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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

Underpricing of Chinese initial public offerings

Guo, Haifeng; Brooks, Robert; Fung, Hung-gay - In: The Chinese economy 44 (2011) 5, pp. 72-85

Persistent link: https://www.econbiz.de/10009314986

Testing the integration of the US and Chinese stock markets in a Fama-French framework

Brooks, Robert; Di Iorio, Amalia; Faff, Robert W.; … - In: Journal of economic integration 24 (2009) 3, pp. 435-454

Persistent link: https://www.econbiz.de/10003883045

Duration of IPOs between offering and listing : Cox proportional hazard modelsEvidence for Chinese A-share IPOs

Guo, Haifeng; Brooks, Robert - In: International review of financial analysis 18 (2009) 5, pp. 239-249

This paper estimates the duration from offering to listing of Chinese A-share IPOs issued from 1994 to 2005. We firstly compare the effects of the two issuing systems on the length of this duration and find that the waiting time to listing has been shortened greatly after the Approval System is...

Persistent link: https://www.econbiz.de/10003936541

Detecting hot and cold cycles using a Markov regime switching model : evidence from the Chinese A-share IPO market

Guo, Haifeng; Brooks, Robert; Shami, Roland G. - In: International review of economics & finance : IREF 19 (2010) 2, pp. 196-210

Persistent link: https://www.econbiz.de/10008669391

Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets : an industry sector perspective

Luo, Weiwei; Brooks, Robert; Silvapulle, Paramsothy - In: Journal of international financial markets, … 21 (2011) 1, pp. 49-74

Persistent link: https://www.econbiz.de/10009259721

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

Evidence of arbitrage trading activity : the case of Chinese metal futures contracts

Li, Yang; Brooks, Robert - In: Emerging markets review 51 (2022) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10013418814

Samuelson hypothesis and carry arbitrage : US and China

Brooks, Robert; Brooks, Joshua A. - In: Journal of international money and finance 128 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013438369

Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005

Guo, Haifeng; Brooks, Robert - In: International review of financial analysis 17 (2008) 5, pp. 984-997

Persistent link: https://www.econbiz.de/10003792335