32 Publications (Page 1 of 2)
2014
Some Subtle Relationships and Results in Option Pricing
Brooks, Robert and Chance, Don
Journal of Applied Finance, vol. 24, (no. 1), pp. 94-110, 2014. | Journal Article
2012
Information in the U.S. Treasury Term Structure of Interest Rates
Brooks, Robert E⋅Cline, Brandon N and Enders, Walter
The Financial Review, vol. 47, (no. 2), May 2012. | Journal Article
 
Issues and Challenges in Structured Municipal Debt: A Case Study and Call for Research
Brooks, Robert⋅Arapoglou, Alexander and Schaefer, Tim
Journal of Applied Finance, vol. 22, (no. 1), pp. 18-23, 2012. | Journal Article
 
Samuelson Hypothesis and Carry Arbitrage
Brooks, Robert E
Journal of Derivatives, vol. 20, (no. 2), pp. 37-65,5-6, Winter 2012. | Journal Article
 
The efficacy of Regulation SHO in resolving naked shorts
Moffett, Clay⋅Brooks, Robert and Jeon, Jin
Journal of Financial Regulation and Compliance, vol. 20, (no. 1), pp. 72-98, 2012. | Journal Article
2005
An analysis of single-stock futures trading in the U.S.
Jones, Travis and Brooks, Robert E
Financial Services Review, vol. 14, (no. 2), pp. 85-95, Summer 2005. | Journal Article
 
A surplus optimization approach to managing municipal debt
Brooks, Robert E
Public Finance Review, vol. 33, (no. 2), pp. 236-254, 2005. | Journal Article
2004
Embedded options in enhanced certificates of deposit
Cline, Brandon N⋅Cline, Brandon N⋅Brooks, Robert E and Brooks, Robert
Financial Services Review, vol. 13, (no. 1), pp. 19-32, Spring 2004. | Journal Article
 
The impact of corporate structure on the value of banks: A theoretical approach
Brooks, Robert E and Gup, Benton E
Journal of International Banking Regulation, vol. 6, (no. 1), pp. 91-98, Oct 2004. | Journal Article
2002
Exploration of the role of expectations in foreign exchange risk management
Bhargava, V. and Brooks, Robert E
Journal of Multinational Financial Management, vol. 12, (no. 2), pp. 171-189, 2002. | Journal Article
 
The cost of tax policy uncertainty: Evidence from the municipal swap market
Brooks, Robert E
The Journal of Fixed Income, vol. 12, (no. 3), pp. 71-87, Dec 2002. | Journal Article
1999
London Inter-Bank offer rate (LIBOR) versus treasury rate: Evidence from the Parsimonious term structure model
Brooks, Robert E and Yan, David Y
The Journal of Fixed Income, vol. 9, (no. 1), pp. 71-83, Jun 1999. | Journal Article
1998
The CFA charter: Adding value to the market
Brockman, Chris M and Brooks, Robert E
Financial Analysts Journal, vol. 54, (no. 6), pp. 81-85, Nov/Dec 1998. | Journal Article
1995
Are term premiums risk premiums?
Brooks, Robert E⋅Levy, Haim and Livingston, Miles B
Advances in Quantitative Analysis of Finance and Accounting, (no. 3), pp. 131, 1995. | Journal Article
 
Derivatives: Beyond the rhetoric
Brooks, Robert E
Risk Management, vol. 42, (no. 7), pp. 37, Jul 1995. | Journal Article
 
The impact of sampling errors on the choice of portfolio efficiency analysis rules with borrowing and lending of a riskless asset
Brooks, Robert E and Kroll, Yoram
The Financial Review, vol. 30, (no. 4), pp. 663, Nov 1995. | Journal Article
1994
Are jumps in stock returns diversifiable? Evidence and impli
Kim, Myung-Jig⋅Oh, Young-Ho and Brooks, Robert E
Journal of Financial and Quantitative Analysis, vol. 29, (no. 4), pp. 609, Dec 1994. | Journal Article
 
Are jumps in stock returns diversifiable? Evidence and implications for option pricing
Kim, Myung-Jig⋅Oh, Young-Ho and Brooks, Robert E
Journal of Financial and Quantitative Analysis, vol. 29, (no. 4), pp. 609, Dec 1994. | Journal Article
1993
The unbiased expectations hypothesis and error learning
Brooks, Robert E⋅Kim, Myung J and Livingston, Miles B
Advances in Quantitative Analysis of Finance and Accounting, vol. 2, pp. 105, 1993. | Journal Article
1992
The Local Versus the Unbiased Expectations Hypothesis with Discrete Compounding
Brooks, Robert E and Livingston, Miles B
Journal of Business Finance & Accounting, vol. 19, (no. 6), pp. 877, Nov 1992. | Journal Article
 
Using Duration and Convexity in the Analysis of Callable Convertible Bonds
Brooks, Robert E and Attinger, Bill
Financial Analysts Journal, vol. 48, (no. 4), pp. 74, Jul/Aug 1992. | Journal Article
1991
Analyzing Portfolios with Derivative Assets: A Stochastic Dominance Approach Using Numerical Integration
Brooks, Robert E
The Journal of Futures Markets, vol. 11, (no. 4), pp. 411, Aug 1991. | Journal Article
1990
An N-Stage, Fractional Period, Quarterly Dividend Discount Model
Brooks, Robert E and Helms, Billy P
The Financial Review, vol. 25, (no. 4), pp. 651, Nov 1990. | Journal Article
 
A Note on the Variance of Spot Interest Rates
Brooks, Robert E and Livingston, Miles B
Journal of Banking & Finance, vol. 14, (no. 1), pp. 215, Mar 1990. | Journal Article
1989
An Empirical Analysis of Term Premiums Using Stochastic Dominance
Levy, Haim and Brooks, Robert E
Journal of Banking & Finance, vol. 13, (no. 2), pp. 245, May 1989. | Journal Article