Details about Dooruj Rambaccussing

Access statistics for papers by Dooruj Rambaccussing.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pra400

Working Papers

2024

1. The impact of international students in the UK on the cultural goods trade
   French Stata Users' Group Meetings 2024, Stata Users Group

2023

2. Exploring Entertainment Utility from Football Games
   Economics Discussion Papers, Department of Economics, University of Reading View citations (3)
   See also Journal Article Exploring entertainment utility from football games, Journal of Economic Behavior & Organization, Elsevier (2024) (2024)

2022

3. Look who’s Talking: Individual Committee members’ impact on inflation expectations
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee

2016

4. Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
5. 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 View citations (5)
6. Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair
   Economics Discussion Papers, Department of Economics, University of Reading View citations (6)
   Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2016) View citations (6)

2015

7. A test of long memory hypothesis based on self-similarity
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (7)
   Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2015) View citations (8)
   See also Journal Article A Test of the Long Memory Hypothesis Based on Self-Similarity, Journal of Time Series Econometrics, De Gruyter (2015) View citations (7) (2015)
8. 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 View citations (6)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014)
9. Modelling Housing Prices using a Present Value State Space Model
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
   Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2015) View citations (1)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) View citations (1)
10. Revisiting Shiller's excess volatility hypothesis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
11. Revisiting Shiller’s excess volatility hypothesis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)

2014

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

Journal Articles

2025

1. Return predictability, dividend growth, and the persistence of the price–dividend ratio
   International Journal of Forecasting, 2025, 41, (1), 92-110

2024

2. Bitcoin replication using machine learning
   International Review of Financial Analysis, 2024, 93, (C) View citations (2)
3. Exploring entertainment utility from football games
   Journal of Economic Behavior & Organization, 2024, 223, (C), 185-198
   See also Working Paper Exploring Entertainment Utility from Football Games, Economics Discussion Papers (2023) View citations (3) (2023)
4. The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland
   Bulletin of Economic Research, 2024, 76, (2), 371-393

2021

5. The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth
   SN Business & Economics, 2021, 1, (9), 1-15

2020

6. Forecasting with news sentiment: Evidence with UK newspapers
   International Journal of Forecasting, 2020, 36, (4), 1501-1516 View citations (22)
7. True versus Spurious Long Memory in Cryptocurrencies
   JRFM, 2020, 13, (9), 1-11 View citations (7)

2019

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

2018

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

2015

13. A Test of the Long Memory Hypothesis Based on Self-Similarity
    Journal of Time Series Econometrics, 2015, 7, (2), 115-141 View citations (7)
    See also Working Paper A test of long memory hypothesis based on self-similarity, SIRE Discussion Papers (2015) View citations (7) (2015)