Details about Helder Miguel Correia Virtuoso Sebastião
Access statistics for papers by Helder Miguel Correia Virtuoso Sebastião.
Last updated 2024-11-07. Update your information in the RePEc Author Service.
Short-id: pse235
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Working Papers
2020
- IPO patterns in Euronext after the global financial crisis of 2007-2008
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra
See also Journal Article IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008, Notas Económicas, Faculty of Economics, University of Coimbra (2021) (2021)
- The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra
2018
- Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra View citations (16)
See also Journal Article Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?, Scientific Annals of Economics and Business, Sciendo (2018) View citations (10) (2018)
- Predictability of stock returns and dividend growth using dividend yields: An international approach
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra
- The Iberian electricity market:Price dynamics and risk premium in an illiquid market
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra View citations (1)
2017
- On the gains of using high frequency data and higher moments in Portfolio Selection
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra View citations (1)
- Where is the information on USD/Bitcoins hourly price movements?
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra
2016
- Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
See also Journal Article Portfolio choice with high frequency data: CRRA preferences and the liquidity effect, Portuguese Economic Journal, Springer (2017) View citations (2) (2017)
2015
- Efficient Skewness/Semivariance Portfolios
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
See also Journal Article Efficient skewness/semivariance portfolios, Journal of Asset Management, Palgrave Macmillan (2016) View citations (3) (2016)
- Portfolio Management With Higher Moments: The Cardinality Impact
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
2012
- As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
- The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (2)
2008
- The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (1)
Journal Articles
2024
- Financial literacy bias: a comparison between students and nonstudents
Review of Behavioral Finance, 2024, 16, (4), 620-642
2023
- Industry return lead-lag relationships between the US and other major countries
Financial Innovation, 2023, 9, (1), 1-48 View citations (8)
- Native Market Factors for Pricing Cryptocurrencies
Notas Económicas, 2023, (57), 71-85
2021
- Cryptocurrencies and blockchain. Overview and future perspectives
International Journal of Economics and Business Research, 2021, 21, (3), 305-342
- Forecasting and trading cryptocurrencies with machine learning under changing market conditions
Financial Innovation, 2021, 7, (1), 1-30 View citations (51)
- From Bitcoin to Central Bank Digital Currencies: Making Sense of the Digital Money Revolution
Future Internet, 2021, 13, (7), 1-19 View citations (14)
- IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008
Notas Económicas, 2021, (52), 137-155
See also Working Paper IPO patterns in Euronext after the global financial crisis of 2007-2008, CeBER Working Papers (2020) (2020)
- Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis
Mathematics, 2021, 9, (17), 1-18
2020
- Bitcoin futures: An effective tool for hedging cryptocurrencies
Finance Research Letters, 2020, 33, (C) View citations (23)
- Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures
Scientific Annals of Economics and Business (continues Analele Stiintifice), 2020, 67, (4), 1 - 17
Also in Scientific Annals of Economics and Business (continues Analele Stiintifice), 2020, 67, (si), 1 - 17 (2020)
2018
- Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
Scientific Annals of Economics and Business, 2018, 65, (2), 97-117 View citations (10)
Also in Scientific Annals of Economics and Business (continues Analele Stiintifice), 2018, 65, (2), 97 - 117 (2018) View citations (2)
See also Working Paper Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?, CeBER Working Papers (2018) View citations (16) (2018)
- On the Gains of Using High Frequency Data in Portfolio Selection
Scientific Annals of Economics and Business (continues Analele Stiintifice), 2018, 65, (4), 365 - 383
Also in Scientific Annals of Economics and Business, 2018, 65, (4), 365-383 (2018)
2017
- Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
Portuguese Economic Journal, 2017, 16, (2), 65-86 View citations (2)
See also Working Paper Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect, GEMF Working Papers (2016) (2016)
- Where is the Information on USD/Bitcoin Hourly Prices?
Notas Económicas, 2017, (45), 7-25
2016
- Efficient skewness/semivariance portfolios
Journal of Asset Management, 2016, 17, (5), 331-346 View citations (3)
See also Working Paper Efficient Skewness/Semivariance Portfolios, GEMF Working Papers (2015) (2015)
2010
- The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts
The European Journal of Finance, 2010, 16, (7), 611-640 View citations (1)
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