Issue Date | Title | Author(s) | Type | Access |
26-Sep-2017 | Efeito da independência dos membros do Conselho de Administração na assimetria de informação: evidência das entidades do PSI20 | Travassos, Diogo Miguel Batista da Torre | masterThesis | openAccess |
28-Sep-2016 | Efficient skewness/semivariance portfolios | Pedro Brito, Rui ; Sebastião, Hélder ; Godinho, Pedro | article | embargoedAccess |
13-Jul-2017 | A Eficiência dos Bancos em Portugal de 2006 a 2015: Aplicação da Metodologia DEA | Ferreira, Rodrigo Miguel Neto | masterThesis | openAccess |
26-Oct-2017 | Estimação de funções densidade neutras face ao risco: uma aplicação a opções S&P 500 | Simões, Carolina Ramos | masterThesis | openAccess |
2021 | Forecasting and trading cryptocurrencies with machine learning under changing market conditions | Sebastião, Helder Miguel Correia Virtuoso ; Godinho, Pedro Manuel Cortesão | article | openAccess |
10-Feb-2016 | As fusões hospitalares de 2011 e o seu impacto na eficiência | Cruz, Sérgio Almeida | masterThesis | openAccess |
23-Mar-2017 | The Iberian Electricity Market: Price Dynamics and Forward Risk Premium | Ferreira, Márcio Rafael Baptista | masterThesis | openAccess |
2018 | Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World? | Bação, Pedro ; Duarte, António Portugal ; Sebastião, Hélder ; Redzepagic, Srdjan | workingPaper | openAccess |
2018 | Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World? | Bação, Pedro ; Duarte, António Portugal ; Sebastião, Helder ; Redzepagic, Srdjan | article | openAccess |
2020 | International evidence on stock returns and dividend growth predictability using dividend yields | Monteiro, Ana; Sebastião, Helder Miguel Correia Virtuoso ; Silva, Nuno | article | openAccess |
14-Mar-2018 | Investigações Antitrust na UE: o impacto no valor de mercado das empresas | Carrilho, Pedro Andre Mano | masterThesis | openAccess |
30-Jul-2020 | IPO patterns in Euronext after the global financial crisis of 2007-2008 | Silva, Nuno; Sebastião, Helder Miguel Correia Virtuoso ; Henriques, Diogo | workingPaper | openAccess |
17-Feb-2017 | O Mercado de Bitcoins/USD.
Caracterização Estatística e Inter-Relação Temporal | Guerreiro, Gabriel Correia | masterThesis | openAccess |
22-Dec-2017 | New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization | Brito, Rui Pedro Gonçalves de | doctoralThesis | openAccess |
2017 | On the gains of using high frequency data and higher moments in Portfolio Selection | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | workingPaper | openAccess |
2018 | On the Gains of Using High Frequency Data in Portfolio Selection | Brito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro | article | openAccess |
2008 | The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems | Sebastião, Helder M. C. V. | workingPaper | openAccess |
Aug-2017 | Portfolio choice with high frequency data: CRRA preferences and the liquidity effect | Brito, R. P. ; Sebastião, H. ; Godinho, P. | article | embargoedAccess |
17-Mar-2017 | Portfolio management with higher moments: the cardinality impact | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | article | embargoedAccess |
2018 | Predictability of stock returns and dividend growth using dividend yields: An international approach | Monteiro, Ana Sofia ; Sebastião, Hélder ; Silva, Nuno | workingPaper | openAccess |