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

Iqbal, Javed; Brooks, Robert; Galagedera, Don - In: Applied financial economics 20 (2010) 5, pp. 381-396

Persistent link: https://www.econbiz.de/10008380747

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

Relationship between downside risk and return: new evidence through a multiscaling approach

Galagedera, Don; Maharaj, Elizabeth; Brooks, Robert - In: Applied financial economics 18 (2008) 20, pp. 1623-1634

Persistent link: https://www.econbiz.de/10008147096

Relationship between downside risk and return: new evidence through a multiscaling approach

Galagedera, Don; Maharaj, Elizabeth; Brooks, Robert - In: Applied financial economics 18 (2008) 19-21, pp. 1623-1634

Persistent link: https://www.econbiz.de/10008167933

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

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

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

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/10007644955