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A multi-country study of power ARCH models and national stock market returns

Brooks, Robert (contributor) - In: Journal of international money and finance 19 (2000) 3, pp. 377-397

Persistent link: https://www.econbiz.de/10001485273

Returns and volatility in the Kuala Lumpur crude palm oil futures market

Liew, Keng Yap; Brooks, Robert D. - In: The journal of futures markets 18 (1998) 8, pp. 985-999

Persistent link: https://www.econbiz.de/10001352427

GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Journal of international financial markets, … 11 (2001) 2, pp. 215-222

Persistent link: https://www.econbiz.de/10001575257

GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Papers in efficiency, effectiveness and international …, (pp. 141-151). 2000

Persistent link: https://www.econbiz.de/10001586273

Persistence and predictability of skewness in country equity market returns

Lai, Eric; Brooks, Robert; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 36-51

Persistent link: https://www.econbiz.de/10001807037

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

New evidence on the impact of financial leverage on beta risk : a time-series approach

Faff, Robert W.; Brooks, Robert; Kee, Ho Yew - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10001716383

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

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

Concurrent Momentum and Contrarian Strategies in the Australian Stock Market

Doan, Minh Phuong - 2016

We investigate the coexistence of momentum and contrarian strategies in the Australian equity market from 1992 to 2011. We show that contrarian strategies prevail in the short-term investment horizon while momentum strategies dominate in the intermediate- and long-term horizons. However, only...

Persistent link: https://www.econbiz.de/10013000133