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
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Working Papers
2016
- Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve
Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
- 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)
- 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
- 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)
- 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)
- 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)
- Revisiting Shiller's excess volatility hypothesis
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
- Revisiting Shiller’s excess volatility hypothesis
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
2014
- 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
- Forecasting with news sentiment: Evidence with UK newspapers
International Journal of Forecasting, 2020, 36, (4), 1501-1516
- True versus Spurious Long Memory in Cryptocurrencies
Journal of Risk and Financial Management, 2020, 13, (9), 1-11 View citations (1)
2019
- Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve
Empirical Economics, 2019, 56, (5), 1455-1475
- 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
- Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants
International Journal of Finance & Economics, 2018, 23, (4), 533-545
- FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES
Economic Inquiry, 2018, 56, (3), 1748-1763 View citations (12)
- Fluctuations in the UK equity market: what drives stock returns?
The European Journal of Finance, 2018, 24, (6), 499-516
2015
- 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)
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