Robert Brooks

Robert Brooks

Monash University

H-index: 48

Oceania-Australia

About Robert Brooks

Robert Brooks, With an exceptional h-index of 48 and a recent h-index of 25 (since 2020), a distinguished researcher at Monash University, specializes in the field of Financial Econometrics, Finance, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Sentiment and Accruals Earnings Management: Does Governance and Regulatory Environment Matter?

Asset allocation of Australian superannuation funds: a markov regime switching approach

The nexus between oil and airline stock returns: Does time frequency matter?

Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach

The Liquidity Effect of the US QE on Sovereign Yield Spreads of Commodity-Exporting Countries

ESG and firm performance: The role of size and media channels

A new measure for idiosyncratic risk based on decomposition method

Do oil shocks affect financial stress? Evidence from oil-exporting and-importing countries

Robert Brooks Information

University

Position

Department of Econometrics and Business Statistics Monash Business School

Citations(all)

8841

Citations(since 2020)

2829

Cited By

7156

hIndex(all)

48

hIndex(since 2020)

25

i10Index(all)

151

i10Index(since 2020)

75

Email

University Profile Page

Monash University

Google Scholar

View Google Scholar Profile

Robert Brooks Skills & Research Interests

Financial Econometrics

Finance

Econometrics

Top articles of Robert Brooks

Title

Journal

Author(s)

Publication Date

Sentiment and Accruals Earnings Management: Does Governance and Regulatory Environment Matter?

American Business Review

Kakul Modani

Saumya Ranjan Dash

Mehul Raithatha

Robert Brooks

2023

Asset allocation of Australian superannuation funds: a markov regime switching approach

Annals of Operations Research

Emawtee Bissoondoyal-Bheenick

Robert Brooks

Hung Do

2023/11

The nexus between oil and airline stock returns: Does time frequency matter?

Energy Economics

Mehrad Asadi

Son D Pham

Thao TT Nguyen

Hung Xuan Do

Robert Brooks

2023/1/1

Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach

International Review of Financial Analysis

Sanggetha Vellachami

Akram Shavkatovich Hasanov

Robert Brooks

2023/10/1

The Liquidity Effect of the US QE on Sovereign Yield Spreads of Commodity-Exporting Countries

Commodities

Pick-Schen Yip

Wee-Yeap Lau

Robert Brooks

2023/4/25

ESG and firm performance: The role of size and media channels

Economic Modelling

Emawtee Bissoondoyal-Bheenick

Robert Brooks

Hung Xuan Do

2023/4/1

A new measure for idiosyncratic risk based on decomposition method

Journal of Risk and Financial Management

Meng-Horng Lee

Chee-Wooi Hooy

Robert Brooks

2023/1/9

Do oil shocks affect financial stress? Evidence from oil-exporting and-importing countries

American Business Review

Anirban Sengupta

Debasish Maitra

Saumya Ranjan Dash

Robert Brooks

2023/11

Does oil impact gold during COVID-19 and three other recent crises?

Energy economics

Tauhidul Islam Tanin

Ashutosh Sarker

Robert Brooks

Hung Xuan Do

2022/4/1

Jump Connectedness in the European Foreign Exchange Market

Emawtee Bissoondoyal-Bheenick

Robert Brooks

Hung Xuan Do

2022/1/17

Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries

Energy Economics

Tauhidul Islam Tanin

Akram Shavkatovich Hasanov

Mohammed Sharaf Mohsen Shaiban

Robert Brooks

2022/11/1

What drives cross-market correlations during the United States QE?

International Review of Financial Analysis

Pick Schen Yip

Robert Brooks

Hung Xuan Do

Xuan Vinh Vo

2022/10/1

Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases

Emerging Markets Finance and Trade

Garima Goel

Saumya Ranjan Dash

Robert Brooks

Sowmya Subramaniam

2022/9/2

Have the Covid-19 Pandemic and Other Crises Similarly Determined the Nexus between Currency Exchange Rates and Gold Prices?

Tauhidul Islam Tanin

Ashutosh Sarker

Robert Brooks

2021/11/30

Superstars and “The Voice”

Applied Economics Letters

Robert Brooks

2021/11/28

Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period

International Review of Financial Analysis

Tauhidul Islam Tanin

Ashutosh Sarker

Robert Brooks

2021/10/1

Simulated business effectiveness: learning and performance outcomes

Education+ Training

Anna Stamatelatos

Robert Brooks

2020/11/21

Investor-herding and risk-profiles: A State-Space model-based assessment

Pacific-Basin Finance Journal

Harmindar B Nath

Robert D Brooks

2020/9/1

Dynamic volatility spillover effects between oil and agricultural products

International Review of Financial Analysis

Pick Schen Yip

Robert Brooks

Hung Xuan Do

Duc Khuong Nguyen

2020/5/1

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

Energy Economics

Emawtee Bissoondoyal-Bheenick

Robert Brooks

Hung Xuan Do

Russell Smyth

2020/2/1

See List of Professors in Robert Brooks University(Monash University)