Narrow search
Showing 1 - 10 of 17
Cover Image
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/10007305748
Cover Image
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
Hatemi-J, Abdulnasser; Roca, Eduardo - In: The European journal of finance 10 (2004) 6, pp. 475-488
Persistent link: https://www.econbiz.de/10005923805
Cover Image
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 15 (2005) 8, pp. 539-546
Persistent link: https://www.econbiz.de/10007642212
Cover Image
The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
Cheung, Adrian (Wai Kong); Roca, Eduardo - In: Journal of Asian economics 24 (2013), pp. 51-65
Persistent link: https://www.econbiz.de/10010070061
Cover Image
Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries : pre- and post-September 11
Hatemi-J, Abdulnasser; Roca, Eduardo; Buncic, Daniel - In: The journal of applied business research 22 (2006) 3, pp. 65-74
Persistent link: https://www.econbiz.de/10009881410
Cover Image
Are socially responsible investment markets worldwide integrated?
Roca, Eduardo; Wong, Victor S. H.; Tularam, Gurudeo Anand - In: Accounting research journal 23 (2010) 3, pp. 281-301
Persistent link: https://www.econbiz.de/10009889523
Cover Image
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/10009889525
Cover Image
It Is Time to Reexamine the Role of Stock Markets in Developing Economies
Sharma, Parmendra; Roca, Eduardo - In: Journal of Asia Pacific business 13 (2012) 3, pp. 206-229
Persistent link: https://www.econbiz.de/10010000558
Cover Image
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach
Roca, Eduardo; Wong, Victor - In: Applied financial economics 18 (2008) 7-9, pp. 583-598
Persistent link: https://www.econbiz.de/10008070700
Cover Image
Estimating banks' equity duration: a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 14, pp. 1173-1180
Persistent link: https://www.econbiz.de/10008082484