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Personal profile

Biography

Robert Brooks is a professor in the Department of Econometrics and Business Statistics and Deputy Dean, Education in the Faculty of Business and Economics.

Robert obtained his honours and PhD degrees from Monash University and has previously worked at RMIT University.

His primary area of research interest is in financial econometrics, with a particular focus on beta risk estimation, volatility modelling and the analysis of the impacts of sovereign credit rating changes on financial markets. His research in the financial econometrics area has produced a number of publications in top-tier journals, along with research funding from ARC Discovery and ARC Linkage and industry sources.

Given his education management role, Robert also works in areas of educational research relating to pedagogy of teaching business statistics and in particular applications of problem based learning in that setting.

Research area keywords

  • Financial econometrics
  • volatility modelling
  • credit ratings
  • asset pricing

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Projects 2010 2013

Research Output 1991 2019

1 Citation (Scopus)

Asymmetric relationship between order imbalance and realized volatility: evidence from the Australian market

Bissoondoyal-Bheenick, E., Brooks, R. & Do, H. X., 1 Jul 2019, In : International Review of Economics and Finance. 62, p. 309-320 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

Kang, S. H., Maitra, D., Dash, S. R. & Brooks, R., 1 Dec 2019, In : Pacific Basin Finance Journal. 58, 32 p., 101221.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Investor attention and stock market activities: new evidence from panel data

Padungsaksawasdi, C., Treepongkaruna, S. & Brooks, R., Jun 2019, In : International Journal of Financial Studies. 7, 2, 19 p., 30.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

The economics of Australian Rules Football

Booth, R. & Brooks, R., 2019, The sage Handbook of Sports Economics. Downward, P., Frick, B., Humphreys, B. R., Pawlowski, T., Ruseski, J. E. & Soebbing, B. P. (eds.). 1st ed. London UK: SAGE Publications Ltd, p. 322-330 9 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Decomposition of systematic and total risk variations in emerging markets

Lee, M-H., Hooy, C-W. & Brooks, R., 1 Jun 2018, In : International Finance. 21, 2, p. 158-174 17 p.

Research output: Contribution to journalArticleResearchpeer-review