Concepedia
Statistics
Publications
108
Citations
4.7K
H-Index
36
Active since
1968
Affiliations
Monash University(Current)
RMIT University
Australian Regenerative Medicine Institute
Deakin University
University of Technology Sydney
Robert Brooks is an author at Monash University specializing in business, finance, and economics.
Top concepts
BusinessFinanceEconomicsAsset PricingFinancial EconomicsManagementEmpirical FinanceEconomic AnalysisGlobal FinanceEconometrics
Publications per year
1968–2022
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE
Kian‐Ping Lim, Robert Brooks · Journal of Economic Surveys · 2010 · 399 citations
Empirical Finance, Asset Pricing, Financial Time Series Analysis +16
Asset market linkages: Evidence from financial, commodity and real estate assets
Kam Fong Chan, Sirimon Treepongkaruna, Robert Brooks et al. · Journal of Banking & Finance · 2010 · 291 citations
Empirical Finance, Economics, Financial Economics +9
Financial crisis and stock market efficiency: Empirical evidence from Asian countries
Kian‐Ping Lim, Robert Brooks, Jae Kim · International Review of Financial Analysis · 2007 · 257 citations
Empirical Finance, Economics, Financial Economics +11
Time‐Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques
Robert Brooks, Robert W. Faff, Michael D. McKenzie · Australian Journal of Management · 1998 · 178 citations · Full text
Kalman Filter Approach, Financial Risk Management, Applied Econometrics +26
The impact of exchange rate volatility on German-US trade flows
Michael D. McKenzie, Robert Brooks · Journal of International Financial Markets Institutions and Money · 1997 · 177 citations
Volatility Modeling, Economics, International Finance +8
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