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Economics and Finance
UK
2024

D-Index & Metrics

Economics and Finance

D-Index
61
Citations
28080
World Ranking
761
National Ranking
83

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

Chris Brooks is affiliated with the University of Reading in the United Kingdom. Their research primarily spans the fields of Business, Management and Accounting, with specific contributions in Accounting, Finance, Economics and Econometrics, Strategy and Management, and Management Science and Operations Research.

Their work extensively covers topics such as Financial Markets and Investment Strategies, Environmental Sustainability in Business, Corporate Social Responsibility Reporting, Auditing, Earnings Management, Governance, Complex Systems and Time Series Analysis, Corporate Finance and Governance, and Optimism, Hope, and Well-being.

Recent published papers include:

  • Green accounting and finance: Advancing research on environmental disclosure, value impacts and management control systems, 2020, The British Accounting Review
  • Green Accounting and Finance: Advancing Research on Environmental Disclosure, Value Impacts and Management Control Systems, 2020, SSRN Electronic Journal
  • Comparing perceptions of the impact of journal rankings between fields, 2021, Critical Perspectives on Accounting

Chris Brooks has collaborated frequently with several coauthors, including Lisa Schopohl, Adrian R. Bell, James T. Walker, Carola Hillenbrand, and Ran Tao.

The majority of their publications have appeared in the SSRN Electronic Journal, along with contributions to Clinical Lymphoma Myeloma & Leukemia, arXiv (Cornell University), The British Accounting Review, and Critical Perspectives on Accounting.

Best Publications

  • Introductory Econometrics for Finance

    Chris Brooks

  • Introductory Econometrics for Finance

    Chris Brooks

  • Introductory Econometrics for Finance

    Chris Brooks

  • Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures

    Stephen Brammer;Chris Brooks;Stephen Pavelin

  • Introductory econometrics for finance. 2nd edition

    Chris Brooks

  • The impact of corporate social performance on financial risk and utility:a longitudinal analysis

    Ioannis Oikonomou;Chris Brooks;Stephen Pavelin

  • The statistical properties of hedge fund index returns and their implications for investors

    Chris Brooks;Harry M. Kat

  • The effects of environmental, social and governance disclosures and performance on firm value: a review of the literature in accounting and finance

    Chris Brooks;Ioannis Oikonomou

  • The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings

    Ioannis Oikonomou;Chris Brooks;Stephen Pavelin

  • The effect of asymmetries on optimal hedge ratios

    Chris Brooks;O.T. Henry;Gitanjali Persand

  • Predicting stock index volatility: can market volume help?

    Chris Brooks

  • A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

    Chris Brooks;Alistair G. Rew;Stuart Ritson

  • Volatility forecasting for risk management

    Chris Brooks;Gitanjali Persand

  • Testing for non-linearity in daily sterling exchange rates

    Christopher Brooks

  • The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors

    Harry M. Kat;Chris Brooks

  • Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects

    Chris Brooks;Gitanjali Persand

  • Autoregressive Conditional Kurtosis

    Chris Brooks;Simon P. Burke;Saeed Heravi;Gitanjali Persand

  • Real Estate Modelling and Forecasting

    Chris Brooks;Sotiris Tsolacos

  • Benchmarks and the accuracy of GARCH model estimation

    Chris Brooks;Simon Burke;Gitanjali Persand

  • Institutional cross-ownership and corporate strategy: the case of mergers and acquisitions

    Chris Brooks;Zhong Chen;Yeqin Zeng

  • Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures

    Stephen J. Brammer;Chris Brooks;Stephen Pavelin;Stephen Pavelin

Frequent Co-Authors

Edmund H. Durfee
Edmund H. Durfee University of Michigan–Ann Arbor
David G. McMillan
David G. McMillan University of Stirling
Jeffrey O. Kephart
Jeffrey O. Kephart IBM (United States)
Vivien Beattie
Vivien Beattie Lancaster University
Stefan Nagel
Stefan Nagel University of Chicago
Mahmoud Ezzamel
Mahmoud Ezzamel IE University
Michael P. Clements
Michael P. Clements University of Reading
Peter F. Pope
Peter F. Pope Bocconi University
Wayne E. Ferson
Wayne E. Ferson University of Southern California

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