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2014
J. Gokhale, Brooks, R., and Tremblay, V. J., “The Effect on Stockholder Wealth of Product Recalls and Government Action: The Case of Toyota's Accelerator Pedal Recall”, Quarterly Review of Economics and Finance, vol. 54, no. November 2014, pp. 521-528, 2014.
R. Brooks, Kim, Y. H., and Yang, J., “What makes when-issued trading attractive to financial markets?”, Financial Markets, Institutions and Instruments, vol. 23, no. 5, pp. 245-271, 2014.
R. Brooks, Mathew, P., and Yang, J., “When-issued trading in the Indian IPO market”, Journal of Financial Markets, vol. 19, pp. 170-196, 2014.
2012
R. Brooks and Yang, J., “Emerging from bankruptcy with when-issued trading”, Financial Review, vol. 47, pp. 445-467, 2012.
2008
R. Brooks and Yang, J., “Emerging from Bankruptcy with When-Issued Trading”, Financial Management Association annual meeting. Dallas, 2008.
2007
R. Brooks and Yang, J., “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning”, Journal of Economics and Finance Education, vol. 6, no. 2, pp. 65-73, 2007.
2004
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE”, Review of Financial Economics, vol. 13, no. 4, pp. 341-356, 2004.
J. Angel, Brooks, R., and Mathew, P., “When-Issued Shares, Small Trades and the Variance of Returns around Stock Splits”, Journal of Financial Research, vol. 27, no. 3, pp. 415-433, 2004.
2003
R. Brooks, Patel, A., and Su, T., “How the Equity Market Responds to Unanticipated Events”, Journal of Business, vol. 76, no. 1, pp. 109-133, 2003.
R. Brooks, “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning Problems”, Annual Meeting of the Midwest Finance Association. St. Louis, 2003.
2001
R. Brooks, May, D. O., and Mishra, C., “The Performance of Firms Before and After They Adopt Accounting-Based Performance Plans”, Quarterly Review of Economics and Finance, vol. 41, no. 2, pp. 205-222, 2001.
2000
R. Brooks and Patel, A., “Information Conveyed by Seasoned Security Offerings: Evidence from Components of the Bid-Ask Spread”, Review of Financial Economics, vol. 9, no. 2, pp. 83-99, 2000.
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX”, Annual Meeting of the Eastern Finance Association. Myrtle Beach, 2000.
R. Brooks and Mishra, C., “A Statistical Assessment of Accounting-Based Performance Plans”, World at Work Journal, vol. 9, no. 2, pp. 68-73, 2000.
1999
R. Brooks and Moulton, J., “The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX”, Annual Meeting of the Financial Management Association. Orlando, FL, 1999.
R. Brooks, Park, J., and Su, T., “Large Price Movements and Short-Lived Changes in Spreads, Volume, and Selling Pressure”, Quarterly Review of Economics and Finance, vol. 39, no. 2, pp. 303-316, 1999.
R. Brooks, Angel, J. J., and Mathew, P., “When-Issued Shares, Small Traders and the Variance of Returns around Stock Splits”, Annual Meeting of American Finance Association. New York, NY, 1999.
1997
R. Brooks and Johnson, M. F., “CEO Presentations to Financial Analysts: Much Ado About Nothing?”, Financial Practice and Education, vol. 7, no. 2, pp. 19-28, 1997.
R. Brooks and Kim, H., “The Individual Investor and the Weekend Effect: A Reexamination with Intraday Data”, Quarterly Review of Economics and Finance, vol. 37, no. 3, pp. 725-737, 1997.
R. Brooks and Su, T., “A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening”, Journal of Financial and Quantitative Analysis, vol. 32, no. 4, pp. 525-540, 1997.
1996
R. Brooks, “Changes in Asymmetric Information at Earnings and Dividend Announcements”, Journal of Business Finance and Accounting, vol. 23, no. 3, pp. 359-378, 1996.
R. Brooks and Masson, J., “Performance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data”, Journal of Financial Research, vol. 29, no. 4, pp. 459-476, 1996.
1995
R. Brooks and Chiou, S. - N., “A Bias in Closing Prices: The Case of the When Issued Anomaly”, Journal of Financial and Quantitative Analysis, vol. 30, no. 3, pp. 441-454, 1995.
1994
R. Brooks, “Bid-Ask Spread Components Around Anticipated Announcements”, Journal of Financial Research, vol. 27, no. 3, pp. 375-386, 1994.
R. Brooks, “Dividen Predicting Using Put-Call Parity”, International Review of Economics and Finance, vol. 3, no. 4, pp. 373-392, 1994.