Chris Brooks (academic)

Last updated

Chris Brooks is Professor of Finance in the School of Accounting and Finance [1] at the University of Bristol, United Kingdom.

Contents

Biography

Brooks was formerly Professor of Finance at the ICMA Centre, part of Henley Business School, University of Reading, and the Bayes (formerly Cass) Business School, City University London. He holds a PhD and a BA in Economics and Econometrics, both from the Department of Economics at the University of Reading. His teaching has included statistics, econometrics, asset pricing and portfolio management, corporate finance and the philosophy of research. Brooks has acted as advisor and consultant to various agencies and companies and has been on the editorial boards of numerous journals including the International Journal of Forecasting, [2] Journal of Business Finance & Accounting, [3] and the British Accounting Review. [4] He was a member of the Accounting and Finance sub-panel for the 2008 Research Assessment Exercise [5] and of the Business and Management sub-panel for the Research Excellence Framework 2014. [6] Brooks is a former member of the Executive Committee of the Conference of Professors of Accounting and Finance [7] and is a member of the ESRC peer review college. [8] He has received research funding from the ESRC [9] and from the Leverhulme Trust, amongst other funders. [10]

Research

Brooks has diverse research interests including asset pricing, fund management, behavioural finance, financial history, and econometric analysis and modelling in finance and real estate. He is author or co-author of over 140 published articles and author or co-editor of seven books [11] that have been cited more than 10000 times. [12] Brooks is well known as author of the first introductory econometrics textbook targeted at finance students, Introductory Econometrics for Finance (2019, Cambridge University Press), which now is in its fourth edition and has sold over 70,000 copies worldwide since it was first published. [13] Most of his research is available either through the Social Science Research Network (SSRN, Author ID: 14685) or at the CentAUR, University of Reading repository.

Books

Selected journal articles

Finance:

Real Estate:

History:

Related Research Articles

Momentum investing is a system of buying stocks or other securities that have had high returns over the past three to twelve months, and selling those that have had poor returns over the same period.

Ricardo Jorge Caballero is a Chilean macroeconomist who is the Ford International Professor of Economics at the Massachusetts Institute of Technology. He also served as the Chairman of MIT's Economic Department from 2008 to 2011. He is a director of the World Economic Laboratory at MIT and an NBER Research Associate. Caballero received his PhD from MIT in 1988, and he taught at Columbia University before returning to the MIT faculty.

In finance, momentum is the empirically observed tendency for rising asset prices or securities return to rise further, and falling prices to keep falling. For instance, it was shown that stocks with strong past performance continue to outperform stocks with poor past performance in the next period with an average excess return of about 1% per month. Momentum signals have been used by financial analysts in their buy and sell recommendations.

Richard Andreas Werner is a German banking and development economist who is a university professor at University of Winchester.

Used in a number of sciences, ranging from econometrics to meteorology, consensus forecasts are predictions of the future that are created by combining several separate forecasts which have often been created using different methodologies. Also known as combining forecasts, forecast averaging or model averaging and committee machines, ensemble averaging or expert aggregation. Applications can range from forecasting the weather to predicting the annual Gross Domestic Product of a country or the number of cars a company or an individual dealer is likely to sell in a year. While forecasts are often made for future values of a time series, they can also be for one-off events such as the outcome of a presidential election or a football match.

Anil K. Bera is an Indian-American econometrician. He is Professor of Economics at University of Illinois at Urbana–Champaign's Department of Economics. He is most noted for his work with Carlos Jarque on the Jarque–Bera test.

Kenneth David West is the John D. MacArthur and Ragnar Frisch Professor of Economics in the Department of Economics at the University of Wisconsin. He is currently co-editor of the Journal of Money, Credit and Banking, and has previously served as co-editor of the American Economic Review. He has published widely in the fields of macroeconomics, finance, international economics and econometrics. Among his honors are the John M. Stauffer National Fellowship in Public Policy at the Hoover Institution, Alfred P. Sloan Research Fellowship, Fellow of the Econometric Society, and Abe Fellowship. He has been a research associate at the NBER since 1985.

Katarina Juselius is professor Emeritus of econometrics and empirical economics at the University of Copenhagen. Her work has been on empirical macro models and associated issues.

<span class="mw-page-title-main">John Rust</span> American economist and econometrician (born 1955)

John Philip Rust is an American economist and econometrician. John Rust received his PhD from MIT in 1983 and taught at the University of Wisconsin, Yale University and University of Maryland before joining Georgetown University in 2012. John Rust was awarded Frisch Medal in 1992 and became the fellow of Econometric Society in 1993.

Francis X. Diebold is an American economist known for his work in predictive econometric modeling, financial econometrics, and macroeconometrics. He earned both his B.S. and Ph.D. degrees at the University of Pennsylvania, where his doctoral committee included Marc Nerlove, Lawrence Klein, and Peter Pauly. He has spent most of his career at Penn, where he has mentored approximately 75 Ph.D. students. Presently he is Paul F. and Warren S. Miller Professor of Social Sciences and Professor of Economics at Penn’s School of Arts and Sciences, and Professor of Finance and Professor of Statistics at Penn’s Wharton School. He is also a Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Massachusetts, and author of the No Hesitations blog.

<span class="mw-page-title-main">Willi Semmler</span> German born American economist

Willi Semmler is a German born American economist who currently teaches at The New School in New York.

Elyès Jouini is a French Tunisian economist and Distinguished Professor of Economics at the University of Paris Dauphine. His research is mainly in the area of financial economics, in particular transaction costs, heterogeneous beliefs, aggregation, long-term risk and the maturity structure of interest rates. After early research on general equilibrium theory, he got interested in modeling financial markets by including both economic and financial dimensions as well as dimensions pertaining to psychology or sociology. His research has been acknowledged by the Best Young French Economist Award in 2005 (together with Esther Duflo, 2008's Best Paper Award in Finance by Europlace Institute of Finance, and the 2009 Finance and Sustainability European Research Award, and was named Chevalier de la Legion d'honneur in 2010.

<span class="mw-page-title-main">Subal Kumbhakar</span>

Subal C. Kumbhakar is an Indian born American economist. He is a Distinguished Research Professor of Economics at Binghamton University. He was awarded Doctor Honoris Causa, 1997, Gothenburg University, Sweden. He is a fellow of Journal of Econometrics, distinguished author of Journal of Applied Econometrics, co-editor of the Social Science Citation Index journal Empirical Economics, coauthor of a highly cited book on Stochastic Frontier Analysis. He is associated with the University of Stavanger, Norway and Inland School of Business and Social Sciences, Lillehammer, Norway. He advises Oxera Consulting LLP Oxford, UK on regulatory performance measures. He is internationally known for his research on efficiency and productivity. His models on efficiency and productivity are used by researchers worldwide.

Sydney C. Ludvigson is an economist and the Julius Silver, Roslyn S. Silver, and Enid Silver Winslow Professor of Economics at New York University. Since 2017, she serves as chair of NYU's economics department.

<span class="mw-page-title-main">Damir Filipović</span> Swiss mathematician

Damir Filipović is a Swiss mathematician specializing in quantitative finance. He holds the Swissquote Chair in Quantitative Finance and is the director of the Swiss Finance Institute at EPFL.

A Sustainability-linked bond (SLB) is a fixed income instrument (Bond) where its financial and/or structural characteristics are tied to predefined Sustainability/ESG objectives. The objectives are measured through predefined Key Performance Indicators (KPIs) and evaluated against predefined Sustainability Performance Targets (SPTs).

In mathematics, the Chan–Karolyi–Longstaff–Sanders process is a stochastic process with applications to finance. In particular it has been used to model the term structure of interest rates. The CKLS process can also be viewed as a generalization of the Ornstein–Uhlenbeck process. It is named after K. C. Chan, G. Andrew Karolyi, Francis A. Longstaff, and Anthony B. Sanders, with their paper published in 1992.

Juan Pan is the SAIF Chair Professor of Finance at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University. She is an editor at the Review of Finance and an associate editor at the Journal of Finance.

References

  1. ↑ "Professor Chris Brooks - Our People". www.bristol.ac.uk. Retrieved 23 December 2021.
  2. ↑ International Journal of Forecasting. "Editorial board". Elsevier. Retrieved 8 June 2014.
  3. ↑ Journal of Business Finance & Accounting. "Editorial board". Wiley. doi:10.1111/(ISSN)1468-5957 . Retrieved 8 June 2014.{{cite web}}: |author= has generic name (help)[ permanent dead link ]
  4. ↑ British Accounting Review. "Editorial board". Elsevier. Retrieved 8 June 2014.
  5. ↑ RAE 2008. "Panel members for the 2008 RAE". Higher Education Funding Council for England.
  6. ↑ British Academy of Management. "Research Excellence Framework: BAM nominees appointed to Business and Management Subpanel" . Retrieved 8 June 2014.
  7. ↑ British Accounting and Finance Association (8 September 2010). "Minutes of the Executive Meeting of the Conference of Professors of Accounting and Finance". Archived from the original on 14 July 2014.
  8. ↑ Economic and Social Research Council. "Peer Review College". Archived from the original on 10 June 2014. Retrieved 8 June 2014.
  9. ↑ Economic and Social Research Council. "Research catalogue". Archived from the original on 15 July 2014.
  10. ↑ The Leverhulme Trust. "Awards made in 2011".[ permanent dead link ]
  11. ↑ Central Archive of the University of Reading. "Items where author is 'Brooks, Professor Chris'". University of Reading. Retrieved 8 June 2014.
  12. ↑ "Chris Brooks" . Retrieved 8 June 2014.
  13. ↑ Roberta Geraci (12 May 2014). "New edition of econometrics bestseller". ICMA Centre. Archived from the original on 14 July 2014. Retrieved 10 June 2014.
This page is based on this Wikipedia article
Text is available under the CC BY-SA 4.0 license; additional terms may apply.
Images, videos and audio are available under their respective licenses.