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~language:"eng"
~person:"Brooks, Robert"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Kapitaleinkommen
Australia
52
Australien
52
Theorie
37
Theory
37
Estimation
35
Schätzung
35
Capital income
34
Aktienmarkt
33
Stock market
33
Volatility
32
Volatilität
32
Börsenkurs
30
Share price
30
USA
27
United States
27
ARCH model
17
ARCH-Modell
17
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17
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17
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16
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16
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16
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16
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16
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16
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13
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10
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10
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9
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9
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8
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Article in journal
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34
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Brooks, Robert
Gupta, Rangan
119
Zaremba, Adam
93
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
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International review of economics & finance : IREF
4
Applied financial economics
3
The journal of investing
3
Applied financial economics letters
2
International review of financial analysis
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Australian journal of management
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Global finance journal
1
Journal of accounting & management information systems : JAMIS
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial management, markets and institutions
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Research in international business and finance
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
34
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1
ESG and firm performance : the role of size and media channels
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Economic modelling
121
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014384536
Saved in:
2
The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad
;
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
; …
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
Saved in:
3
Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases
Goel, Garima
;
Dash, Saumya Ranjan
;
Brooks, Robert
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
11
,
pp. 3119-3135
Persistent link: https://www.econbiz.de/10013355046
Saved in:
4
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
5
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
6
Bond portfolio holding period return decomposition
Brooks, Robert
;
Upton, Kate
- In:
The journal of investing
26
(
2017
)
2
,
pp. 78-90
Persistent link: https://www.econbiz.de/10011736255
Saved in:
7
Sector momentum
Wang, Jun
;
Brooks, Robert
;
Lu, Xing
;
Holzhauer, Hunter M.
- In:
The journal of investing
26
(
2017
)
2
,
pp. 48-60
Persistent link: https://www.econbiz.de/10011736200
Saved in:
8
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
9
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
10
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
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