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The use of domestic and world market indexes in the estimation of time-varying betas

McKenzie, Michael D.; Brooks, Robert; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 1, pp. 91-106

Persistent link: https://www.econbiz.de/10001481105

Beta stability and portfolio formation

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993

Persistent link: https://www.econbiz.de/10000869915

Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques

Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001256324

Beta stability and portfolio formation

Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479

Persistent link: https://www.econbiz.de/10001178922

Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration

Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440

Persistent link: https://www.econbiz.de/10001109936

Investment decision making with index futures and index futures options

Brooks, Robert - In: The journal of futures markets 9 (1989) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10001066575

An enterprise perspective of performance attribution : introducing the keel model

Brooks, Robert - In: Journal of risk 20 (2017/2018) 2, pp. 53-84

Persistent link: https://www.econbiz.de/10013262949

Investment decision making with derivative securities

Brooks, Robert - In: The financial review : the official publication of the … 24 (1989) 4, pp. 511-527

Persistent link: https://www.econbiz.de/10001103535

Institutional Shareholder Activism and Limited Investor Attention

Budsaratragoon, Pornanong - 2010

We investigate whether limited investor attention is a factor in the effectiveness of institutional shareholder activism. Prior research has shown that an inability of market participants to allocate sufficient intellectual effort to the investment decision can have an impact on market price and...

Persistent link: https://www.econbiz.de/10013138499

Pension plan solvency and extreme market movements : a regime switching approach

Abourashchi, Niloufar; Clacher, Iain; Freeman, Mark C.; … - In: The European journal of finance 22 (2016) 13/15, pp. 1292-1319

Persistent link: https://www.econbiz.de/10011715427