| Issue Date | Title | Author(s) | Type | Access |
1 | 21-Sep-2015 | Análise da evolução da liquidez no mercado acionista português : o impacto da fusão das bolsas e entrada na Euronext | Ribeiro, Miguel Valgôde | masterThesis | openAccess |
2 | 6-Sep-2013 | Análise de Monte Carlo de Vários Produtos Financeiros Complexos Emitidos em Portugal | Correia, Ricardo Filipe Bango | masterThesis | openAccess |
3 | 12-Feb-2019 | Análise dos determinantes das garantias no crédito bancário em Portugal (2009-2018) | Ferreira, Pedro Nuno Tavares de Matos | masterThesis | openAccess |
4 | 22-Jul-2015 | Análise dos procedimentos de rating de um banco privado | Duarte, Nádia Filipa Cunha | masterThesis | embargoedAccess |
5 | 12-Sep-2018 | Bitcoin e Ethereum: A dinâmica informacional entre preço, volume de transação e capitalização | Silva, Francisco Miguel Duarte da | masterThesis | openAccess |
6 | 4-Jul-2019 | Bitcoin futures: An effective tool for hedging cryptocurrencies | Sebastião, Helder ; Godinho, Pedro | article | embargoedAccess |
7 | 12-Mar-2019 | A capacidade informativa das transações de insiders sobre a evolução dos preços acionistas | Rodrigues, Joana Margarida de Sousa | masterThesis | openAccess |
8 | 1999 | Cobertura Estática e Dinâmica através do Contrato de Futuros PSI-20. Estimação das Rácios e Eficácia Ex Post e Ex Ante | Sebastião, Helder Miguel C. V. | workingPaper | openAccess |
9 | 29-Mar-2022 | Comparison between the Markowitz and Konno-Yamazaki Models for Portfolio Selection | Martins, Ana Francisca Ferreira | masterThesis | openAccess |
10 | 2020 | COVID-19, “Blockchain” e moeda digital | Sebastião, Helder Miguel Correia Virtuoso | bookPart | openAccess |
11 | 2021 | Cryptocurrencies and blockchain. Overview and future perspectives | Sebastião, Helder Miguel Correia Virtuoso ; Cunha, Paulo José Osório Rupino da ; Godinho, Pedro Manuel Cortesão | article | embargoedAccess |
12 | 19-Jul-2019 | Definição e Otimização de Estratégias de Investimento no Mercado Acionista baseadas em Indicadores Fundamentais | Silva, Simão Oliveira da | masterThesis | openAccess |
13 | 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 |
14 | 28-Sep-2016 | Efficient skewness/semivariance portfolios | Pedro Brito, Rui ; Sebastião, Hélder ; Godinho, Pedro | article | embargoedAccess |
15 | 13-Jul-2017 | A Eficiência dos Bancos em Portugal de 2006 a 2015: Aplicação da Metodologia DEA | Ferreira, Rodrigo Miguel Neto | masterThesis | openAccess |
16 | 26-Oct-2017 | Estimação de funções densidade neutras face ao risco: uma aplicação a opções S&P 500 | Simões, Carolina Ramos | masterThesis | openAccess |
17 | 2021 | Forecasting and trading cryptocurrencies with machine learning under changing market conditions | Sebastião, Helder Miguel Correia Virtuoso ; Godinho, Pedro Manuel Cortesão | article | openAccess |
18 | 25-Mar-2022 | Forecasting Bitcoin Realized Volatility: The role of Blockchain Information | Pereira, Francisco André Tomé | masterThesis | openAccess |
19 | 15-Apr-2021 | Forecasting the volatility of Bitcoin using market and Blockchain information | Figueiredo, Madalena Oliveira | masterThesis | openAccess |
20 | Jun-2021 | From Bitcoin to Central Bank Digital Currencies: Making Sense of the Digital Money Revolution | Cunha, Paulo Rupino ; Melo, Paulo ; Sebastião, Helder | article | openAccess |
21 | 10-Feb-2016 | As fusões hospitalares de 2011 e o seu impacto na eficiência | Cruz, Sérgio Almeida | masterThesis | openAccess |
22 | 23-Mar-2017 | The Iberian Electricity Market: Price Dynamics and Forward Risk Premium | Ferreira, Márcio Rafael Baptista | masterThesis | openAccess |
23 | Jan-2023 | Industry return lead-lag relationships between the US and other major countries | Monteiro, Ana; Silva, Nuno; Sebastião, Helder | article | openAccess |
24 | 2018 | Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World? | Bação, Pedro ; Duarte, António Portugal ; Sebastião, Helder ; Redzepagic, Srdjan | article | openAccess |
25 | 2018 | Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World? | Bação, Pedro ; Duarte, António Portugal ; Sebastião, Hélder ; Redzepagic, Srdjan | workingPaper | openAccess |
26 | 2020 | International evidence on stock returns and dividend growth predictability using dividend yields | Monteiro, Ana ; Sebastião, Helder ; Silva, Nuno | article | openAccess |
27 | 2020 | International evidence on stock returns and dividend growth predictability using dividend yields | Monteiro, Ana; Sebastião, Helder Miguel Correia Virtuoso ; Silva, Nuno | article | openAccess |
28 | 14-Mar-2018 | Investigações Antitrust na UE: o impacto no valor de mercado das empresas | Carrilho, Pedro Andre Mano | masterThesis | openAccess |
29 | 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 |
30 | Jul-2021 | IPO Patterns in Euronext After the Global Financial Crisis of 2007‑ 2008 | Silva, Nuno; Sebastião, Helder ; Henriques, Diogo | article | openAccess |
31 | 17-Feb-2017 | O Mercado de Bitcoins/USD.
Caracterização Estatística e Inter-Relação Temporal | Guerreiro, Gabriel Correia | masterThesis | openAccess |
32 | 23-Sep-2013 | Modelling and numerical analysis in option market with memory | Thomaz, Júlio Cezar Alves | doctoralThesis | openAccess |
33 | 30-Apr-2021 | Multifractality in bitcoin | Vaz, Cristiana Filipa Teixeira | masterThesis | openAccess |
34 | 17-Mar-2021 | Native pricing factores of the cryptocurrencies ecosystem | Lima, Tomé da Costa Tavares de | masterThesis | openAccess |
35 | 22-Dec-2017 | New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization | Brito, Rui Pedro Gonçalves de | doctoralThesis | openAccess |
36 | 2017 | On the gains of using high frequency data and higher moments in Portfolio Selection | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | workingPaper | openAccess |
37 | 2018 | On the Gains of Using High Frequency Data in Portfolio Selection | Brito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro | article | openAccess |
38 | 2021 | Padrões dos IPOs na Euronext Após a Crise Financeira Global de 2007‑2008 | Silva, Nuno; Sebastião, Helder Miguel Correia Virtuoso ; Henriques, Diogo Rafael Santos | article | openAccess |
39 | 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 |
40 | Aug-2017 | Portfolio choice with high frequency data: CRRA preferences and the liquidity effect | Brito, R. P. ; Sebastião, H. ; Godinho, P. | article | embargoedAccess |
41 | 17-Mar-2017 | Portfolio management with higher moments: the cardinality impact | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | article | embargoedAccess |
42 | 2018 | Predictability of stock returns and dividend growth using dividend yields: An international approach | Monteiro, Ana Sofia ; Sebastião, Hélder ; Silva, Nuno | workingPaper | openAccess |
43 | 29-Aug-2021 | Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis | Vaz, Cristiana; Pascoal, Rui; Sebastião, Helder | article | openAccess |
44 | 10-Feb-2016 | A relação entre os swaps sobre taxas de juro em euros e libras esterlinas | Sharygina, Ievgeniia | masterThesis | openAccess |
45 | 14-Jul-2022 | Return Predictability and Portfolio Selection | Monteiro, Ana Sofia Melo | doctoralThesis | openAccess |
46 | Feb-2015 | Selecção de portefólios: o impacto da liquidez | Martinho, Mónica Carvalho | masterThesis | openAccess |
47 | 15-Feb-2018 | Seleção de portefólios no mercado acionista português: Sentimento da internet e estimadores de volatilidade | Ferreira, Daniel Pina | masterThesis | openAccess |
48 | 8-Mar-2013 | Simulação de Monte Carlo na avaliação de produtos financeiros complexos da CGD | Oliveira, Filipe José Pereira | masterThesis | openAccess |
49 | Jun-2018 | The Iberian electricity market: analysis of the risk premium in an illiquid market | Ferreira, Márcio ; Sebastião, Helder | article | embargoedAccess |
50 | 2018 | The Iberian electricity market:Price dynamics and risk premium in an illiquid market | Ferreira, Márcio ; Sebastião, Hélder | workingPaper | openAccess |
51 | 24-Feb-2016 | The impact of real estate market in financial stability : commercial banks exposure | Gaspar, João Victor Santos Costa | masterThesis | openAccess |
52 | 2009 | The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts | Sebastião, Helder M. C. V. | article | openAccess |
53 | 21-Jan-2020 | The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market | Sebastião, Helder ; Godinho, Pedro | workingPaper | openAccess |
54 | 2020 | The Relationship between USD/EUR official exchange rates and implied exchange rates from the Bitcoin market | Sebastião, Helder Miguel Correia Virtuoso ; Godinho, Pedro Manuel Cortesão | bookPart | openAccess |
55 | 2020 | Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures | Sebastião, Helder ; Godinho, Pedro ; Westgaard, Sjur | article | openAccess |
56 | 2020 | Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures | Sebastião, Helder Miguel Correia Virtuoso ; Godinho, Pedro Manuel Cortesão ; Westgaard, Sjur | article | openAccess |
57 | 20-Oct-2015 | Valor Informacional do Volume de Transação no Mercado Acionista Português | Brito, Tânia | masterThesis | openAccess |
58 | 4-May-2017 | Where is the information on USD/Bitcoin hourly prices? | Sebastião, Helder ; Duarte, António Portugal ; Guerreiro, Gabriel | article | openAccess |
59 | 2017 | Where is the information on USD/Bitcoins hourly price movements? | Sebastião, Helder ; Duarte, António ; Guerreiro, Gabriel | workingPaper | openAccess |