Chris Brooks

Accounting · 2001–2018

A researcher in the Science corpus: 16 papers; trusts 81 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

• Accounting — 137 citations into it; #1,249 of 8,970 by trust here, #707 by citations
• Finance — 129 citations into it; #911 of 10,518 by trust here, #591 by citations
• Strategy and Management — 102 citations into it; #1,613 of 10,874 by trust here, #828 by citations
• Economics and Econometrics — 85 citations into it; #2,758 of 23,481 by trust here, #4,516 by citations
• Marketing — 37 citations into it; #5,340 of 6,289 by trust here, #3,643 by citations
• Statistics and Probability — 13 citations into it
• Management Science and Operations Research — 12 citations into it
• Information Systems and Management — 9 citations into it

Whom Chris Brooks trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Halbert White
2. Robert F. Engle
3. Tim Bollerslev
4. Alex Edmans
5. Bradley Efron
6. Yawen Jiao
7. Eduardo S. Schwartz
8. Carsten Sørensen
9. Daniel B. Nelson
10. Harrison G. Hong

Who trusts Chris Brooks overall

1. Salim Darmadi
2. Thomas M Fischer
3. Hem C. Basnet
4. Cathy W. S. Chen
5. Richard Gerlach
6. Martin Eling
7. Perry Sadorsky
8. Qi'an Chen
9. Juri Marcucci
10. Angelika A. Sawczyn

Papers from Chris Brooks's perspective

Ordered by how strongly the researchers Chris Brooks trusts endorse each paper. Same corpus, a different order for every researcher.

1. Institutional Investors and Equity Prices
2. Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
3. Post-'87 crash fears in the S&P 500 futures option market
4. Generalized autoregressive conditional heteroskedasticity
5. Institutional Investors and Executive Compensation
6. The Price of Sin: The Effects of Social Norms on Markets
7. Common risk factors in the returns on stocks and bonds
8. The Impact of Jumps in Volatility and Returns
9. Corporate social responsibility and financial performance: correlation or misspecification?
10. Monitoring: Which Institutions Matter?

Their papers

• Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (2001) — 209 citations
• Volatility forecasting for risk management (2003) — 218 citations
• A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate (2001) — 123 citations
• The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2001) — 478 citations
• Autoregressive Conditional Kurtosis (2005) — 190 citations
• A Comparison of Extreme Value Theory Approaches for Determining Value at Risk (2005) — 140 citations
• The effect of asymmetries on optimal hedge ratios (2002) — 279 citations
• The dynamics of commodity prices (2013) — 112 citations
• A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 (2001) — 210 citations
• Institutional Cross-Ownership and Corporate Strategy: The Case of Mergers and Acquisitions (2018) — 205 citations
• The effects of environmental, social and governance disclosures and performance on firm value: A review of the literature in accounting and finance (2017) — 689 citations
• The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings (2014) — 428 citations
• The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis (2012) — 533 citations
• Introductory econometrics for finance. 2nd edition (2008) — 795 citations
• RATS Handbook to Accompany Introductory Econometrics for Finance (2008) — 3,008 citations
• Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures (2006) — 1,050 citations