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Stock returns and consumption factors in the Australian market : cross-sectional tests
Li, Bin; Liu, Benjamin; Roca, Eduardo - In: Australian journal of management 36 (2011) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10009303247
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Macroeconomic conditions and capital structure over the business cycle : further evidence in the context of Taiwan
Yeh, Hsien-hung H.; Roca, Eduardo - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 141-156
Persistent link: https://www.econbiz.de/10009778689
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The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index : evidence from the Asian Pacific index
Cheung, Adrian Wai Kong; Roca, Eduardo - In: Journal of Asian economics 24 (2013), pp. 51-65
Persistent link: https://www.econbiz.de/10009715259
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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
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Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 46 (2014) 7/9, pp. 790-795
Persistent link: https://www.econbiz.de/10010398935
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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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
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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
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Price interdependence among equity markets in the Asia-Pacific region : focus on Australia and ASEAN
Roca, Eduardo - 2000
Persistent link: https://www.econbiz.de/10001441606
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433