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Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling

Josev, Thomas; Brooks, Robert; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-163

Persistent link: https://www.econbiz.de/10001563335

The stability of ARCH models across Australian financial futures markets

Brooks, Robert - In: Applied financial economics 7 (1997) 4, pp. 347-359

Persistent link: https://www.econbiz.de/10001226983

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

The role of information in Hong Kong individual stock futures trading

McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131

Persistent link: https://www.econbiz.de/10001725734

Censoring and its impact on multivariate testing of the capital asset pricing model

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Applied financial economics 14 (2004) 6, pp. 413-420

Persistent link: https://www.econbiz.de/10001971176

The stock market impact of German reunification : international evidence

Brooks, Robert; Faff, Robert W.; Sokulsky, David L. - In: Applied financial economics 15 (2005) 1, pp. 31-42

Persistent link: https://www.econbiz.de/10002529583

Correlations, integration and Hansen-Jagannathan bounds

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 14 (2004) 16, pp. 1167-1180

Persistent link: https://www.econbiz.de/10002409057

Stakeholder representation on the boards of Australian initial public offerings

Dimovski, Bill; Brooks, Robert - In: Applied financial economics 14 (2004) 17, pp. 1233-1238

Persistent link: https://www.econbiz.de/10002415109

Australian industry beta risk, the choice of market index and business cycles

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 10 (2000) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10001525800

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003963264