Forecasting with social media: evidence from tweets on soccer matches A Brown, D Rambaccussing, JJ Reade, G Rossi Economic Inquiry 56 (3), 1748-1763, 2018 | 59* | 2018 |
Forecasting with social media: evidence from tweets on soccer matches A Brown, D Rambaccussing, JJ Reade, G Rossi Economic Inquiry 56 (3), 1748-1763, 2018 | 51 | 2018 |
Forecasting with news sentiment: Evidence with UK newspapers D Rambaccussing, A Kwiatkowski International Journal of Forecasting 36 (4), 1501-1516, 2020 | 50 | 2020 |
A test of the long memory hypothesis based on self-similarity J Davidson, D Rambaccussing Journal of Time Series Econometrics 7 (2), 115-141, 2015 | 18* | 2015 |
Economy through a lens: Distortions of policy coverage in UK national newspapers J Bowden, A Kwiatkowski, D Rambaccussing Journal of Comparative Economics 47 (4), 881-906, 2019 | 10 | 2019 |
True versus spurious long memory in cryptocurrencies D Rambaccussing, M Mazibas Journal of Risk and Financial Management 13 (9), 186, 2020 | 9 | 2020 |
Long memory, return predictability and unconditional risk: evidence from African stock markets D Rambaccussing African Review of Economics and Finance 1 (2), 72-87, 2010 | 7 | 2010 |
Breaks and the statistical process of inflation: the case of estimating the ‘modern’long-run Phillips curve B Russell, D Rambaccussing Empirical Economics 56, 1455-1475, 2019 | 5 | 2019 |
Persistence of the Price-Dividend Ratio in a Present-Value Model of Stock Prices A Golinski, J Madeira, D Rambaccussing Available at SSRN 2495869, 2018 | 5 | 2018 |
Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants D Rambaccussing, D Power International Journal of Finance & Economics 23 (4), 533-545, 2018 | 4 | 2018 |
Fractional integration of the price-dividend ratio in a present-value model of stock prices A Goliński, J Madeira, D Rambaccussing Dundee Discussion Papers in Economics, 2015 | 4 | 2015 |
Exploring entertainment utility from football games T Pawlowski, D Rambaccussing, P Ramirez, J Reade, G Rossi BOOK OF ABSTRACTS 130, 65, 2022 | 3 | 2022 |
Fluctuations in the UK equity market: what drives stock returns? D Rambaccussing, D Power The European Journal of Finance 24 (6), 499-516, 2018 | 3 | 2018 |
The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth D Rambaccussing SN Business & Economics 1 (9), 117, 2021 | 2 | 2021 |
Modelling Housing Prices using a Present Value State Space Model D Rambaccussing University of Dundee, 2015 | 1 | 2015 |
Exploiting price misalignements D Rambaccussing | 1 | 2009 |
Cryptocurrency Replication with Machine Learning RDF Harris, M Mazibas, D Rambaccussing International Review of Financial Analysis 93, 103207, 2024 | | 2024 |
Bitcoin replication using machine learning RDF Harris, M Mazibas, D Rambaccussing International Review of Financial Analysis 93, 103207, 2024 | | 2024 |
Return predictability, dividend growth, and the persistence of the price–dividend ratio A Goliński, J Madeira, D Rambaccussing International journal of forecasting, 2024 | | 2024 |
The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland D Rambaccussing, A Kwiatkowski Bulletin of Economic Research 76 (2), 371-393, 2024 | | 2024 |