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Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage

Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85

Persistent link: https://www.econbiz.de/10009721369

The value premium and time-varying volatility

Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: Journal of business finance & accounting : JBFA 36 (2009) 9/10, pp. 1252-1272

Persistent link: https://www.econbiz.de/10003909854

Commodity risk factors and the cross-section of equity returns

Brooks, Chris; Fernandez-Perez, Adrian; Miffre, Joëlle; … - 2014

Persistent link: https://www.econbiz.de/10010440251

Idiosyncratic volatility and the pricing of poorly-diversified portfolios

Miffre, Joëlle; Brooks, Chris; Li, Xiafei - In: International review of financial analysis 30 (2013), pp. 78-85

Persistent link: https://www.econbiz.de/10010459997

Commodity risks and the cross-section of equity returns

Brooks, Chris; Miffre, Joëlle; Nneji, Ogonna - In: The British accounting review : the journal of the … 48 (2016) 2, pp. 134-150

Persistent link: https://www.econbiz.de/10011520867

Speculative bubbles and the cross-sectional variation in stock returns

Anderson, Keith; Brooks, Chris - In: International review of financial analysis 35 (2014), pp. 20-31

Persistent link: https://www.econbiz.de/10010529634

The negative credit risk premium puzzle : a limits to arbitrage story

Godfrey, Chris; Brooks, Chris - 2015

Persistent link: https://www.econbiz.de/10011389788

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

Testing for speculative bubbles in asset prices

Anderson, Keith; Brooks, Chris; Katsaris, Apostolos - In: Handbook of research methods and applications in …, (pp. 73-93). 2013

Persistent link: https://www.econbiz.de/10011897362

Idiosyncratic Volatility and the Pricing of Poorly-Diversified Portfolios

Miffre, Joëlle - 2015

This article examines the role of idiosyncratic volatility in explaining the cross-sectional variation of size- and value-sorted portfolio returns. We show that the premium for bearing idiosyncratic volatility varies inversely with the number of stocks included in the portfolios. This conclusion...

Persistent link: https://www.econbiz.de/10013037940