Dooruj Rambaccussing : Citation Profile


Are you Dooruj Rambaccussing?

University of Dundee

5

H index

2

i10 index

57

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 9
   Journals where Dooruj Rambaccussing has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 6 (9.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra400
   Updated: 2023-05-27    RAS profile: 2022-12-15    
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Relations with other researchers


Works with:

Kwiatkowski, Andrzej (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dooruj Rambaccussing.

Is cited by:

Reade, J (7)

Singleton, Carl (4)

Franck, Egon (4)

Sibbertsen, Philipp (3)

Kwiatkowski, Andrzej (2)

Schreyer, Dominik (2)

Gil-Alana, Luis (2)

Ramírez Hassan, Andrés (2)

Dagaev, Dmitry (2)

Mokni, Khaled (2)

Coad, Alex (2)

Cites to:

Wolfers, Justin (18)

Russell, Bill (15)

Galí, Jordi (15)

Gertler, Mark (15)

Reade, J (14)

Cochrane, John (12)

Zitzewitz, Eric (11)

Snowberg, Erik (10)

Vaughan Williams, Leighton (9)

Shiller, Robert (9)

Campbell, John (9)

Main data


Where Dooruj Rambaccussing has published?


Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)6
Dundee Discussion Papers in Economics / Economic Studies, University of Dundee5

Recent works citing Dooruj Rambaccussing (2022 and 2021)


YearTitle of citing document
2022Expectations, 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.

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2021Forecasting 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.

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2021BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310.

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2021The 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.

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2022Utilización 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.

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2023Nowcasting 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.

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2022Look 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.

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2023Modeling 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.

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2021News 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.

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2021Expert 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.

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2023Twitter 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.

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2021Sonic 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.

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2022Forecasting 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.

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2021Recent 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.

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2022Estimation and Testing in a Perturbed Multivariate Long Memory Framework. (2022). Sibbertsen, Philipp ; Less, Vivien. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-704.

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2021R-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.

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2022Betting 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.

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2022Are 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.

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2022True 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.

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2021Modeling 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.

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2021The 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.

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2021Extrapolative 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.

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2021Are crises sentimental?. (2021). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:962-985.

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2022Legal 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.

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2023Sentiment 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.

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2022Making 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.

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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.

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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.

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2021 Underestimating randomness: Outcome bias in betting exchange markets. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:390.

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Works by Dooruj Rambaccussing:


YearTitleTypeCited
2018FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES In: Economic Inquiry.
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article17
2015A Test of the Long Memory Hypothesis Based on Self-Similarity In: Journal of Time Series Econometrics.
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article7
2015A test of the long memory hypothesis based on self-similarity.(2015) In: Dundee Discussion Papers in Economics.
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This paper has another version. Agregated cites: 7
paper
2015A test of long memory hypothesis based on self-similarity.(2015) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2015Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices In: Dundee Discussion Papers in Economics.
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paper3
2014Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices.(2014) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2015Modelling Housing Prices using a Present Value State Space Model In: Dundee Discussion Papers in Economics.
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paper1
2015Modelling Housing Prices using a Present Value State Space Model.(2015) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2015Modelling 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
2016Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair In: Dundee Discussion Papers in Economics.
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paper6
2016Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair.(2016) In: Economics Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2016Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve In: Dundee Discussion Papers in Economics.
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2015Revisiting Shillers excess volatility hypothesis In: SIRE Discussion Papers.
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2015Revisiting Shiller’s excess volatility hypothesis In: SIRE Discussion Papers.
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2020Forecasting with news sentiment: Evidence with UK newspapers In: International Journal of Forecasting.
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article10
2019Economy through a lens: Distortions of policy coverage in UK national newspapers In: Journal of Comparative Economics.
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article1
2020True versus Spurious Long Memory in Cryptocurrencies In: JRFM.
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article3
2016Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair In: Working Papers.
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2014Fractional Integration of the Price-Dividend Ratio in a Present-Value Model. In: MPRA Paper.
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paper1
2019Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve In: Empirical Economics.
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article0
2018Fluctuations in the UK equity market: what drives stock returns? In: The European Journal of Finance.
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article1
2018Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants In: International Journal of Finance & Economics.
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article2

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