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Robert Darren Brooks

Robert Darren Brooks

D-Index & Metrics

Economics and Finance

D-Index
43
Citations
8276
World Ranking
1969
National Ranking
48

Overview

Robert Darren Brooks is affiliated with Monash University in Australia and specializes in Economics, Econometrics, and Finance. Their research encompasses several subfields, including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Accounting, and Renewable Energy, Sustainability, and the Environment.

Their work frequently addresses topics related to Market Dynamics and Volatility, Energy, Environment, Economic Growth, Monetary Policy and Economic Impact, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Energy, Environment, and Transportation Policies, as well as Complex Systems and Time Series Analysis.

Robert Darren Brooks has published research in multiple venues, with recurrent contributions to Energy Economics, American Business Review, SSRN Electronic Journal, International Review of Financial Analysis, and Pacific-Basin Finance Journal.

Recent papers include:

  • "Dynamic volatility spillover effects between oil and agricultural products," 2020, International Review of Financial Analysis
  • "Investor-herding and risk-profiles: A State-Space model-based assessment," 2020, Pacific-Basin Finance Journal
  • "Does oil impact gold during COVID-19 and three other recent crises?," 2022, Energy Economics
  • "Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets," 2020, Energy Economics
  • "Sentiment and Accruals Earnings Management: Does Governance and Regulatory Environment Matter?," 2023, American Business Review

Frequent collaborators in their research have included Hung Xuan, Saumya Ranjan Dash, Tauhidul Islam Tanin, Ashutosh Sarker, and Emawtee Bissoondoyal-Bheenick.

Best Publications

  • The evolution of stock market efficiency over time: A survey of the empirical literature

    Kian Ping Lim;Robert D. Brooks

  • The national market impact of sovereign rating changes

    Robert Darren Brooks;Robert Faff;David Hillier;Joseph Hillier

  • Asset market linkages: Evidence from financial, commodity and real estate assets

    Kam Fong Chan;Sirimon Treepongkaruna;Robert Brooks;Stephen Gray

  • The impact of exchange rate volatility on German-US trade flows

    Michael D. McKenzie;Robert D. Brooks

  • Financial crisis and stock market efficiency: Empirical evidence from Asian countries

    Kian Ping Lim;Robert Darren Brooks;Jae Kim

  • Time‐Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques

    Robert D. Brooks;Robert W. Faff;Michael D. McKenzie

  • Variations in sovereign credit quality assessments across rating agencies

    Paula Hill;Robert Darren Brooks;Robert Faff

  • Business plan competitions in tertiary institutions: encouraging entrepreneurship education

    Roslyn Russell;Mary Atchison;Robert Darren Brooks

  • A multi-country study of power ARCH models and national stock market returns

    Robert D. Brooks;Robert W. Faff;Michael D. McKenzie;Heather Mitchell

  • Efficiency gains from water markets: Empirical analysis of Watermove in Australia

    Robert Darren Brooks;Edwyna Margaret Harris

  • Oil prices and transport sector returns: an international analysis

    Mohan Singh Nandha;Robert Darren Brooks

  • The Form of Time Variation of Systematic Risk: Some Australian Evidence

    Robert D. Brooks;Robert W. Faff;John H. H. Lee

  • The Sydney Olympic Games announcement and Australian stock market reaction

    Gabrielle Berman;Robert Brooks;Sinclair Davidson

  • Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

    Kian Ping Lim;Kian Ping Lim;Robert D. Brooks;Melvin J. Hinich

  • Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches

    Emawtee Bissoondoyal-Bheenick;Robert Darren Brooks;Angela Y N Yip

  • Dynamic volatility spillover effects between oil and agricultural products

    Pick Schen Yip;Robert Brooks;Hung Xuan Do;Duc Khuong Nguyen

  • Underwriter reputation and underpricing: evidence from the Australian IPO market

    William Dimovski;Simmala Philavanh;Robert Brooks

  • Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

    Sang Hoon Kang;Debasish Maitra;Saumya Ranjan Dash;Robert Brooks

  • Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance

    William Dimovski;Robert Darren Brooks

  • Power arch modelling of the volatility of emerging equity markets

    Robert Darren Brooks

  • The National Market Impact of Sovereign Rating Changes

    Robert W. Faff;Robert D. Brooks;Joe Hillier;David Hillier

Frequent Co-Authors

Robert W. Faff
Robert W. Faff University of Queensland
Russell Smyth
Russell Smyth Monash University
Fushuan Wen
Fushuan Wen Zhejiang University
Duc Khuong Nguyen
Duc Khuong Nguyen Pôle Universitaire Léonard de Vinci
Eckhard Platen
Eckhard Platen University of Technology Sydney
Wing-Keung Wong
Wing-Keung Wong Asian University
Carl Chiarella
Carl Chiarella University of Technology Sydney
Henning Bjornlund
Henning Bjornlund University of South Australia
Greg Richards
Greg Richards Tilburg University
Hung-Gay Fung
Hung-Gay Fung University of Missouri–St. Louis

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