Details about João Amaro de Matos
Access statistics for papers by João Amaro de Matos.
Last updated 2014-03-27. Update your information in the RePEc Author Service.
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- Consuming durable goods when stock markets jump: a strategic asset allocation approach
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
- The Exact Value for European Options on a Stock Paying a Discrete Dividend
Papers, arXiv.org View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (1)
- 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)
- Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets
Econometric Society 2004 Latin American Meetings, Econometric Society
- 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)
- 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)
- Venture capital as human resource management
Journal of Economics and Business, 2008, 60, (3), 223-255 View citations (4)
See also Working Paper (2005)
- Testing the Markov property with high frequency data
Journal of Econometrics, 2007, 141, (1), 44-64 View citations (4)
- Social Norms and the Paradox of Elections’ Turnout
Public Choice, 2004, 121, (1), 239-255 View citations (15)
- Market illiquidity and bounds on European option prices
The European Journal of Finance, 2003, 9, (5), 475-498
- MSM Estimators of European Options on Assets with Jumps
Mathematical Finance, 2001, 11, (2), 189-203
- Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
Economics Bulletin, 2001, 7, (1), 1-7 View citations (1)
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