Eduardo Dacillo Roca : Citation Profile


Are you Eduardo Dacillo Roca?

Griffith University

13

H index

20

i10 index

700

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 29
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 13 (1.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro225
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Singh, Vik (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:

Caporale, Guglielmo Maria (15)

GUPTA, RANGAN (14)

Hatemi-J, Abdulnasser (12)

Plastun, Alex (11)

Paramati, Sudharshan Reddy (11)

Corbet, Shaen (9)

Uddin, Gazi (9)

Tiwari, Aviral (9)

Bouri, Elie (9)

Shahzad, Syed Jawad Hussain (8)

Roubaud, David (7)

Cites to:

Hatemi-J, Abdulnasser (34)

Pesaran, Mohammad (18)

Berger, Allen (16)

Fama, Eugene (16)

Shleifer, Andrei (16)

faff, robert (15)

Bekaert, Geert (15)

French, Kenneth (14)

Chevallier, Julien (13)

Fry-McKibbin, Renee (11)

Perron, Pierre (10)

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
Economia Internazionale / International Economics3
Accounting and Finance3
Accounting Research Journal2
Australian Journal of Management2
Empirical Economics2
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 (2024 and 2023)


YearTitle of citing document
2023Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2023Effects of varieties and seasons on cost efficiency in rice farming: A stochastic metafrontier approach. (2023). Tien, Nguyen Duc ; Hung, Pham Xuan ; Ho, Phuc Trong. In: Asian Journal of Agriculture and Rural Development. RePEc:asi:ajosrd:v:13:y:2023:i:2:p:120-129:id:4778.

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2023.

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2023.

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2023No 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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2023Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung. In: Asian Economic Journal. RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2024Risk-adjusted efficiency and innovation: an examination of systematic difference and convergence among BRIC banks. (2024). Bhati, Abhishek Singh ; Nghiem, Son ; Nguyen, Thanh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001061.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023A time-varying Granger causality analysis between water stock and green stocks using novel approaches. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Adeleke, Musefiu Adebowale ; Adewuyi, Adeolu O. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300508x.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2023Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war. (2023). Wagner, Niklas ; Boubaker, Sabri ; Batten, Jonathan ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:325-350.

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2023Accounting research in former Soviet bloc countries: Past trends and current and future developments. (2023). Alon, Anna ; Mintchik, Natalia ; Krivogorsky, Victoria. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:50:y:2023:i:c:s1061951823000083.

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2023Are accounting choices for intangible assets informative or opportunistic? Evidence from Poland. (2023). Grzybek, Olga. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:51:y:2023:i:c:s1061951823000289.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Asymmetric effects of uncertainty on investment: Empirical evidence from India. (2024). Roy, Amrita ; Adil, Masudul Hasan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000082.

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2023Asymmetric 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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2023Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States. (2023). Shahbaz, Muhammad ; Chopra, Ritika ; Singh, Sanjeet ; Sharma, Gagan Deep ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006110.

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2023Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2023Determining the optimal land valuation model: A case study of Hanoi, Vietnam. (2023). Doan, Quang Cuong. In: Land Use Policy. RePEc:eee:lauspo:v:127:y:2023:i:c:s0264837723000443.

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2023ESG investment in China: Doing well by doing good. (2023). Zhao, Xuejun ; Zhang, Zili ; Chen, Shu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002025.

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2024The role of interest rate environment in mortgage pricing. (2024). Shehzad, Choudhry Tanveer ; Ahmad, Ferhana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

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2023Technology-enabled financing of sustainable infrastructure: A case for blockchains and decentralized oracle networks. (2023). Adriaens, Peter ; Li, Dan ; Yung, Kenneth Hsien. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s004016252200779x.

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2023The Nexus between Green Bonds and European Banks: A Cross-Quantilogram Approach. (2023). Criste, Adina ; Lupu, Iulia. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:24:p:7974-:d:1296790.

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2023Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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2023Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model. (2023). Song, Han-Suck ; Axelsson, Birger. In: Working Paper Series. RePEc:hhs:kthrec:2023_010.

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2023DETERMINANTS OF BANK PERFORMANCE: REVISITING THE ROLE OF CEO’S PERSONALITY TRAITS USING GRAPHOLOGY. (2023). Ngo, Thanh ; Nguyen, Dat T ; Dq, TU ; Ho, Tin H. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:26:y:2023:i:2b:p:289-310.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks. (2023). Sharma, Rakesh Kumar ; Tripathi, Bhaskar. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10325-8.

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2023Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9.

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2023Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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2023Relation Between Bitcoin and Its Forks: An Empirical Investigation. (2023). Hamed, Nidaa ; Farooq, Omar ; Ahmed, Neveen. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:2:d:10.1057_s41302-023-00247-0.

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2023Poder de mercado, bienestar social y eficiencia en la industria microfinanciera regulada en el Perú ?. (2022). Portilla, Jhonatan ; Aguilar, Giovana. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00512.

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2023TÜRKİYE’DE HİSSE SENEDİ FİYATLARI VE DÖVİZ KURU ARASINDA DOĞRUSAL VE DOĞRUSAL OLMAYAN EŞ BÜTÜNLEŞME İLİŞKİSİ. (2013). Dogru, Bulent ; Recepoglu, Mursit . In: MPRA Paper. RePEc:pra:mprapa:50505.

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2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416.

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2024Stock Market Integration and Trade: A Study on India and its Major Trading Partners. (2024). Jana, Samiran. In: Vision. RePEc:sae:vision:v:28:y:2024:i:3:p:313-326.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023The effect of management control systems in managing the unknown: Does the market appreciate the breadth of vision?. (2023). Lopez-Valeiras, Ernesto ; Gomez-Conde, Jacobo ; Lunkes, Rogerio Joo ; Rosa, Fabricia Silva. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:8:d:10.1007_s11846-022-00601-0.

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2023The nonlinearity of the relationship between competition and the dual performance of regulated microfinance institutions in Peru. (2023). Portilla, Jhonatan ; Aguilar, Giovanna. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00506-4.

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2023Corporate governance mechanisms and earnings management: The moderating role of female directors. (2023). Boachie, Christopher ; Mensah, Emmanuel. In: Cogent Business & Management. RePEc:taf:oabmxx:v:10:y:2023:i:1:p:2167290.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Raggad, Bechir ; Arfaoui, Mongi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1582-1601.

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2024How does the stock market affect the interest rate corridor system in China?. (2024). Feng, XU ; Zhang, Shen ; Wan, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1820-1833.

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2023The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575.

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Works by Eduardo Dacillo Roca:


YearTitleTypeCited
2015What drives mortgage fees in Australia? In: Accounting and Finance.
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article1
2017Risk factors in Australian bond returns In: Accounting and Finance.
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article1
2019Discretionary accruals: signalling or earnings management in Australia? In: Accounting and Finance.
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article9
2005LONG-TERM AND SHORT-TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES * In: Australian Economic Papers.
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article0
2016Management Behaviour in Vietnamese Commercial Banks In: Australian Economic Papers.
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article1
2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
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paper0
2013Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies In: Applied Energy.
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article42
2013The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context In: Journal of Asian Economics.
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article13
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
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article10
2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
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article13
2012Are securitised real estate markets efficient? In: Economic Modelling.
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article3
2014Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity In: Economic Modelling.
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article11
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
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article13
2020Arbitrage risk and the cross-section of stock returns: Evidence from China In: Emerging Markets Review.
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article3
2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs In: International Review of Financial Analysis.
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article4
2015Stock return predictability in South Africa: The role of major developed markets In: Finance Research Letters.
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article9
2004Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money.
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article13
2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic In: Journal of Policy Modeling.
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article7
2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
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article1
2015Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? In: Research in International Business and Finance.
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article17
2010Should funds invest in socially responsible investments during downturns? In: Accounting Research Journal.
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article4
2010Are socially responsible investment markets worldwide integrated? In: Accounting Research Journal.
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article11
2014BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests In: Discussion Papers in Accounting.
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paper7
2009What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition In: Discussion Papers in Finance.
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paper0
2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
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paper6
2010Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme In: Discussion Papers in Finance.
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paper1
2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
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paper1
2010An Empirical Investigation of Consumption CAPMs in the Australian Market In: Discussion Papers in Finance.
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paper0
2010The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach In: Discussion Papers in Finance.
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2010Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? In: Discussion Papers in Finance.
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paper0
2010Macroeconomic Conditions and Capital Structure: Evidence from Taiwan In: Discussion Papers in Finance.
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paper1
2010Do Pacific Basin Investors Value Corporate Sustainability? In: Discussion Papers in Finance.
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paper0
2010Is Corporate Sustainability valued by Australian Investors? In: Discussion Papers in Finance.
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paper0
2010The Performance of Socially Responsible Investments Across Different Market Regimes In: Discussion Papers in Finance.
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2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
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paper0
2011Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies In: Discussion Papers in Finance.
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20122012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context In: Discussion Papers in Finance.
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paper16
20122012-19 Re-designing banking structures: Are there lessons to be learnt from socialist systems? A study of five ASEAN economies In: Discussion Papers in Finance.
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