EconPapers    
Economics at your fingertips  
 

Details about Helder Miguel Correia Virtuoso Sebastião

Workplace:Centre for Business and Economics Research (CeBER), Faculdade de Economia (Faculty of Economics), Universidade do Coimbra (University of Coimbra), (more information at EDIRC)

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


Jump to Journal Articles

Working Papers

2020

  1. 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 Downloads
    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) Downloads (2021)
  2. 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 Downloads

2018

  1. Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads 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) Downloads View citations (10) (2018)
  2. 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 Downloads
  3. 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 Downloads View citations (1)

2017

  1. 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 Downloads View citations (1)
  2. Where is the information on USD/Bitcoins hourly price movements?
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads

2016

  1. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads
    See also Journal Article Portfolio choice with high frequency data: CRRA preferences and the liquidity effect, Portuguese Economic Journal, Springer (2017) Downloads View citations (2) (2017)

2015

  1. Efficient Skewness/Semivariance Portfolios
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads
    See also Journal Article Efficient skewness/semivariance portfolios, Journal of Asset Management, Palgrave Macmillan (2016) Downloads View citations (3) (2016)
  2. Portfolio Management With Higher Moments: The Cardinality Impact
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads

2012

  1. 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 Downloads
  2. The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (2)

2008

  1. 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 Downloads View citations (1)

Journal Articles

2024

  1. Financial literacy bias: a comparison between students and nonstudents
    Review of Behavioral Finance, 2024, 16, (4), 620-642 Downloads

2023

  1. Industry return lead-lag relationships between the US and other major countries
    Financial Innovation, 2023, 9, (1), 1-48 Downloads View citations (8)
  2. Native Market Factors for Pricing Cryptocurrencies
    Notas Económicas, 2023, (57), 71-85 Downloads

2021

  1. Cryptocurrencies and blockchain. Overview and future perspectives
    International Journal of Economics and Business Research, 2021, 21, (3), 305-342 Downloads
  2. Forecasting and trading cryptocurrencies with machine learning under changing market conditions
    Financial Innovation, 2021, 7, (1), 1-30 Downloads View citations (51)
  3. From Bitcoin to Central Bank Digital Currencies: Making Sense of the Digital Money Revolution
    Future Internet, 2021, 13, (7), 1-19 Downloads View citations (14)
  4. IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008
    Notas Económicas, 2021, (52), 137-155 Downloads
    See also Working Paper IPO patterns in Euronext after the global financial crisis of 2007-2008, CeBER Working Papers (2020) Downloads (2020)
  5. Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis
    Mathematics, 2021, 9, (17), 1-18 Downloads

2020

  1. Bitcoin futures: An effective tool for hedging cryptocurrencies
    Finance Research Letters, 2020, 33, (C) Downloads View citations (23)
  2. 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 Downloads
    Also in Scientific Annals of Economics and Business (continues Analele Stiintifice), 2020, 67, (si), 1 - 17 (2020) Downloads

2018

  1. Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
    Scientific Annals of Economics and Business, 2018, 65, (2), 97-117 Downloads View citations (10)
    Also in Scientific Annals of Economics and Business (continues Analele Stiintifice), 2018, 65, (2), 97 - 117 (2018) Downloads View citations (2)

    See also Working Paper Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?, CeBER Working Papers (2018) Downloads View citations (16) (2018)
  2. 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 Downloads
    Also in Scientific Annals of Economics and Business, 2018, 65, (4), 365-383 (2018) Downloads

2017

  1. Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
    Portuguese Economic Journal, 2017, 16, (2), 65-86 Downloads View citations (2)
    See also Working Paper Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect, GEMF Working Papers (2016) Downloads (2016)
  2. Where is the Information on USD/Bitcoin Hourly Prices?
    Notas Económicas, 2017, (45), 7-25 Downloads

2016

  1. Efficient skewness/semivariance portfolios
    Journal of Asset Management, 2016, 17, (5), 331-346 Downloads View citations (3)
    See also Working Paper Efficient Skewness/Semivariance Portfolios, GEMF Working Papers (2015) Downloads (2015)

2010

  1. 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 Downloads View citations (1)
 
Page updated 2024-12-31