Details about João Amaro de Matos

Access statistics for papers by João Amaro de Matos.

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Short-id: pam17

Working Papers

2006

1. Dry Markets and Statistical Arbitrage Bounds for European Derivatives
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia
2. Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia
3. The exact value for European options on a stock paying a discrete dividend
   MPRA Paper, University Library of Munich, Germany

2005

4. Venture Capital as Human Resource Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia (2005) View citations
   See also Journal Article in Journal of Economics and Business (2008)

2004

5. Dry Markets and Superreplication Bounds of American Derivatives
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia
6. Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets
   Econometric Society 2004 Latin American Meetings, Econometric Society
7. Testing the Markov property with ultra-high frequency financial data
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia
   Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2001)

2000

8. Afinity, Animosity and Organizational Design
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia
9. Market Illiquidity and the Bid-Ask Spread of Derivatives
   FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia
10. Market Microstructure Models and Markov Property
    Finance Lab Working Papers, Finance Lab, Ibmec São Paulo
11. Market Microstructure Models and the Markov Property
    Economics Working Papers, European University Institute
12. The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market
    FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia View citations

Journal Articles

2008

1. Venture capital as human resource management
   Journal of Economics and Business, 2008, 60, (3), 223-255
   See also Working Paper (2005)

2007

2. Testing the Markov property with high frequency data
   Journal of Econometrics, 2007, 141, (1), 44-64 View citations

2004

3. Social Norms and the Paradox of Elections’ Turnout
   Public Choice, 2004, 121, (1), 239-255

2003

4. Market illiquidity and bounds on European option prices
   European Journal of Finance, 2003, 9, (5), 475-498

2001

5. MSM Estimators of European Options on Assets with Jumps
   Mathematical Finance, 2001, 11, (2), 189-203
6. Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
   Economics Bulletin, 2001, 7, 1-7 View citations