20092020

Research output per year

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Research Output

2020

Forecasting with news sentiment: Evidence with UK newspapers

Rambaccussing, D. & Kwiatkowski, A., 18 May 2020, In : International Journal of Forecasting. 16 p.

Research output: Contribution to journalSpecial issue

2019
Open Access
File
170 Downloads (Pure)

Economy through a lens: Distortions of policy coverage in UK national newspapers

Bowden, J., Kwiatkowski, A. & Rambaccussing, D., Dec 2019, In : Journal of Comparative Economics. 47, 4, p. 881-906 26 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2018
Open Access
File
4 Downloads (Pure)

Forecasting with Social Media: Evidence from Tweets on Soccer Matches

Brown, A., Rambaccussing, D., Reade, J. J. & Rossi, G., Jul 2018, In : Economic Inquiry. 56, 3, p. 1748-1763 16 p.

Research output: Contribution to journalArticle

Open Access
File
10 Citations (Scopus)
81 Downloads (Pure)
2017

Fluctuations in the UK Equity Marketjavascript:void(0); What drives stock returns?

Rambaccussing, D. & Power, D., 8 Jun 2017, In : European Journal of Finance. 24, 6, p. 499-516 17 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
129 Downloads (Pure)
2016

Breaks and the Statistical Process of Inflation: The Case of the 'Modern' Phillips Curve

Russell, B. & Rambaccussing, D., 27 Feb 2016, Dundee: University of Dundee, Department of Economic Studies , 31 p. (Dundee Discussion Papers in Economics; no. 294).

Research output: Working paper

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 conferencePaper

Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair

Brown, A., Rambaccussing, D., Reade, J. J. & Rossi, G., 17 Feb 2016, Dundee: University of Dundee, Department of Economic Studies , 32 p. (Dundee Discussion Papers in Economics; no. 293).

Research output: Working paper

2015

A test of the long memory hypothesis based on self-similarity

Davidson, J. & Rambaccussing, D., Jul 2015, In : Journal of Time Series Econometrics. 7, 2, p. 115-141 27 p., 7.

Research output: Contribution to journalArticle

Open Access
File
170 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 proceedingConference contribution

Modelling housing prices using a present value state space model

Rambaccussing, D., 2015, Dundee: University of Dundee, Department of Economic Studies , 21 p. (Dundee Discussion Papers in Economics; no. 285).

Research output: Working paperDiscussion paper

2014

Fractional integration of expected returns in a present-value model of stock prices

Golinski, A., Madeira, J. & Rambaccussing, D., Sep 2014, International Association for Applied Econometrics. International Association for Applied Econometrics, 45 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2012

Modeling the persistence in expected returns

Rambaccussing, D., 2012. 42 p.

Research output: Contribution to conferencePaper

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

Modeling the persistence in expected returns

Rambaccussing, D., 2011, European Financial Management Association Annual Meetings.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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

2009

Exploiting price misalignements

Rambaccussing, D., 2009, University Library of Munich, Germany, 29 p. (MPRA Paper; no. 27147).

Research output: Working paper