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source:"econis"
subject:"Kapitaleinkommen"
~person:"Brooks, Robert"
~subject:"Panel study"
~type_genre:"Article in journal"
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Kapitaleinkommen
Panel study
Estimation
35
Schätzung
35
Volatility
14
Volatilität
14
Australia
12
Australien
12
Börsenkurs
11
Capital income
11
Share price
11
Aktienmarkt
10
Stock market
10
Theorie
10
Theory
10
ARCH model
9
ARCH-Modell
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Spillover effect
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Spillover-Effekt
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USA
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United States
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CAPM
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Exchange rate
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Risiko
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Risk
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Time series analysis
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Zeitreihenanalyse
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Devisenmarkt
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Estimation theory
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Foreign exchange market
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Higher moments
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Portfolio selection
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Portfolio-Management
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Schätztheorie
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1974-1992
2
China
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Brooks, Robert
Gupta, Rangan
68
Zaremba, Adam
58
Narayan, Paresh Kumar
32
McMillan, David G.
31
Wohar, Mark E.
30
Apergēs, Nikolaos
28
Tiwari, Aviral Kumar
27
Lee, Chien-chiang
26
Chang, Tsangyao
25
Westerlund, Joakim
25
Sehgal, Sanjay
20
Baltagi, Badi H.
19
Pierdzioch, Christian
19
Bollerslev, Tim
18
Cakici, Nusret
18
Todorov, Viktor
18
Wang, Yudong
18
Afonso, António
17
Ma, Feng
17
Balcilar, Mehmet
16
Bali, Turan G.
16
Hook, Law Siong
16
Caporale, Guglielmo Maria
15
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Bouri, Elie
14
Chiang, Thomas C.
14
Jalles, João Tovar
14
Long, Huaigang
14
Panagiōtidēs, Theodōros
14
Zhang, Yaojie
14
Su, Liangjun
13
Herzer, Dierk
12
Salisu, Afees A.
12
Umutlu, Mehmet
12
Zhu, Huiming
12
Demirer, Rıza
11
Holmes, Mark J.
11
Jareño, Francisco
11
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International review of economics & finance : IREF
3
Applied financial economics letters
1
Australian journal of management
1
Economics letters
1
Global finance journal
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of financial management, markets and institutions
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
2
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
3
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
4
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
5
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
6
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
7
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
8
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
9
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
10
Inflated ordered outcomes
Brooks, Robert
;
Harris, Mark N.
;
Spencer, Christopher
- In:
Economics letters
117
(
2012
)
3
,
pp. 683-686
Persistent link: https://www.econbiz.de/10009679761
Saved in:
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