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source:"econis"
~person:"Anderson, Kym"
~person:"Brooks, Robert"
~person:"Lim, Guay C."
~subject:"Share price"
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Anderson, Kym
Brooks, Robert
Lim, Guay C.
Allen, David E.
27
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23
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17
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12
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1
Concurrent momentum and contrarian strategies in the Australian stock market
Doan, Minh-Phuong
;
Alexeev, Vitali
;
Brooks, Robert
-
2014
Persistent link: https://www.econbiz.de/10010409904
Saved in:
2
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:
3
Concurrent momentum and contrarian strategies in the Australian stock market
Doan, Minh-Phuong
;
Alexeev, Vitali
;
Brooks, Robert
- In:
Australian journal of management
41
(
2016
)
1
,
pp. 77-106
Persistent link: https://www.econbiz.de/10011479132
Saved in:
4
Price clustering in Australian water markets
Brooks, Robert
;
Harris, Edwyna
;
Joymungul, Yovina
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 677-685
Persistent link: https://www.econbiz.de/10009716417
Saved in:
5
Underpricing, risk management, hot issue and crowding out effects : evidence from the Australian resources sector initial public offerings
Nguyen, Hoa
;
Dimovski, William
;
Brooks, Robert
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
3
,
pp. 333-361
Persistent link: https://www.econbiz.de/10008857855
Saved in:
6
Underpricing, risk management, hot issue and crowding out effects : evidence from the Australian resources sector initital public offerings
Nguyen, Hoa
(
contributor
);
Dimovski, William
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794219
Saved in:
7
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
8
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
9
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 71-89
Persistent link: https://www.econbiz.de/10001250675
Saved in:
10
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
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