Chris L Brooks

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The monthly return distributions of many hedge fund indices exhibit highly unusual skewness and kurtosis properties as well as first-order serial correlation. This has important consequences for investors. We demonstrate that although hedge fund indices are highly attractive in mean-variance terms, this is much less the case when skewness, kurtosis and(More)
This study sought to determine whether fitting a more aggressive seat belt reminder system to new vehicles would be cost-beneficial for Australia. While seat belt wearing rates have been observed around 95% in the front seat, non-wearing rates in casualty crashes are as high as 33% among persons killed and 19% among seriously injured occupants. Benefits(More)
The p53 tumour suppressor exerts anti-proliferative effects, including growth arrest, apoptosis and cell senescence, in response to various types of stress. However, p53 is a short-lived protein and its activity is maintained at low levels in normal cells. Numerous studies indicate that CBP/p300-mediated acetyl-transferase activity is critical for its role(More)
Many recent papers have documented periodicities in returns, return volatility, bid– ask spreads and trading volume, in both equity and foreign exchange markets. We propose and employ a new test for detecting subtle periodicities in time series data based on a signal coherence function.The technique is applied to a set of seven half-hourly exchange rate(More)
Aromatase is the key enzyme for estrogen biosynthesis. A distal promoter, PI.4, maintains baseline levels of aromatase in normal breast adipose tissue. In contrast, malignant breast epithelial cells secrete prostaglandin E(2) (PGE(2)), which stimulates aromatase expression via proximal promoters PI.3/PII in a cyclic AMP (cAMP)- and protein kinase C(More)
While imatinib and other tyrosine kinase inhibitors (TKIs) are highly efficacious in the treatment of chronic myeloid leukaemia (CML), some patients become refractory to these therapies. After confirming that interleukin-3 receptor (IL3R, CD123) is highly expressed on CD34(+) /CD38(-) BCR-ABL1(+) CML stem cells, we investigated whether targeting IL3R with(More)
Results from the experimental testing of a navigation system for planetary rovers called Terrain Adaptive Navigation (TANav) are shown here. This system was designed to enable greater access to and more robust operations in terrains with widely varying slippage. The system achieves this goal by using onboard stereo cameras to remotely classify terrain,(More)
Recent research documents the importance of uncertainty in determining macroeconomic outcomes, but little is known about the transmission of uncertainty across such outcomes. This paper examines the response of uncertainty about inflation and output growth to shocks documenting statistically significant asymmetries and spillovers. Uncertainty about(More)