Eduardo Dacillo Roca : Citation Profile


Are you Eduardo Dacillo Roca?

Griffith University

8

H index

5

i10 index

260

Citations

RESEARCH PRODUCTION:

48

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 13
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 12 (4.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro225
   Updated: 2019-05-18    RAS profile: 2018-05-25    
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Relations with other researchers


Works with:

Hatemi-J, Abdulnasser (5)

Gupta, Rakesh (5)

Cheung, Adrian (Wai-Kong) (4)

Nghiem, Hong Son (3)

Paramati, Sudharshan Reddy (3)

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

Is cited by:

Hatemi-J, Abdulnasser (10)

Caporale, Guglielmo Maria (9)

GUPTA, RANGAN (9)

Bouri, Elie (9)

Nguyen, Duc Khuong (6)

Plastun, Alex (5)

Roubaud, David (5)

Worthington, Andrew (4)

Demirer, Riza (4)

Gupta, Rakesh (4)

Balcilar, Mehmet (4)

Cites to:

Hatemi-J, Abdulnasser (34)

Berger, Allen (13)

faff, robert (13)

Hacker, R Scott (12)

Granger, Clive (12)

Perron, Pierre (9)

Shleifer, Andrei (9)

Bekaert, Geert (8)

Fry-McKibbin, Renee (8)

Cavaliere, Giuseppe (7)

Bollerslev, Tim (7)

Main data


Where Eduardo Dacillo Roca has published?


Journals with more than one article published# docs
Applied Economics14
Economic Modelling5
Applied Financial Economics5
Economia Internazionale / International Economics3
Applied Economics Letters3
Australian Journal of Management2
Australian Economic Papers2
Accounting Research Journal2
Accounting and Finance2

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 (2018 and 2017)


YearTitle of citing document
2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2017Efficiency and Competitiveness of Kosovo Raspberry Producers. (2017). Popp, Jennie ; Thomsen, Michael ; Vuciterna, Rina ; Musliu, Arben . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252770.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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2018CryptoRuble: From Russia with Love. (2018). Kakushadze, Zura ; Liew, Jim Kyung-Soo . In: Papers. RePEc:arx:papers:1801.05760.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Beguvsi, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko. In: Papers. RePEc:arx:papers:1803.08405.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2019Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return. (2019). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali. In: Papers. RePEc:arx:papers:1903.01082.

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2019Altcoin-Bitcoin Arbitrage. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1903.06033.

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2019A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong . In: Papers. RePEc:arx:papers:1904.05028.

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2017The Relation Between Fiscal and Current Account Deficits: The Case of Fragile Five. (2017). Kayhan, Selim ; Tasar, Izzet ; Dejan, Austin ; Bayat, Tayfur. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:318-330.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2018Cryptocurrencies and Digital Fiat Currencies. (2018). Kirkby, Robert. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:527-539.

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2018CRYPTO‐CURRENCIES – AN INTRODUCTION TO NOT‐SO‐FUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559.

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2018Do investors actually value sustainability? New evidence from investor reactions to the Dow Jones Sustainability Index (DJSI). (2018). Hawn, Olga ; Mitchell, Will ; Chatterji, Aaron K. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:949-976.

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2017The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6716.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6861.

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2017La eficiencia relativa del sector real vs. la del sector financiero de la economía colombiana. (2017). Rodriguez, Gloria Isabel ; Sarmiento, Michael Hernando. In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015780.

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2017The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1694.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1718.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2017Water Gain: As a Common Good Becomes a Financial Opportunity. (2017). Fiorelli, Cristiana ; Mele, Marco . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-82.

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2018Cost Efficiency Affects Sustainable Operations. (2018). Chen, Chun-Ying ; Hsu, Ai-Chi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-12.

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2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

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2017An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms. (2017). An, Haizhong ; Jia, Xiaoliang ; Wang, Lijun ; Liu, Xiaojia. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1778-1787.

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2017The role of multi-region integrated emissions trading scheme: A computable general equilibrium analysis. (2017). Ou, Xun-Min ; Zhang, XU ; Qi, Tian-Yu . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1860-1868.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017The impact of Emission Trading Scheme (ETS) and the choice of coverage industry in ETS: A case study in China. (2017). Lin, Boqiang ; Jia, Zhijie. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:1512-1527.

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2018How to optimize the development of carbon trading in China—Enlightenment from evolution rules of the EU carbon price. (2018). Fang, Guochang ; Sun, Mei ; Fu, Min ; Liu, Menghe ; Tian, Lixin. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:1039-1049.

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2019A dynamic and continuous allowances allocation methodology for the prevention of carbon leakage: Emission control coefficients. (2019). Wang, Cheng ; Qi, Shaozhou ; Shi, Xunpeng ; Xue, Jinjun ; Sun, Yongping. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:220-230.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

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2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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2017On the inefficiency of Bitcoin. (2017). Nadarajah, Saralees ; Chu, Jeffrey. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:6-9.

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2017Purchasing power parity across eight worlds. (2017). Fontenla, Matías ; Morrison, Michael . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:62-66.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Narayan, Paresh Kumar ; Setiawan, Iwan ; Rahman, Eki R. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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2018Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Dutta, Anupam ; Noor, Md Hasib ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:803-810.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Corbet, Shaen ; Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2018Causality in the EMU sovereign bond markets. (2018). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:281-290.

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2018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets. (2018). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79.

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Ye, Wuyi ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2019Comparison of banking innovation in low-income countries: A meta-frontier approach. (2019). Fontin, Jean-Raymond ; Lin, Shi-Woei. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:198-207.

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2018Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates. (2018). Papadamou, Stephanos ; Markopoulos, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:17:y:2018:i:c:p:48-60.

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2018Measuring the risk-adjusted performance of CO2 emission markets: Evidence from SENDECO2. (2018). Feria-Dominguez, Jose Manuel ; Guerra-Martinez, Jose Carlos ; Rodriguez-Carrillero, David. In: Utilities Policy. RePEc:eee:juipol:v:50:y:2018:i:c:p:124-132.

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2018Bad luck, Bad policy or Bad banking? Understanding the financial management behavior of MENA banks. (2018). Ghosh, Saibal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:110-128.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperue, Waldo ; Basgall, Maria Jose . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:82-90.

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2018Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Mensi, Walid ; Yoon, Seong-Min ; Hamdi, Atef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Ali, Sajid ; Al-Yahyaee, Khamis Hamed ; Raza, Naveed ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Begui, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjar, Zvonko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:400-406.

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2019Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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2019Is Bitcoin a bubble?. (2019). Laurini, Márcio ; Chaim, Pedro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:222-232.

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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles. (2018). Wang, Shixuan ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307.

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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2017Oil price shocks and American depositary receipt stock returns. (2017). Sharma, Shahil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1040-1056.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2018Persistence in the cryptocurrency market. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:141-148.

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2019The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110.

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2017An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR. (2017). Arlt, Josef ; Mandel, Martin . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:199-220.

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2018Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey. (2018). Gozde, Zafer Adali. In: Fiscaoeconomia. RePEc:fis:journl:180105.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2019Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986.

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2019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:53-:d:219083.

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2018Impact of Carbon Prices on Corporate Value: The Case of China’s Thermal Listed Enterprises. (2018). Zhang, Fang ; Wang, XU ; Fang, Hong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3328-:d:170471.

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2019Risk Transmission between Chinese and U.S. Agricultural Commodity Futures Markets—A CoVaR Approach. (2019). Ke, Yangmin ; Liu, Ping ; McKenzie, Andrew M. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:1:p:239-:d:195131.

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2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117.

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2019Does Social Network Sentiment Influence S&P 500 Environmental & Socially Responsible Index?. (2019). Lopez-Cabarcos, Angeles M ; Lopez-Perez, Luisa M ; Perez-Pico, Ada M. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:320-:d:196371.

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2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1799-:d:114094.

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2017Impact of Corporate Social Responsibility Dimensions on Firm Value: Some Evidence from Hong Kong and China. (2017). Singh, Prakash J ; Lam, Jocelin Y ; Sethuraman, Kannan. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:9:p:1532-:d:110096.

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2018Forward Unbiasedness in the Short End of the Interest Rate Market. (2018). Azar, Samih Antoine. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:2:p:70-78.

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2018Ownership Structure and Efficiency of Banking Industry in China and Vietnam - A Political View. (2018). Phung, Manh-Trung ; Kao, Chen-Yu ; Cheng, Cheng-Ping. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:3:p:61-74.

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2017Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls. (2017). Pieters, Gina. In: 2017 Papers. RePEc:jmp:jm2017:ppi307.

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2017Improving Diversification Opportunities for Socially Responsible Investors. (2017). Miralles Quirós, Jose ; Miralles-Quiros, Jose Luis ; del Mar, Maria. In: Journal of Business Ethics. RePEc:kap:jbuset:v:140:y:2017:i:2:d:10.1007_s10551-015-2691-4.

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2019Technology Gap and Managerial Efficiency: A Comparison between Islamic and Conventional Banks in MENA. (2019). CHAFFAI, Mohamed ; Hassan, Kabir M. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:1:d:10.1007_s11123-019-00544-x.

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2018Testing Calendar Effects of International Equity and Real Estate Markets. (2018). , Eddie ; Kwan, KA. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9564-1.

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2018Is there really any Contagion among Major Equity and Securitized Real Estate Markets? Analysis from a New Perspective. (2018). , Eddie ; Kwan, KA. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-016-9580-1.

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2017Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709.

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

Works by Eduardo Dacillo Roca:


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2015What drives mortgage fees in Australia? In: Accounting and Finance.
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