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How pervasive is the effect of culture on stock market linkages? : evidence across regions and economic cycles

Singh, Vikkram; Li, Bin; Roca, Eduardo - In: Applied economics 49 (2017) 42, pp. 4209-4230

Persistent link: https://www.econbiz.de/10011820074

Do birds of the same feather flock together? : The cultural geography of global housing price interaction

Vikkram Singh; Roca, Eduardo - In: Applied economics 56 (2024) 31, pp. 3760-3777

Persistent link: https://www.econbiz.de/10014528640

How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis

Hatemi-J, Abdulnasser; Roca, Eduardo; Al-Shayeb, Abdulrahman - In: Economic modelling 37 (2014), pp. 137-142

Persistent link: https://www.econbiz.de/10010417225

Are socially responsible investment markets worldwide integrated?

Roca, Eduardo; Wong, Victor; Tularam, Gurudeo Anand - In: Accounting research journal 23 (2010) 3, pp. 281-301

Persistent link: https://www.econbiz.de/10008807687

A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 44 (2012) 10/12, pp. 1443-1448

Persistent link: https://www.econbiz.de/10009525262

Stock market interdependence between Australia and its trading partners : does trade intensity matter?

Paramati, Sudharshan Reddy; Gupta, Rakesh; Roca, Eduardo - In: Applied economics 47 (2015) 49/51, pp. 5303-5319

Persistent link: https://www.econbiz.de/10011341857

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

Quantile serial dependence in crude oil markets : evidence from improved quantilogram analysis with quantile wild bootstrapping

Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Applied economics 49 (2017) 29, pp. 2817-2828

Persistent link: https://www.econbiz.de/10011819732

Stock Market Interdependence between Australia and Its Trading Partners : Does Trade Intensity Matter?

Paramati, Sudharshan Reddy - 2017

We investigate the extent and manner of stock market interdependence between Australia and its trading partners and examine whether this is affected by trade intensity. Based on trade intensity, we classify Australia's trading partners into major, medium and minor. We hypothesize that markets...

Persistent link: https://www.econbiz.de/10012971567

Agricultural commodity futures trading based on cross-country rolling quantile return signals

Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Quantitative finance 19 (2019) 8, pp. 1373-1390

Persistent link: https://www.econbiz.de/10012194793