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The information in global interest rate futures contracts

Brooks, Robert; Cline, Brandon N.; Teterin, Pavel; You, Yu - In: The journal of futures markets 42 (2022) 6, pp. 1135-1166

Persistent link: https://www.econbiz.de/10013287935

An enterprise perspective of performance attribution : introducing the keel model

Brooks, Robert - In: Journal of risk 20 (2017/2018) 2, pp. 53-84

Persistent link: https://www.econbiz.de/10013262949

Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets

Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36

Persistent link: https://www.econbiz.de/10011663220

Evidence of arbitrage trading activity : the case of Chinese metal futures contracts

Li, Yang; Brooks, Robert - In: Emerging markets review 51 (2022) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10013418814

Samuelson hypothesis and carry arbitrage : US and China

Brooks, Robert; Brooks, Joshua A. - In: Journal of international money and finance 128 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013438369

Hedging currency risk using futures

Bhargava, Vivek; Brooks, Robert - In: Research in finance : a research annual. Vol. 18, (pp. 221-243). 2001

The purpose of this paper is to determine the best way to hedge currency risk using futures contracts. Various techniques of hedging currency risk are compared, and a new method is proposed. This paper also documents the duration and the expiration effects on the optimal hedge ratio. The main...

Persistent link: https://www.econbiz.de/10015390105

Dividends on unearned shares and corporate payout policy : an analysis of dividend equivalent rights

Jia, Z. Tingting; Chance, Don M. - In: The Quarterly Journal of Finance : QJF 12 (2022) 4, pp. 1-42

Persistent link: https://www.econbiz.de/10014234586

A bias in the volatility smile

Chance, Don M.; Hanson, Thomas A.; Li, Weiping; … - In: Review of derivatives research 20 (2017) 1, pp. 47-90

Persistent link: https://www.econbiz.de/10011930559

An empirical analysis of corporate currency risk management policies and practices

Kim, Sungjae F.; Chance, Don M. - In: Pacific-Basin finance journal 47 (2018), pp. 109-128

Persistent link: https://www.econbiz.de/10012028011

Bragging rights : does corporate boasting imply value creation?

Kothari, Pratik; Chance, Don M.; Ferris, Stephen P. - In: The journal of corporate finance : contracting, … 67 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013209767