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Eduardo Roca
Eduardo Roca
Professor of Finance, Griffith University
Verified email at griffith.edu.au
Title
Cited by
Cited by
Year
Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices
A Cheung, E Roca, JJ Su
Applied Economics 47 (23), 2348-2358, 2015
5362015
Is there a green premium in the green bond market? Systematic literature review revealing premium determinants
S MacAskill, E Roca, B Liu, RA Stewart, O Sahin
Journal of cleaner production 280, 124491, 2021
2702021
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners
ED Roca
Applied Financial Economics 9 (5), 501-511, 1999
1601999
Are the ASEAN equity markets interdependent?
ED Roca, EA Selvanathan, WF Shepherd
ASEAN Economic Bulletin, 109-120, 1998
1311998
Does the carbon market help or hurt the stock price of electricity companies? Further evidence from the European context
Y Tian, A Akimov, E Roca, V Wong
Journal of Cleaner Production 112, 1619-1626, 2016
1222016
Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic
A Omura, E Roca, M Nakai
Finance research letters 42, 101914, 2021
1122021
The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
E Roca
Journal of Asian Economics 24, 51-65, 2013
1012013
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA
TPT Nguyen, SH Nghiem, E Roca, P Sharma
Applied Economics 48 (30), 2822-2835, 2016
862016
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
A Hatemi-J, E Roca*
Applied Financial Economics 15 (8), 539-546, 2005
862005
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests
A Hatemi-J, A Al Shayeb, E Roca
Applied Economics 49 (16), 1584-1592, 2017
852017
Does tourism drive house prices in the OECD economies? Evidence from augmented mean group estimator
SR Paramati, E Roca
Tourism Management 74, 392-395, 2019
792019
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?
F Jamaani, E Roca
Research in International Business and Finance 33, 221-246, 2015
792015
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies
J Crossland, B Li, E Roca
Applied Energy 109, 10-23, 2013
672013
Spillovers and directional predictability with a cross‐quantilogram analysis: The case of US and Chinese agricultural futures
H Jiang, JJ Su, N Todorova, E Roca
Journal of Futures Markets 36 (12), 1231-1255, 2016
652016
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach
A Hatemi-J, E Roca
Applied Economics Letters 13 (5), 293-299, 2006
602006
How efficient is the banking system of Asia’s next economic dragon? Evidence from rolling DEA windows
TPT Nguyen, E Roca, P Sharma
Applied economics 46 (22), 2665-2684, 2014
572014
Economic integration and stock market dynamic linkages: Evidence in the context of Australia and Asia
SR Paramati, E Roca, R Gupta
Applied Economics 48 (44), 4210-4226, 2016
552016
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests
A Hatemi-J, E Roca
Griffith Business School Discussion Papers Finance 42, 2014
542014
Discretionary accruals: signalling or earnings management in Australia?
HY Pham, RYM Chung, E Roca, BH Bao
Accounting & Finance 59 (2), 1383-1413, 2019
422019
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme
JH Fan, E Roca, A Akimov
Australian Journal of Management 39 (1), 73-91, 2014
402014
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