Details about João Amaro de Matos

Access statistics for papers by João Amaro de Matos.

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Short-id: pam17

Working Papers

2011

1. Consuming durable goods when stock markets jump: a strategic asset allocation approach
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2006

2. The Exact Value for European Options on a Stock Paying a Discrete Dividend
   Papers, arXiv.org View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (2)

2005

3. Venture Capital as Human Resource Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article in Journal of Economics and Business (2008)

2004

4. Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets
   Econometric Society 2004 Latin American Meetings, Econometric Society

2001

5. Testing the Markov property with ultra high frequency financial data
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

2000

6. Market Microstructure Models and Markov Property
   Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa
   Also in Economics Working Papers, European University Institute (2000)

Journal Articles

2008

1. Venture capital as human resource management
   Journal of Economics and Business, 2008, 60, (3), 223-255 View citations (4)
   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 (4)

2004

3. Social Norms and the Paradox of Elections’ Turnout
   Public Choice, 2004, 121, (1), 239-255 View citations (16)

2003

4. Market illiquidity and bounds on European option prices
   The 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), 1-7 View citations (1)