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Details about João Amaro de Matos

E-mail:
Homepage:http://docentes.fe.unl.pt/~amatos
Phone:+351.21.382.2706
Postal address:Rua Marques de Fronteira, 20 1099-038 Lisbon Portugal
Workplace:School of Business and Economics, Universidade Nova de Lisboa (Nova University of Lisbon), (more information at EDIRC)

Access statistics for papers by João Amaro de Matos.

Last updated 2014-03-27. Update your information in the RePEc Author Service.

Short-id: pam17


Jump to Journal Articles

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 Downloads

2006

  1. The Exact Value for European Options on a Stock Paying a Discrete Dividend
    Papers, arXiv.org Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (1)

2005

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

2004

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

2001

  1. 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) Downloads

2000

  1. Market Microstructure Models and Markov Property
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads
    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 Downloads View citations (4)
    See also Working Paper (2005)

2007

  1. Testing the Markov property with high frequency data
    Journal of Econometrics, 2007, 141, (1), 44-64 Downloads View citations (4)

2004

  1. Social Norms and the Paradox of Elections’ Turnout
    Public Choice, 2004, 121, (1), 239-255 Downloads View citations (15)

2003

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

2001

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