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

16

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Scholarly Papers (16)

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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 176 (167,471)

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bank efficiency, reforms, listing, ownership, competition

2.

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, Rakesh Gupta and Eduardo Roca
Jiangxi University of Finance and Economics, Griffith University - Griffith Business School and Griffith University
Downloads 112 (240,750)

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

3.

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, Flinders University and Griffith University
Downloads 84 (291,091)

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

4.

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 79 (301,923)

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

5.

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 75 (311,259)

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

6.

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 36 (432,718)

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

7.

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 30 (458,745)

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

8.

Long-Term and Short-Term Contract in a Mixed Market

Australian Economic Papers, Vol. 44, No. 3, pp. 275-289, September 2005
Number of pages: 15 Posted: 07 Sep 2005
Eduardo Roca and Mark Brimble
Griffith University and Griffith University - School of Accounting, Banking and Finance - Nathan and Logan Campuses
Downloads 19 (517,789)
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9.

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 16 (534,931)

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

10.

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, Rakesh Gupta and Eduardo Roca
Jiangxi University of Finance and Economics, Griffith University - Griffith Business School and Griffith University
Downloads 13 (552,588)

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11.

Long-Term and Short-Term Equity Market Price Interactions between Australia and the Chinese States

Australian Economic Papers, Vol. 44, No. 3, pp. 221-230, September 2005
Number of pages: 10 Posted: 06 Sep 2005
Eduardo Roca and Mark Brimble
Griffith University and Griffith University - School of Accounting, Banking and Finance - Nathan and Logan Campuses
Downloads 10 (570,589)
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12.

Management Behaviour in Vietnamese Commercial Banks

Australian Economic Papers, Vol. 55, Issue 4, pp. 345-367, 2016
Number of pages: 23 Posted: 26 Mar 2017
Thanh Nguyen, Son Nghiem and Eduardo Roca
Griffith University, University of Queensland and Griffith University
Downloads 1 (638,107)
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13.

Risk Factors in Australian Bond Returns

Accounting & Finance, Vol. 57, Issue 2, pp. 373-400, 2017
Number of pages: 28 Posted: 03 Jun 2017
Robert J. Bianchi, Michael E. Drew, Eduardo Roca and Timothy Whittaker
Griffith University, Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 0 (656,222)
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Asset pricing, Bond pricing, Default and term beta, Liquidity risk

14.

What Drives Mortgage Fees in Australia?

Accounting & Finance, Vol. 55, Issue 3, pp. 861-880, 2015
Number of pages: 20 Posted: 03 Sep 2015
Benjamin Liu and Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 0 (656,222)
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Credit criteria, Fee differentials, Mortgage fees, Mortgage lenders

15.

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

16.

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