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When Is the Standard Analysis of Common Property Extraction under Free Access Correct? A Game-Theoretic Justification for Non-Game-Theoretic Analyses

Brooks, Robin; Murray, Michael; Salant, Stephen; Weise, … - In: Journal of Political Economy 107 (1999) 4, pp. 843-858

Persistent link: https://www.econbiz.de/10005733292

Firm-Level Evidence on International Stock Market Comovement

Brooks, Robin; Negro, Marco Del - In: Review of Finance 10 (2006) 1, pp. 69-98

We explore the link between international stock market comovement and the extent to which firms operate globally. Using stock returns and balance sheet data for companies in 20 countries, we estimate a factor model that decomposes stock returns into global, country- and industry-specific shocks....

Persistent link: https://www.econbiz.de/10005554066

Asset-Market Effects of the Baby Boom and Social-Security Reform

Brooks, Robin - In: American Economic Review 92 (2002) 2, pp. 402-406

Persistent link: https://www.econbiz.de/10005563432

The rise in comovement across national stock markets: market integration or IT bubble?

Brooks, Robin; Del Negro, Marco - In: Journal of Empirical Finance 11 (2004) 5, pp. 659-680

Persistent link: https://www.econbiz.de/10005194357