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An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets

Faff, Robert W.; Hillier, David; McKenzie, Michael D. - In: Review of Pacific Basin financial markets and policies 8 (2005) 3, pp. 467-500

Persistent link: https://www.econbiz.de/10003140301

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

Further evidence on the relationship between beta stability and the length of the estimation period

Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111

Persistent link: https://www.econbiz.de/10001229799

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

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

Samuelson hypothesis and carry arbitrage

Brooks, Robert - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 37-65

Persistent link: https://www.econbiz.de/10009718108

A surplus optimization approach to managing municipal debt

Brooks, Robert - In: Public finance review : PFR 33 (2005) 2, pp. 236-254

Persistent link: https://www.econbiz.de/10003142593

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

Ownership structure, managerial behavior and corporate value

Davies, J. R.; Hillier, David; McColgan, Patrick - In: The journal of corporate finance : contracting, … 11 (2005) 4, pp. 645-660

Persistent link: https://www.econbiz.de/10003099327

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