Research output per year
Research output per year
- 32 results
Search results
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2024
Bitcoin replication using machine learning
Harris, R. D. F. (Lead / Corresponding author), Mazibas, M. & Rambaccussing, D., May 2024, In: International Review of Financial Analysis. 93, 9 p., 103207.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)73 Downloads (Pure) -
Exploring entertainment utility from football games
Pawlowski, T. (Lead / Corresponding author), Rambaccussing, D., Ramirez, P., Reade, J. J. & Rossi, G., Jul 2024, In: Journal of Economic Behavior and Organization. 223, p. 185-198 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile46 Downloads (Pure) -
Return predictability, dividend growth, and the persistence of the price–dividend ratio
Golinski, A. (Lead / Corresponding author), Madeira, J. & Rambaccussing, D., 24 Apr 2024, (E-pub ahead of print) In: International Journal of Forecasting. 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile35 Downloads (Pure) -
The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland
Rambaccussing, D. (Lead / Corresponding author) & Kwiatkowski, A. (Lead / Corresponding author), Apr 2024, In: Bulletin of Economic Research. 76, 2, p. 371-393 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile40 Downloads (Pure) -
2023
Cryptocurrency Replication Using Machine Learning
Harris, R. D. F. (Lead / Corresponding author), Mazibas, M. & Rambaccussing, D., 26 Aug 2023, Social Science Research Network , 29 p.Research output: Working paper/Preprint › Preprint
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Exploring entertainment utility from football games
Pawlowski, T. (Lead / Corresponding author), Rambaccussing, D., Ramirez, P., Reade, J. & Rossi, G., 1 Aug 2023, Social Science Research Network , 31 p.Research output: Working paper/Preprint › Preprint
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2022
Dundee Discussion Papers in Economics 305: Look who’s Talking: Individual Committee members’ impact on inflation expectations
Rambaccussing, D., Menzies, C. & Kwiatkowski, A., Jun 2022, Dundee: University of Dundee, Department of Economic Studies , p. 1-40, 40 p. (Dundee Discussion Papers in Economics; no. 305).Research output: Working paper/Preprint › Discussion paper
Open AccessFile176 Downloads (Pure) -
2021
The Price-Rent ratio inequality in Scottish Cities: Fluctuations in discount rates and expected rent growth
Rambaccussing, D. (Lead / Corresponding author), 16 Aug 2021, In: SN Business and Economics. 1, 15 p., 117.Research output: Contribution to journal › Article › peer-review
Open AccessFile114 Downloads (Pure) -
2020
Forecasting with news sentiment: Evidence with UK newspapers
Rambaccussing, D. (Lead / Corresponding author) & Kwiatkowski, A., 1 Oct 2020, In: International Journal of Forecasting. 36, 4, p. 1501-1516 16 p.Research output: Contribution to journal › Special issue › peer-review
Open AccessFile24 Citations (Scopus)276 Downloads (Pure) -
True versus Spurious Long Memory in Cryptocurrencies
Rambaccussing, D. (Lead / Corresponding author) & Mazibas, M., Sept 2020, In: Journal of Risk and Financial Management. 13, 9, p. 1-11 11 p., 186.Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Citations (Scopus)77 Downloads (Pure) -
2019
Breaks and the Statistical Process of Inflation: The Case of Estimating the ‘Modern’ Long-Run Phillips Curve
Russell, B. (Lead / Corresponding author) & Rambaccussing, D., 15 May 2019, In: Empirical Economics. 56, 5, p. 1455-1475 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)335 Downloads (Pure) -
Economy through a lens: Distortions of policy coverage in UK national newspapers
Bowden, J., Kwiatkowski, A. & Rambaccussing, D. (Lead / Corresponding author), Dec 2019, In: Journal of Comparative Economics. 47, 4, p. 881-906 26 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)137 Downloads (Pure) -
2018
Expected Returns and Expected Dividend Growth in Europe: Legal Origin, Institutional and Financial Determinants
Rambaccussing, D. & Power, D., 11 Oct 2018, In: International Journal of Finance and Economics. 23, 4, p. 533-545 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)114 Downloads (Pure) -
Fluctuations in the UK Equity Market: What drives stock returns?
Rambaccussing, D. (Lead / Corresponding author) & Power, D., 2018, In: European Journal of Finance. 24, 6, p. 499-516 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)247 Downloads (Pure) -
Forecasting with Social Media: Evidence from Tweets on Soccer Matches
Brown, A. (Lead / Corresponding author), Rambaccussing, D., Reade, J. J. & Rossi, G., Jul 2018, In: Economic Inquiry. 56, 3, p. 1748-1763 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile28 Citations (Scopus)238 Downloads (Pure) -
2016
Dundee Discussion Papers in Economics 293: Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair
Brown, A. (Lead / Corresponding author), Rambaccussing, D., Reade, J. J. & Rossi, G., 17 Feb 2016, Dundee: University of Dundee, 32 p. (Dundee Discussion Papers in Economics; no. 293).Research output: Working paper/Preprint › Working paper
File35 Downloads (Pure) -
Dundee Discussion Papers in Economics 294: Breaks and the Statistical Process of Inflation: The Case of the 'Modern' Phillips Curve
Russell, B. (Lead / Corresponding author) & Rambaccussing, D., 27 Feb 2016, Dundee: University of Dundee, 31 p. (Dundee Discussion Papers in Economics; no. 294).Research output: Working paper/Preprint › Working paper
File33 Downloads (Pure) -
Expected Returns and Expected Dividend Growth in Europe: Legal Origin, Institutional and Financial Determinants
Rambaccussing, D. & Power, D., 13 Jun 2016.Research output: Contribution to conference › Paper › peer-review
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Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair
Brown, A., Rambaccussing, D., Reade, J. J. & Rossi, G., 25 Aug 2016, p. 1-33. 33 p.Research output: Contribution to conference › Paper › peer-review
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2015
A test of the long memory hypothesis based on self-similarity
Davidson, J. (Lead / Corresponding author) & Rambaccussing, D., Jul 2015, In: Journal of Time Series Econometrics. 7, 2, p. 115-141 27 p., 7.Research output: Contribution to journal › Article › peer-review
Open AccessFile218 Downloads (Pure) -
Dundee Discussion Papers in Economics 284: Fractional integration of the price-dividend ratio in a present-value model of stock prices
Golinski, A., Madeira, J. & Rambaccussing, D., Feb 2015, University of Dundee, 45 p. (Dundee Discussion Papers in Economics; no. 284).Research output: Working paper/Preprint › Discussion paper
File30 Downloads (Pure) -
Dundee Discussion Papers in Economics 285: Modelling housing prices using a present value state space model
Rambaccussing, D., 2015, Dundee: University of Dundee, 21 p. (Dundee Discussion Papers in Economics; no. 285).Research output: Working paper/Preprint › Discussion paper
File28 Downloads (Pure) -
Dundee Discussion Papers in Economics 286: A test of the long memory hypothesis based on self-similarity
Davidson, J. & Rambaccussing, D., Feb 2015, University of Dundee, 21 p. (Dundee Discussion Papers in Economics; no. 286).Research output: Working paper/Preprint › Discussion paper
File24 Downloads (Pure) -
Dundee Discussion Papers in Economics 287: Revisiting Shiller’s excess volatility hypothesis
Rambaccussing, D., Feb 2015, University of Dundee, 24 p. (Dundee Discussion Papers in Economics; no. 287).Research output: Working paper/Preprint › Discussion paper
File38 Downloads (Pure) -
Dundee Discussion Papers in Economics 291: Moment matching in the present value identity, and a new model
Rambaccussing, D., Oct 2015, University of Dundee, 28 p. (Dundee Discussion Papers in Economics; no. 291).Research output: Working paper/Preprint › Discussion paper
File28 Downloads (Pure) -
Modeling housing prices using a present value state space model
Rambaccussing, D., May 2015, Nordic Econometric Network.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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2014
Fractional integration of expected returns in a present-value model of stock prices
Golinski, A., Madeira, J. & Rambaccussing, D., Sept 2014, International Association for Applied Econometrics. International Association for Applied Econometrics, 45 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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2012
Modeling the persistence in expected returns
Rambaccussing, D. (Lead / Corresponding author), 2012. 42 p.Research output: Contribution to conference › Paper › peer-review
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2011
Do Mean Reverting based trading strategies outperform Buy and Hold?
Rambaccussing, D., 2011, Valencia: Department of Applied Economics II, Universidad de Valencia, 35 p. (Working Papers in Applied Economics; no. 1113).Research output: Working paper/Preprint › Working paper
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Modeling the persistence in expected returns
Rambaccussing, D., 2011, European Financial Management Association Annual Meetings.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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2010
A real-time trading rule
Rambaccussing, D., 2010, Munich: University Library of Munich, Germany, 30 p. (MPRA Paper; no. 27148).Research output: Working paper/Preprint › Working paper
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2009
Exploiting price misalignements
Rambaccussing, D., 2009, University Library of Munich, Germany, 29 p. (MPRA Paper; no. 27147).Research output: Working paper/Preprint › Working paper