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Research Output 1991 2018

2018

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

How much project control is too much: the case for and against "interference"?

Algeo, C., Lamborn, J., Albrecht, D. W. & Brooks, R. D., 2018, Project Controls Conference Sydney 2017: 20-22 September, ICC Sydney. Chatswood NSW AU: Engineers Australia, 1 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, E., Brooks, R., Chi, W. & Do, H. X., 1 May 2018, In : Australian Journal of Management. 43, 2, p. 263-285 23 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

Dynamic spillover between commodities and commodity currencies during United States Q.E.

Yip, P. S., Brooks, R. & Do, H. X., 1 Aug 2017, In : Energy Economics. 66, p. 399-410 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2016

Classifying Chinese bull and bear markets: Indices and individual stocks

Chi, W., Brooks, R. D., Bissoondoyal-Bheenick, B. & Tang, X., 2016, In : Studies in Economics and Finance. 33, 4, p. 509-531 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Collaborative teaching and learning in large quantitative units

Kaur, C. & Brooks, R., 2016, OZCOTS 2016: Proceedings of the 9th Australian Conference on Teaching Statistics. McGillivray, H., Martin, M. A. & Phillips, B. (eds.). Belconnen ACT Australia: Statistical Society of Australia Inc., p. 99-104 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Open Access
File

Concurrent momentum and contrarian strategies in the Australian stock market

Doan, M. P., Alexeev, V. & Brooks, R. D., 2016, In : Australian Journal of Management. 41, 1, p. 77 - 106 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, P., Fenech, J. P., Thomas, A. & Brooks, R., 1 Nov 2016, In : Economic Modelling. 58, p. 83-92 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Foreign investors and stock price efficiency: thresholds, underlying channels and investor heterogeneity

Lim, K-P., Hooy, C-W., Chang, K-B. & Brooks, R., 1 Apr 2016, In : North American Journal of Economics and Finance. 36, p. 1-28 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Realized volatility of the spread: analysis in the foreign exchange market

Bissoondoyal-Bheenick, E., Brooks, R. D., Treepongkaruna, S. & Wee, M., 2016, Risk Management in Emerging Markets: Issues, Framework, and Modeling. Boubaker, S., Buchannan, B. & Ngyuyen, D. K. (eds.). Bingley UK: Emerald Group Publishing Limited, p. 3-35 33 p.

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

Stock and currency market linkages: new evidence from realized spillovers in higher moments

Do, H. X., Brooks, R., Treepongkaruna, S. & Wu, E., 1 Mar 2016, In : International Review of Economics and Finance. 42, p. 167-185 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The effect of exchange rate volatility on the nexus of technology sophistication and trade fragmentation of ASEAN5 exports to China

Hooy, C. W., Baharumshah, A. Z. & Brooks, R. D., 2 Jul 2016, In : Journal of Asia-Pacific Business. 17, 3, p. 206-228 23 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of HR political skill in the HRM and organisational performance relationship

Sheehan, C. R., De Cieri, H. L., Cooper, B. & Brooks, R. D., 2016, In : Australian Journal of Management. 41, 1, p. 161 - 181 21 p.

Research output: Contribution to journalArticleResearchpeer-review

2015

Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression

Nath, H. B. & Brooks, R. D., 2015, In : International Review of Economics and Finance. 38, p. 94 - 111 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Cooperation, defection and resistance in Nazi Germany

Geerling, W., Magee, G. B. & Brooks, R. D., 2015, In : Explorations in Economic History. 58, p. 125 - 139 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Do asset backed securities ratings matter on average?

Bissoondoyal-Bheenick, E., Brooks, R. D. & Treepongkaruna, S., 2015, In : Research in International Business and Finance. 33, p. 32 - 43 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Do sovereign re-ratings destabilize equity markets during financial crises? New evidence from higher return moments

Brooks, R. D., Faff, R., Treepongkaruna, S. & Wu, E., 2015, In : Journal of Business Finance and Accounting. 42, 5-6, p. 777 - 799 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Do TV viewers value uncertainty of outcome? Evidence from the Australian Football League

Dang, T. M., Booth, D. R., Brooks, R. D. & Schnytzer, A., 2015, In : Economic Record. 91, 295, p. 523 - 535 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis

Do, X. H., Brooks, R. D. & Treepongkaruna, S., 2015, In : Global Finance Journal. 28, p. 24 - 37 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock market impact of sovereign rating changes: Alternative benchmark models

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, Emerging Markets and Sovereign Risk. Finch, N. (ed.). Basingstoke UK: Palgrave Macmillan, p. 231-252 22 p.

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

The components of systematic risk and their determinants in the Malaysian equity market

Hooy, C. W. & Brooks, R. D., 2015, In : Asian Academy of Management Journal of Accounting and Finance. 11, 2, p. 151 - 176 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

The credit risk-return puzzle: Impact of credit rating announcements in Australia and Japan

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, In : Pacific Basin Finance Journal. 35, p. 37 - 55 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

A generalized approach to measure market timing skills of fund managers: theory and evidence

Woodward, G. & Brooks, R. D., 2014, In : International Journal of Risk and Contingency Management. 3, 1, p. 40 - 75 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Banking crises: Identifying dates and determinants

Jutasompakorn, P., Brooks, R. D., Brown, C. A. & Treepongkaruna, S., 2014, In : Journal of International Financial Markets, Institutions and Money. 32, p. 150 - 166 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Exploring the power dimensions of the human resource function

Sheehan, C. R., De Cieri, H. L., Cooper, B. & Brooks, R. D., 2014, In : Human Resource Management Journal. 24, 2, p. 193 - 210 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Faces of opposition: juvenile resistance, high treason and the People’s Court in Nazi Germany

Geerling, W., Magee, G. B. & Brooks, R., 2014, Crime: A batch from The Journal of Interdisciplinary History. MIT Press - Journals, (Batches).

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

How does trading volume affect financial return distributions?

Do, X. H., Brooks, R. D., Treepongkaruna, S. & Wu, E., 2014, In : International Review of Financial Analysis. 35, p. 190 - 206 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Price leadership and information transmission in Australian water allocation markets

Brooks, R. D. & Harris, E. M., 2014, In : Agricultural Water Management. 145, p. 83 - 91 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Problem-based learning of statistical sampling concepts using fantasy sports team data

Brooks, R., Booth, R., Wright, J. & Suntah, N., 2014, Topics from Australian Conferences on Teaching Statistics - OZCOTS 2008-2012. MacGillivray, H., Martin, M. A. & Phillips, B. (eds.). New York NY USA: Springer, Vol. 81. p. 397-403 7 p. (Springer Proceedings in Mathematics & Statistics; vol. 81).

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

Rating spillover effects on the stock markets

Bissoondoyal-Bheenick, E., Brooks, R. D. & Treepongkaruna, S., 2014, In : Journal of Multinational Financial Management. 25-26, p. 51 - 63 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Thai financial markets and political change

Lumjiak, S., Treepongkaruna, S., Wee, M. & Brooks, R. D., 2014, In : Journal of Financial Management Markets and Institutions. 2, 1, p. 5 - 26 22 p.

Research output: Contribution to journalArticleResearchpeer-review

The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union

Do, X. H., Brooks, R. D., Treepongkaruna, S. & Wu, E., 2014, In : International Review of Financial Analysis. 34, p. 5 - 20 16 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of patenting activity on the financial performance of Malaysian firms

Ghapar, F. A., Brooks, R. D. & Smyth, R. L., 2014, In : Journal of the Asia Pacific Economy. 19, 3, p. 445 - 463 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Understanding irrigator bidding behavior in Australian water markets in response to uncertainty

Zuo, A., Brooks, R. D., Wheeler, S. A., Harris, E. M. & Bjornlund, H., 2014, In : Water: an open access journal. 6, 11, p. 3457 - 3477 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
2013

Faces of opposition: Juvenile resistance, high treason and the People's Court in Nazi Germany

Geerling, W., Magee, G. B. & Brooks, R. D., 2013, In : Journal of Interdisciplinary History. 44, 2, p. 209 - 234 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Generalized impulse response analysis in a fractionally integrated vector autoregressive model

Do, X. H., Brooks, R. D. & Treepongkaruna, S., 2013, In : Economics Letters. 118, 3, p. 462 - 465 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Oil, oil volatility and airline stocks: A global analysis

Nandha, M. S., Brooks, R. D. & Faff, R., 2013, In : Contabilitate si Informatica de Gestiune. 12, 2, p. 302 - 318 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Price clustering in Australian water markets

Brooks, R. D., Harris, E. M. & Joymungul, Y., 2013, In : Applied Economics. 45, 6, p. 677 - 685 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Second place is first of the losers: An analysis of competitive balance in Formula One

Judde, C., Booth, D. R. & Brooks, R. D., 2013, In : Journal of Sports Economics. 14, 4, p. 411 - 439 29 p.

Research output: Contribution to journalArticleResearchpeer-review

The effect of the introduction of the euro on asymmetric stock market returns volatility across the euro-zone

Moorhead, S. & Brooks, R. D., 2013, In : Contabilitate si Informatica de Gestiune. 12, 2, p. 280 - 301 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
2012

Conditional relation between systematic risk and returns in the conventional and downside frameworks: Evidence from the Indonesian market

Nurjannah, N., Galagedera, D. U. A. & Brooks, R. D., 2012, In : Journal of Emerging Market Finance. 11, 3, p. 271 - 300 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Do trading hours affect volatility links in the foreign exchange market?

Treepongkaruna, S., Brooks, R. D. & Gray, S., 2012, In : Australian Journal of Management. 37, 1, p. 7 - 27 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Inflated ordered outcomes

Brooks, R. D., Harris, M. N. & Spencer, C., 2012, In : Economics Letters. 117, 3, p. 683 - 686 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Player salaries and revenues in the Australian Football League 2001-2009: Theory and evidence

Booth, D. R., Brooks, R. D. & Diamond, N. T., 2012, In : The Economic and Labour Relations Review. 23, 2, p. 39 - 54 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Price and volume relationships across water trading zones

Brooks, R. & Harris, E., 2012, Sustainable Irrigation and Drainage IV: Management, Technologies and Policies. Bjornlund, H., Brebbia, C. A. & Wheeler, S. (eds.). Southhampton UK: WIT Press, Vol. 168. p. 439-445 7 p. (WIT Transactions on Ecology and the Environment; vol. 168).

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval

Nath, H. B., Kim, J. & Brooks, R. D., 2012, In : Mathematics and Computers in Simulation. 83, p. 10 - 22 13 p.

Research output: Contribution to journalArticleResearchpeer-review

The declining player share of AFL clubs and league revenue, 2001-2009: Where has the money gone?

Booth, D. R., Brooks, R. D. & Diamond, N. T., 2012, In : Labour and Industry. 22, 4, p. 433 - 445 13 p.

Research output: Contribution to journalArticleResearchpeer-review

The roles of news and volatility in stock market correlations during the global financial crisis

Mun, M. & Brooks, R. D., 2012, In : Emerging Markets Review. 13, 1, p. 1 - 7 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Using carbon emissions data to 'heat up' descriptive statistics

Brooks, R., Mar 2012, In : Teaching Statistics. 34, 1, p. 25-30 6 p.

Research output: Contribution to journalArticleOtherpeer-review

2011

Asset market linkages: Evidence from financial, commodity and real estate assets

Chan, K., Treepongkaruna, S., Brooks, R. & Gray, S., 2011, In : Journal of Banking and Finance. 35, 6, p. 1415 - 1426 12 p.

Research output: Contribution to journalArticleResearchpeer-review