Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2025)
Investing responsibly: what drives preferences for sustainability and do investors receive appropriate investments?
Journal of Sustainable Finance and Accounting, 8.
100028.
ISSN 2950-3701
doi: 10.1016/j.josfa.2025.100028
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593, Tao, R., Walker, J.
ORCID: https://orcid.org/0000-0002-3477-0236 and Zhu, M.
(2025)
The female finance penalty: why are women less successful in academic finance than related fields?
Research Policy, 54 (4).
105207.
ISSN 0048-7333
doi: 10.1016/j.respol.2025.105207
Rocciolo, F., Gheno, A. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2024)
CEO overcaution and capital structure choices.
Financial Review, 59 (3).
pp. 719-743.
ISSN 0732-8516
doi: 10.1111/fire.12383
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2024)
People are people: a comparative analysis of risk attitudes across Europe.
International Journal of Finance and Economics, 29 (3).
pp. 3545-3566.
ISSN 1076-9307
doi: 10.1002/ijfe.2837
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Brooks, R.
(2024)
Are English football players overvalued?
Applied Economics, 56 (21).
pp. 2568-2584.
ISSN 0003-6846
doi: 10.1080/00036846.2023.2192032
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983, Saraeva, A.
ORCID: https://orcid.org/0000-0003-2223-4310, Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2023)
The importance of staying positive: the impact of emotions on attitude to risk.
International Journal of Finance and Economics, 28 (3).
pp. 3232-3261.
ISSN 1076-9307
doi: 10.1002/ijfe.2591
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. T.
ORCID: https://orcid.org/0000-0002-3477-0236
(2023)
Comparing perceptions of the impact of journal rankings between fields.
Critical Perspectives on Accounting, 90.
102381.
ISSN 1045-2354
doi: 10.1016/j.cpa.2021.102381
Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A.
ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2022)
Saving for a rainy day… or a trip to the Bahamas? How the framing of investment communication impacts retail investors.
British Journal of Management, 33 (2).
pp. 1087-1109.
ISSN 1045-3172
doi: 10.1111/1467-8551.12455
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2022)
When it comes to the crunch: retail investor decision-making during periods of market volatility.
International Review of Financial Analysis, 80.
102038.
ISSN 1873-8079
doi: 10.1016/j.irfa.2022.102038
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2022)
The dynamics of commodity prices.
In: Dempster, M. A. H. and Tang, K. (eds.)
Commodities: second edition.
Chapman and Hall/CRC, Oxon, pp. 389-398, 864 pages.
ISBN 9781032208176
doi: 10.1201/9781003265399-22
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2021)
The impact of personality traits on attitude to financial risk.
Research in International Business and Finance, 58.
101501.
ISSN 0275-5319
doi: 10.1016/j.ribaf.2021.101501
Rendall, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098
(2021)
The impacts of emotions and personality on borrowers’ abilities to manage their debts.
International Review of Financial Analysis, 74.
101703.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101703
Tao, R., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072
(2021)
Tomorrow’s fish and chip paper? Slowly incorporated news and the cross-section of stock returns.
European Journal of Finance, 27 (8).
pp. 774-795.
ISSN 1351-847X
doi: 10.1080/1351847X.2020.1846575
Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A.
ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2020)
To invest or not to invest? The roles of product information, attitudes towards finance and life variables in retail investor propensity to engage with financial products.
British Journal of Management, 31 (4).
pp. 688-708.
ISSN 1045-3172
doi: 10.1111/1467-8551.12348
Tao, R., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072
(2020)
When is a MAX not the MAX? How news resolves information uncertainty.
Journal of Empirical Finance, 57.
pp. 33-51.
ISSN 0927-5398
doi: 10.1016/j.jempfin.2020.03.002
Rocciolo, F., Gheno, A. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2019)
Optimism, volatility and decision-making in stock markets.
International Review of Financial Analysis, 66.
101356.
ISSN 1057-5219
doi: 10.1016/j.irfa.2019.05.007
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2019)
Is there a ‘magic link’ between research activity, professional teaching qualifications and student satisfaction?
Higher Education Policy, 32 (2).
pp. 227-248.
ISSN 0952-8733
doi: 10.1057/s41307-018-0081-0
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2019)
Experience wears the trousers: exploring gender and attitude to financial risk.
Journal of Economic Behavior and Organization, 163.
pp. 483-515.
ISSN 0167-2681
doi: 10.1016/j.jebo.2019.04.026
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Fenton, E., Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J.
ORCID: https://orcid.org/0000-0002-3477-0236
(2019)
Why does research in finance have so little impact?
Critical Perspectives on Accounting, 58.
pp. 24-52.
ISSN 1045-2354
doi: 10.1016/j.cpa.2018.04.005
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Hoepner, A. G. F., McMillan, D., Vivian, A. and Wese Simen, C.
(2019)
Financial data science: the birth of a new financial research paradigm complementing econometrics?
European Journal of Finance, 25 (17).
pp. 1627-1636.
ISSN 1466-4364
doi: 10.1080/1351847x.2019.1662822
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593
(2018)
Topics and trends in finance research: what is published, who publishes it and what gets cited?
The British Accounting Review, 50 (6).
pp. 615-637.
ISSN 0890-8389
doi: 10.1016/j.bar.2018.02.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2018)
Why are older investors less willing to take financial risks?
International Review of Financial Analysis, 56.
pp. 52-72.
ISSN 1057-5219
doi: 10.1016/j.irfa.2017.12.008
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Chen, Z. and Zeng, Y.
(2018)
Institutional cross-ownership and corporate strategy: the case of mergers and acquisitions.
Journal of Corporate Finance, 48.
pp. 187-216.
ISSN 0929-1199
doi: 10.1016/j.jcorpfin.2017.11.003
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Oikonomou, I.
(2018)
The effects of environmental, social and governance disclosures and performance on firm value: a review of the literature in accounting and finance.
The British Accounting Review, 50 (1).
pp. 1-15.
ISSN 0890-8389
doi: 10.1016/j.bar.2017.11.005
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2018)
What makes students satisfied? A discussion and analysis of the UK’s national student survey.
Journal of Further and Higher Education, 42 (8).
pp. 1118-1142.
ISSN 0309-877X
doi: 10.1080/0309877X.2017.1349886
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2017)
Did purchasing power parity hold in medieval Europe?
The Manchester School, 85 (6).
pp. 682-709.
ISSN 1467-9957
doi: 10.1111/manc.12167
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2017)
The impact of foreign real estate investment on land prices: evidence from Mauritius.
Review of Development Economics, 21 (4).
e131-e146.
ISSN 1363-6669
doi: 10.1111/rode.12316
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2017)
Cambium non est mutuum: exchange and interest rates in medieval Europe.
The Economic History Review, 70 (2).
pp. 373-396.
ISSN 1468-0289
doi: 10.1111/ehr.12374
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T.
(2017)
The non-use of money in the Middle Ages.
In: Mayhew, N. (ed.)
Peter Spufford's Money and its Use in Medieval Europe - Twenty-five Years On.
Royal Numismatic Society Special Publication (52).
Royal Numismatic Society, pp. 137-151.
ISBN 0901405698
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Fernandez-Perez, A., Miffre, J. and Nneji, O.
(2016)
Commodity risks and the cross-section of equity returns.
The British Accounting Review, 48 (2).
pp. 134-150.
ISSN 0890-8389
doi: 10.1016/j.bar.2016.03.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Godfrey, C., Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K.
(2016)
Do investors care about corporate tax?
Journal of Corporate Finance, 38.
pp. 218-248.
ISSN 0929-1199
doi: 10.1016/j.jcorpfin.2016.01.013
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P. and Stanescu, S.
(2016)
Finite sample weighting of recursive forecast errors.
International Journal of Forecasting, 32 (2).
pp. 458-474.
ISSN 0169-2070
doi: 10.1016/j.ijforecast.2015.05.003
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y.
(2015)
Booms and busts in commodity markets: bubbles or fundamentals?
Journal of Futures Markets, 35 (10).
pp. 916-938.
ISSN 0270-7314
doi: 10.1002/fut.21721
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2015)
Speculative bubble spillovers across regional housing markets.
Land Economics, 91 (3).
pp. 516-535.
ISSN 1543-8325
doi: 10.3368/le.91.3.516
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2015)
Speculative bubble spillovers across regional housing markets.
Land Economics, 91 (3).
pp. 516-535.
ISSN 0023-7639
doi: 10.3368/le.91.3.516
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T.
(2015)
Le credit au Moyen Age: les prets a la couronne D'Angleterre entre 1272 et 1345.
In: Resources publiques et contstruction étatique en Europe XIII-XVIII siecle, 2012-07-02 - 2012-07-03, Colloque organise par l'IGPDE avec l'Université Paris 1 Pantheon-Sorbonne et ses laboratoires (IDHE, LAMOP, EA 127, SAMM) et le laboratoire d'excellence ReFi (heSam), pp. 117-130.
(Colloque des 2 et 3 juillet 2012 sous la direction de Katia Beguin)
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
Introductory econometrics for finance. 3rd edition.
Cambridge University Press, Cambridge, pp740.
ISBN 9781107661455
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
Introductory econometrics for finance. 3rd edition.
Cambridge University Press, Cambridge, pp740.
ISBN 9781107661455
Perlin, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2014)
On the performance of the tick test.
Quarterly Review of Economics and Finance, 54 (1).
pp. 42-50.
ISSN 1062-9769
doi: 10.1016/j.qref.2013.07.009
Perlin, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2014)
On the performance of the tick test.
Quarterly Review of Economics and Finance, 54 (1).
pp. 42-50.
ISSN 1062-9769
doi: 10.1016/j.qref.2013.07.009
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2014)
The credit relationship between Henry III and merchants of Douai and Ypres, 1247-70.
Economic History Review, 67 (1).
pp. 123-145.
ISSN 1468-0289
doi: 10.1111/1468-0289.12013
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2014)
The credit relationship between Henry III and merchants of Douai and Ypres, 1247-70.
Economic History Review, 67 (1).
pp. 123-145.
ISSN 0013-0117
doi: 10.1111/1468-0289.12013
Tsolacos, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Nneji, O.
(2014)
On the predictive content of leading indicators: the case of U.S. real estate markets.
Journal of Real Estate Research, 36 (4).
pp. 541-573.
ISSN 0896-5803
Tsolacos, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Nneji, O.
(2014)
On the predictive content of leading indicators: the case of U.S. real estate markets.
Journal of Real Estate Research, 36 (4).
pp. 541-573.
ISSN 0896-5803
Perlin, M., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market.
Annals of Finance, 10 (3).
pp. 457-480.
ISSN 1614-2454
doi: 10.1007/s10436-013-0242-5
Perlin, M., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market.
Annals of Finance, 10 (3).
pp. 457-480.
ISSN 1614-2446
doi: 10.1007/s10436-013-0242-5
Miffre, J. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2013)
Do long-short speculators destabilize commodity futures markets?
International Review of Financial Analysis, 30.
pp. 230-240.
ISSN 1057-5219
doi: 10.1016/j.irfa.2013.09.002
Miffre, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Li, X.
(2013)
Idiosyncratic volatility and the pricing of poorly-diversified portfolios.
International Review of Financial Analysis, 30.
pp. 78-85.
ISSN 1057-5219
doi: 10.1016/j.irfa.2013.05.007
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2013)
Commercial real estate and equity market bubbles: are they contagious to REITs?
Urban Studies, 50 (12).
pp. 2496-2516.
ISSN 0042-0980
doi: 10.1177/0042098013477700
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C. W.R.
(2013)
House price dynamics and their reaction to macroeconomic changes.
Economic Modelling, 32.
pp. 172-178.
ISSN 0264-9993
doi: 10.1016/j.econmod.2013.02.007
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M., eds.
(2013)
Handbook of research methods and applications in empirical finance.
Edward Elgar, Cheltenham, pp512.
ISBN 9780857936080
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M., eds.
(2013)
Handbook of research methods and applications in empirical finance.
Edward Elgar, Cheltenham, pp512.
ISBN 9780857936080
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2013)
The dynamics of commodity prices.
Quantitative Finance, 13 (4).
pp. 527-542.
ISSN 1469-7696
doi: 10.1080/14697688.2013.769689
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2013)
The dynamics of commodity prices.
Quantitative Finance, 13 (4).
pp. 527-542.
ISSN 1469-7688
doi: 10.1080/14697688.2013.769689
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Markham, T.
(2013)
The performance of football club managers: skill or luck?
Economics & Finance Research, 1 (1).
pp. 19-30.
ISSN 2164-9480
doi: 10.1080/21649480.2013.768829
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y.
(2013)
Commodity futures prices: more evidence on forecast power, risk premia and the theory of storage.
The Quarterly Review of Economics and Finance, 53 (1).
pp. 73-85.
ISSN 1062-9769
doi: 10.1016/j.qref.2013.01.003
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y.
(2013)
Commodity futures prices: more evidence on forecast power, risk premia and the theory of storage.
Quarterly Review of Economics and Finance, 53 (1).
pp. 73-85.
ISSN 1062-9769
doi: 10.1016/j.qref.2013.01.003
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Markham, T.
(2013)
Does managerial turnover affect football club share prices?
Aestimatio, the IEB International Journal of Finance, 7.
02-21.
ISSN 2173-0164
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2013)
Intrinsic and rational speculative bubbles in the U.S. housing market 1960-2011.
Journal of Real Estate Research, 35 (2).
pp. 121-151.
ISSN 0896-5803
Nneji, O., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2013)
Intrinsic and rational speculative bubbles in the U.S. housing market 1960-2011.
Journal of Real Estate Research, 35 (2).
pp. 121-151.
ISSN 0896-5803
Symeonidis, L., Prokopczuk, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2012)
Futures basis, inventory and commodity price volatility: an empirical analysis.
Economic Modelling, 29 (6).
pp. 2651-2663.
ISSN 0264-9993
doi: 10.1016/j.econmod.2012.07.016
(http://www.sciencedirect.com/science/journal/02649993)
Symeonidis, L., Prokopczuk, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2012)
Futures basis, inventory and commodity price volatility: an empirical analysis.
Economic Modelling, 29 (6).
pp. 2651-2663.
ISSN 0264-9993
doi: 10.1016/j.econmod.2012.07.016
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Cerny, A. and Miffre, J.
(2012)
Optimal hedging with higher moments.
Journal of Futures Markets, 32 (10).
pp. 909-944.
ISSN 1096-9934
doi: 10.1002/fut.20542
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Cerny, A. and Miffre, J.
(2012)
Optimal hedging with higher moments.
Journal of Futures Markets, 32 (10).
pp. 909-944.
ISSN 0270-7314
doi: 10.1002/fut.20542
Oikonomou, I., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2012)
The impact of corporate social performance on financial risk and utility: a longitudinal analysis.
Financial Management, 41 (2).
pp. 483-515.
ISSN 0046-3892
doi: 10.1111/j.1755-053X.2012.01190.x
Agathee, U. S., Sannassee, R. V. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2012)
The underpricing of IPOs on the stock exchange of Mauritius.
Research in International Business and Finance, 26.
pp. 281-303.
ISSN 0275-5319
doi: 10.1016/j.ribaf.2012.01.001
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2011)
Testing for periodically collapsing rational speculative bubbles in US REITs.
Journal of Real Estate Portfolio Management, 17 (3).
pp. 227-241.
ISSN 1083-5547
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2011)
Testing for periodically collapsing rational speculative bubbles in US REITs.
Journal of Real Estate Portfolio Management, 17 (3).
pp. 227-241.
ISSN 1083-5547
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2011)
Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294.
In: Burton, J., Lachaud, F., Schofield, P., Stöber, K. and Weiler, B. (eds.)
Thirteenth-century England XIII: proceedings of the Paris conference, 2009.
Thirteenth-century England (13).
Boydell and Brewer, Woodbridge, pp. 101-116.
ISBN 9781843836186
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2011)
Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294.
In: Burton, J., Lachaud, F., Schofield, P., Stöber, K. and Weiler, B. (eds.)
Thirteenth-century England XIII: proceedings of the Paris conference, 2009:.
Thirteenth-century England.
Boydell and Brewer, Woodbridge, pp. 101-116.
ISBN 9781843836186
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2011)
The transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble.
In: Kolb, R. W. (ed.)
Financial contagion: the viral threat to the wealth of nations.
Kolb series in finance: essential perspectives.
Wiley, Hoboken, New Jersey, pp. 335-342.
ISBN 9780470922385
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2011)
The transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble.
In: Kolb, R. W. (ed.)
Financial contagion: the viral threat to the wealth of nations:.
Kolb series in finance: essential perspectives.
wiley, Hoboken, New Jersey, pp. 335-342.
ISBN 9780470922385
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Matthews, D. and Sutcliffe, C.
(2011)
Over the moon or sick as a parrot? The effects of football results on a club's share price.
Applied Economics, 44 (26).
pp. 3435-3452.
ISSN 0003-6846
doi: 10.1080/00036846.2011.577017
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2010)
Real estate modelling and forecasting.
Cambridge University Press, Cambridge, pp474.
ISBN 9780521873390
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2010)
Real estate modelling and forecasting.
Cambridge University Press, Cambridge, pp474.
ISBN 9780521873390
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2010)
The S&P500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume.
Journal of Banking & Finance, 34 (1).
pp. 116-126.
ISSN 0378-4266
doi: 10.1016/j.jbankfin.2009.07.008
Anderson, K., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2010)
Speculative bubbles in the S&P 500: was the tech bubble confined to the tech sector?
Journal of Empirical Finance, 17 (3).
pp. 345-361.
ISSN 0927-5398
doi: 10.1016/j.jempfin.2009.12.004
Ashton, D., Beattie, V., Broadbent, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Draper, P., Ezzamel, M., Gwilliam, D., Hodgkinson, R., Hoskin, K., Pope, P. and Stark, A.
(2009)
British research in accounting and finance (2001–2007): the 2008 research assessment exercise.
The British Accounting Review, 41 (4).
pp. 199-207.
ISSN 0890-8389
doi: 10.1016/j.bar.2009.10.003
Ashton, D., Beattie, V., Broadbent, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Draper, P., Ezzamel, M., Gwilliam, D., Hodgkinson, R., Hoskin, K., Pope, P. and Stark, A.
(2009)
British research in accounting and finance (2001–2007): the 2008 research assessment exercise.
The British Accounting Review, 41 (4).
pp. 199-207.
ISSN 0890-8389
doi: 10.1016/j.bar.2009.10.003
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K.
(2009)
Interest in Medieval accounts: examples from England, 1272-1340.
History, 94 (316).
pp. 411-433.
ISSN 0018-2648
doi: 10.1111/j.1468-229X.2009.00464.x
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, A.
(2009)
Accounts of the English Crown with Italian merchant societies, 1272-1345.
Standard List, 331.
The List and Index Society, Kew, pp306.
ISBN 9781906875183
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, A.
(2009)
Accounts of the English Crown with Italian merchant societies, 1272-1345.
Standard List.
The List and Index Society, Kew, pp306.
ISBN 9781906875183
Li, X., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Miffre, J.
(2009)
The value premium and time-varying volatility.
Journal of Business Finance and Accounting, 36 (9-10).
pp. 1252-1272.
ISSN 0306-686X
doi: 10.1111/j.1468-5957.2009.02163.x
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2008)
RATS handbook to accompany introductory econometrics for finance.
Cambridge University Press, pp213.
ISBN 9780521721684
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2008)
RATS handbook to accompany introductory econometrics for finance.
Cambridge University Press, pp213.
ISBN 9780521721684
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2008)
Integration of international office markets and signal extraction.
Journal of Real Estate Portfolio Management, 14 (3).
pp. 351-362.
ISSN 1083-5547
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2008)
Integration of international office markets and signal extraction.
Journal of Real Estate Portfolio Management, 14 (3).
pp. 351-362.
ISSN 1083-5547
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2008)
Introductory econometrics for finance. 2nd edition.
Cambridge University Press.
ISBN 9780521694681
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2008)
Introductory econometrics for finance. 2nd edition.
Cambridge University Press.
ISBN 9780521694681
Li, X., Miffre, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and O'Sullivan, N.
(2008)
Momentum profits and time-varying unsystematic risk.
Journal of Banking & Finance, 32 (4).
pp. 541-558.
ISSN 0378-4266
doi: 10.1016/j.jbankfin.2007.03.014
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2007)
The English wool market, c.1230-1327.
Cambridge University Press, Cambridge, pp214.
ISBN 9780521859417
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2007)
The English wool market, c.1230-1327.
Cambridge University Press, Cambridge, pp214.
ISBN 9780521859417
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Davies, R. J. and Kim, S. S.
(2007)
Cross hedging with single stock futures.
Assurances et gestion des risques, 74 (4).
pp. 473-504.
ISSN 1705-7299
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Davies, R. J. and Kim, S. S.
(2007)
Cross hedging with single stock futures.
Assurances et gestion des risques, 74 (4).
pp. 473-504.
ISSN 1705-7299
Anderson, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2007)
Extreme returns from extreme value stocks: enhancing the value premium.
The Journal of Investing, 16 (1).
pp. 69-81.
ISSN 1068-0896
doi: 10.3905/joi.2007.681825
Anderson, K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2007)
Extreme returns from extreme value stocks: enhancing the value premium.
The Journal of Investing, 16 (1).
pp. 69-81.
ISSN 1068-0896
doi: 10.3905/joi.2007.681825
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2006)
Multivariate stochastic volatility model.
In: Mills, T. C. and Patterson, K. (eds.)
Palgrave handbook of econometrics: econometric theory.
Palgrave MacMillan, pp. 765-783.
ISBN 9781403941558
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2006)
Multivariate stochastic volatility model.
In: Mills, T. C. and Patterson, K. (eds.)
Palgrave handbook of econometrics: econometric theory:.
Palgrave Macmillan, pp. 765-783.
ISBN 9781403941558
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2006)
Advance contracts for sale of wool c.1200-c.1327.
List and Index Society, 315.
List and Index Society, Kew, pp244.
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2006)
Advance contracts for sale of wool c.1200-c.1327.
List and Index Society.
List and Index Society, Kew, pp244.
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P.
(2004)
Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings.
Cîteaux: Commentarii cistercienses, 55 (3-4).
pp. 339-343.
ISSN 0009-7497
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P.
(2004)
Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings.
Cîteaux: Commentarii cistercienses, 55 (3-4).
pp. 339-343.
ISSN 0009-7497
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A.
(2003)
Rational speculative bubbles: an empirical investigation of the London Stock Exchange.
Bulletin of Economic Research, 55 (4).
pp. 319-346.
ISSN 0307-3378
doi: 10.1111/1467-8586.00179
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2003)
Volatility forecasting for risk management.
Journal of Forecasting, 22 (1).
pp. 1-22.
ISSN 0277-6693
doi: 10.1002/for.841
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Karsaris, A.
(2003)
Has the UK equity bubble burst completely?
Professional Investor.
pp. 28-29.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Karsaris, A.
(2003)
Has the UK equity bubble burst completely?
Professional Investor.
pp. 28-29.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2003)
International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks.
Journal of Property Research, 20 (2).
pp. 133-155.
ISSN 0959-9916
doi: 10.1080/0959991032000109517
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2003)
The effect of asymmetries on stock index return value-at-risk estimates.
Journal of Risk Finance, 4 (2).
pp. 29-42.
ISSN 1526-5943
doi: 10.1108/eb022959
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S.
(2002)
Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination.
The Manchester School, 70 (6).
pp. 747-767.
ISSN 1467-9957
doi: 10.1111/1467-9957.00323
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A.
(2002)
Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors.
Computational Economics, 20 (3).
pp. 151-176.
ISSN 0927-7099
doi: 10.1023/A:1020945428824
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, O.T.
(2002)
The impact of news on measures of undiversifiable risk: evidence from the UK stock market.
Oxford Bulletin of Economics and Statistics, 64 (5).
pp. 487-507.
ISSN 0305-9049
doi: 10.1111/1468-0084.00274
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G.
(2002)
A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach.
The Manchester School, 70 (5).
pp. 666-681.
ISSN 1467-9957
doi: 10.1111/1467-9957.00319
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A.
(2002)
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates.
Economic Modelling, 19 (1).
pp. 65-90.
ISSN 0264-9993
doi: 10.1016/S0264-9993(00)00061-4
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Garrett, I.
(2002)
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Applied Financial Economics, 12 (1).
pp. 25-31.
ISSN 1466-4305
doi: 10.1080/09603100110087996
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2002)
Model choice and value-at-risk performance.
Financial Analysts Journal, 58 (5).
pp. 87-97.
doi: 10.2469/faj.v58.n5.2471
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2002)
Model choice and value-at-risk performance.
Financial Analysts Journal, 58 (5).
pp. 87-97.
ISSN 0015-198X
doi: 10.2469/faj.v58.n5.2471
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Oozeer, M.C.
(2002)
Modelling the implied volatility of options on long gilt futures.
Journal of Business Finance and Accounting, 29 (1-2).
pp. 111-137.
ISSN 0306-686X
doi: 10.1111/1468-5957.00426
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kataris, A.
(2002)
Speculative bubbles in asset prices: hot topic or hot air?
Banking 2020, 1.
pp. 52-54.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kataris, A.
(2002)
Speculative bubbles in asset prices: hot topic or hot air?
Banking 2020, 1.
pp. 52-54.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G.
(2002)
An extreme value theory approach to calculating minimum capital risk requirements.
Journal of Risk Finance, 3 (2).
pp. 22-33.
ISSN 1526-5943
doi: 10.1108/eb043485
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Revéiz, A.
(2002)
A model for exchange rates with crawling bands: an application to the Colombian peso.
Journal of Economics and Business, 54 (5).
pp. 483-503.
ISSN 0148-6195
doi: 10.1016/S0148-6195(02)00103-0
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kat, H.M.
(2002)
The statistical properties of hedge fund index returns and their implications for investors.
The Journal of Alternative Investments, 5 (2).
pp. 26-44.
ISSN 1520-3255
doi: 10.3905/jai.2002.319053
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kat, H.M.
(2002)
The statistical properties of hedge fund index returns and their implications for investors.
The Journal of Alternative Investments, 5 (2).
pp. 26-44.
ISSN 1520-3255
doi: 10.3905/jai.2002.319053
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T.
(2000)
Can portmanteau nonlinearity tests serve as general mis-specification tests?
Economics Letters, 67 (3).
pp. 245-251.
ISSN 0165-1765
doi: 10.1016/S0165-1765(00)00212-3
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T.
(2000)
Can portmanteau nonlinearity tests serve as general mis-specification tests?
Economics Letters, 67 (3).
pp. 245-251.
ISSN 0165-1765
doi: 10.1016/S0165-1765(00)00212-3
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T.
(2000)
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia.
Economic Modelling, 17 (4).
pp. 497-513.
ISSN 0264-9993
doi: 10.1016/S0264-9993(99)00035-8
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T.
(2000)
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia.
Economic Modelling, 17 (4).
pp. 497-513.
ISSN 0264-9993
doi: 10.1016/S0264-9993(99)00035-8
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1999)
Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods.
Computational Economics, 13 (3).
pp. 249-263.
ISSN 1572-9974
doi: 10.1023/A:1008666700953
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1999)
Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods.
Computational Economics, 13 (3).
pp. 249-263.
ISSN 0927-7099
doi: 10.1023/A:1008666700953
Maitland-Smith, J. K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1999)
Threshold autoregressive and Markov switching models: an application to commercial real estate.
Journal of Property Research, 16 (1).
pp. 1-19.
ISSN 1466-4453
doi: 10.1080/095999199368238
Maitland-Smith, J. K. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(1999)
Threshold autoregressive and Markov switching models: an application to commercial real estate.
Journal of Property Research, 16 (1).
pp. 1-19.
ISSN 0959-9916
doi: 10.1080/095999199368238