Eduardo Roca

Griffith University

Professor

170 Kessels Road, Nathan

Queensland

Brisbane, 4111

Australia

  • Griffith University

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    • Tel: (07) 373 57583
SCHOLARLY PAPERS

14

DOWNLOADS

1,389

TOTAL CITATIONS

3

Scholarly Papers (14)

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1.

Bank Reforms and Efficiency: Evidence from Vietnam, the Rising Star of Asia

Number of pages: 28 Posted: 20 Oct 2013
Thanh Nguyen, Parmendra Sharma and Eduardo Roca
Griffith University, Griffith University and Griffith University
Downloads 253 (260,712)
Citation 1

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bank efficiency, reforms, listing, ownership, competition

2.

Fundamental Signals of Investment Profitability in the Global Water Industry

Number of pages: 22 Posted: 23 Dec 2013
Sm Reza, Eduardo Roca and Gurudeo Anand Tularam
Griffith University, Griffith University and Griffith University
Downloads 169 (380,851)

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World Water Index; abnormal returns; fundamental variables; profitability; panel data; water investments; water industry; accounting variables and investment; water funds

3.

A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners

25th Australasian Finance and Banking Conference 2012
Number of pages: 30 Posted: 28 Aug 2012
Sudharshan Reddy Paramati, Sudharshan Reddy Paramati, Rakesh Gupta and Eduardo Roca
University of Dundeeaffiliation not provided to SSRN, Financial Research Network (FIRN) and Griffith University
Downloads 166 (386,806)

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Trade linkages, Stock market integration, Global financial crisis and AGDCC-GARCH models

4.

An Industry-Guided Review of Responsible Investing: Bridging the Divide between Academia and Industry

Journal of Cleaner Production, Forthcoming
Number of pages: 57 Posted: 03 May 2022
John Hua Fan, Akihiro Omura and Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics, Griffith University and Griffith University
Downloads 144 (435,688)

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5.

Yes, Indeed, Idiosyncratic Risk Matters to Socially Responsible Investments!

Number of pages: 14 Posted: 07 Nov 2010
Huimin Li, Adrian (Wai-Kong) Cheung and Eduardo Roca
Griffith University - Griffith Business School, City University of Macau and Griffith University
Downloads 127 (481,927)

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Idiosyncratic Risk, Unsystematic Risk, Socially Responsible Investment, Stock Market Regimes

6.

Rethinking the Role of the State in Finance: Some Lessons from Vietnam's 'Socialist' System

Number of pages: 18 Posted: 06 Mar 2013
Thanh Nguyen, Parmendra Sharma and Eduardo Roca
Griffith University, Griffith University and Griffith University
Downloads 125 (487,968)

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Role of state in finance, bank performance, Vietnam, Philippines, Thailand, Indonesia, China

7.

Price Contagion and Risk Spillover in the Global Commodities Market: COVID-19 Pandemic vs. Global Financial Crisis

Number of pages: 57 Posted: 23 Feb 2022 Last Revised: 25 Feb 2022
Md. Mostafa Kamal, Md. Mostafa Kamal, Eduardo Roca, Bin Li, Lin Chen and Rajibur Reza
Goethe University Frankfurt, Griffith University, Griffith University - Department of Accounting, Finance and Economics, School of Management, Northwestern Polytechnical University, China and Department of Accounting, Finance and Economics, Griffith Business School, Griffith University
Downloads 97 (588,287)

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COVID-19 pandemic, Commodity futures, PMFG, Spillover risk

8.

Australian Bank Mortgage Price-Setting Behaviour Pre- and Post-GFC: Does International Funding Cost Matter?

Number of pages: 41 Posted: 03 Jun 2017 Last Revised: 18 Jul 2017
Quynh Holland, Benjamin Liu and Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 82 (652,529)
Citation 1

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Mortgage interest rate, pass-through, funding cost, Australian banks, global financial crisis, PMGE model

9.

Developing Fiji's Persistently Small and Inactive Stock Market: Exploring a Strategic Fiji-Australia Alliance Prospect

Number of pages: 28 Posted: 07 Mar 2014 Last Revised: 08 Mar 2014
Eduardo Roca, Parmendra Sharma and Victor Wong
Griffith University, Griffith University and Griffith University
Downloads 73 (697,218)

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stock market, Fiji, Australia, strategic alliance, South Pacific, integration

10.

It is Time to Reexamine the Role of Stock Markets in Developing Economies

Journal of Asia-Pacific Business, 13(3), 206-228, 2012
Number of pages: 24 Posted: 06 Dec 2012
Parmendra Sharma and Eduardo Roca
Griffith University and Griffith University
Downloads 67 (730,716)

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Fiji, South Pacific, developing economies, stock markets, financial systems

11.

Stock Market Interdependence between Australia and Its Trading Partners: Does Trade Intensity Matter?

Paramati, S.R., Gupta, R. & Roca, E. (2015) “Stock market interdependence between Australia and its trading partners: does trade intensity matter?” Applied Economics DOI: 10.1080/00036846.2015.1047088
Number of pages: 34 Posted: 17 Jul 2017
Sudharshan Reddy Paramati, Sudharshan Reddy Paramati, Rakesh Gupta and Eduardo Roca
University of Dundeeaffiliation not provided to SSRN, Financial Research Network (FIRN) and Griffith University
Downloads 64 (748,443)
Citation 1

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12.

Linkages between the ADR Market and the Respective Macroeconomic Fundamentals – Cases for Brazil, Russia, India and China (the BRICs)

Number of pages: 52 Posted: 19 Aug 2013
tian yuan, tian yuan, Rakesh Gupta and Eduardo Roca
Griffith University - Griffith Business SchoolGriffith University - Department of Accounting, Finance and Economics, Financial Research Network (FIRN) and Griffith University
Downloads 22 (1,131,132)

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BRICs, American Depository Receipts (ADRs), macroeconomic variables, inter-relationship

13.

Estimation and Performance Evaluation of Optimal Hedge Ratios in the Carbo Market of the European Union Emissions Trading Scheme

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
John Hua Fan, Eduardo Roca and Alexandr Akimov
Griffith University - Department of Accounting, Finance and Economics, Griffith University and Griffith University - Department of Accounting, Finance and Economics

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carbon market, CO2, conditional hedge ratio, hedging, emissions trading, risk management

14.

Stock Returns and Consumption Factors in the Australian Market: Cross-Sectional Tests

Australian Journal of Management, Vol. 36, No. 2, 2011
Posted: 05 Feb 2012
Li Bin, Benjamin Liu and Eduardo Roca
affiliation not provided to SSRN, Monash University - Department of Accounting and Finance and Griffith University

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consumption-based CAPM, consumption-wealth ratio, surplus consumption, labour income, conditional model, asset pricing