5
H index
2
i10 index
57
Citations
University of Dundee | 5 H index 2 i10 index 57 Citations RESEARCH PRODUCTION: 8 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dooruj Rambaccussing. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE) | 6 |
Dundee Discussion Papers in Economics / Economic Studies, University of Dundee | 5 |
Year | Title of citing document |
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2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper |
2021 | Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model. (2020). Schreyer, Dominik ; Schlembach, Christoph ; Wunderlich, Linus ; Schmidt, Sascha L. In: Papers. RePEc:arx:papers:2012.04378. Full description at Econpapers || Download paper |
2021 | BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310. Full description at Econpapers || Download paper |
2021 | The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21. Full description at Econpapers || Download paper |
2022 | Utilización de noticias de prensa como indicador de confianza económica en tiempo real. (2022). Cova, Juan Pablo ; Peralta, Hugo ; del Pilar, Maria. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:938. Full description at Econpapers || Download paper |
2023 | Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766. Full description at Econpapers || Download paper |
2022 | Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305. Full description at Econpapers || Download paper |
2023 | Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300. Full description at Econpapers || Download paper |
2021 | News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543. Full description at Econpapers || Download paper |
2021 | Expert performance and crowd wisdom: Evidence from English Premier League predictions. (2021). Butler, Robert ; Eakins, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:170-182. Full description at Econpapers || Download paper |
2023 | Twitter as a predictive system: A systematic literature review. (2023). Sanchez-Alonso, Salvador ; Mora-Cantallops, Maral ; Cano-Marin, Enrique. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296322010268. Full description at Econpapers || Download paper |
2021 | Sonic Thunder vs. Brian the Snail: Are people affected by uninformative racehorse names?. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:93:y:2021:i:c:s2214804321000641. Full description at Econpapers || Download paper |
2022 | Forecasting the Olympic medal distribution – A socioeconomic machine learning model. (2022). Wunderlich, Linus ; Schreyer, Dominik ; Schmidt, Sascha L ; Schlembach, Christoph. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007459. Full description at Econpapers || Download paper |
2021 | Recent Developments in Cryptocurrency Markets: Co-Movements, Spillovers and Forecasting. (2021). Stengos, Thanasis. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:91-:d:506533. Full description at Econpapers || Download paper |
2022 | Estimation and Testing in a Perturbed Multivariate Long Memory Framework. (2022). Sibbertsen, Philipp ; Less, Vivien. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-704. Full description at Econpapers || Download paper |
2021 | R-Squared-Bootstrapping for Gegenbauer-Type Long Memory. (2021). Woodward, Wayne A ; Xing, Yixun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09977-1. Full description at Econpapers || Download paper |
2022 | Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10. Full description at Econpapers || Download paper |
2022 | Are customer reviews just reviews? Hotel forecasting using sentiment analysis. (2022). Wu, JI ; Zhong, Shiteng. In: Tourism Economics. RePEc:sae:toueco:v:28:y:2022:i:3:p:795-816. Full description at Econpapers || Download paper |
2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6. Full description at Econpapers || Download paper |
2021 | Modeling Bitcoin price volatility: long memory vs Markov switching. (2021). Chkili, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00180-7. Full description at Econpapers || Download paper |
2021 | The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth. (2021). Rambaccussing, Dooruj. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:9:d:10.1007_s43546-021-00116-y. Full description at Econpapers || Download paper |
2021 | Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model. (2021). Madeira, Joao ; Bask, Mikael. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1101-1111. Full description at Econpapers || Download paper |
2021 | Are crises sentimental?. (2021). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:962-985. Full description at Econpapers || Download paper |
2022 | Legal origin and financial development: A propensity score matching analysis. (2022). Luo, Yun ; Li, Chengchun ; de Vita, Glauco. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:535-553. Full description at Econpapers || Download paper |
2023 | Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080. Full description at Econpapers || Download paper |
2022 | Making text count: Economic forecasting using newspaper text. (2022). Kapadia, Sujit ; Kapetanios, George ; Redl, Chris ; Turrell, Arthur ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:896-919. Full description at Econpapers || Download paper |
2021 | Sonic Thunder vs Brian the Snail : Fast-sounding racehorse names and prediction accuracy in betting exchange markets. (2019). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:384. Full description at Econpapers || Download paper |
2021 | Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic. (2021). Franck, Egon ; Flepp, Raphael ; Meier, Pascal Flurin. In: Working Papers. RePEc:zrh:wpaper:387. Full description at Econpapers || Download paper |
2021 | Underestimating randomness: Outcome bias in betting exchange markets. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:390. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES In: Economic Inquiry. [Full Text][Citation analysis] | article | 17 |
2015 | A Test of the Long Memory Hypothesis Based on Self-Similarity In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 7 |
2015 | A test of the long memory hypothesis based on self-similarity.(2015) In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | A test of long memory hypothesis based on self-similarity.(2015) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
2014 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | Modelling Housing Prices using a Present Value State Space Model In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | Modelling Housing Prices using a Present Value State Space Model.(2015) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Modelling Housing Prices using a Present Value State Space Model.(2015) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
2016 | Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair.(2016) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Revisiting Shillers excess volatility hypothesis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Revisiting Shiller’s excess volatility hypothesis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting with news sentiment: Evidence with UK newspapers In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2019 | Economy through a lens: Distortions of policy coverage in UK national newspapers In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 1 |
2020 | True versus Spurious Long Memory in Cryptocurrencies In: JRFM. [Full Text][Citation analysis] | article | 3 |
2016 | Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model. In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2019 | Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Fluctuations in the UK equity market: what drives stock returns? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2018 | Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
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