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When is a MAX not the MAX? : how news resolves information uncertainty

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51

Persistent link: https://www.econbiz.de/10012430435

Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: The European journal of finance 27 (2021) 8, pp. 774-795

Persistent link: https://www.econbiz.de/10012516133

Transaction costs, trading volume and momentum strategies

Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of trading 5 (2010) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10003931735

Momentum profits and time-varying unsystematic risk

Li, Xiafei; Miffre, Joëlle; Brooks, Chris; O'Sullivan, … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558

Persistent link: https://www.econbiz.de/10003707678

Fundamental indexation revisited : new evidence on alpha

Balatti, Mirco; Brooks, Chris; Kappou, Konstantina - In: International review of financial analysis 51 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011868655

Why are older investors less willing to take financial risks?

Brooks, Chris; Sangiorgi, Ivan; Hillenbrand, Carola; … - In: International review of financial analysis 56 (2018), pp. 52-72

Persistent link: https://www.econbiz.de/10012006214

Transaction Costs, Trading Volume and Momentum Strategies

Li, Xiafei - 2019

This study considers the relationship between trading volumes, transactions costs, and the profitability of momentum strategies using data from the UK. We demonstrate that round-trip transactions costs for selling loser firms are around double those of buying winners, and in particular, the...

Persistent link: https://www.econbiz.de/10012906245

Did long-short investors destabilize commodity markets

Miffre, Joëlle; Brooks, Chris - 2013

Persistent link: https://www.econbiz.de/10009782761

The impacts of emotions and personality on borrowers’ abilities to manage their debts

Rendall, Stella; Brooks, Chris; Hillenbrand, Carola - In: International review of financial analysis 74 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012803943

Experience wears the trousers : exploring gender and attitude to financial risk

Brooks, Chris; Sangiorgi, Ivan; Hillenbrand, Carola; … - In: Journal of economic behavior & organization : JEBO 163 (2019), pp. 483-515

Persistent link: https://www.econbiz.de/10012145176