Number of items: 150.
2023
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. T.
ORCID: https://orcid.org/0000-0002-3477-0236
(2023)
Comparing perceptions of the impact of journal rankings between fields.
Critical Perspectives on Accounting, 90.
102381.
ISSN 1045-2354
doi: https://doi.org/10.1016/j.cpa.2021.102381
2022
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H.
(2022)
The first real estate bubble? Land prices and rents in medieval England c. 1300-1500.
Research in International Business and Finance, 62.
101700.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2022.101700
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2022)
Why have UK universities become more indebted over time?
International Review of Economics and Finance, 82.
pp. 771-783.
ISSN 1059-0560
doi: https://doi.org/10.1016/j.iref.2022.08.008
Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A.
ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2022)
Saving for a rainy day… or a trip to the Bahamas? How the framing of investment communication impacts retail investors.
British Journal of Management, 33 (2).
pp. 1087-1109.
ISSN 1467-8551
doi: https://doi.org/10.1111/1467-8551.12455
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2022)
The dynamics of commodity prices.
In: Dempster, M. A. H. and Tang, K. (eds.)
Commodities: second edition.
Chapman and Hall/CRC, Oxon, pp. 389-398, 864 pages.
ISBN 9781032208176
doi: https://doi.org/10.1201/9781003265399-22
2021
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2021)
The impact of personality traits on attitude to financial risk.
Research in International Business and Finance, 58.
101501.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2021.101501
Rendall, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098
(2021)
The impacts of emotions and personality on borrowers’ abilities to manage their debts.
International Review of Financial Analysis, 74.
101703.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2021.101703
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593
(2021)
Green accounting and finance: advancing research on environmental disclosure, value impacts and management control systems.
The British Accounting Review, 53 (1).
100973.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2020.100973
Tao, R., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072
(2021)
Tomorrow’s fish and chip paper? Slowly incorporated news and the cross-section of stock returns.
European Journal of Finance, 27 (8).
pp. 774-795.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2020.1846575
2020
Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A.
ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2020)
To invest or not to invest? The roles of product information, attitudes towards finance and life variables in retail investor propensity to engage with financial products.
British Journal of Management, 31 (4).
pp. 688-708.
ISSN 1467-8551
doi: https://doi.org/10.1111/1467-8551.12348
Tao, R., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072
(2020)
When is a MAX not the MAX? How news resolves information uncertainty.
Journal of Empirical Finance, 57.
pp. 33-51.
ISSN 0927-5398
doi: https://doi.org/10.1016/j.jempfin.2020.03.002
2019
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H.
(2019)
A reappraisal of the freehold property market in late medieval England.
Continuity and Change, 34 (3).
pp. 287-313.
ISSN 1469-218X
doi: https://doi.org/10.1017/S0268416019000316
Rocciolo, F., Gheno, A. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2019)
Optimism, volatility and decision-making in stock markets.
International Review of Financial Analysis, 66.
101356.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2019.05.007
Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098, Money, K. G., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tovstiga, N.
(2019)
Corporate tax: what do stakeholders expect?
Journal of Business Ethics, 158 (2).
pp. 403-426.
ISSN 1573-0697
doi: https://doi.org/10.1007/s10551-017-3700-6
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2019)
Is there a ‘magic link’ between research activity, professional teaching qualifications and student satisfaction?
Higher Education Policy, 32 (2).
pp. 227-248.
ISSN 1740-3863
doi: https://doi.org/10.1057/s41307-018-0081-0
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Fenton, E., Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J.
ORCID: https://orcid.org/0000-0002-3477-0236
(2019)
Why does research in finance have so little impact?
Critical Perspectives on Accounting, 58.
pp. 24-52.
ISSN 1045-2354
doi: https://doi.org/10.1016/j.cpa.2018.04.005
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2019)
Experience wears the trousers: exploring gender and attitude to financial risk.
Journal of Economic Behavior & Organization, 163.
pp. 483-515.
ISSN 0167-2681
doi: https://doi.org/10.1016/j.jebo.2019.04.026
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Hoepner, A. G. F., McMillan, D., Vivian, A. and Wese Simen, C.
(2019)
Financial data science: the birth of a new financial research paradigm complementing econometrics?
European Journal of Finance, 25 (17).
pp. 1627-1636.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847x.2019.1662822
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H.
(2019)
Medieval property investors, ca. 1300-1500.
Enterprise and Society, 20 (3).
pp. 575-612.
ISSN 1467-2235
doi: https://doi.org/10.1017/eso.2018.92
2018
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593
(2018)
Topics and trends in finance research: what is published, who publishes it and what gets cited?
The British Accounting Review, 50 (6).
pp. 615-637.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2018.02.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2018)
Why are older investors less willing to take financial risks?
International Review of Financial Analysis, 56.
pp. 52-72.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2017.12.008
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Chen, Z. and Zeng, Y.
(2018)
Institutional cross-ownership and corporate strategy: the case of mergers and acquisitions.
Journal of Corporate Finance, 48.
pp. 187-216.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2017.11.003
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Oikonomou, I.
(2018)
The effects of environmental, social and governance disclosures and performance on firm value: a review of the literature in accounting and finance.
The British Accounting Review, 50 (1).
pp. 1-15.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2017.11.005
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2018)
What makes students satisfied? A discussion and analysis of the UK’s national student survey.
Journal of Further and Higher Education, 42 (8).
pp. 1118-1142.
ISSN 1469-9486
doi: https://doi.org/10.1080/0309877X.2017.1349886
2017
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2017)
Did purchasing power parity hold in medieval Europe?
The Manchester School, 85 (6).
pp. 682-709.
ISSN 1467-9957
doi: https://doi.org/10.1111/manc.12167
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2017)
The impact of foreign real estate investment on land prices: evidence from Mauritius.
Review of Development Economics, 21 (4).
e131-e146.
ISSN 1467-9361
doi: https://doi.org/10.1111/rode.12316
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2017)
Cambium non est mutuum: exchange and interest rates in medieval Europe.
The Economic History Review, 70 (2).
pp. 373-396.
ISSN 1468-0289
doi: https://doi.org/10.1111/ehr.12374
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Balatti, M. and Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104
(2017)
Fundamental indexation revisited: new evidence on alpha.
International Review of Financial Analysis, 51.
pp. 1-15.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2017.02.010
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T.
(2017)
The non-use of money in the Middle Ages.
In: Mayhew, N. (ed.)
Peter Spufford's Money and its Use in Medieval Europe - Twenty-five Years On.
Royal Numismatic Society Special Publication (52).
Royal Numismatic Society, pp. 137-151.
ISBN 0901405698
2016
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Fernandez-Perez, A., Miffre, J. and Nneji, O.
(2016)
Commodity risks and the cross-section of equity returns.
The British Accounting Review, 48 (2).
pp. 134-150.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2016.03.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Godfrey, C., Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2016)
Do investors care about corporate tax?
Journal of Corporate Finance, 38.
pp. 218-248.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2016.01.013
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Taylor, N.
(2016)
Time-varying price discovery in the eighteenth century:
empirical evidence from the London and Amsterdam stock markets.
Cliometrica Journal of Historical Economics and Econometric History, 10 (1).
pp. 5-30.
ISSN 1863-2505
doi: https://doi.org/10.1007/s11698-014-0120-z
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P. and Stanescu, S.
(2016)
Finite sample weighting of recursive forecast errors.
International Journal of Forecasting, 32 (2).
pp. 458-474.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2015.05.003
2015
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y.
(2015)
Booms and busts in commodity markets: bubbles or fundamentals?
Journal of Futures Markets, 35 (10).
pp. 916-938.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.21721
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2015)
Speculative bubble spillovers across regional housing markets.
Land Economics, 91 (3).
pp. 516-535.
ISSN 1543-8325
doi: https://doi.org/10.3368/le.91.3.516
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T.
(2015)
Le credit au Moyen Age: les prets a la couronne D'Angleterre entre 1272 et 1345.
In: Resources publiques et contstruction étatique en Europe XIII-XVIII siecle, 2-3 July 2012, Colloque organise par l'IGPDE avec l'Université Paris 1 Pantheon-Sorbonne et ses laboratoires (IDHE, LAMOP, EA 127, SAMM) et le laboratoire d'excellence ReFi (heSam), pp. 117-130.
(Colloque des 2 et 3 juillet 2012 sous la direction de Katia Beguin)
2014
Oikonomou, I., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2014)
The financial effects of uniform and mixed corporate social performance.
Journal of Management Studies, 51 (6).
pp. 898-925.
ISSN 1467-6486
doi: https://doi.org/10.1111/joms.12064
Anderson, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
Speculative bubbles and the cross-sectional variation in stock returns.
International Review of Financial Analysis, 35.
pp. 20-31.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2014.07.004
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Fenton, E. M. and Walker, J. T.
ORCID: https://orcid.org/0000-0002-3477-0236
(2014)
Gender and the evaluation of research.
Research Policy, 43 (6).
pp. 990-1001.
ISSN 0048-7333
doi: https://doi.org/10.1016/j.respol.2013.12.005
Agathee, U. S., Sannassee, R. V. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
The long-run performance of IPOs: the case of the Stock Exchange of Mauritius.
Applied Financial Economics, 24 (17).
pp. 1123-1145.
ISSN 0960-3107
doi: https://doi.org/10.1080/09603107.2014.924294
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
Introductory econometrics for finance. 3rd edition.
Cambridge University Press, Cambridge, pp740.
ISBN 9781107661455
Shang, Z., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and McCloy, R.
ORCID: https://orcid.org/0000-0003-2333-9640
(2014)
Are investors guided by the news disclosed by companies or by journalists?
Journal of behavioral and experimental finance, 1.
pp. 45-60.
ISSN 2214-6350
doi: https://doi.org/10.1016/j.jbef.2014.01.003
Perlin, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2014)
On the performance of the tick test.
Quarterly Review of Economics and Finance, 54 (1).
pp. 42-50.
ISSN 1062-9769
doi: https://doi.org/10.1016/j.qref.2013.07.009
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2014)
The credit relationship between Henry III and merchants of Douai and Ypres, 1247-70.
Economic History Review, 67 (1).
pp. 123-145.
ISSN 1468-0289
doi: https://doi.org/10.1111/1468-0289.12013
Oikonomou, I., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2014)
The effects of corporate social performance on the cost of corporate debt and credit ratings.
Financial Review, 49 (1).
pp. 49-75.
ISSN 1540-6288
doi: https://doi.org/10.1111/fire.12025
Shang, Z., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and McCloy, R.
ORCID: https://orcid.org/0000-0003-2333-9640
(2014)
Does more detailed information mean better performance? An experiment in information explicitness.
Review of Behavioural Finance, 6 (2).
pp. 86-103.
ISSN 1940-5979
doi: https://doi.org/10.1108/RBF-10-2013-0036
Tsolacos, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Nneji, O.
(2014)
On the predictive content of leading indicators: the case of U.S. real estate markets.
Journal of Real Estate Research, 36 (4).
pp. 541-573.
ISSN 0896-5803
Perlin, M., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market.
Annals of Finance, 10 (3).
pp. 457-480.
ISSN 1614-2454
doi: https://doi.org/10.1007/s10436-013-0242-5
2013
Miffre, J. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2013)
Do long-short speculators destabilize commodity futures markets?
International Review of Financial Analysis, 30.
pp. 230-240.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.09.002
Miffre, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Li, X.
(2013)
Idiosyncratic volatility and the pricing of poorly-diversified portfolios.
International Review of Financial Analysis, 30.
pp. 78-85.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.05.007
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T.
(2013)
Medieval foreign exchange: a time series analysis.
In: Casson, M.
ORCID: https://orcid.org/0000-0003-2907-6538 and Hashimzade, N. (eds.)
Large Databases in Economic History: Research Methods and Case Studies.
Routledge Explorations in Economic History.
Routledge, Abingdon, pp. 97-123.
ISBN 9780415820684
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2013)
Commercial real estate and equity market bubbles: are they contagious to REITs?
Urban Studies, 50 (12).
pp. 2496-2516.
ISSN 1360-063X
doi: https://doi.org/10.1177/0042098013477700
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Stevenson, S. and Ward, C.
(2013)
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate.
International Review of Financial Analysis, 29.
pp. 132-142.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.04.002
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C. W.R.
(2013)
House price dynamics and their reaction to macroeconomic changes.
Economic Modelling, 32.
pp. 172-178.
ISSN 0264-9993
doi: https://doi.org/10.1016/j.econmod.2013.02.007
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M., eds.
(2013)
Handbook of research methods and applications in empirical finance.
Edward Elgar, Cheltenham, pp512.
ISBN 9780857936080
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2013)
The dynamics of commodity prices.
Quantitative Finance, 13 (4).
pp. 527-542.
ISSN 1469-7696
doi: https://doi.org/10.1080/14697688.2013.769689
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Markham, T.
(2013)
The performance of football club managers: skill or luck?
Economics & Finance Research, 1 (1).
pp. 19-30.
ISSN 2164-9480
doi: https://doi.org/10.1080/21649480.2013.768829
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y.
(2013)
Commodity futures prices: more evidence on forecast power, risk premia and the theory of storage.
The Quarterly Review of Economics and Finance, 53 (1).
pp. 73-85.
ISSN 1062-9769
doi: https://doi.org/10.1016/j.qref.2013.01.003
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Markham, T.
(2013)
Does managerial turnover affect football club share prices?
Aestimatio, the IEB International Journal of Finance, 7.
02-21.
ISSN 2173-0164
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2013)
Intrinsic and rational speculative bubbles in the U.S. housing market 1960-2011.
Journal of Real Estate Research, 35 (2).
pp. 121-151.
ISSN 0896-5803
2012
Symeonidis, L., Prokopczuk, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2012)
Futures basis, inventory and commodity price volatility: an empirical analysis.
Economic Modelling, 29 (6).
pp. 2651-2663.
ISSN 0264-9993
doi: https://doi.org/10.1016/j.econmod.2012.07.016
(http://www.sciencedirect.com/science/journal/02649993)
Subadar Agathee, U., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Sannassee, R. V.
(2012)
Hot and cold IPO markets : the case of the stock exchange of Mauritius.
Journal of Multinational Financial Management, 22 (4).
pp. 168-192.
ISSN 1042-444X
doi: https://doi.org/10.1016/j.mulfin.2012.06.004
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Cerny, A. and Miffre, J.
(2012)
Optimal hedging with higher moments.
Journal of Futures Markets, 32 (10).
pp. 909-944.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.20542
Oikonomou, I., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2012)
The impact of corporate social performance on financial risk and utility: a longitudinal analysis.
Financial Management, 41 (2).
pp. 483-515.
ISSN 1755-053X
doi: https://doi.org/10.1111/j.1755-053X.2012.01190.x
Agathee, U. S., Sannassee, R. V. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2012)
The underpricing of IPOs on the stock exchange of Mauritius.
Research in International Business and Finance, 26.
pp. 281-303.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2012.01.001
2011
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2011)
Testing for periodically collapsing rational speculative bubbles in US REITs.
Journal of Real Estate Portfolio Management, 17 (3).
pp. 227-241.
ISSN 1083-5547
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2011)
Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294.
In: Burton, J., Lachaud, F., Schofield, P., Stöber, K. and Weiler, B. (eds.)
Thirteenth-century England XIII: proceedings of the Paris conference, 2009.
Thirteenth-century England (13).
Boydell and Brewer, Woodbridge, pp. 101-116.
ISBN 9781843836186
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2011)
The transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble.
In: Kolb, R. W. (ed.)
Financial contagion: the viral threat to the wealth of nations.
Kolb series in finance: essential perspectives.
Wiley, Hoboken, New Jersey, pp. 335-342.
ISBN 9780470922385
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Matthews, D. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2011)
Over the moon or sick as a parrot? The effects of football results on a club's share price.
Applied Economics, 44 (26).
pp. 3435-3452.
ISSN 1466-4283
doi: https://doi.org/10.1080/00036846.2011.577017
2010
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2010)
Real estate modelling and forecasting.
Cambridge University Press, Cambridge, pp474.
ISBN 9780521873390
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2010)
The S&P500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume.
Journal of Banking & Finance, 34 (1).
pp. 116-126.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2009.07.008
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2010)
Speculative bubbles in the S&P 500: was the tech bubble confined to the tech sector?
Journal of Empirical Finance, 17 (3).
pp. 345-361.
ISSN 0927-5398
doi: https://doi.org/10.1016/j.jempfin.2009.12.004
2009
Ashton, D., Beattie, V., Broadbent, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Draper, P., Ezzamel, M., Gwilliam, D., Hodgkinson, R., Hoskin, K., Pope, P. and Stark, A.
(2009)
British research in accounting and finance (2001–2007): the 2008 research assessment exercise.
The British Accounting Review, 41 (4).
pp. 199-207.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2009.10.003
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2009)
Interest in Medieval accounts: examples from England, 1272-1340.
History, 94 (316).
pp. 411-433.
ISSN 1468-229X
doi: https://doi.org/10.1111/j.1468-229X.2009.00464.x
Brammer, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2009)
The stock performance of America's 100 best corporate citizens.
The Quarterly Review of Economics and Finance, 49 (3).
pp. 1065-1080.
ISSN 1062-9769
doi: https://doi.org/10.1016/j.qref.2009.04.001
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, A.
(2009)
Accounts of the English Crown with Italian merchant societies, 1272-1345.
Standard List, 331.
The List and Index Society, Kew, pp306.
ISBN 9781906875183
Li, X., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Miffre, J.
(2009)
Low-cost momentum strategies.
Journal of Asset Management, 9 (6).
pp. 366-379.
ISSN 1470-8272
doi: https://doi.org/10.1057/jam.2008.28
Li, X., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Miffre, J.
(2009)
The value premium and time-varying volatility.
Journal of Business Finance and Accounting, 36 (9-10).
pp. 1252-1272.
ISSN 1468-5957
doi: https://doi.org/10.1111/j.1468-5957.2009.02163.x
2008
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2008)
RATS handbook to accompany introductory econometrics for finance.
Cambridge University Press, pp213.
ISBN 9780521721684
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2008)
Integration of international office markets and signal extraction.
Journal of Real Estate Portfolio Management, 14 (3).
pp. 351-362.
ISSN 1083-5547
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2008)
A re-examination of the index effect: gambling on additions to and deletions from the S&P 500's ‘gold seal’.
Research in International Business and Finance, 22 (3).
pp. 325-350.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2007.12.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2008)
Introductory econometrics for finance. 2nd edition.
Cambridge University Press.
ISBN 9780521694681
Li, X., Miffre, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and O'Sullivan, N.
(2008)
Momentum profits and time-varying unsystematic risk.
Journal of Banking & Finance, 32 (4).
pp. 541-558.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2007.03.014
2007
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2007)
The English wool market, c.1230-1327.
Cambridge University Press, Cambridge, pp214.
ISBN 9780521859417
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2007)
Interest rates and efficiency in medieval wool forward contracts.
Journal of Banking & Finance, 31 (2).
pp. 361-380.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2006.04.006
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Davies, R. J. and Kim, S. S.
(2007)
Cross hedging with single stock futures.
Assurances et gestion des risques, 74 (4).
pp. 473-504.
ISSN 1705-7299
Anderson, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2007)
Extreme returns from extreme value stocks: enhancing the value premium.
The Journal of Investing, 16 (1).
pp. 69-81.
ISSN 1068-0896
doi: https://doi.org/10.3905/joi.2007.681825
2006
Brammer, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2006)
Corporate social performance and stock returns: UK evidence from disaggregate measures.
Financial Management, 35 (3).
pp. 97-116.
ISSN 1755-053X
doi: https://doi.org/10.1111/j.1755-053X.2006.tb00149.x
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2006)
‘Leger est aprendre mes fort est arendre’: wool, debt, and the dispersal of Pipewell Abbey (1280-1330).
Journal of Medieval History, 32 (3).
pp. 187-211.
ISSN 0304-4181
doi: https://doi.org/10.1016/j.jmedhist.2006.07.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J.
(2006)
Detecting intraday periodicities with application to high frequency exchange rates.
Journal of the Royal Statistical Society: Series C (Applied Statistics), 55 (2).
pp. 241-259.
ISSN 1467-9876
doi: https://doi.org/10.1111/j.1467-9876.2006.00534.x
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2006)
Multivariate stochastic volatility model.
In: Mills, T. C. and Patterson, K. (eds.)
Palgrave handbook of econometrics: econometric theory.
Palgrave MacMillan, pp. 765-783.
ISBN 9781403941558
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2006)
Advance contracts for sale of wool c.1200-c.1327.
List and Index Society, 315.
List and Index Society, Kew, pp244.
Anderson, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2006)
The long-term price-earnings ratio.
Journal of Business Finance and Accounting, 33 (7-8).
pp. 1063-1086.
ISSN 1468-5957
doi: https://doi.org/10.1111/j.1468-5957.2006.00621.x
2005
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2005)
A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index.
The Economic Journal, 115 (505).
pp. 767-797.
ISSN 1468-0297
doi: https://doi.org/10.1111/j.1468-0297.2005.01019.x
Shields, K., Olekalns, N., Henry, Ó. T. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2005)
Measuring the response of macroeconomic uncertainty to shocks.
Review of Economics and Statistics, 87 (2).
pp. 362-370.
ISSN 1530-9142
doi: https://doi.org/10.1162/0034653053970276
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. D., Dalle Molle, J. W. and Persand, G.
(2005)
A comparison of extreme value theory approaches for determining value at risk.
Journal of Empirical Finance, 12 (2).
pp. 339-352.
ISSN 0927-5398
doi: https://doi.org/10.1016/j.jempfin.2004.01.004
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P., Heravi, S. and Persand, G.
(2005)
Autoregressive conditional kurtosis.
Journal of Financial Econometrics, 3 (3).
pp. 399-421.
ISSN 1479-8417
doi: https://doi.org/10.1093/jjfinec/nbi018
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2005)
Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index.
Journal of Business, 78 (5).
pp. 2003-2036.
ISSN 0740-9168
2004
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P.
(2004)
Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings.
Cîteaux: Commentarii cistercienses, 55 (3-4).
pp. 339-343.
ISSN 0009-7497
2003
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2003)
Rational speculative bubbles: an empirical investigation of the London Stock Exchange.
Bulletin of Economic Research, 55 (4).
pp. 319-346.
ISSN 1467-8586
doi: https://doi.org/10.1111/1467-8586.00179
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2003)
Volatility forecasting for risk management.
Journal of Forecasting, 22 (1).
pp. 1-22.
ISSN 1099-131X
doi: https://doi.org/10.1002/for.841
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Karsaris, A.
(2003)
Has the UK equity bubble burst completely?
Professional Investor.
pp. 28-29.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2003)
International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks.
Journal of Property Research, 20 (2).
pp. 133-155.
ISSN 1466-4453
doi: https://doi.org/10.1080/0959991032000109517
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2003)
The effect of asymmetries on stock index return value-at-risk estimates.
Journal of Risk Finance, 4 (2).
pp. 29-42.
ISSN 1526-5943
doi: https://doi.org/10.1108/eb022959
2002
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S.
(2002)
Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination.
The Manchester School, 70 (6).
pp. 747-767.
ISSN 1467-9957
doi: https://doi.org/10.1111/1467-9957.00323
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A.
(2002)
Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors.
Computational Economics, 20 (3).
pp. 151-176.
ISSN 1572-9974
doi: https://doi.org/10.1023/A:1020945428824
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, O.T.
(2002)
The impact of news on measures of undiversifiable risk: evidence from the UK stock market.
Oxford Bulletin of Economics and Statistics, 64 (5).
pp. 487-507.
ISSN 1468-0084
doi: https://doi.org/10.1111/1468-0084.00274
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G.
(2002)
A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach.
The Manchester School, 70 (5).
pp. 666-681.
ISSN 1467-9957
doi: https://doi.org/10.1111/1467-9957.00319
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A.
(2002)
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates.
Economic Modelling, 19 (1).
pp. 65-90.
ISSN 0264-9993
doi: https://doi.org/10.1016/S0264-9993(00)00061-4
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Garrett, I.
(2002)
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Applied Financial Economics, 12 (1).
pp. 25-31.
ISSN 1466-4305
doi: https://doi.org/10.1080/09603100110087996
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2002)
Model choice and value-at-risk performance.
Financial Analysts Journal, 58 (5).
pp. 87-97.
doi: https://doi.org/10.2469/faj.v58.n5.2471
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Oozeer, M.C.
(2002)
Modelling the implied volatility of options on long gilt futures.
Journal of Business Finance and Accounting, 29 (1-2).
pp. 111-137.
ISSN 1468-5957
doi: https://doi.org/10.1111/1468-5957.00426
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kataris, A.
(2002)
Speculative bubbles in asset prices: hot topic or hot air?
Banking 2020, 1.
pp. 52-54.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Henry, O.T. and Persand, G.
(2002)
The effect of asymmetries on optimal hedge ratios.
Journal of Business, 75 (2).
pp. 333-352.
ISSN 0740-9168
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G.
(2002)
An extreme value theory approach to calculating minimum capital risk requirements.
Journal of Risk Finance, 3 (2).
pp. 22-33.
ISSN 1526-5943
doi: https://doi.org/10.1108/eb043485
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Revéiz, A.
(2002)
A model for exchange rates with crawling bands: an application to the Colombian peso.
Journal of Economics and Business, 54 (5).
pp. 483-503.
ISSN 0148-6195
doi: https://doi.org/10.1016/S0148-6195(02)00103-0
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kat, H.M.
(2002)
The statistical properties of hedge fund index returns and their implications for investors.
The Journal of Alternative Investments, 5 (2).
pp. 26-44.
ISSN 1520-3255
doi: https://doi.org/10.3905/jai.2002.319053
2001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. and Persand, G.
(2001)
Benchmarks and the accuracy of GARCH model estimation.
International Journal of Forecasting, 17 (1).
pp. 45-56.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00070-4
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J.
(2001)
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting.
Journal of Forecasting, 20 (3).
pp. 181-196.
ISSN 1099-131X
doi: https://doi.org/10.1002/1099-131X(200104)20:3<181::AID-FOR781>3.0.CO;2-R
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Chow, W. and Ward, C.
(2001)
Can profitable trading strategies be derived from investment best-sellers?
Journal of Asset Management, 2 (2).
pp. 162-179.
ISSN 1470-8272
doi: https://doi.org/10.1057/palgrave.jam.2240042
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2001)
A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate.
Journal of Forecasting, 20 (2).
pp. 135-143.
ISSN 1099-131X
doi: https://doi.org/10.1002/1099-131X(200103)20:2<135::AID-FOR780>3.0.CO;2-R
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2001)
Forecasting real estate returns using financial spreads.
Journal of Property Research, 18 (3).
pp. 235-248.
ISSN 1466-4453
doi: https://doi.org/10.1080/09599910110060037
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2001)
Linkages between property asset returns and interest rates: evidence for the UK.
Applied Economics, 33 (6).
pp. 711-719.
ISSN 1466-4283
doi: https://doi.org/10.1080/00036840122812
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2001)
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects.
Applied Economics Letters, 8 (3).
pp. 155-158.
ISSN 1466-4291
doi: https://doi.org/10.1080/13504850150504504
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Katsaris, A., McGough, T. and Tsolacos, S.
(2001)
Testing for bubbles in indirect property price cycles.
Journal of Property Research, 18 (4).
pp. 341-356.
ISSN 1466-4453
doi: https://doi.org/10.1080/09599910110079640
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Chong, J.
(2001)
The cross-currency hedging performance of implied versus statistical forecasting models.
Journal of Futures Markets, 21 (11).
pp. 1043-1069.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.2104
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2001)
The trading profitability of forecasts of the gilt–equity yield ratio.
International Journal of Forecasting, 17 (1).
pp. 11-29.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00060-1
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Rew, A. G. and Ritson, S.
(2001)
A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100.
International Journal of Forecasting, 17 (1).
pp. 31-44.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00062-5
2000
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T.
(2000)
Can portmanteau nonlinearity tests serve as general mis-specification tests?
Economics Letters, 67 (3).
pp. 245-251.
ISSN 0165-1765
doi: https://doi.org/10.1016/S0165-1765(00)00212-3
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2000)
Does orthogonalization really purge equity based property valuations of their general stock market influences?
Applied Economics Letters, 7 (5).
pp. 305-309.
ISSN 1466-4291
doi: https://doi.org/10.1080/135048500351447
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2000)
Forecasting models of retail rents.
Environment and Planning A, 32 (10).
pp. 1825-1839.
ISSN 0308-518X
doi: https://doi.org/10.1068/a3332
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T.
(2000)
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia.
Economic Modelling, 17 (4).
pp. 497-513.
ISSN 0264-9993
doi: https://doi.org/10.1016/S0264-9993(99)00035-8
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Skinner, F.
(2000)
What will be the risk-free rate and benchmark yield curve following European monetary union?
Applied Financial Economics, 10 (1).
pp. 59-69.
ISSN 0960-3107
doi: https://doi.org/10.1080/096031000331932
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Tsolacos, S. and Lee, S.
(2000)
The cyclical relations between traded property stock prices and aggregate time-series.
Journal of Property Investment & Finance, 18 (6).
pp. 540-564.
ISSN 1463-578X
doi: https://doi.org/10.1108/14635780010357532
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. D. and Persand, G.
(2000)
A word of caution on calculating market-based minimum capital risk requirements.
Journal of Banking & Finance, 24 (10).
pp. 1557-1574.
ISSN 0378-4266
doi: https://doi.org/10.1016/S0378-4266(99)00092-8
1999
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J.
(1999)
Cross-correlations and cross-bicorrelations in Sterling exchange rates.
Journal of Empirical Finance, 6 (4).
pp. 385-404.
ISSN 0927-5398
doi: https://doi.org/10.1016/S0927-5398(99)00007-9
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1999)
Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods.
Computational Economics, 13 (3).
pp. 249-263.
ISSN 1572-9974
doi: https://doi.org/10.1023/A:1008666700953
Ap Gwilym, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. and Thomas, S.
(1999)
Tests of non-linearity using LIFFE futures transactions price data.
The Manchester School, 67 (2).
pp. 167-186.
ISSN 1467-9957
doi: https://doi.org/10.1111/1467-9957.00140
Maitland-Smith, J. K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1999)
Threshold autoregressive and Markov switching models: an application to commercial real estate.
Journal of Property Research, 16 (1).
pp. 1-19.
ISSN 1466-4453
doi: https://doi.org/10.1080/095999199368238
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Garrett, I. and Hinich, M. J.
(1999)
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets.
Applied Financial Economics, 9 (6).
pp. 605-613.
ISSN 0960-3107
doi: https://doi.org/10.1080/096031099332050
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Heravi, S. M.
(1999)
The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test.
Computational Economics, 13 (2).
pp. 147-162.
ISSN 1572-9974
doi: https://doi.org/10.1023/A:1008612905284
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(1999)
The impact of economic and financial factors on UK property performance.
Journal of Property Research, 16 (2).
pp. 139-152.
ISSN 1466-4453
doi: https://doi.org/10.1080/095999199368193
1998
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1998)
Chaos in foreign exchange markets: a sceptical view.
Computational Economics, 11 (3).
pp. 265-281.
ISSN 1572-9974
doi: https://doi.org/10.1023/A:1008650024944
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J.
(1998)
Episodic nonstationarity in exchange rates.
Applied Economics Letters, 5 (11).
pp. 719-722.
ISSN 1466-4291
doi: https://doi.org/10.1080/135048598354203
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S.
(1998)
Forecasting exchange rate volatility using conditional variance models selected by information criteria.
Economics Letters, 61 (3).
pp. 273-278.
ISSN 0165-1765
doi: https://doi.org/10.1016/S0165-1765(98)00178-5
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1998)
Predicting stock index volatility: can market volume help?
Journal of Forecasting, 17 (1).
pp. 59-80.
ISSN 1099-131X
doi: https://doi.org/10.1002/(SICI)1099-131X(199801)17:1<59::AID-FOR676>3.0.CO;2-H
1997
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1997)
GARCH modelling in finance: a review of the software options.
The Economic Journal, 107 (443).
pp. 1271-1276.
ISSN 1468-0297
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1997)
Linear and non-linear (non-)forecastability of high-frequency exchange rates.
Journal of Forecasting, 16 (2).
pp. 125-145.
ISSN 1099-131X
doi: https://doi.org/10.1002/(SICI)1099-131X(199703)16:2<125::AID-FOR648>3.0.CO;2-T
1996
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1996)
Testing for non-linearity in daily sterling exchange rates.
Applied Financial Economics, 6 (4).
pp. 307-317.
ISSN 0960-3107
doi: https://doi.org/10.1080/096031096334105
1995
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1995)
A measure of persistence in daily pound exchange rates.
Applied Economics Letters, 2 (11).
pp. 428-431.
ISSN 1466-4291
doi: https://doi.org/10.1080/135048595356998
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