Details about Dooruj Rambaccussing

Access statistics for papers by Dooruj Rambaccussing.

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

Short-id: pra400

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
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 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 View citations (4)
   Also in Economics Discussion Papers, Department of Economics, Reading University (2016) View citations (4)

2015

4. A test of long memory hypothesis based on self-similarity
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (3)
   Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2015) View citations (3)
   See also Journal Article in Journal of Time Series Econometrics (2015)
5. 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)
6. Modelling Housing Prices using a Present Value State Space Model
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (1)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015)
7. Revisiting Shiller's excess volatility hypothesis
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
8. Revisiting Shiller’s excess volatility hypothesis
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)

2014

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

Journal Articles

2020

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

2019

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

2018

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

2015

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