
Specialisms
- Financial Econometrics,
- Investment Management,
- Asset Pricing,
- Historical Finance
Location
Chris Brooks is Professor of Finance at the ICMA Centre. He was formerly Professor of Finance at the Cass Business School, London. He holds a PhD and a BA in Economics and Econometrics, both from the University of Reading. His areas of research interest include asset pricing, fund management, behavioural finance, financial history, and econometric analysis and modelling in finance and real estate. He has published widely in these areas, and has over a hundred articles in leading academic and practitioner journals.
Chris is Associate Editor of several journals, including the JBFA and the British Accounting Review. He was a member of the RAE2008 Accounting and Finance sub-panel and of the REF2014 Business and Management sub-panel. Chris has secured over a million pounds of competitive grant funding and acts as consultant for various banks, corporations and professional bodies in the fields of finance, real estate, and econometrics.
Chris developed a wide range of modules delivered at the ICMA Centre, has taught undergraduates, postgraduates and executives, and has supervised more than 25 PhD students through to successful completion. He is also a Senior Fellow of the Higher Education Academy but is probably best known as author of the first introductory-level econometrics textbook targeted at finance students, “Introductory Econometrics for Finance“ (2014, Cambridge University Press), which is now in its third edition and has now sold over 60,000 copies worldwide.
To invest or not to invest? The roles of product information, attitudes towards finance and life variables in retail investor propensity to engage with financial products
Professor Chris Brooks, Carola Hillenbrand, Anastasiya Saraeva, Kevin MoneyWhy does research in finance have so little impact?
Professor Chris Brooks, Dr Lisa Schopohl, Evelyn Fenton, James WalkerCorporate tax: what do stakeholders expect?
Professor Chris Brooks, Carola Hillenbrand, Kevin G. Money, Nicole TovstigaWhy are older investors less willing to take financial risks?
Professor Chris Brooks, Dr Ivan Sangiorgi, Carola Hillenbrand, Kevin MoneyCommodity risks and the cross-section of equity returns
Professor Chris Brooks, Adrian Fernandez-Perez, Joelle Miffre, Ogonna NnejiDo investors care about corporate tax?
Professor Chris Brooks, Carola Hillenbrand, Kevin MoneyFinite sample weighting of recursive forecast errors
Professor Chris Brooks, Simon P. Burke, S. StanescuThe long-run performance of IPOs: the case of the Stock Exchange of Mauritius
Professor Chris Brooks, Ushad Subadar Agathee, Raja Vinesh SannasseeGender and the evaluation of research
Professor Chris Brooks, Evelyn M. Fenton, James T. WalkerAre investors guided by the news disclosed by companies or by journalists?
Professor Chris Brooks, Zilu Shang, Rachel McCloyIdiosyncratic volatility and the pricing of poorly-diversified portfolios
Professor Chris Brooks, Joëlle Miffre, Xiafei LiHot and cold IPO markets : the case of the stock exchange of Mauritius
Professor Chris Brooks, Ushad Subadar Agathee, Raja Vinesh SannasseeOptimal hedging with higher moments
Professor Chris Brooks, Aless Cerny, Joelle MiffreThe underpricing of IPOs on the stock exchange of Mauritius
Professor Chris Brooks, Ushad Subadar Agathee, Raja Vinesh SannasseeTesting for periodically collapsing rational speculative bubbles in US REITs
Professor Chris Brooks, Keith Anderson, Sotiris TsolacosThe transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble
Professor Chris Brooks, Keith Anderson, Apostolos KatsarisReal estate modelling and forecasting
Professor Chris Brooks, Sotiris TsolacosSpeculative bubbles in the S&P 500: was the tech bubble confined to the tech sector?
Professor Chris Brooks, Keith Anderson, Apostolos KatsarisLow-cost momentum strategies
Professor Chris Brooks, Xiafei Li, Joëlle MiffreThe stock performance of America's 100 best corporate citizens
Professor Chris Brooks, S. Brammer, Stephen PavelinThe value premium and time-varying volatility
Professor Chris Brooks, X. Li, J. MiffreBritish research in accounting and finance (2001–2007): the 2008 research assessment exercise
Professor Chris Brooks, D. Ashton, V. Beattie, J. Broadbent, P. Draper, M. Ezzamel, D. Gwilliam, R. Hodgkinson, K. Hoskin, P. Pope, A. StarkMomentum profits and time-varying unsystematic risk
Professor Chris Brooks, X. Li, J. Miffre, N. O'SullivanThe English wool market, c.1230-1327
Professor Adrian Bell, Professor Chris Brooks, Paul R. DryburghCross hedging with single stock futures
Professor Chris Brooks, Ryan J. Davies, Sang Soo KimThe long-term price-earnings ratio
Professor Chris Brooks, Keith AndersonCorporate social performance and stock returns: UK evidence from disaggregate measures
Professor Chris Brooks, Stephen Brammer, Stephen PavelinMeasuring the response of macroeconomic uncertainty to shocks
Professor Chris Brooks, Kalvinder Shields, Nilss Olekalns, Ólan T. HenryA comparison of extreme value theory approaches for determining value at risk
Professor Chris Brooks, Dr Gita Persand, A. D. Clare, J. W. Dalle MolleAutoregressive conditional kurtosis
Professor Chris Brooks, Dr Gita Persand, Simon P. Burke, Saeed HeraviTesting for bubbles in indirect property price cycles
Professor Chris Brooks, Apostolos Katsaris, Tony McGoughTests of non-linearity using LIFFE futures transactions price data
Professor Chris Brooks, O. Ap Gwilym, A. Clare, S. ThomasEpisodic nonstationarity in exchange rates
Professor Chris Brooks, Melvin J. HinichPast Events
Conference of Professors of Accounting and Finance
Seminar presentation at University of Stirling
PTC Education Agency Talk
Essex Finance Centre (EFiC) 2016 Conference in Banking and Finance
Studies in Economics and Finance conference presentation
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Specialisms
- Financial Econometrics
- Investment Management
- Asset Pricing
- Historical Finance