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Details about Sergio Da Silva

E-mail:
Homepage:https://works.bepress.com/sergiodasilva/
Workplace:Centro Sócio-Econômico (Socio-Economic Centre), Universidade Federal de Santa Catarina (Federal University of Sanata Catarina), (more information at EDIRC)

Access statistics for papers by Sergio Da Silva.

Last updated 2019-10-08. Update your information in the RePEc Author Service.

Short-id: pda96


Jump to Journal Articles

Working Papers

2017

  1. A “citation surplus” should be added to the h-index
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Automatic evaluation of faces predict mayor election outcomes in Brazil
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  4. High-income consumers may be less hyperbolic when discounting the future
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2017)
  5. On the neural substrates of the disposition effect and return performance
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Personality influences hyperbolic discounting
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Social preferences, financial literacy and intertemporal choice
    MPRA Paper, University Library of Munich, Germany Downloads
  8. The Brazilian scientific output published in journals: A study based on a large CV database
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Informetrics (2017)

2016

  1. Cowboying Stock Market Herds with Robot Traders
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Computational Economics (2017)
  2. Utilitarian Moral Judgments Are Cognitively Too Demanding
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Anchoring Heuristic Messes with Inflation Targeting
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Atheists Score Higher on Cognitive Reflection Tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Prosocial People Take Better Care of Their Own Future Well-Being
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Some Statistical Properties of the Mini Flash Crashes
    MPRA Paper, University Library of Munich, Germany Downloads
  6. The St. Petersburg paradox: an experimental solution
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)

2014

  1. 2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Preschoolers and the Endowment Effect
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Risk Seekers May Be Antisocial After All
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. The Mutual Gains from Trade Moderate the Parent-Offspring Conflict - Updated
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Time to Abandon Group Thinking in Economics - Updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. Why Not Use Robots to Stabilize Stock Markets?
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Hidden power law patterns in the top European football leagues
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2013)
  2. Psychophysiological correlates of the disposition effect
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  3. The disposition effect and investor experience
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Journal Article in Journal of Banking & Finance (2013)
  4. The mutual gains from trade moderate the parent-offspring conflict
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Time to abandon group thinking in economics
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2011

  1. Biological correlates of the Allais paradox - updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Impacts of China’s growth on the Brazilian trade
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Queuing theory applied to the optimal management of bank excess reserves
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)
  4. Should the centralbanks of emerging markets respond to movements in stock prices?
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  5. Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2011)
  6. The canonical econophysics approach to the flash crash of May 6, 2010
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2010

  1. Robot traders can prevent extreme events in complex stock markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2010)

2009

  1. Biological correlates of the Allais paradox
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Applied Economics (2013)
  2. Does Macroeconomics Need Microeconomic Foundations?
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (3)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2009)
  3. Ranking the stocks listed on Bovespa according to their relative efficiency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2008

  1. Algorithmic complexity theory and the relative efficiency of financial markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  2. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  3. Risk-seeking behavior of preschool children in a gambling task
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Journal of Economic Psychology (2010)
  4. Stock returns and foreign investment in Brazil
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Financial Economics (2010)

2007

  1. Are Pound and Euro the Same Currency? - Updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
  2. Foreign exchange intervention and central bank independence: The Latin American experience
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Financial Economics Letters (2008)
  3. Inflation targeting and optimal control theory
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Is Mercosur an optimum currency area?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  5. Latin American foreign exchange intervention - Updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. Rational bubbles in emerging stockmarkets
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Sistemas complexos, criticalidade e leis de potencia
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Staggered wages, inflation, and discounting
    MPRA Paper, University Library of Munich, Germany Downloads
  9. The Levy sections theorem: an application to econophysics
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  10. The biological basis of expected utility anomalies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  11. US Current Account Deficit and Exchange Rate Tax
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Characteristic function approach to the sum of stochastic variables
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Disposition effect and gender
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Applied Economics Letters (2008)
  3. Estimating demand elasticities of fixed telephony in Brazil
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2007)
  4. Informational inefficiency of the Brazilian stockmarket
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Sharpening Intertemporal Prospect Theory
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Testing the Equilibrium Exchange Rate Model - Updated
    MPRA Paper, University Library of Munich, Germany Downloads
  7. The Chinese Chaos Game
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
  8. The Levy sections theorem revisited
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2005

  1. Are Pound and Euro the Same Currency?
    International Finance, University Library of Munich, Germany Downloads
  2. Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
    Finance, University Library of Munich, Germany Downloads View citations (2)
  3. Is There a Brazilian J-Curve?
    International Finance, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Economics Bulletin (2005)
  4. Log-Periodic Crashes Revisited
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
  5. Nonidentically distributed variables and nonlinear autocorrelation
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
  6. On Log-Periodic Crashes
    Finance, University Library of Munich, Germany Downloads
  7. Política Monetária e Relação entre PIB Real e Mercado de Ações na Economia Brasileira
    (Monetary policy and the relationship between real GDP and stockmarket in the Brazilian economy)
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Stock Selection Based on Cluster Analysis
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2005)
  9. Testing the Equilibrium Exchange Rate Model
    International Finance, University Library of Munich, Germany Downloads View citations (1)
  10. Travel Hysteresis in the Brazilian Current Account
    International Trade, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2005)
  11. Travel Hysteresis in the US Current Account After the Mid-1980s
    Economic History, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2005)

2004

  1. Autocorrelation and the Sum of Stochastic Variables
    Finance, University Library of Munich, Germany Downloads
  2. Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)
  3. Big Mac Parity, Income, and Trade
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2004)
  4. Classroom Guide to the Equilibrium Exchange Rate Model
    International Finance, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Economic Issues Journal Articles (2002)
  5. Criticality
    Finance, University Library of Munich, Germany Downloads
  6. Endogenous Foreign Exchange Intervention in Latin America
    International Finance, University Library of Munich, Germany Downloads
  7. Exponentially Damped Levy Flights
    Finance, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)
  8. Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
    Finance, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
  9. Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
  10. Financial Volatility and Independent and Identically Distributed Variables
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)
  11. International Finance, Levy Distributions, and the Econophysics of Exchange Rates
    International Finance, University Library of Munich, Germany Downloads View citations (1)
  12. Levy Flights, Autocorrelation, and Slow Convergence
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
  13. Log-Periodicity in High Frequency Financial Series
    Finance, University Library of Munich, Germany Downloads
  14. On the origins of truncated Lévy flights
    Finance, University Library of Munich, Germany Downloads View citations (1)
  15. The Dornbusch Model with Chaos and Foreign Exchange Intervention
    International Finance, University Library of Munich, Germany Downloads View citations (1)
  16. The Econophysics of the Brazilian Real-US Dollar Rate
    Finance, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. Granularity of the top 1,000 Brazilian companies
    Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 68-73 Downloads

2017

  1. Cowboying Stock Market Herds with Robot Traders
    Computational Economics, 2017, 50, (3), 393-423 Downloads
    See also Working Paper (2016)
  2. High-income consumers may be less hyperbolic when discounting the future
    Economics Bulletin, 2017, 37, (3), 1421-1434 Downloads View citations (1)
    See also Working Paper (2017)
  3. The Brazilian scientific output published in journals: A study based on a large CV database
    Journal of Informetrics, 2017, 11, (1), 18-31 Downloads View citations (2)
    See also Working Paper (2017)

2016

  1. The St. Petersburg paradox: An experimental solution
    Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 66-74 Downloads
    See also Working Paper (2015)

2015

  1. Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers
    Economics Bulletin, 2015, 35, (2), 1087-1097 Downloads View citations (2)
  2. Kahneman's thinking fast and slow: from bestseller to textbook
    RAE - Revista de Administração de Empresas, 2015, 55, (1) Downloads
  3. No endowment effect when people transact secondhand goods over the Internet
    Economics Bulletin, 2015, 35, (3), 1961-1968 Downloads

2013

  1. Biological correlates of the Allais paradox
    Applied Economics, 2013, 45, (5), 555-568 Downloads View citations (6)
    See also Working Paper (2009)
  2. Hidden power law patterns in the top European football leagues
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (21), 5376-5386 Downloads View citations (1)
    See also Working Paper (2013)
  3. The disposition effect and investor experience
    Journal of Banking & Finance, 2013, 37, (5), 1669-1675 Downloads View citations (12)
    See also Working Paper (2013)

2012

  1. A Great Recession in economics?
    Economics Bulletin, 2012, 32, (1), 1068-1073 Downloads
  2. A suggested statistical test for measuring bivariate nonlinear dependence
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4891-4898 Downloads
  3. An empirical case against the use of genetic-based learning classifier systems as forecasting devices
    Economics Bulletin, 2012, 32, (1), 354-369 Downloads
  4. Queuing theory applied to the optimal management of bank excess reserves
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1381-1387 Downloads
    See also Working Paper (2011)

2011

  1. A log-periodic fit for the flash crash of May 6, 2010
    Economics Bulletin, 2011, 31, (2), 1772-1779 Downloads View citations (3)
  2. Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis
    Economics Bulletin, 2011, 31, (2), 1631-1647 Downloads View citations (2)
  3. Overconfidence and excess entry: a comparison between students and managers
    Economics Bulletin, 2011, 31, (3), 2549-2557 Downloads
  4. Spectral analysis informs the proper frequency in the sampling of financial time series data
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (11), 2067-2073 Downloads
    See also Working Paper (2011)

2010

  1. Biological characteristics modulating investor overconfidence
    Economics Bulletin, 2010, 30, (2), 1496-1508 Downloads View citations (3)
  2. Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
    The Economists' Voice, 2010, 7, (2), 1-2 Downloads
  3. Risk seeking behavior of preschool children in a gambling task
    Journal of Economic Psychology, 2010, 31, (5), 794-801 Downloads View citations (21)
    See also Working Paper (2008)
  4. Robot traders can prevent extreme events in complex stock markets
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5182-5192 Downloads View citations (2)
    See also Working Paper (2010)
  5. Stock returns and foreign investment in Brazil
    Applied Financial Economics, 2010, 20, (17), 1351-1361 Downloads View citations (4)
    See also Working Paper (2008)

2009

  1. Bolhas Racionais no Índice Bovespa
    Revista Brasileira de Economia - RBE, 2009, 63, (2) Downloads
  2. Does Macroeconomics Need Microeconomic Foundations?
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, 1-11 Downloads View citations (3)
    See also Working Paper (2009)
  3. Going parochial in the assessment of the Brazilian economics research output
    Economics Bulletin, 2009, 29, (4), 2832-2852 Downloads View citations (4)

2008

  1. Disposition effect and gender
    Applied Economics Letters, 2008, 15, (6), 411-416 Downloads View citations (18)
    See also Working Paper (2006)
  2. Explosive and periodically collapsing bubbles in emerging stockmarkets
    Economics Bulletin, 2008, 3, (46), 1-18 Downloads View citations (3)
  3. Foreign exchange intervention and central bank independence: the Latin American experience
    Applied Financial Economics Letters, 2008, 4, (5), 379-382 Downloads
    See also Working Paper (2007)
  4. Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
    Economics Bulletin, 2008, 6, (29), 1-13 Downloads View citations (1)
  5. Is the Brazilian stockmarket efficient?
    Economics Bulletin, 2008, 7, (1), 1-16 Downloads View citations (1)
  6. Optimal control theory for inflation targeting
    Economics Bulletin, 2008, 3, (24), 1-14 Downloads
  7. The relative efficiency of stockmarkets
    Economics Bulletin, 2008, 7, (6), 1-12 Downloads View citations (12)
  8. WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
    Economic Affairs, 2008, 28, (1), 63-65 Downloads

2007

  1. Estimating demand elasticities of fixed telephony in Brazil
    Economics Bulletin, 2007, 12, (5), 1-9 Downloads View citations (3)
    See also Working Paper (2006)
  2. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11 Downloads View citations (7)
  3. The Chinese chaos game
    Physica A: Statistical Mechanics and its Applications, 2007, 378, (2), 427-442 Downloads View citations (2)
    See also Working Paper (2006)

2006

  1. Log-periodic crashes revisited
    Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335 Downloads View citations (7)
    See also Working Paper (2005)
  2. Nonidentically distributed variables and nonlinear autocorrelation
    Physica A: Statistical Mechanics and its Applications, 2006, 363, (2), 171-180 Downloads View citations (3)
    See also Working Paper (2005)

2005

  1. 5th International Conference on Applications of Physics in Financial Analysis
    Economics Bulletin, 2005, 28, (36), A0 Downloads
  2. Evaluating Brazilian mutual funds with stochastic frontiers
    Economics Bulletin, 2005, 13, (2), 1-6 Downloads View citations (2)
  3. Financial volatility and independent and identically distributed variables
    Physica A: Statistical Mechanics and its Applications, 2005, 346, (3), 484-498 Downloads View citations (1)
    See also Working Paper (2004)
  4. Is There a Brazilian J-Curve?
    Economics Bulletin, 2005, 6, (10), 1-17 Downloads View citations (12)
    See also Working Paper (2005)
  5. Stock selection based on cluster analysis
    Economics Bulletin, 2005, 13, (1), 1-9 Downloads View citations (2)
    See also Working Paper (2005)
  6. Stockmarket comovements revisited
    Economics Bulletin, 2005, 7, (3), 1-9 Downloads View citations (6)
  7. Travel hysteresis in the Brazilian current account
    Economics Bulletin, 2005, 6, (24), 1-17 Downloads View citations (1)
    See also Working Paper (2005)
  8. Travel hysteresis in the US current account after the mid-1980s
    Economics Bulletin, 2005, 14, (2), 1-10 Downloads
    See also Working Paper (2005)

2004

  1. Big Mac parity, income, and trade
    Economics Bulletin, 2004, 6, (12), 1-8 Downloads View citations (1)
    See also Working Paper (2004)
  2. Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets
    Physica A: Statistical Mechanics and its Applications, 2004, 342, (1), 200-206 Downloads View citations (3)
    See also Working Paper (2004)
  3. Exponentially damped Lévy flights, multiscaling, and exchange rates
    Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 353-369 Downloads View citations (1)
    See also Working Paper (2004)
  4. Lévy flights, autocorrelation, and slow convergence
    Physica A: Statistical Mechanics and its Applications, 2004, 337, (3), 369-383 Downloads View citations (3)
    See also Working Paper (2004)

2003

  1. Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
    Physica A: Statistical Mechanics and its Applications, 2003, 323, (C), 601-625 Downloads View citations (13)
    See also Working Paper (2004)
  2. Exponentially damped Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 Downloads View citations (10)
    See also Working Paper (2004)
  3. Fractal structure in the Chinese yuan/US dollar rate
    Economics Bulletin, 2003, 7, (2), 1-13 Downloads View citations (6)

2002

  1. A Classroom Guide to the Equilibrium Exchange Rate Model
    Economic Issues Journal Articles, 2002, 7, (2), 1-10 Downloads View citations (9)
    See also Working Paper (2004)
  2. Scaling power laws in the Sao Paulo Stock Exchange
    Economics Bulletin, 2002, 7, (3), 1-12 Downloads View citations (11)

2001

  1. Chaotic Exchange Rate Dynamics Redux
    Open Economies Review, 2001, 12, (3), 281-304 Downloads View citations (10)
 
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