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Details about Sergio Da Silva

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 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pda96


Jump to Journal Articles

Working Papers

2023

  1. Scalability in a two-class interoccupational earnings distribution model
    SocArXiv, Center for Open Science Downloads

2022

  1. Reciprocity vs. commitment in bank marketing strategies
    SocArXiv, Center for Open Science Downloads
    See also Journal Article Reciprocity vs. Commitment in Bank Marketing Strategies, International Journal of Business, Economics and Management, Conscientia Beam (2022) Downloads (2022)

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)
    See also Journal Article Debt of high-income consumers may reflect leverage rather than poor cognitive reflection, Review of Behavioral Finance, Emerald Group Publishing Limited (2018) Downloads View citations (4) (2018)
  4. High-income consumers may be less hyperbolic when discounting the future
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article High-income consumers may be less hyperbolic when discounting the future, Economics Bulletin, AccessEcon (2017) Downloads View citations (3) (2017)
  5. Personality influences hyperbolic discounting
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Social preferences, financial literacy and intertemporal choice
    MPRA Paper, University Library of Munich, Germany Downloads
  7. 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 (6)
    See also Journal Article The Brazilian scientific output published in journals: A study based on a large CV database, Journal of Informetrics, Elsevier (2017) Downloads View citations (7) (2017)

2016

  1. Cowboying Stock Market Herds with Robot Traders
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Cowboying Stock Market Herds with Robot Traders, Computational Economics, Springer (2017) Downloads (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 (3)
  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 View citations (1)
  6. The St. Petersburg paradox: an experimental solution
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article The St. Petersburg paradox: An experimental solution, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) Downloads View citations (1) (2016)

2014

  1. 2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  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 Hidden power law patterns in the top European football leagues, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) Downloads View citations (1) (2013)
  2. Psychophysiological correlates of the disposition effect
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  3. The disposition effect and investor experience
    MPRA Paper, University Library of Munich, Germany Downloads View citations (35)
    See also Journal Article The disposition effect and investor experience, Journal of Banking & Finance, Elsevier (2013) Downloads View citations (33) (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 Queuing theory applied to the optimal management of bank excess reserves, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) Downloads (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 Spectral analysis informs the proper frequency in the sampling of financial time series data, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) Downloads (2011)
  6. The canonical econophysics approach to the flash crash of May 6, 2010
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

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 Robot traders can prevent extreme events in complex stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2010) Downloads View citations (4) (2010)

2009

  1. Biological correlates of the Allais paradox
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Biological correlates of the Allais paradox, Applied Economics, Taylor & Francis Journals (2013) Downloads View citations (8) (2013)
  2. Does Macroeconomics Need Microeconomic Foundations?
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (3)
    See also Journal Article Does Macroeconomics Need Microeconomic Foundations?, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2009) Downloads View citations (3) (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 (19)
  2. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
  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 Risk seeking behavior of preschool children in a gambling task, Journal of Economic Psychology, Elsevier (2010) Downloads View citations (27) (2010)
  4. Stock returns and foreign investment in Brazil
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Stock returns and foreign investment in Brazil, Applied Financial Economics, Taylor & Francis Journals (2010) Downloads View citations (8) (2010)

2007

  1. Are Pound and Euro the Same Currency? - Updated
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  2. Foreign exchange intervention and central bank independence: The Latin American experience
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Foreign exchange intervention and central bank independence: the Latin American experience, Applied Financial Economics Letters, Taylor & Francis Journals (2008) Downloads (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 (2)
  6. Rational bubbles in emerging stockmarkets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  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 Disposition effect and gender, Applied Economics Letters, Taylor & Francis Journals (2008) Downloads View citations (28) (2008)
  3. Estimating demand elasticities of fixed telephony in Brazil
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Estimating demand elasticities of fixed telephony in Brazil, Economics Bulletin, AccessEcon (2007) Downloads View citations (3) (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 The Chinese chaos game, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) Downloads View citations (2) (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 (4)
  3. Is There a Brazilian J-Curve?
    International Finance, University Library of Munich, Germany Downloads View citations (17)
    See also Journal Article Is There a Brazilian J-Curve?, Economics Bulletin, AccessEcon (2005) Downloads View citations (18) (2005)
  4. Log-Periodic Crashes Revisited
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article Log-periodic crashes revisited, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) Downloads View citations (10) (2006)
  5. Nonidentically distributed variables and nonlinear autocorrelation
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Nonidentically distributed variables and nonlinear autocorrelation, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) Downloads View citations (4) (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 Stock selection based on cluster analysis, Economics Bulletin, AccessEcon (2005) Downloads View citations (3) (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 Travel hysteresis in the Brazilian current account, Economics Bulletin, AccessEcon (2005) Downloads View citations (2) (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 Travel hysteresis in the US current account after the mid-1980s, Economics Bulletin, AccessEcon (2005) Downloads (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 Autocorrelation as a source of truncated Lévy flights in foreign exchange rates, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) Downloads View citations (15) (2003)
  3. Big Mac Parity, Income, and Trade
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Big Mac parity, income, and trade, Economics Bulletin, AccessEcon (2004) Downloads View citations (1) (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 A Classroom Guide to the Equilibrium Exchange Rate Model, Economic Issues Journal Articles, Economic Issues (2002) Downloads View citations (9) (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 Exponentially damped Lévy flights, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) Downloads View citations (14) (2003)
  8. Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
    Finance, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Exponentially damped Lévy flights, multiscaling, and exchange rates, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) Downloads View citations (1) (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 Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) Downloads View citations (4) (2004)
  10. Financial Volatility and Independent and Identically Distributed Variables
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article Financial volatility and independent and identically distributed variables, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) Downloads View citations (1) (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 Lévy flights, autocorrelation, and slow convergence, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) Downloads View citations (3) (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

2024

  1. Adapting the National Financial Capability Test to Address Generational Differences in Cognitive Biases
    IJFS, 2024, 12, (4), 1-20 Downloads
  2. Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing
    Physica A: Statistical Mechanics and its Applications, 2024, 646, (C) Downloads
  3. Granular Cities
    Economies, 2024, 12, (7), 1-34 Downloads
  4. Is the Brazilian labor market granular?
    Economics Bulletin, 2024, 44, (2), 576 - 585 Downloads
  5. Reevaluating the Rotten Kid Theorem: The impact of behavioral biases on family economic decisions
    Economics Bulletin, 2024, 44, (3), 865 - 879 Downloads
  6. Survival of the luckiest
    International Review of Economics, 2024, 71, (2), 435-448 Downloads
  7. Why Is Friday Better than Sunday?
    Journal of Interdisciplinary Economics, 2024, 36, (1), 98-104 Downloads

2023

  1. Granular banks and corporate investment
    Journal of Economics and Finance, 2023, 47, (3), 586-599 Downloads
  2. Machine Learning for Enhanced Credit Risk Assessment: An Empirical Approach
    JRFM, 2023, 16, (12), 1-21 Downloads
  3. Marriage, Quarrels, and Lovemaking
    Studies in Microeconomics, 2023, 11, (3), 382-388 Downloads

2022

  1. Granular inflation spillovers
    Journal of Economic Studies, 2022, 50, (6), 1226-1244 Downloads
  2. Losses make choices nonpositional
    SN Business & Economics, 2022, 2, (11), 1-11 Downloads
  3. Reciprocity vs. Commitment in Bank Marketing Strategies
    International Journal of Business, Economics and Management, 2022, 9, (3), 84-92 Downloads
    See also Working Paper Reciprocity vs. commitment in bank marketing strategies, SocArXiv (2022) Downloads (2022)

2021

  1. Ego Depletion May Explain Gender Differences in Multitasking
    Journal of Interdisciplinary Economics, 2021, 33, (1), 130-139 Downloads
  2. The granularity of the Brazilian banking market
    The North American Journal of Economics and Finance, 2021, 58, (C) Downloads View citations (1)
  3. Two selves and two minds in a longitudinal survey of risk attitudes
    Journal of Behavioral and Experimental Finance, 2021, 29, (C) Downloads View citations (5)

2020

  1. Bypassing the truncation problem of truncated Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2020, 559, (C) Downloads View citations (1)
  2. Earnings distributions of scalable vs. non-scalable occupations
    Physica A: Statistical Mechanics and its Applications, 2020, 560, (C) Downloads View citations (2)
  3. The Brazilian granular business cycle
    Economics Bulletin, 2020, 40, (1), 463-472 Downloads View citations (5)
  4. The asymmetric Brazilian input–output network
    Journal of Economic Studies, 2020, 48, (3), 604-615 Downloads

2019

  1. Propensity to sell stocks in an artificial stock market
    PLOS ONE, 2019, 14, (4), 1-12 Downloads
  2. Real estate list price anchoring and cognitive ability
    International Journal of Housing Markets and Analysis, 2019, 12, (4), 581-603 Downloads View citations (1)
  3. The Touchard distribution
    Communications in Statistics - Theory and Methods, 2019, 48, (8), 2049-2059 Downloads

2018

  1. Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
    Review of Behavioral Finance, 2018, 10, (1), 42-52 Downloads View citations (4)
    See also Working Paper Debt of high-income consumers may reflect leverage rather than poor cognitive reflection, MPRA Paper (2017) Downloads View citations (2) (2017)
  2. Granularity of the top 1,000 Brazilian companies
    Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 68-73 Downloads View citations (3)
  3. On the neural substrates of the disposition effect and return performance
    Journal of Behavioral and Experimental Finance, 2018, 17, (C), 16-21 Downloads View citations (3)

2017

  1. Cowboying Stock Market Herds with Robot Traders
    Computational Economics, 2017, 50, (3), 393-423 Downloads
    See also Working Paper Cowboying Stock Market Herds with Robot Traders, MPRA Paper (2016) Downloads (2016)
  2. High-income consumers may be less hyperbolic when discounting the future
    Economics Bulletin, 2017, 37, (3), 1421-1434 Downloads View citations (3)
    See also Working Paper High-income consumers may be less hyperbolic when discounting the future, MPRA Paper (2017) Downloads View citations (3) (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 (7)
    See also Working Paper The Brazilian scientific output published in journals: A study based on a large CV database, MPRA Paper (2017) Downloads View citations (6) (2017)

2016

  1. The St. Petersburg paradox: An experimental solution
    Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 66-74 Downloads View citations (1)
    See also Working Paper The St. Petersburg paradox: an experimental solution, MPRA Paper (2015) Downloads (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 (3)
  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 View citations (1)

2013

  1. Biological correlates of the Allais paradox
    Applied Economics, 2013, 45, (5), 555-568 Downloads View citations (8)
    See also Working Paper Biological correlates of the Allais paradox, MPRA Paper (2009) Downloads View citations (1) (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 Hidden power law patterns in the top European football leagues, MPRA Paper (2013) Downloads (2013)
  3. The disposition effect and investor experience
    Journal of Banking & Finance, 2013, 37, (5), 1669-1675 Downloads View citations (33)
    See also Working Paper The disposition effect and investor experience, MPRA Paper (2013) Downloads View citations (35) (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 Queuing theory applied to the optimal management of bank excess reserves, MPRA Paper (2011) Downloads (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 Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data, MPRA Paper (2011) Downloads (2011)

2010

  1. Biological characteristics modulating investor overconfidence
    Economics Bulletin, 2010, 30, (2), 1496-1508 Downloads View citations (4)
  2. Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
    The Economists' Voice, 2010, 7, (2), 2 Downloads View citations (1)
  3. Risk seeking behavior of preschool children in a gambling task
    Journal of Economic Psychology, 2010, 31, (5), 794-801 Downloads View citations (27)
    See also Working Paper Risk-seeking behavior of preschool children in a gambling task, MPRA Paper (2008) Downloads View citations (3) (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 (4)
    See also Working Paper Robot traders can prevent extreme events in complex stock markets, MPRA Paper (2010) Downloads View citations (4) (2010)
  5. Stock returns and foreign investment in Brazil
    Applied Financial Economics, 2010, 20, (17), 1351-1361 Downloads View citations (8)
    See also Working Paper Stock returns and foreign investment in Brazil, MPRA Paper (2008) Downloads (2008)

2009

  1. Bolhas Racionais no Índice Bovespa
    Revista Brasileira de Economia - RBE, 2009, 63, (2) Downloads View citations (1)
  2. Does Macroeconomics Need Microeconomic Foundations?
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2009, 3, 1-11 Downloads View citations (3)
    See also Working Paper Does Macroeconomics Need Microeconomic Foundations?, Economics Discussion Papers (2009) Downloads View citations (3) (2009)
  3. Going parochial in the assessment of the Brazilian economics research output
    Economics Bulletin, 2009, 29, (4), 2832-2852 Downloads View citations (7)

2008

  1. Disposition effect and gender
    Applied Economics Letters, 2008, 15, (6), 411-416 Downloads View citations (28)
    See also Working Paper Disposition effect and gender, MPRA Paper (2006) Downloads View citations (4) (2006)
  2. Explosive and periodically collapsing bubbles in emerging stockmarkets
    Economics Bulletin, 2008, 3, (46), 1-18 Downloads View citations (5)
  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 Foreign exchange intervention and central bank independence: The Latin American experience, MPRA Paper (2007) Downloads (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 (13)
  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 Estimating demand elasticities of fixed telephony in Brazil, MPRA Paper (2006) Downloads (2006)
  2. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11 Downloads View citations (14)
  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 The Chinese Chaos Game, MPRA Paper (2006) Downloads (2006)

2006

  1. Log-periodic crashes revisited
    Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335 Downloads View citations (10)
    See also Working Paper Log-Periodic Crashes Revisited, Finance (2005) Downloads (2005)
  2. Nonidentically distributed variables and nonlinear autocorrelation
    Physica A: Statistical Mechanics and its Applications, 2006, 363, (2), 171-180 Downloads View citations (4)
    See also Working Paper Nonidentically distributed variables and nonlinear autocorrelation, Finance (2005) Downloads View citations (1) (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 (4)
  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 Financial Volatility and Independent and Identically Distributed Variables, Finance (2004) Downloads (2004)
  4. Is There a Brazilian J-Curve?
    Economics Bulletin, 2005, 6, (10), 1-17 Downloads View citations (18)
    See also Working Paper Is There a Brazilian J-Curve?, International Finance (2005) Downloads View citations (17) (2005)
  5. Stock selection based on cluster analysis
    Economics Bulletin, 2005, 13, (1), 1-9 Downloads View citations (3)
    See also Working Paper Stock Selection Based on Cluster Analysis, Finance (2005) Downloads View citations (1) (2005)
  6. Stockmarket comovements revisited
    Economics Bulletin, 2005, 7, (3), 1-9 Downloads View citations (8)
  7. Travel hysteresis in the Brazilian current account
    Economics Bulletin, 2005, 6, (24), 1-17 Downloads View citations (2)
    See also Working Paper Travel Hysteresis in the Brazilian Current Account, International Trade (2005) Downloads (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 Travel Hysteresis in the US Current Account After the Mid-1980s, Economic History (2005) Downloads (2005)

2004

  1. Big Mac parity, income, and trade
    Economics Bulletin, 2004, 6, (12), 1-8 Downloads View citations (1)
    See also Working Paper Big Mac Parity, Income, and Trade, International Finance (2004) Downloads View citations (1) (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 (4)
    See also Working Paper Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets, Finance (2004) Downloads View citations (1) (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 Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates, Finance (2004) Downloads View citations (2) (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 Levy Flights, Autocorrelation, and Slow Convergence, Finance (2004) Downloads View citations (1) (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 (15)
    See also Working Paper Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates, Finance (2004) Downloads View citations (1) (2004)
  2. Exponentially damped Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 Downloads View citations (14)
    See also Working Paper Exponentially Damped Levy Flights, Finance (2004) Downloads View citations (3) (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 Classroom Guide to the Equilibrium Exchange Rate Model, International Finance (2004) Downloads View citations (2) (2004)
  2. Scaling power laws in the Sao Paulo Stock Exchange
    Economics Bulletin, 2002, 7, (3), 1-12 Downloads View citations (15)

2001

  1. Chaotic Exchange Rate Dynamics Redux
    Open Economies Review, 2001, 12, (3), 281-304 Downloads View citations (11)
 
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