Search Results - Roca, E.

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  1. 1
    The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context

    The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context by Cheung, Adrian, Roca, E.

    Published 2013
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  2. 2
    Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping

    Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping by Cheung, Adrian, Su, J., Roca, E.

    Published 2016
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  3. 3
    Are securitised real estate markets efficient?: New international evidence based on an improved automatic Portmanteau test

    Are securitised real estate markets efficient?: New international evidence based on an improved automatic Portmanteau test by Su, J., Cheung, Adrian, Roca, E.

    Published 2012
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  4. 4
    Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices

    Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices by Cheung, Adrian, Roca, E., Su, J.

    Published 2015
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  5. 5
    Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity

    Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity by Su, J., Cheung, Adrian, Roca, E.

    Published 2014
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  6. 6
    Sprinkle Your Investment Portfolio with Water!

    Sprinkle Your Investment Portfolio with Water! by Jin, Y., Roca, E., Li, B., Wong, V., Cheung, Adrian

    Published 2015
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