Details about Robert E Brooks

Access statistics for papers by Robert E Brooks.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pbr447

Journal Articles

2024

1. Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
   The North American Journal of Economics and Finance, 2024, 74, (C)

2022

2. Evidence of arbitrage trading activity: The case of Chinese metal futures contracts
   Emerging Markets Review, 2022, 51, (PB) View citations (3)
3. Samuelson hypothesis and carry arbitrage: U.S. and China
   Journal of International Money and Finance, 2022, 128, (C)
4. The information in global interest rate futures contracts
   Journal of Futures Markets, 2022, 42, (6), 1135-1166

2020

5. Samuelson hypothesis, arbitrage activity, and futures term premiums
   Journal of Futures Markets, 2020, 40, (9), 1420-1441 View citations (5)

2017

6. AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES
   Journal of Financial Research, 2017, 40, (3), 401-427 View citations (8)

2016

7. Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
   Journal of Empirical Finance, 2016, 38, (PA), 22-36 View citations (22)

2015

8. A comparison of the information in the LIBOR and CMT term structures of interest rates
   Journal of Banking & Finance, 2015, 54, (C), 239-253 View citations (3)

2012

9. Information in the U.S. Treasury Term Structure of Interest Rates
   The Financial Review, 2012, 47, (2), 247-272 View citations (3)
10. Private Information and the Exercise of Executive Stock Options
    Financial Management, 2012, 41, (3), 733-764 View citations (21)
11. The efficacy of Regulation SHO in resolving naked shorts
    Journal of Financial Regulation and Compliance, 2012, 20, (1), 72-98

2005

12. A Surplus Optimization Approach to Managing Municipal Debt
    Public Finance Review, 2005, 33, (2), 236-254

2002

13. Exploration of the role of expectations in foreign exchange risk management
    Journal of Multinational Financial Management, 2002, 12, (2), 171-189 View citations (2)

2001

14. Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation
    The European Journal of Finance, 2001, 7, (3), 231-246

1999

15. Municipal bonds: a contingent claims perspective
    Financial Services Review, 1999, 8, (2), 71-85 View citations (1)

1998

16. A life-cycle view of electricity futures contracts
    Journal of Energy Finance & Development, 1998, 3, (2), 171-183
17. Managing college tuition inflation using a surplus framework methodology
    Financial Services Review, 1998, 7, (4), 257-271
18. The CFA Charter: Adding Value to the Market
    Financial Analysts Journal, 1998, 54, (6), 81-85

1996

19. Computing yields on enhanced CDs
    Financial Services Review, 1996, 5, (1), 31-42 View citations (1)

1995

20. The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset
    The Financial Review, 1995, 30, (4), 663-83 View citations (1)

1994

21. Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing
    Journal of Financial and Quantitative Analysis, 1994, 29, (4), 609-631 View citations (20)

1992

22. Active timing decisions of equity mutual funds
    Financial Services Review, 1992, 2, (1), 21-39

1991

23. Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration
    Journal of Futures Markets, 1991, 11, (4), 411-440 View citations (3)

1990

24. A note on the variance of spot interest rates
    Journal of Banking & Finance, 1990, 14, (1), 215-225
25. An N-Stage, Fractional Period, Quarterly Dividend Discount Model
    The Financial Review, 1990, 25, (4), 651-57 View citations (7)

1989

26. An empirical analysis of term premiums using stochastic dominance
    Journal of Banking & Finance, 1989, 13, (2), 245-260 View citations (3)
27. Investment Decision Making with Derivative Securities
    The Financial Review, 1989, 24, (4), 511-27 View citations (2)
28. Investment decision making with index futures and index futures options
    Journal of Futures Markets, 1989, 9, (2), 143-162 View citations (1)
29. THE COUPON EFFECT ON TERM PREMIUMS
    Journal of Financial Research, 1989, 12, (1), 15-21 View citations (1)