Introductory Econometrics for Finance C Brooks | 11061 | 2019 |
Corporate social performance and stock returns: UK evidence from disaggregate measures S Brammer | 1855 | 2006 |
The effects of environmental, social and governance disclosures and performance on firm value: A review of the literature in accounting and finance C Brooks, I Oikonomou The British Accounting Review 50 (1), 1-15, 2018 | 891 | 2018 |
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 | 798 | 2012 |
The statistical properties of hedge fund index returns and their implications for investors HM Kat, C Brooks Cass Business School Research Paper, 2001 | 613 | 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 | 579 | 2014 |
Predicting stock index volatility: can market volume help? C Brooks Journal of forecasting 17 (1), 59-80, 1998 | 357 | 1998 |
The effect of asymmetries on optimal hedge ratios C Brooks, OT Henry, G Persand The Journal of Business 75 (2), 333-352, 2002 | 337 | 2002 |
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 | 316 | 2001 |
Volatility forecasting for risk management C Brooks, G Persand Journal of forecasting 22 (1), 1-22, 2003 | 287 | 2003 |
Testing for non-linearity in daily sterling exchange rates C Brooks Applied Financial Economics 6 (4), 307-317, 1996 | 286 | 1996 |
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 | 265 | 2001 |
Real estate modelling and forecasting C Brooks, S Tsolacos Cambridge university press, 2010 | 243 | 2010 |
Brooks LL Brooks | 231 | 1959 |
Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions C Brooks, Z Chen, Y Zeng Journal of Corporate Finance 48, 187-216, 2018 | 225 | 2018 |
RATS Handbook to accompany introductory econometrics for finance C Brooks Cambridge Books, 2008 | 222 | 2008 |
Benchmarks and the accuracy of GARCH model estimation C Brooks, SP Burke, G Persand International Journal of Forecasting 17 (1), 45-56, 2001 | 197 | 2001 |
Autoregressive conditional kurtosis C Brooks, SP Burke, S Heravi, G Persand Journal of Financial Econometrics 3 (3), 399-421, 2005 | 194 | 2005 |
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 | 173 | 2005 |
The impact of economic and financial factors on UK property performance C Brooks, S Tsolacos Journal of Property Research 16 (2), 139-152, 1999 | 168 | 1999 |