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Eduardo Roca

Griffith University

Professor

170 Kessels Road, Nathan

Queensland

Brisbane, 4111

Australia

  • Griffith University

    • Email
    • Tel: (07) 373 57583
SCHOLARLY PAPERS

15

DOWNLOADS

564

CITATIONS

1

Scholarly Papers (15)

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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 119 (149,440)

Abstract:

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 92 (211,262)

Abstract:

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, Curtin University and Griffith University
Downloads 72 (253,963)

Abstract:

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 55 (270,151)

Abstract:

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 Rajibur Reza, Eduardo Roca and Gurudeo Anand Tularam
Griffith University, Griffith University and Griffith University
Downloads 36 (307,770)

Abstract:

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

6.

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 (446,309)

Abstract:

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 18 (415,515)
Citation 1

Abstract:

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

8.

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 17 (397,139)

Abstract:

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

9.

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 (492,470)

Abstract:

10.

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 (553,143)

Abstract:

Asset pricing, Bond pricing, Default and term beta, Liquidity risk

11.

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

Number of pages: 41 Posted: 03 Jun 2017
Quynh Pham 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 0 (530,936)

Abstract:

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

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 0 (539,855)

Abstract:

13.

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 (553,143)

Abstract:

Credit criteria, Fee differentials, Mortgage fees, Mortgage lenders

14.

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

Abstract:

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

15.

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

Abstract:

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

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