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Details about Dooruj Rambaccussing

E-mail:
Homepage:https://sites.google.com/site/doorujrambaccussing/
Postal address:3, Perth Road, Economic Studies, University of Dundee Dundee DD1 4HN
Workplace:Department of Economics Studies, University of Dundee, (more information at EDIRC)

Access statistics for papers by Dooruj Rambaccussing.

Last updated 2020-11-03. Update your information in the RePEc Author Service.

Short-id: pra400


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Working Papers

2016

  1. Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads
  2. Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting Downloads View citations (2)
  3. Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (4)
    Also in Economics Discussion Papers, Department of Economics, Reading University (2016) Downloads View citations (4)

2015

  1. A test of long memory hypothesis based on self-similarity
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (3)
    Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2015) Downloads View citations (3)

    See also Journal Article in Journal of Time Series Econometrics (2015)
  2. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (6)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) Downloads
  3. Modelling Housing Prices using a Present Value State Space Model
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (1)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) Downloads
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) Downloads
  4. Revisiting Shiller's excess volatility hypothesis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
  5. Revisiting Shiller’s excess volatility hypothesis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads

2014

  1. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2020

  1. Forecasting with news sentiment: Evidence with UK newspapers
    International Journal of Forecasting, 2020, 36, (4), 1501-1516 Downloads
  2. True versus Spurious Long Memory in Cryptocurrencies
    Journal of Risk and Financial Management, 2020, 13, (9), 1-11 Downloads View citations (1)

2019

  1. Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve
    Empirical Economics, 2019, 56, (5), 1455-1475 Downloads
  2. Economy through a lens: Distortions of policy coverage in UK national newspapers
    Journal of Comparative Economics, 2019, 47, (4), 881-906 Downloads View citations (1)

2018

  1. Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants
    International Journal of Finance & Economics, 2018, 23, (4), 533-545 Downloads
  2. FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES
    Economic Inquiry, 2018, 56, (3), 1748-1763 Downloads View citations (12)
  3. Fluctuations in the UK equity market: what drives stock returns?
    The European Journal of Finance, 2018, 24, (6), 499-516 Downloads

2015

  1. A Test of the Long Memory Hypothesis Based on Self-Similarity
    Journal of Time Series Econometrics, 2015, 7, (2), 115-141 Downloads View citations (3)
    See also Working Paper (2015)
 
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