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Classifying Chinese bull and bear markets : indices and individual stocks

Chi, Wei; Brooks, Robert; Bissoondoyal-Bheenick, Emawtee; … - In: Studies in economics and finance 33 (2016) 4, pp. 509-531

Persistent link: https://www.econbiz.de/10011722547

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544

Persistent link: https://www.econbiz.de/10003775780

Why do emerging stock markets experience more persistent price deviations from a random walk over time? : a country-level analysis

Lim, Kian-Ping; Brooks, Robert - In: Macroeconomic dynamics 14 (2010), pp. 3-41

Persistent link: https://www.econbiz.de/10003981207

Power arch modelling of the volatility of emerging equity markets

Brooks, Robert - In: Emerging markets review 8 (2007) 2, pp. 124-133

Persistent link: https://www.econbiz.de/10003453664

Alternative beta risk estimators and asset pricing tests in emerging markets : the case of Pakistan

Iqbal, Javed; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10003441921

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

Returns and volatility on the Chinese stock markets

Brooks, Robert; Ragunathan, Vanitha - In: Applied financial economics 13 (2003) 10, pp. 747-752

Persistent link: https://www.econbiz.de/10001777217

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

Testing the integration of the US and Chinese stock markets in a Fama-French framework

Brooks, Robert; Di Iorio, Amalia; Faff, Robert W.; … - In: Journal of economic integration 24 (2009) 3, pp. 435-454

Persistent link: https://www.econbiz.de/10003883045

Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets : an industry sector perspective

Luo, Weiwei; Brooks, Robert; Silvapulle, Paramsothy - In: Journal of international financial markets, … 21 (2011) 1, pp. 49-74

Persistent link: https://www.econbiz.de/10009259721