Eduardo Dacillo Roca
Names
| first: |
Eduardo |
| middle: |
Dacillo |
| last: |
Roca |
Identifer
Contact
Affiliations
-
Griffith University
/ Griffith Business School
/ Department of Accounting, Finance and Economics
Research profile
author of:
- What drives mortgage fees in Australia? (RePEc:bla:acctfi:v:55:y:2015:i:3:p:861-880)
by Benjamin Liu & Eduardo Roca & David Gallagher - Risk factors in Australian bond returns (RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400)
by Robert J. Bianchi & Michael E. Drew & Eduardo Roca & Timothy Whittaker - Discretionary accruals: signalling or earnings management in Australia? (RePEc:bla:acctfi:v:59:y:2019:i:2:p:1383-1413)
by Hai Yen Pham & Richard Yiu‐Ming Chung & Eduardo Roca & Ben‐Hsien Bao - Long‐Term And Short‐Term Equity Market Price Interactions Between Australia And The Chinese States (RePEc:bla:ausecp:v:44:y:2005:i:3:p:221-230)
by Eduardo D. Roca & Mark Brimble - Management Behaviour in Vietnamese Commercial Banks (RePEc:bla:ausecp:v:55:y:2016:i:4:p:345-367)
by Thanh Pham Thien Nguyen & Son Hong Nghiem & Eduardo Roca - The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners (RePEc:ecm:ausm04:99)
by Eduardo D. Roca & Abdulnasser Hatemi-J - Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies (RePEc:eee:appene:v:109:y:2013:i:c:p:10-23)
by Crossland, Jarrod & Li, Bin & Roca, Eduardo - The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context (RePEc:eee:asieco:v:24:y:2013:i:c:p:51-65)
by Cheung, Adrian (Wai Kong) & Roca, Eduardo - A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods (RePEc:eee:ecmode:v:23:y:2006:i:6:p:993-1007)
by Hatemi-J, Abdulnasser & Roca, Eduardo - How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2560-2565)
by Hatemi-J, Abdulnasser & Roca, Eduardo - Are securitised real estate markets efficient? (RePEc:eee:ecmode:v:29:y:2012:i:3:p:684-690)
by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo - Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity (RePEc:eee:ecmode:v:36:y:2014:i:c:p:161-171)
by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo - How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis (RePEc:eee:ecmode:v:37:y:2014:i:c:p:137-142)
by Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman - Arbitrage risk and the cross-section of stock returns: Evidence from China (RePEc:eee:ememar:v:43:y:2020:i:c:s1566014118303327)
by Lin, Yu En & Chu, Chien Chi & Omura, Akihiro & Li, Bin & Roca, Eduardo - Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs (RePEc:eee:finana:v:45:y:2016:i:c:p:230-239)
by Gupta, Rakesh & Yuan, Tian & Roca, Eduardo - Stock return predictability in South Africa: The role of major developed markets (RePEc:eee:finlet:v:15:y:2015:i:c:p:257-265)
by Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo - Do birds of the same feather flock together?: The case of the Chinese states equity markets (RePEc:eee:intfin:v:14:y:2004:i:3:p:281-294)
by Hatemi-J, Abdulnasser & Roca, Eduardo D. - Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic (RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277)
by Singh, Vikkram & Roca, Eduardo & Li, Bin - Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence (RePEc:eee:reveco:v:65:y:2020:i:c:p:46-68)
by Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A. - Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? (RePEc:eee:riibaf:v:33:y:2015:i:c:p:221-246)
by Jamaani, Fouad & Roca, Eduardo - Should funds invest in socially responsible investments during downturns? (RePEc:eme:arjpps:v:23:y:2010:i:3:p:254-266)
by Richard Copp & Michael L. Kremmer & Eduardo Roca - Are socially responsible investment markets worldwide integrated? (RePEc:eme:arjpps:v:23:y:2010:i:3:p:281-301)
by Eduardo Roca & Victor S.H. Wong & Gurudeo Anand Tularam - BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests (RePEc:gri:apaper:finance:201401)
by Abdulnasser Hatemi-J & Eduardo Roca - What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition (RePEc:gri:fpaper:finance:200901)
by Benjamin Liu & Donghui Li & Eduardo Roca - The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods (RePEc:gri:fpaper:finance:201003)
by Abdulnasser Hatemi-J & Eduardo Roca - Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme (RePEc:gri:fpaper:finance:201009)
by John Hua Fan & Eduardo Roca & Alexandr Akimov - Estimating Optimal Hedge Ratio with Unknown Structural Breaks (RePEc:gri:fpaper:finance:201010)
by Abdulnasser Hatemi-J & Eduardo Roca - An Empirical Investigation of Consumption CAPMs in the Australian Market (RePEc:gri:fpaper:finance:201011)
by Bin Li & Benjamin Liu & Eduardo Roca - The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach (RePEc:gri:fpaper:finance:201012)
by Eduardo Roca & Victor Wong & Gurudeo Tularam - Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? (RePEc:gri:fpaper:finance:201013)
by Zoltam Murgulov & Eduardo Roca - Macroeconomic Conditions and Capital Structure: Evidence from Taiwan (RePEc:gri:fpaper:finance:201014)
by Hsien-Hung Yeh & Eduardo Roca - Do Pacific Basin Investors Value Corporate Sustainability? (RePEc:gri:fpaper:finance:201016)
by W. K. Adrian Cheung & Eduardo Roca - Is Corporate Sustainability valued by Australian Investors? (RePEc:gri:fpaper:finance:201017)
by W.K. Adrian Cheung & Eduardo Roca - The Performance of Socially Responsible Investments Across Different Market Regimes (RePEc:gri:fpaper:finance:201018)
by W K Adrian Cheung & Huimin Li & Eduardo Roca - Are Real Estate Markets Integrated with the World Market? (RePEc:gri:fpaper:finance:201111)
by Abdulnasser Hatemi-J & Eduardo Roca - Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies (RePEc:gri:fpaper:finance:201120)
by Parmendra Sharma & Eduardo Roca - 2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context (RePEc:gri:fpaper:finance:201210)
by Yuan Tian & Alexandr Akimov & Eduardo Roca & Victor Wong - 2012-19 Re-designing banking structures: Are there lessons to be learnt from socialist systems? A study of five ASEAN economies (RePEc:gri:fpaper:finance:201219)
by Thanh Nguyen & Parmendra Sharma & Eduardo Roca - Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs (RePEc:gri:fpaper:finance:201502)
by Tian Yuan & Rakesh Gupta & Eduardo Roca - The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia (RePEc:gri:fpaper:finance:201504)
by Quynh Chau Pham & Benjamin Liu & Eduardo Roca - Volatility spillovers from international commodity markets to the Australian equity market (RePEc:gri:fpaper:finance:201505)
by Neda Todorova & Michael Soucek & Eduardo Roca - Stock market interdependence between Australia and its trading partners: does trade intensity matter? (RePEc:gri:fpaper:finance:201506)
by Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca - The efficiency of Asian stock markets: Fresh evidence based on new tests (RePEc:gri:fpaper:finance:201507)
by Jen-Je Su & Eduardo Roca & Victor SH Wong - Yes, social housing in Australia desperately needs financial innovation! (RePEc:gri:fpaper:finance:201605)
by Augustine Conteh & Benjamin Liu & Eduardo Roca - Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan (RePEc:mes:emfitr:v:48:y:2012:i:s3:p:141-156)
by Hsien-Hung H. Yeh & Eduardo Roca - Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? (RePEc:ris:ecoint:0018)
by Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo - Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? (RePEc:ris:ecoint:0077)
by Hatemi-J, Abdulnasser & Roca, Eduardo & Qiu, Jia Qiu - US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 (RePEc:ris:ecoint:0097)
by Hatemi-J , Abdulnasser & Roca, Eduardo & Tang, Fang - Stock returns and consumption factors in the Australian market: Cross-sectional tests (RePEc:sae:ausman:v:36:y:2011:i:2:p:247-266)
by Bin Li & Benjamin Liu & Eduardo Roca - Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme (RePEc:sae:ausman:v:39:y:2014:i:1:p:73-91)
by John Hua Fan & Eduardo Roca & Alexandr Akimov - Efficiency, innovation and competition: evidence from Vietnam, China and India (RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1045-5)
by Thanh Pham Thien Nguyen & Son Hong Nghiem & Eduardo Roca & Parmendra Sharma - International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis (RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1488-6)
by Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca - Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach (RePEc:taf:apeclt:v:13:y:2006:i:5:p:293-299)
by Abdulnasser Hatemi-J & Eduardo Roca - Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series (RePEc:taf:apeclt:v:19:y:2012:i:4:p:373-377)
by Jen-Je Su & Eduardo Roca - Cointegration networks in stock markets (RePEc:taf:apeclt:v:25:y:2018:i:10:p:663-667)
by Vikkram Singh & Eduardo Roca & Bin Li - Australia and the three little dragons: are their equity markets interdependent? (RePEc:taf:apeclt:v:8:y:2001:i:3:p:203-207)
by Eduardo Roca & E. Antony Selvanathan - Unknown item RePEc:taf:apfiec:v:15:y:2005:i:8:p:539-546 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:10:p:827-835 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2008:i:14:p:1173-1180 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2008:i:7:p:583-597 (article)
- Unknown item RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511 (article)
- A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks (RePEc:taf:applec:44:y:2012:i:11:p:1443-1448)
by Abdulnasser Hatemi-J & Eduardo Roca - Which way does water flow? An econometric analysis of the global price integration of water stocks (RePEc:taf:applec:44:y:2012:i:23:p:2935-2944)
by Eduardo Roca & Gurudeo Anand Tularam - How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows (RePEc:taf:applec:v:46:y:2014:i:22:p:2665-2684)
by Thanh Pham Thien Nguyen & Eduardo Roca & Parmendra Sharma - Estimating the optimal hedge ratio in the presence of potential unknown structural breaks (RePEc:taf:applec:v:46:y:2014:i:8:p:790-795)
by Abdulnasser Hatemi-J & Eduardo Roca - Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices (RePEc:taf:applec:v:47:y:2015:i:23:p:2348-2358)
by Adrian (Wai-Kong) Cheung & Eduardo Roca & Jen-Je Su - Stock market interdependence between Australia and its trading partners: does trade intensity matter? (RePEc:taf:applec:v:47:y:2015:i:49:p:5303-5319)
by Paramati & Rakesh Gupta & Eduardo Roca - Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA (RePEc:taf:applec:v:48:y:2016:i:30:p:2822-2835)
by Thanh Pham Thien Nguyen & Son Hong Nghiem & Eduardo Roca & Parmendra Sharma - Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia (RePEc:taf:applec:v:48:y:2016:i:44:p:4210-4226)
by Sudharshan Reddy Paramati & Eduardo Roca & Rakesh Gupta - BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests (RePEc:taf:applec:v:48:y:2016:i:59:p:5772-5778)
by Abdulnasser Hatemi-J & Eduardo Roca - Water as an investment: liquid yet illiquid! (RePEc:taf:applec:v:48:y:2016:i:9:p:731-745)
by Yizheng Jin & Bin Li & Eduardo Roca & Victor Wong - The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests (RePEc:taf:applec:v:49:y:2017:i:16:p:1584-1592)
by Abdulnasser Hatemi-J & Abdulrahman Al Shayeb & Eduardo Roca - Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping (RePEc:taf:applec:v:49:y:2017:i:29:p:2817-2828)
by Jen-Je Su & Adrian (Wai-Kong) Cheung & Eduardo Roca - Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets (RePEc:taf:applec:v:49:y:2017:i:34:p:3435-3452)
by Huayun Jiang & Neda Todorova & Eduardo Roca & Jen-Je Su - How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles (RePEc:taf:applec:v:49:y:2017:i:42:p:4209-4230)
by Vikkram Singh & Bin Li & Eduardo Roca - Global and regional linkages across market cycles: evidence from partial correlations in a network framework (RePEc:taf:applec:v:51:y:2019:i:33:p:3551-3582)
by Vikkram Singh & Bin Li & Eduardo Roca - Weathering financial crisis in China: the role of global market integration (RePEc:taf:applec:v:53:y:2021:i:15:p:1756-1776)
by Vikkram Singh & Eduardo Dacillo Roca - Green building, split-incentives and affordable rental housing policy (RePEc:taf:chosxx:v:36:y:2021:i:1:p:23-45)
by Stefen MacAskill & Rodney A. Stewart & Eduardo Roca & Benjamin Liu & Oz Sahin - An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method (RePEc:taf:eurjfi:v:10:y:2004:i:6:p:475-488)
by Abdulnasser Hatemi-J & Eduardo Roca - Agricultural commodity futures trading based on cross-country rolling quantile return signals (RePEc:taf:quantf:v:19:y:2019:i:8:p:1373-1390)
by Huayun Jiang & Neda Todorova & Eduardo Roca & Jen-Je Su - Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures (RePEc:wly:jfutmk:v:36:y:2016:i:12:p:1231-1255)
by Huayun Jiang & Jen‐Je Su & Neda Todorova & Eduardo Roca - Philippines (RePEc:wsi:wschap:9789812819611_0014)
by Violeta Calanog & Eduardo Roca & Violeta Vicente