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Chris Brooks

Global rank #8050 90%

Institution: University of Reading

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.icmacentre.ac.uk/people/chris-brooks

First Publication: 1998

Most Recent: 2024

RePEc ID: pbr256 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 1.01
Last 10 Years 0.00 0.00 3.02 0.00 3.35
All Time 0.00 0.50 8.21 0.00 12.90

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 16.16

Publications (22)

Year Article Journal Tier Authors
2024 Are English football players overvalued? Applied Economics C 3
2023 Do you follow your head or your heart? The simultaneous impact of framing effects and incidental emotions on investment decisions Journal of Behavioral and Experimental Economics B 3
2019 Experience wears the trousers: Exploring gender and attitude to financial risk Journal of Economic Behavior and Organization B 4
2018 Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions Journal of Corporate Finance B 3
2016 Do investors care about corporate taxes? Journal of Corporate Finance B 4
2016 Finite sample weighting of recursive forecast errors International Journal of Forecasting B 3
2013 House price dynamics and their reaction to macroeconomic changes Economic Modeling C 3
2012 Over the moon or sick as a parrot? The effects of football results on a club's share price Applied Economics C 4
2012 Futures basis, inventory and commodity price volatility: An empirical analysis Economic Modeling C 4
2010 The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume Journal of Banking & Finance B 3
2008 Momentum profits and time-varying unsystematic risk Journal of Banking & Finance B 4
2007 Interest rates and efficiency in medieval wool forward contracts Journal of Banking & Finance B 3
2005 Measuring the Response of Macroeconomic Uncertainty to Shocks Review of Economics and Statistics A 4
2002 The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market Oxford Bulletin of Economics and Statistics B 2
2002 Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates Economic Modeling C 2
2001 The trading profitability of forecasts of the gilt-equity yield ratio International Journal of Forecasting B 2
2001 Benchmarks and the accuracy of GARCH model estimation International Journal of Forecasting B 3
2001 Linkages between property asset returns and interest rates: evidence for the UK Applied Economics C 2
2000 Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia Economic Modeling C 2
2000 Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models Economics Letters C 2
2000 A word of caution on calculating market-based minimum capital risk requirements Journal of Banking & Finance B 3
1998 Forecasting exchange rate volatility using conditional variance models selected by information criteria Economics Letters C 2