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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

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Treepongkaruna, Sirimon; … - In: International Review of Financial Analysis 35 (2014) C, pp. 190-206

We assess investors' reaction to new information arrivals in financial markets by examining the relationships between trading volume and the higher moments of returns in 18 international equity and currency markets. Our volume-volatility results support extant information theories and further...

Persistent link: https://www.econbiz.de/10011077782

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

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

ESG and firm performance : the role of size and media channels

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Economic modelling 121 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014384536

The nexus between oil and airline stock returns : does time frequency matter?

Asadi, Mehrad; Pham, Son Duy; Nguyen, Thao Thac Thanh; … - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437120

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

Dynamic spillover between commodities and commodity currencies during United States Q.E.

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan - In: Energy economics 66 (2017), pp. 399-410

Persistent link: https://www.econbiz.de/10011896519

Dynamic volatility spillover effects between oil and agricultural products

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Nguyen, … - In: International review of financial analysis 69 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012316894

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Energy economics 86 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012511747