R. Brooks

Finance · with Faff · 2000–2011

A researcher in the Science corpus: 9 papers; trusts 56 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom R. Brooks trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Stavros Degiannakis *
  4. Daniel Oliveira Cajueiro
  5. Jae Hyun Kim
  6. P. Giot
  7. Eugene F. Fama
  8. T. Di Matteo
  9. Benjamin Miranda Tabak
  10. Rohit S. Deo

Who trusts R. Brooks overall

  1. Stavros Degiannakis *
  2. K. Lim
  3. Edel Tully
  4. Mohamed Arouri
  5. Brian M. Lucey
  6. Evdokia Xekalaki
  7. George Filis
  8. Jae Hyun Kim

Papers from R. Brooks's perspective

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

  1. The Behavior of Stock-Market Prices
  2. Generalized autoregressive conditional heteroskedasticity
  3. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  4. The Cross‐Section of Expected Stock Returns
  5. A test for independence based on the correlation dimension
  6. A Reality Check for Data Snooping
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
  9. What moves stock prices?
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers