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Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
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Concurrent momentum and contrarian strategies in the Australian stock market
Doan, Minh-Phuong; Alexeev, Vitali; Brooks, Robert - In: Australian journal of management 41 (2016) 1, pp. 77-106
Persistent link: https://www.econbiz.de/10011479132
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Multivariate tests of asset pricing : simulation evidence from an emerging market
Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395
The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...
Persistent link: https://www.econbiz.de/10003963264
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Concurrent momentum and contrarian strategies in the Australian stock market
Doan, Minh-Phuong; Alexeev, Vitali; Brooks, Robert - 2014
Persistent link: https://www.econbiz.de/10010409904
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to stateprice density estimation
Zhang, Xibin (contributor); Brooks, Robert (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003778318
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Multivariate tests of asset pricing : simulation evidence from an emerging market
Iqbal, Javed (contributor); Brooks, Robert (contributor);  … - 2008
The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...
Persistent link: https://www.econbiz.de/10003778328
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin; Brooks, Robert; King, Maxwell L. - In: Journal of econometrics 153 (2009) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003892641