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Relationship between downside risk and return : new evidence through a multiscaling approach
Galagedera, Don U. A.; Maharaj, Elizabeth Ann; Brooks, … - In: Applied financial economics 18 (2008) 18/21, pp. 1623-1633
Persistent link: https://www.econbiz.de/10003800192
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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
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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
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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
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A further examination of the effect of diversification on the stability of portfolio betas
Brooks, Robert (contributor) - In: Applied financial economics 7 (1997) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001219247
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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
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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
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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
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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
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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