1991 …2020

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

Filter
Article
2020

Dynamic volatility spillover effects between oil and agricultural products

Yip, P. S., Brooks, R., Do, H. X. & Nguyen, D. K., May 2020, In : International Review of Financial Analysis. 69, 9 p., 101465.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

Bissoondoyal-Bheenick, E., Brooks, R., Do, H. X. & Smyth, R., Feb 2020, In : Energy Economics. 86, 18 p., 104689.

Research output: Contribution to journalArticleResearchpeer-review

2019

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

1 Citation (Scopus)

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

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
1 Citation (Scopus)
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

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

2 Citations (Scopus)
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

5 Citations (Scopus)
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

3 Citations (Scopus)

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

5 Citations (Scopus)

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

11 Citations (Scopus)

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

12 Citations (Scopus)

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

15 Citations (Scopus)

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

4 Citations (Scopus)

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

8 Citations (Scopus)
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

9 Citations (Scopus)

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

4 Citations (Scopus)

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

4 Citations (Scopus)

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

2 Citations (Scopus)

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

6 Citations (Scopus)

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

7 Citations (Scopus)

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
1 Citation (Scopus)

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

8 Citations (Scopus)
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

6 Citations (Scopus)

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

19 Citations (Scopus)

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

10 Citations (Scopus)

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

7 Citations (Scopus)

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

3 Citations (Scopus)

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

6 Citations (Scopus)

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

6 Citations (Scopus)

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. 6, 11, p. 3457 - 3477 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
3 Citations (Scopus)
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

5 Citations (Scopus)

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

6 Citations (Scopus)

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

11 Citations (Scopus)

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

10 Citations (Scopus)

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

1 Citation (Scopus)

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

5 Citations (Scopus)

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

6 Citations (Scopus)

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

2 Citations (Scopus)

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

32 Citations (Scopus)

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

1 Citation (Scopus)
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

128 Citations (Scopus)

CO2 emissions and economic growth: Structural breaks and market reforms in the case of China

Brooks, R., 2011, In : The International Journal of Climate Change: Impacts and Responses. 2, 3, p. 25 - 36 12 p.

Research output: Contribution to journalArticleResearchpeer-review