13
H index
20
i10 index
700
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pro225 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eduardo Dacillo Roca. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics | 21 |
Year | Title of citing document |
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2023 | Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240. Full description at Econpapers || Download paper |
2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper |
2024 | Uncovering 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. Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | No 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. Full description at Econpapers || Download paper |
2023 | Does Intraâ€regional Trade Matter in Regional Stock Markets? New Evidence from the Asiaâ€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. Full description at Econpapers || Download paper |
2023 | Seemingly 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. Full description at Econpapers || Download paper |
2023 | Rational 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Risk-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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2023 | Semi-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. Full description at Econpapers || Download paper |
2023 | Chinese 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. Full description at Econpapers || Download paper |
2024 | Uncertainty 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. Full description at Econpapers || Download paper |
2023 | Multiscale 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Realized 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. Full description at Econpapers || Download paper |
2024 | International 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. Full description at Econpapers || Download paper |
2023 | Arbitrageurs 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. Full description at Econpapers || Download paper |
2023 | Volatility 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. Full description at Econpapers || Download paper |
2023 | Accounting 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2024 | Revisiting 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. Full description at Econpapers || Download paper |
2024 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Disentangling 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | Shining 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. Full description at Econpapers || Download paper |
2023 | Determining 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. Full description at Econpapers || Download paper |
2023 | ESG 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Detecting 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. Full description at Econpapers || Download paper |
2024 | Impacts 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. Full description at Econpapers || Download paper |
2023 | Technology-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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Univariate 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. Full description at Econpapers || Download paper |
2023 | DETERMINANTS 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Changes 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. Full description at Econpapers || Download paper |
2023 | Herding 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. Full description at Econpapers || Download paper |
2023 | Relation 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. Full description at Econpapers || Download paper |
2023 | Poder 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. Full description at Econpapers || Download paper |
2023 | TÜRKİYE’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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Stock 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2023 | Fundamental 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. Full description at Econpapers || Download paper |
2023 | Diversification 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | What drives mortgage fees in Australia? In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Risk factors in Australian bond returns In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Discretionary accruals: signalling or earnings management in Australia? In: Accounting and Finance. [Full Text][Citation analysis] | article | 9 |
2005 | LONG-TERM AND SHORT-TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES * In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
2016 | Management Behaviour in Vietnamese Commercial Banks In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
2004 | The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
2013 | Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies In: Applied Energy. [Full Text][Citation analysis] | article | 42 |
2013 | The 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. [Full Text][Citation analysis] | article | 13 |
2006 | A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2011 | How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2012 | Are securitised real estate markets efficient? In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2014 | Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
2014 | How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2020 | Arbitrage risk and the cross-section of stock returns: Evidence from China In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
2016 | Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2015 | Stock return predictability in South Africa: The role of major developed markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2004 | Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
2021 | Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 7 |
2020 | Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2015 | Are 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. [Full Text][Citation analysis] | article | 17 |
2010 | Should funds invest in socially responsible investments during downturns? In: Accounting Research Journal. [Full Text][Citation analysis] | article | 4 |
2010 | Are socially responsible investment markets worldwide integrated? In: Accounting Research Journal. [Full Text][Citation analysis] | article | 11 |
2014 | BRICs 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. [Full Text][Citation analysis] | paper | 7 |
2009 | What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 6 |
2010 | Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2010 | Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2010 | An Empirical Investigation of Consumption CAPMs in the Australian Market In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | Macroeconomic Conditions and Capital Structure: Evidence from Taiwan In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2010 | Do Pacific Basin Investors Value Corporate Sustainability? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | Is Corporate Sustainability valued by Australian Investors? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | The Performance of Socially Responsible Investments Across Different Market Regimes In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2011 | Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2011 | Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2012 | 2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 16 |
2012 | 2012-19 Re-designing banking structures: Are there lessons to be learnt from socialist systems? A study of five ASEAN economies In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2015 | Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 2 |
2015 | The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2015 | Volatility spillovers from international commodity markets to the Australian equity market In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2015 | Stock market interdependence between Australia and its trading partners: does trade intensity matter? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 15 |
2015 | Stock market interdependence between Australia and its trading partners: does trade intensity matter?.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2015 | The efficiency of Asian stock markets: Fresh evidence based on new tests In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2016 | Yes, social housing in Australia desperately needs financial innovation! In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2012 | Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2008 | Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2005 | US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Stock returns and consumption factors in the Australian market: Cross-sectional tests In: Australian Journal of Management. [Full Text][Citation analysis] | article | 2 |
2014 | Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme In: Australian Journal of Management. [Full Text][Citation analysis] | article | 16 |
2016 | Efficiency, innovation and competition: evidence from Vietnam, China and India In: Empirical Economics. [Full Text][Citation analysis] | article | 13 |
2019 | International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
2012 | Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2018 | Cointegration networks in stock markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2001 | Australia and the three little dragons: are their equity markets interdependent? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
2005 | Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 18 |
2007 | Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2008 | An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
1999 | Short-term and long-term price linkages between the equity markets of Australia and its major trading partners In: Applied Financial Economics. [Full Text][Citation analysis] | article | 36 |
2012 | A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Which way does water flow? An econometric analysis of the global price integration of water stocks In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2014 | How efficient is the banking system of Asias next economic dragon? Evidence from rolling DEA windows In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2014 | Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2015 | Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices In: Applied Economics. [Full Text][Citation analysis] | article | 189 |
2016 | Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA In: Applied Economics. [Full Text][Citation analysis] | article | 23 |
2016 | Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
2016 | BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Water as an investment: liquid yet illiquid! In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2017 | The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics. [Full Text][Citation analysis] | article | 31 |
2017 | Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2017 | Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2017 | How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2019 | Global and regional linkages across market cycles: evidence from partial correlations in a network framework In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2021 | Weathering financial crisis in China: the role of global market integration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Green building, split-incentives and affordable rental housing policy In: Housing Studies. [Full Text][Citation analysis] | article | 3 |
2004 | An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Agricultural commodity futures trading based on cross-country rolling quantile return signals In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
2016 | Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 29 |
1997 | Philippines In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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