2:y:1995:i:10:p:323-326)
  by Robert Brooks & Paul Michaelides
• Superstars and “The Voice” (RePEc:taf:apeclt:v:28:y:2021:i:20:p:1797-1800)
  by Robert Brooks
• A note on beta forecasting (RePEc:taf:apeclt:v:4:y:1997:i:2:p:77-78)
  by Robert Brooks & Robert Faff
• Beta stability and monthly seasonal effects: evidence from the Australian capital market (RePEc:taf:apeclt:v:4:y:1997:i:9:p:563-566)
  by Robert Brooks & Robert Faff & Thomas Josev
• Is there a common response in Australian bilateral exchange rates following current account announcements? (RePEc:taf:apeclt:v:5:y:1998:i:10:p:645-648)
  by Robert Brooks & Gabrielle Berman & Sinclair Davidson & Ting-Yean Tan
• The nature and extent of revisions to Australian macroeconomic data (RePEc:taf:apeclt:v:5:y:1998:i:3:p:169-174)
  by Robert Brooks & Gabrielle Berman & Sinclair Davidson
• International diversification of the funds management industry (RePEc:taf:apeclt:v:6:y:1999:i:10:p:663-667)
  by Jenny Diggle & Robert Brooks & John Shannon
• Variance ratio testing of the Australian forward foreign exchange market (RePEc:taf:apeclt:v:6:y:1999:i:7:p:417-419)
  by Joanne Copp & Robert Brooks
• Autocorrelations, returns and Australian stock indices (RePEc:taf:apeclt:v:6:y:1999:i:9:p:581-584)
  by Alpana Trivedi & Robert Brooks
• The Sydney Olympic Games announcement and Australian stock market reaction (RePEc:taf:apeclt:v:7:y:2000:i:12:p:781-784)
  by Gabrielle Berman & Robert Brooks & Sinclair Davidson
• Unknown item RePEc:taf:apfelt:v:1:y:2005:i:2:p:75-78 (article)
• Unknown item RePEc:taf:apfelt:v:1:y:2005:i:3:p:139-141 (article)
• Unknown item RePEc:taf:apfelt:v:2:y:2006:i:3:p:147-150 (article)
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• Unknown item RePEc:taf:apfelt:v:4:y:2008:i:1:p:41-44 (article)
• Unknown item RePEc:taf:apfelt:v:4:y:2008:i:5:p:341-345 (article)
• Unknown item RePEc:taf:apfiec:v:10:y:2000:i:1:p:49-58 (article)
• Unknown item RePEc:taf:apfiec:v:11:y:2001:i:2:p:157-163 (article)
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• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:6:p:413-420 (article)
• Unknown item RePEc:taf:apfiec:v:15:y:2005:i:1:p:31-42 (article)
• Unknown item RePEc:taf:apfiec:v:15:y:2005:i:18:p:1251-1258 (article)
• Unknown item RePEc:taf:apfiec:v:17:y:2007:i:8:p:615-633 (article)
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• Unknown item RePEc:taf:apfiec:v:19:y:2009:i:2:p:147-155 (article)
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• Unknown item RePEc:taf:apfiec:v:20:y:2010:i:5:p:381-395 (article)
• Unknown item RePEc:taf:apfiec:v:21:y:2011:i:13:p:997-1003 (article)
• Unknown item RePEc:taf:apfiec:v:7:y:1997:i:4:p:347-359 (article)
• Price clustering in Australian water markets (RePEc:taf:applec:45:y:2013:i:6:p:677-685)
  by Robert Brooks & Edwyna Harris & Yovina Joymungul
• An ordered response model of test cricket performance (RePEc:taf:applec:v:34:y:2002:i:18:p:2353-2365)
  by Robert Brooks & Robert Faff & David Sokulsky
• Financial characteristics of Australian initial public offerings from 1994 to 1999 (RePEc:taf:applec:v:35:y:2003:i:14:p:1599-1607)
  by William Dimovski & Robert Brooks
• The demand for creative arts in regional Victoria, Australia (RePEc:taf:applec:v:43:y:2011:i:5:p:619-629)
  by Tristan Masters & Roslyn Russell & Robert Brooks
• Power ARCH modelling of commodity futures data on the London Metal Exchange (RePEc:taf:eurjfi:v:7:y:2001:i:1:p:22-38)
  by Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff
• Factors Influencing Money Left on the Table by Property Trust IPO Issuers (RePEc:taf:jpropr:v:23:y:2006:i:3:p:269-280)
  by William Dimovski & Robert Brooks
• The Pricing and Underwriting Costs of Japanese REIT IPOs (RePEc:taf:jpropr:v:25:y:2008:i:3:p:221-239)
  by Kenji Kutsuna & William Dimovski & Robert Brooks
• Country risk and the estimation of asset return distributions (RePEc:taf:quantf:v:7:y:2007:i:3:p:261-265)
  by Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick
• Risk-return tradeoffs from investing in the Australian cash management industry (RePEc:taf:raflxx:v:2:y:2006:i:3:p:147-150)
  by Jenny Diggle & Robert Brooks
• The costs of raising equity capital for closed-end fund IPOs (RePEc:taf:raflxx:v:3:y:2007:i:5:p:295-299)
  by William Dimovski & Robert Brooks & Antonie van Eekelen
• An ordered probit model of Morningstar individual stock ratings (RePEc:taf:raflxx:v:4:y:2008:i:5:p:341-345)
  by Robert Brooks & Shelley Claire Naylor
• The impact of patenting activity on the financial performance of Malaysian firms (RePEc:taf:rjapxx:v:19:y:2014:i:3:p:445-463)
  by Farha Ghapar & Robert Brooks & Russell Smyth
• Concurrent momentum and contrarian strategies in the Australian stock market (RePEc:tas:wpaper:17830)
  by Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert
• Returns and volatility in the Kuala Lumpur crude (RePEc:wly:jfutmk:v:18:y:1998:i:8:p:985-999)
  by Keng Yap Liew & Robert Brooks
• Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings (RePEc:wsi:rpbfmp:v:13:y:2010:i:03:n:s0219091510001974)
  by Hoa Nguyen & William Dimovski & Robert Brooks
• Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs (RePEc:wsi:wschap:9789812772213_0011)
  by William Dimovski & Robert Brooks