| An Introduction to Derivatives and Risk Management, 10e DM Chance, R Brooks Cengage Learning, 2016 | 459* | 2016 |
| Introduction to derivatives and risk management DM Chance, R Brooks Cengage Learning, 2015 | 459 | 2015 |
| Introduction to Derivatives and Risk Management 9e DM Chance, R Brooks Cengage Learning, 2013 | 459 | 2013 |
| Are jumps in stock returns diversifiable? Evidence and implications for option pricing MJ Kim, YH Oh, R Brooks Journal of Financial and Quantitative Analysis 29 (4), 609-631, 1994 | 68 | 1994 |
| Private information and the exercise of executive stock options R Brooks, DM Chance, B Cline Financial Management 41 (3), 733-764, 2012 | 63 | 2012 |
| Interest rate risk management: the banker's guide to using futures, options, swaps and other derivative instruments BE Gup, R Brooks (No Title), 1993 | 58 | 1993 |
| Smooth volatility shifts and spillovers in US crude oil and corn futures markets P Teterin, R Brooks, W Enders Journal of Empirical Finance 38, 22-36, 2016 | 38 | 2016 |
| History of the forecasters R Brooks, JB Gray Journal of Portfolio Management 31, 113-117, 2004 | 37 | 2004 |
| A stochastic load model for an electricity market NS Sisworahardjo, AA El-Keib, J Choi, J Valenzuela, R Brooks, I El-Agtal Electric Power Systems Research 76 (6-7), 500-508, 2006 | 30 | 2006 |
| Using stochastic dominance to evaluate the performance of portfolios with options R Brooks, H Levy, J Yoder Financial Analysts Journal 43 (2), 79-82, 1987 | 29 | 1987 |
| Samuelson Hypothesis and Carry Arbitrage R Brooks Journal of Derivatives, 2012 | 26 | 2012 |
| London Inter–Bank Offer Rate (LIBOR) versus Treasury Rate R Brooks, DY Yan The Journal of Fixed Income 9 (1), 71-83, 1999 | 24 | 1999 |
| The CFA charter: Adding value to the market CM Brockman, R Brooks Financial Analysts Journal 54 (6), 81-85, 1998 | 24 | 1998 |
| Zarządzanie ryzykiem stopy procentowej: przewodnik dla bankowców dotyczący wykorzystania transakcji terminowych, opcji, swapów i innych instrumentów pochodnych BE Gup, RE Brooks Związek Banków Polskich, 1997 | 23 | 1997 |
| An N‐Stage, Fractional Period, Quarterly Dividend Discount Model R Brooks, B Helms Financial Review 25 (4), 651-657, 1990 | 22 | 1990 |
| An analysis of single-stock futures trading in the US T Jones, R Brooks Financial Services Review 14 (2), 85-95, 2005 | 18 | 2005 |
| A life-cycle view of electricity futures contracts R Brooks, AA El-Keib Journal of Energy Finance & Development 3 (2), 171-183, 1998 | 18 | 1998 |
| The pricing of index options when the underlying assets all follow a lognormal diffusion R Brooks, J Corson, JD Wales Available at SSRN 5735, 2001 | 16 | 2001 |
| Components of the Bid-Ask Spread of Default-Risky Interest Rate Swaps R Brooks, DK Malhotra Available at SSRN 6023, 2000 | 15 | 2000 |
| Using duration and convexity in the analysis of callable convertible bonds R Brooks, B Attinger Financial Analysts Journal 48 (4), 74-77, 1992 | 15 | 1992 |
Don ChanceLouisiana State UniversityVerified email at lsu.edu
