| Introductory econometrics for finance C Brooks Cambridge university press, 2019 | 7093 | 2019 |
| Corporate social performance and stock returns: UK evidence from disaggregate measures S Brammer, C Brooks, S Pavelin Financial management 35 (3), 97-116, 2006 | 1012 | 2006 |
| The statistical properties of hedge fund index returns and their implications for investors C Brooks, HM Kat The Journal of Alternative Investments 5 (2), 26-44, 2002 | 575 | 2002 |
| The impact of corporate social performance on financial risk and utility: A longitudinal analysis I Oikonomou, C Brooks, S Pavelin Financial Management 41 (2), 483-515, 2012 | 321 | 2012 |
| The effect of asymmetries on optimal hedge ratios C Brooks, OT Henry, G Persand The Journal of Business 75 (2), 333-352, 2002 | 293 | 2002 |
| Predicting stock index volatility: can market volume help? C Brooks Journal of Forecasting 17 (1), 59-80, 1998 | 293 | 1998 |
| Testing for non-linearity in daily sterling exchange rates C Brooks Applied financial economics 6 (4), 307-317, 1996 | 252 | 1996 |
| A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 C Brooks, AG Rew, S Ritson International Journal of Forecasting 17 (1), 31-44, 2001 | 248 | 2001 |
| Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects C Brooks, G Persand Applied Economics Letters 8 (3), 155-158, 2001 | 220 | 2001 |
| The effects of corporate social performance on the cost of corporate debt and credit ratings I Oikonomou, C Brooks, S Pavelin Financial Review 49 (1), 49-75, 2014 | 219 | 2014 |
| Volatility forecasting for risk management C Brooks, G Persand Journal of forecasting 22 (1), 1-22, 2003 | 217 | 2003 |
| Autoregressive conditional kurtosis C Brooks, SP Burke, S Heravi, G Persand Journal of Financial Econometrics 3 (3), 399-421, 2005 | 166 | 2005 |
| Benchmarks and the accuracy of GARCH model estimation C Brooks, SP Burke, G Persand International Journal of Forecasting 17 (1), 45-56, 2001 | 164 | 2001 |
| A comparison of extreme value theory approaches for determining value at risk C Brooks, AD Clare, JW Dalle Molle, G Persand Journal of Empirical Finance 12 (2), 339-352, 2005 | 144 | 2005 |
| Linear and non‐linear (non‐) forecastability of high‐frequency exchange rates C Brooks Journal of forecasting 16 (2), 125-145, 1997 | 144 | 1997 |
| The impact of economic and financial factors on UK property performance C Brooks, S Tsolacos Journal of Property Research 16 (2), 139-152, 1999 | 138 | 1999 |
| A Double‐threshold GARCH Model for the French Franc/Deutschmark exchange rate C Brooks Journal of Forecasting 20 (2), 135-143, 2001 | 134 | 2001 |
| Real estate modelling and forecasting C Brooks, S Tsolacos Cambridge University Press, 2010 | 131 | 2010 |
| A three‐regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index C Brooks, A Katsaris The Economic Journal 115 (505), 767-797, 2005 | 129* | 2005 |
| The effect of asymmetries on stock index return Value-at-Risk estimates C Brooks, G Persand Journal of Risk Finance 4 (2), 29-42, 2003 | 122 | 2003 |
Stephen PavelinProfessor of Business and Society, School of Management, University of BathVerified email at bath.ac.uk
