Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices A Cheung, E Roca, JJ Su Applied Economics 47 (23), 2348-2358, 2015 | 542 | 2015 |
Is there a green premium in the green bond market? Systematic literature review revealing premium determinants S MacAskill, E Roca, B Liu, RA Stewart, O Sahin Journal of cleaner production 280, 124491, 2021 | 290 | 2021 |
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners ED Roca Applied Financial Economics 9 (5), 501-511, 1999 | 161 | 1999 |
Are the ASEAN equity markets interdependent? ED Roca, EA Selvanathan, WF Shepherd ASEAN Economic Bulletin, 109-120, 1998 | 131 | 1998 |
Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic A Omura, E Roca, M Nakai Finance research letters 42, 101914, 2021 | 123 | 2021 |
Does the carbon market help or hurt the stock price of electricity companies? Further evidence from the European context Y Tian, A Akimov, E Roca, V Wong Journal of Cleaner Production 112, 1619-1626, 2016 | 123 | 2016 |
The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context E Roca Journal of Asian Economics 24, 51-65, 2013 | 104 | 2013 |
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries A Hatemi-J, E Roca* Applied Financial Economics 15 (8), 539-546, 2005 | 88 | 2005 |
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests A Hatemi-J, A Al Shayeb, E Roca Applied Economics 49 (16), 1584-1592, 2017 | 87 | 2017 |
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA TPT Nguyen, SH Nghiem, E Roca, P Sharma Applied Economics 48 (30), 2822-2835, 2016 | 87 | 2016 |
Does tourism drive house prices in the OECD economies? Evidence from augmented mean group estimator SR Paramati, E Roca Tourism Management 74, 392-395, 2019 | 81 | 2019 |
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? F Jamaani, E Roca Research in International Business and Finance 33, 221-246, 2015 | 80 | 2015 |
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies J Crossland, B Li, E Roca Applied Energy 109, 10-23, 2013 | 68 | 2013 |
Spillovers and directional predictability with a cross‐quantilogram analysis: The case of US and Chinese agricultural futures H Jiang, JJ Su, N Todorova, E Roca Journal of Futures Markets 36 (12), 1231-1255, 2016 | 65 | 2016 |
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach A Hatemi-J, E Roca Applied Economics Letters 13 (5), 293-299, 2006 | 61 | 2006 |
How efficient is the banking system of Asia’s next economic dragon? Evidence from rolling DEA windows TPT Nguyen, E Roca, P Sharma Applied economics 46 (22), 2665-2684, 2014 | 58 | 2014 |
Economic integration and stock market dynamic linkages: Evidence in the context of Australia and Asia SR Paramati, E Roca, R Gupta Applied Economics 48 (44), 4210-4226, 2016 | 57 | 2016 |
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests A Hatemi-J, E Roca Griffith Business School Discussion Papers Finance 42, 2014 | 55 | 2014 |
Discretionary accruals: signalling or earnings management in Australia? HY Pham, RYM Chung, E Roca, BH Bao Accounting & Finance 59 (2), 1383-1413, 2019 | 42 | 2019 |
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme JH Fan, E Roca, A Akimov Australian Journal of Management 39 (1), 73-91, 2014 | 40 | 2014 |