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Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
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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
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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
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Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
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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
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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
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Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
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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
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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
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The stock market impact of German reunification : international evidence
Brooks, Robert; Faff, Robert W.; Sokulsky, David L. - In: Applied financial economics 15 (2005) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10002529583