Chris Brooks
Chris Brooks
ICMA Centre
Verified email at rdg.ac.uk - Homepage
Title
Cited by
Cited by
Year
Introductory econometrics for finance
C Brooks
Cambridge university press, 2019
70932019
Corporate social performance and stock returns: UK evidence from disaggregate measures
S Brammer, C Brooks, S Pavelin
Financial management 35 (3), 97-116, 2006
10122006
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
5752002
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
3212012
The effect of asymmetries on optimal hedge ratios
C Brooks, OT Henry, G Persand
The Journal of Business 75 (2), 333-352, 2002
2932002
Predicting stock index volatility: can market volume help?
C Brooks
Journal of Forecasting 17 (1), 59-80, 1998
2931998
Testing for non-linearity in daily sterling exchange rates
C Brooks
Applied financial economics 6 (4), 307-317, 1996
2521996
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
2482001
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
2202001
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
2192014
Volatility forecasting for risk management
C Brooks, G Persand
Journal of forecasting 22 (1), 1-22, 2003
2172003
Autoregressive conditional kurtosis
C Brooks, SP Burke, S Heravi, G Persand
Journal of Financial Econometrics 3 (3), 399-421, 2005
1662005
Benchmarks and the accuracy of GARCH model estimation
C Brooks, SP Burke, G Persand
International Journal of Forecasting 17 (1), 45-56, 2001
1642001
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
1442005
Linear and non‐linear (non‐) forecastability of high‐frequency exchange rates
C Brooks
Journal of forecasting 16 (2), 125-145, 1997
1441997
The impact of economic and financial factors on UK property performance
C Brooks, S Tsolacos
Journal of Property Research 16 (2), 139-152, 1999
1381999
A Double‐threshold GARCH Model for the French Franc/Deutschmark exchange rate
C Brooks
Journal of Forecasting 20 (2), 135-143, 2001
1342001
Real estate modelling and forecasting
C Brooks, S Tsolacos
Cambridge University Press, 2010
1312010
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
1222003
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