Eduardo Roca

3.0k total citations · 2 hit papers
111 papers, 2.1k citations indexed

About

Eduardo Roca is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Eduardo Roca has authored 111 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 90 papers in Economics and Econometrics, 77 papers in Finance and 41 papers in General Economics, Econometrics and Finance. Recurrent topics in Eduardo Roca's work include Market Dynamics and Volatility (53 papers), Monetary Policy and Economic Impact (37 papers) and Financial Markets and Investment Strategies (30 papers). Eduardo Roca is often cited by papers focused on Market Dynamics and Volatility (53 papers), Monetary Policy and Economic Impact (37 papers) and Financial Markets and Investment Strategies (30 papers). Eduardo Roca collaborates with scholars based in Australia, Vietnam and Canada. Eduardo Roca's co-authors include Adrian Cheung, Jen‐Je Su, Abdulnasser Hatemi‐J, Akihiro Omura, Benjamín Liu, Rodney A. Stewart, Sudharshan Reddy Paramati, Stefen MacAskill, Oz Sahin and Alexandr Akimov and has published in prestigious journals such as Journal of Cleaner Production, Applied Energy and Tourism Management.

In The Last Decade

Eduardo Roca

105 papers receiving 2.0k citations

Hit Papers

Crypto-currency bubbles: an application of the Phillips–S... 2015 2026 2018 2022 2015 2020 50 100 150 200 250
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices
    2015 283 citations Adrian Cheung, Eduardo Roca et al. Applied Economics profile →
  2. Is there a green premium in the green bond market? Systematic literature review revealing premium determinants
    2020 217 citations Eduardo Roca, Benjamín Liu et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Eduardo Roca Australia 23 1.6k 964 390 287 266 111 2.1k
Paul Alagidede South Africa 29 2.0k 1.2× 881 0.9× 630 1.6× 342 1.2× 641 2.4× 139 2.6k
Bushra Naqvi Pakistan 31 2.4k 1.5× 608 0.6× 388 1.0× 366 1.3× 301 1.1× 53 2.9k
Bernard Njindan Iyke Australia 24 1.8k 1.1× 503 0.5× 542 1.4× 338 1.2× 177 0.7× 70 2.2k
Тамара Теплова Russia 22 1.6k 1.0× 493 0.5× 271 0.7× 152 0.5× 299 1.1× 97 2.0k
John H. Hall South Africa 22 1.1k 0.7× 293 0.3× 206 0.5× 420 1.5× 347 1.3× 81 1.6k
Emmanuel Joel Aikins Abakah Ghana 27 2.8k 1.7× 913 0.9× 305 0.8× 164 0.6× 552 2.1× 104 3.0k
Viviana Fernández Chile 24 934 0.6× 434 0.5× 244 0.6× 227 0.8× 61 0.2× 100 1.6k
Elias Tzavalis Greece 18 1.5k 1.0× 609 0.6× 790 2.0× 205 0.7× 88 0.3× 92 2.0k
Ahdi Noomen Ajmi Saudi Arabia 26 2.0k 1.2× 512 0.5× 410 1.1× 258 0.9× 233 0.9× 55 2.2k

Countries citing papers authored by Eduardo Roca

Since Specialization
Citations

This map shows the geographic impact of Eduardo Roca's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eduardo Roca with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eduardo Roca more than expected).

Fields of papers citing papers by Eduardo Roca

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eduardo Roca. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eduardo Roca. The network helps show where Eduardo Roca may publish in the future.

Co-authorship network of co-authors of Eduardo Roca

This figure shows the co-authorship network connecting the top 25 collaborators of Eduardo Roca. A scholar is included among the top collaborators of Eduardo Roca based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eduardo Roca. Eduardo Roca is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
2.
Akimov, Alexandr, et al.. (2023). Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. Economic Analysis and Policy. 77. 863–875. 8 indexed citations
3.
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Omura, Akihiro, et al.. (2023). Geopolitical risk and corporate investment in the metals and mining industry: Evidence from Australia. Pacific-Basin Finance Journal. 79. 101991–101991. 40 indexed citations
5.
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Roca, Eduardo, et al.. (2022). China’s geopolitical risk and international financial markets: evidence from Canada. Applied Economics. 54(34). 3953–3971. 24 indexed citations
7.
Earl, George, et al.. (2022). Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity. The Journal of Real Estate Finance and Economics. 67(4). 695–734. 5 indexed citations
8.
Roca, Eduardo, et al.. (2021). Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. Journal of Policy Modeling. 43(2). 253–277. 21 indexed citations
9.
Roca, Eduardo, et al.. (2020). Weathering financial crisis in China: the role of global market integration. Applied Economics. 53(15). 1756–1776. 2 indexed citations
10.
Li, Bin, et al.. (2019). Global and regional linkages across market cycles: evidence from partial correlations in a network framework. Applied Economics. 51(33). 3551–3582. 8 indexed citations
11.
Roca, Eduardo, et al.. (2017). Cointegration networks in stock markets. Applied Economics Letters. 25(10). 663–667. 2 indexed citations
12.
Li, Bin, et al.. (2017). How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles. Applied Economics. 49(42). 4209–4230. 15 indexed citations
13.
Nghiem, Son, et al.. (2016). Bank reforms and efficiency in Vietnamese banks: Evidence based on SFA and DEA. QUT ePrints (Queensland University of Technology). 2 indexed citations
14.
Su, Jen‐Je, et al.. (2016). Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures. Journal of Futures Markets. 36(12). 1231–1255. 51 indexed citations
15.
Sharma, Parmendra & Eduardo Roca. (2011). Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies. RePEc: Research Papers in Economics.
16.
Su, Jen‐Je & Eduardo Roca. (2011). Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series. Applied Economics Letters. 19(4). 373–377. 1 indexed citations
17.
Li, Jane, Adrian Cheung, & Eduardo Roca. (2010). Yes, Indeed, Idiosyncratic Risk Matters for Socially Responsible Investments!. Griffith Research Online (Griffith University, Queensland, Australia). 1 indexed citations
18.
Li, Jane, Adrian Cheung, & Eduardo Roca. (2010). Socially Responsible Investment in Good and Bad Times. Griffith Research Online (Griffith University, Queensland, Australia). 3 indexed citations
19.
Hatemi‐J, Abdulnasser & Eduardo Roca. (2007). Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners. Applied Financial Economics. 17(10). 827–835. 11 indexed citations
20.
Roca, Eduardo & Daniel Bunčić. (2002). Equity Market Price Interdependence Between Australia and the Asian Tigers. Griffith Research Online (Griffith University, Queensland, Australia). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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