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Research Output 1991 2018

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Chapter (Book)
2016

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

2015

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

2014

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

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

2011

Testing the lower partial moment asset-pricing models in emerging markets

Iqbal, J., Brooks, R. & Galagedera, D., 2011, Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures. Gregoriou, G. N. & Pascalau, R. (eds.). 1st ed. Basingstoke UK: Palgrave Macmillan, p. 154-175 22 p.

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

Violence in the Australian football league: Good or bad?

Booth, D. & Brooks, R., 2011, Violence and Aggression in Sporting Contests: Economics, History and Policy. Jewell, R. T. (ed.). New York NY USA: Springer, p. 133-151 19 p.

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

2010

Are emerging stock markets less efficient? A survey of empirical literature

Lim, K. & Brooks, R. D., 2010, Emerging Markets: Performance, Analysis and Innovation. Gregoriou, G. N. (ed.). 1st ed. Boca Raton FL USA: CRC Press, p. 21 - 38 18 p.

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

Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market

Iqbal, J., Brooks, R. D. & Galagedera, D. U. A., 2010, Emerging Markets: Performance, Analysis and Innovation. Gregoriou, G. N. (ed.). 1st ed. Boca Raton FL USA: CRC Press, p. 509 - 531 23 p.

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

The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models

Woodward, G. & Brooks, R. D., 2010, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. Gregoriou, G. N., Hoppe, C. & Wehn, C. S. (eds.). 1st ed. USA: McGraw-Hill Education, p. 59 - 73 15 p.

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

Volatility asymmetry and leverage: Some U.S. evidence

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2010, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. Gregoriou, G. N., Hoppe, C. & Wehn, C. S. (eds.). 1st ed. USA: McGraw-Hill Education, p. 115 - 123 9 p.

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

2007

Differences in underpricing returns between REIT IPOs and industrial company IPOs

Dimovski, W. & Brooks, R. D., 2007, Advances in Quantitative Analysis of Finance and Accounting - Volume 5. Lee, C-F. (ed.). 1 ed. Singapore: World Scientific Publishing, p. 215 - 225 11 p.

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

2005

Censoring and its impact on beta risk estimation

Brooks, R. D., Faff, R., Fry, T. R. L. & Gunn, L. D., 2005, Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1. Lee, C. F. & Lee, A. C. (eds.). 1 ed. New Jersey: Center for Pacific Basin Business, Economics, and Finance Research, p. 111 - 136 26 p.

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

Changing candidature approval processes: a review of the RMIT business panel review of candidature process

Brooks, R. D. & Merlot, E. S., 2005, Supervising postgraduate research: contexts and processes, theories and practices. Green, P. (ed.). 1 ed. Melbourne Vic Australia: RMIT University Press, p. 178 - 201 24 p.

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

Changing times, changing research, changing degrees: supervising and managing the first PhD by project undertaken in a business faculty

Boucher, C. & Brooks, R. D., 2005, Supervising postgraduate research: contexts and processes, theories and practices. Green, P. (ed.). 1 ed. Melbourne Vic Australia: RMIT University Press, p. 73 - 88 16 p.

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

2004

Alternative beta risk estimators in emerging markets: the Latin American case

Brooks, R. D., Faff, R. W., Fry, T. R. L. & Maldonado-Rey, D., 2004, Latin American Financial Markets: Developments in Financial Innovations. Arbelaez, H. & Click, R. (eds.). 1 ed. Oxford UK: Elsevier, p. 329 - 344 16 p.

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

2002

Trends in printed matter exports

Brooks, R. D. & Sayers, R., 2002, The International Publishing Services Market: Emerging Markets for Books, from Creator to Consumer. Cope, B. & Ziguras, C. (eds.). Altona Vic Australia: Common Ground Publishing, p. 27 - 38 12 p.

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

2001

A test of a new dynamic CAPM

Faff, R., Brooks, R. D. & Tan, P. F., 2001, Advances in Investment Analysis and Portfolio Management Volume 8. Lee, C. F. (ed.). Oxford: Elsevier, p. 133 - 159 27 p.

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