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Water as an investment : liquid yet illiquid!

Jin, Yizheng; Li, Bin; Roca, Eduardo; Wong, Victor - In: Applied economics 48 (2016) 7/9, pp. 731-745

Persistent link: https://www.econbiz.de/10011414008

Arbitrage risk and the cross-section of stock returns : evidence from China

Lin, Yu En; Chu, Chien Chi; Omura, Akihiro; Li, Bin; … - In: Emerging markets review 43 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012414438

Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme

Fan, John Hua; Roca, Eduardo; Akimov, Aleksandr V. - In: Australian journal of management 39 (2014) 1, pp. 73-91

Persistent link: https://www.econbiz.de/10010353551

Should funds invest in socially responsible investments during downturns? financial and legal implications of the fund manager's dilemma

Copp, Richard; Kremmer, Michael L.; Roca, Eduardo - In: Accounting research journal 23 (2010) 3, pp. 254-266

Persistent link: https://www.econbiz.de/10008807697

Estimating banks' equity duration : a panel cointegration approach

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180

Persistent link: https://www.econbiz.de/10003760234

A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 23 (2006) 6, pp. 993-1007

Persistent link: https://www.econbiz.de/10003387615

Why not diversify into emerging equity markets via ADRs?

Tian, Yuan; Gupta, Rakesh; Roca, Eduardo - In: The journal of investing 25 (2016) 2, pp. 18-27

Persistent link: https://www.econbiz.de/10011695092

Risk factors in Australian bond returns

Bianchi, Robert; Drew, Michael E.; Roca, Eduardo; … - In: Accounting and finance : journal of the Accounting … 57 (2017) 2, pp. 351-372

Persistent link: https://www.econbiz.de/10011756380

Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market : fresh evidence from alternative approaches

Hatemi-J, Abdulnasser; Roca, Eduardo; Mustafa, Alan - In: Journal of economic studies 50 (2023) 4, pp. 790-805

Persistent link: https://www.econbiz.de/10014252453

Cross-Asset Time-Series Momentum Strategy : A New Suggestion

Xu, Dezhong; Li, Bin; Singh, Tarlok; Park, Jung Chul - 2022

We propose a new investment strategy, the improved cross-asset time-series momentum (I-XTSM) strategy, to improve investment performance. Using data on 25 investment portfolios and common commodities for the period from January 1990 to April 2021, we find that the I-XTSM strategy increases...

Persistent link: https://www.econbiz.de/10014239453