The evolution of stock market efficiency over time: A survey of the empirical literature KP Lim, R Brooks Journal of economic surveys 25 (1), 69-108, 2011 | 559 | 2011 |
The national market impact of sovereign rating changes R Brooks, RW Faff, D Hillier, J Hillier Journal of banking & finance 28 (1), 233-250, 2004 | 451 | 2004 |
The impact of exchange rate volatility on German-US trade flows MD McKenzie, RD Brooks Journal of International Financial Markets, Institutions and Money 7 (1), 73-87, 1997 | 373 | 1997 |
Asset market linkages: Evidence from financial, commodity and real estate assets KF Chan, S Treepongkaruna, R Brooks, S Gray Journal of Banking & Finance 35 (6), 1415-1426, 2011 | 352 | 2011 |
Financial crisis and stock market efficiency: Empirical evidence from Asian countries KP Lim, RD Brooks, JH Kim International review of financial analysis 17 (3), 571-591, 2008 | 343 | 2008 |
Time‐varying beta risk of Australian industry portfolios: A comparison of modelling techniques RD Brooks, RW Faff, MD McKenzie Australian journal of management 23 (1), 1-22, 1998 | 285 | 1998 |
Variations in sovereign credit quality assessments across rating agencies P Hill, R Brooks, R Faff Journal of Banking & Finance 34 (6), 1327-1343, 2010 | 242 | 2010 |
Business plan competitions in tertiary institutions: encouraging entrepreneurship education R Russell, M Atchison, R Brooks Journal of Higher Education Policy and Management 30 (2), 123-138, 2008 | 233 | 2008 |
A multi-country study of power ARCH models and national stock market returns RD Brooks, RW Faff, MD McKenzie, H Mitchell Journal of International money and Finance 19 (3), 377-397, 2000 | 164 | 2000 |
Efficiency gains from water markets: Empirical analysis of Watermove in Australia R Brooks, E Harris Agricultural water management 95 (4), 391-399, 2008 | 152 | 2008 |
Oil prices and transport sector returns: an international analysis M Nandha, R Brooks Review of Quantitative Finance and Accounting 33, 393-409, 2009 | 150 | 2009 |
The Sydney Olympic Games announcement and Australian stock market reaction G Berman, R Brooks, S Davidson Applied Economics Letters 7 (12), 781-784, 2000 | 139 | 2000 |
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets KP Lim, RD Brooks, MJ Hinich Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008 | 126 | 2008 |
The form of time variation of systematic risk: Some Australian evidence RD Brooks, RW Faff, JHH Lee Applied Financial Economics 2 (4), 191-198, 1992 | 123 | 1992 |
Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches E Bissoondoyal-Bheenick, R Brooks, AYN Yip Global Finance Journal 17 (1), 136-154, 2006 | 121 | 2006 |
Underwriter reputation and underpricing: evidence from the Australian IPO market W Dimovski, S Philavanh, R Brooks Review of Quantitative Finance and Accounting 37, 409-426, 2011 | 105 | 2011 |
Initial public offerings in Australia 1994 to 1999, recent evidence of underpricing and underperformance W Dimovski, R Brooks Review of Quantitative Finance and Accounting 22, 179-198, 2004 | 92 | 2004 |
The roles of news and volatility in stock market correlations during the global financial crisis M Mun, R Brooks Emerging markets review 13 (1), 1-7, 2012 | 91 | 2012 |
Dynamic volatility spillover effects between oil and agricultural products PS Yip, R Brooks, HX Do, DK Nguyen International Review of Financial Analysis 69, 101465, 2020 | 90 | 2020 |
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data DUA Galagedera, RD Brooks Journal of Multinational Financial Management 17 (3), 214-230, 2007 | 88 | 2007 |