Eduardo Dacillo Roca : Citation Profile


Are you Eduardo Dacillo Roca?

Griffith University

10

H index

14

i10 index

438

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 18
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 13 (2.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro225
   Updated: 2021-10-16    RAS profile: 2021-06-29    
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Relations with other researchers


Works with:

Singh, Vik (5)

Nghiem, Hong Son (3)

Hatemi-J, Abdulnasser (2)

Gupta, Rakesh (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eduardo Dacillo Roca.

Is cited by:

Caporale, Guglielmo Maria (13)

GUPTA, RANGAN (12)

Hatemi-J, Abdulnasser (10)

Paramati, Sudharshan Reddy (9)

Plastun, Alex (9)

Bouri, Elie (9)

Corbet, Shaen (8)

Roubaud, David (7)

Shahzad, Syed Jawad Hussain (6)

Nguyen, Duc Khuong (5)

Uddin, Gazi (5)

Cites to:

Hatemi-J, Abdulnasser (37)

Berger, Allen (16)

faff, robert (15)

Pesaran, M (15)

Granger, Clive (14)

Bekaert, Geert (13)

Fama, Eugene (13)

Hacker, R Scott (12)

Shleifer, Andrei (11)

French, Kenneth (11)

Fry-McKibbin, Renee (9)

Main data


Where Eduardo Dacillo Roca has published?


Journals with more than one article published# docs
Applied Economics16
Economic Modelling5
Applied Financial Economics5
Applied Economics Letters4
Accounting and Finance3
Economia Internazionale / International Economics3
Accounting Research Journal2
Empirical Economics2
Australian Journal of Management2
Australian Economic Papers2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics21

Recent works citing Eduardo Dacillo Roca (2021 and 2020)


YearTitle of citing document
2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702.

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2021Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior. (2021). Aydin, Omer ; Augan, Bucsra. In: Papers. RePEc:arx:papers:2104.00763.

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2021Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776.

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2020Political embeddedness and firms’ choices of earnings management strategies in China. (2020). Braam, Geert ; Wang, Zhi ; Reimsbach, Daniel. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4723-4755.

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2021No more excuses! Performance of ESG?integrated portfolios in Australia. (2021). , Victor ; Fan, John Hua ; Lee, Darren D. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2407-2450.

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2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets. (2020). de Oliveira, Erick Meira ; Fogliano, Felipe Arias ; Gusmo, Rodrigo Goyannes ; Cyrino, Fernando Luiz ; Klotzle, Marcelo Cabus ; Orsato, Renato J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:682-697.

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2020Using reputation for corporate sustainability to tackle banks digitalization challenges. (2020). Aracil, Elisa ; Forcadell, Francisco Javier ; Ubeda, Fernando. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2181-2193.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: Working Papers. RePEc:cec:wpaper:2007.

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2021The Microeconomics of Cryptocurrencies. (2021). Halaburda, Hanna ; Haeringer, Guillaume ; Gans, Joshua ; Gandal, Neil. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8841.

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2020Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-19.

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2020Possible Impact from Foreign Bank Presence to the Performance of Local Commercial Banks in Vietnam. (2020). Pham, Quoc Viet ; Nguyen, Minh Thy. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-24.

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2021Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate. (2021). Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-16.

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2020The dynamics of groundwater markets: Price leadership and groundwater demand elasticity in the Murrumbidgee, Australia. (2020). Zuo, Alec ; Wheeler, Sarah Ann ; de Bonviller, Simon. In: Agricultural Water Management. RePEc:eee:agiwat:v:239:y:2020:i:c:s0378377419315185.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021Tightening EU ETS targets in line with the European Green Deal: Impacts on the decarbonization of the EU power sector. (2021). Rodrigues, Renato ; Osorio, Sebastian ; Pietzcker, Robert C. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921003962.

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2021The nexus between financial inclusion and economic development: Comparison of old and new EU member countries. (2021). TAGHIZADEH-HESARY, Farhad ; Paramati, Sudharshan Reddy ; Kale, Seenaiah ; Huang, Ruixian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:1-15.

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2021Does economic integration lead to financial market integration in the Asian region?. (2021). Paramati, Sudharshan Reddy ; Zakari, Abdulrasheed ; Huang, Ruixian ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:366-377.

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2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets. (2020). Cheffou, Abdoulkarim Idi ; Jawadi, Nabila ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:200-210.

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2020Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. (2020). Lakhal, Faten ; Zorgati, Imen. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:162-169.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2020Technical, allocative and overall efficiency: Estimation and inference. (2020). Simar, Leopold ; Wilson, Paul W. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1164-1176.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel ; Makkonen, Adam. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2020Petrol prices and subjective wellbeing. (2020). Smyth, Russell ; Prakash, Kushneel ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302073.

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2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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2020Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155.

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2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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2021Modifier effects of country-level transparency on global underpricing difference: New hierarchical evidence. (2021). Ahmed, Abdullahi D ; Jamaani, Fouad. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000107.

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2021How floating rate notes stopped floating: Evidence from the negative interest rate regime. (2021). Selga, Riks K ; Klaus, Jurgen. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000521.

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2021A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347.

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2021How explosive are cryptocurrency prices?. (2021). Gronwald, Marc. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303913.

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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475.

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2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

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2021Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

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2020Testing of leader-follower interaction between fed and emerging countries’ central banks. (2020). Tetik, Metin . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300281.

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2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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2020Asymmetric causality in quantiles analysis of the oil-food ? ?nexus since the 1960s. (2020). Ben Salha, Ousama ; Ben-Salha, Ousama ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309053.

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2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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2021Re-examining the real option characteristics of gold for gold mining companies. (2021). Shahzad, Syed Jawad Hussain ; Uddin, Gazi Salah ; Lucey, Brian M ; Rahman, Md Lutfur. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211.

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2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Suleman, Muhammad Tahir ; Sharif, Arshian ; Aman, Ameenullah ; Zaighum, Isma. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2021Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003.

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2020The drivers of Bitcoin trading volume in selected emerging countries. (2020). Bouraoui, Taoufik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:218-229.

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2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

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2021Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366.

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2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Romero, Maria Fatima ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472.

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2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets. (2020). el Meslmani, Nabil ; Lee, Seungho ; Switzer, Lorne N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808.

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2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

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2021Information spillover features in global financial markets: A systematic analysis. (2021). Wang, Ying ; Guo, Ying ; Long, Wen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000167.

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2020Does investor attention influence water companies’ stock returns?. (2020). Ribeiro-Soriano, Domingo ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309410.

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2021Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system. (2021). Naqvi, Bushra ; Abbas, Syed Kumail ; Umar, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312762.

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2020Housing and Stock Market Nexus in the US. (2020). Lin, Feng-Li ; Kung, Hsien-Hung ; Wang, Mei-Chih. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:3:p:114-130.

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2020Emissions Trading with Transaction Costs. (2020). Quemin, Simon ; Baudry, marc ; Faure, Anouk. In: Working Papers. RePEc:fae:wpaper:2020.16.

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2020Carbon Exchanges: European Experience in Developing the Mechanism of Emission Permit Trading. (2020). Mingaleva, Anna D ; Doroshenko, Svetlana V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:200404:p:52-68.

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2020Does Financial Integration Enhance Economic Growth in China?. (2020). Vo, Duc ; Ho, Chi Minh. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:65-:d:398370.

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2020Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach. (2020). Yoon, Seong-Min ; Choi, Ki-Hong ; Kim, Neung-Woo ; Lee, Yun-Jung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2171-:d:352974.

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2020The Spillover Effect between Carbon Emission Trading (CET) Price and Power Company Stock Price in China. (2020). Li, Xiyu ; Nie, Dan . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6573-:d:398804.

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2020Efficiency Evaluation and Influencing Factor Analysis of China’s Public Cultural Services Based on a Super-Efficiency Slacks-Based Measure Model. (2020). Chen, Tong ; Wang, Wenling . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3146-:d:345308.

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2021Shades between Black and Green Investment: Balance or Imbalance?. (2021). de Sousa, Vitor Manuel ; Miralles-Quiros, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5024-:d:546607.

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2020Relationship between Efficiency and Profitability in Banks of Brazil. (2020). Alves, Jlia. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:5:y:2020:i:1:p:1-17.

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2020The Impact of Low-Carbon Policy on Stock Returns. (2020). Ravina, Alessandro ; Hentati-Kaffel, Rania. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-03045804.

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2020The Impact of Low-Carbon Policy on Stock Returns. (2020). Ravina, Alessandro ; Hentati-Kaffel, Rania. In: Post-Print. RePEc:hal:journl:hal-03045804.

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2020Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Working Papers. RePEc:hhs:cbsnow:2021_001.

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2020Cyclical behaviour of the Swiss real estate market. (2020). Bellalah, Mondher ; ben Bouheni, Faten ; Kostadinov, Fabian ; Ankenbrand, Thomas. In: International Journal of Entrepreneurship and Small Business. RePEc:ids:ijesbu:v:39:y:2020:i:1/2:p:71-99.

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2020Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1.

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2020Determinants of Market Power in the Peruvian Regulated Microfinance Sector. (2020). Portilla, Jhonatan ; Aguilar, Giovanna. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:20:y:2020:i:4:d:10.1007_s10842-019-00318-z.

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2021Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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2020The Microeconomics of Cryptocurrencies. (2020). Halaburda, Hanna ; Haeringer, Guillaume ; Gandal, Neil ; Gans, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:27477.

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2020Real earnings management and the relevance of operating cash flows: A study of french listed firms. (2020). Alqatan, Ahmad ; Khemakhem-Feki, Hela ; Boujelben, Saoussen. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:17:y:2020:i:4:d:10.1057_s41310-020-00091-0.

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2021Banking, transition and financial reforms: a long-term analysis of Vietnam. (2021). Trang, Vo Huyen ; Ferrari, Alessandra. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:22:y:2021:i:1:d:10.1057_s41261-020-00123-3.

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2020Competition, social reach and financial sustainability in Peruvian regulated microfinance. (2020). Goicochea, Jhonatan Portilla ; Andia, Giovanna Aguilar. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00493.

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2020The tail dependence of the carbon markets: The implication of portfolio management. (2020). Zhang, Zhengjun. In: PLOS ONE. RePEc:plo:pone00:0238033.

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2020Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach. (2020). Lim, Siok Jin . In: MPRA Paper. RePEc:pra:mprapa:103295.

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2021Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202144.

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2020.

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2020Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets. (2020). Panda, Laxmidhar ; Seth, Neha. In: Global Business Review. RePEc:sae:globus:v:21:y:2020:i:6:p:1354-1375.

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2020Non-linear adjustment of the Bitcoin–US dollar exchange rate. (2020). Moussa, Wajdi ; Othmani, Abdelhafidh ; Regaieg, Rym ; Mgadmi, Nidhal. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00020-4.

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2021Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). Godinho, Pedro ; Sebastio, Helder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00217-x.

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2021Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets. (2021). Gulzar, Saiqb ; Qarni, Muhammad Owais. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00233-5.

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More than 100 citations found, this list is not complete...

Works by Eduardo Dacillo Roca:


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