Details about Sergio Da Silva

Access statistics for papers by Sergio Da Silva.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pda96

Working Papers

2023

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

2022

2. Reciprocity vs. commitment in bank marketing strategies
   SocArXiv, Center for Open Science
   See also Journal Article in International Journal of Business, Economics and Management (2022)

2017

3. A “citation surplus” should be added to the h-index
   MPRA Paper, University Library of Munich, Germany
4. Automatic evaluation of faces predict mayor election outcomes in Brazil
   MPRA Paper, University Library of Munich, Germany
5. Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in Review of Behavioral Finance (2018)
6. High-income consumers may be less hyperbolic when discounting the future
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article in Economics Bulletin (2017)
7. Personality influences hyperbolic discounting
   MPRA Paper, University Library of Munich, Germany
8. Social preferences, financial literacy and intertemporal choice
   MPRA Paper, University Library of Munich, Germany
9. The Brazilian scientific output published in journals: A study based on a large CV database
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article in Journal of Informetrics (2017)

2016

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

2015

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

2014

18. 2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers
    MPRA Paper, University Library of Munich, Germany View citations (2)
19. Preschoolers and the Endowment Effect
    MPRA Paper, University Library of Munich, Germany View citations (2)
20. Risk Seekers May Be Antisocial After All
    MPRA Paper, University Library of Munich, Germany View citations (1)
21. The Mutual Gains from Trade Moderate the Parent-Offspring Conflict - Updated
    MPRA Paper, University Library of Munich, Germany
22. Time to Abandon Group Thinking in Economics - Updated
    MPRA Paper, University Library of Munich, Germany View citations (1)
23. Why Not Use Robots to Stabilize Stock Markets?
    MPRA Paper, University Library of Munich, Germany

2013

24. Hidden power law patterns in the top European football leagues
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2013)
25. Psychophysiological correlates of the disposition effect
    MPRA Paper, University Library of Munich, Germany View citations (8)
26. The disposition effect and investor experience
    MPRA Paper, University Library of Munich, Germany View citations (34)
    See also Journal Article in Journal of Banking & Finance (2013)
27. The mutual gains from trade moderate the parent-offspring conflict
    MPRA Paper, University Library of Munich, Germany
28. Time to abandon group thinking in economics
    MPRA Paper, University Library of Munich, Germany View citations (1)

2011

29. Biological correlates of the Allais paradox - updated
    MPRA Paper, University Library of Munich, Germany View citations (1)
30. Impacts of China’s growth on the Brazilian trade
    MPRA Paper, University Library of Munich, Germany
31. Queuing theory applied to the optimal management of bank excess reserves
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)
32. 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]
33. Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2011)
34. The canonical econophysics approach to the flash crash of May 6, 2010
    MPRA Paper, University Library of Munich, Germany View citations (3)

2010

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

2009

36. Biological correlates of the Allais paradox
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Applied Economics (2013)
37. Does Macroeconomics Need Microeconomic Foundations?
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2009)
38. Ranking the stocks listed on Bovespa according to their relative efficiency
    MPRA Paper, University Library of Munich, Germany View citations (1)

2008

39. Algorithmic complexity theory and the relative efficiency of financial markets
    MPRA Paper, University Library of Munich, Germany View citations (14)
40. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    MPRA Paper, University Library of Munich, Germany View citations (9)
41. Risk-seeking behavior of preschool children in a gambling task
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article in Journal of Economic Psychology (2010)
42. Stock returns and foreign investment in Brazil
    MPRA Paper, University Library of Munich, Germany

2007

43. Are Pound and Euro the Same Currency? - Updated
    MPRA Paper, University Library of Munich, Germany View citations (13)
44. Foreign exchange intervention and central bank independence: The Latin American experience
    MPRA Paper, University Library of Munich, Germany
45. Inflation targeting and optimal control theory
    MPRA Paper, University Library of Munich, Germany
46. Is Mercosur an optimum currency area?
    MPRA Paper, University Library of Munich, Germany View citations (3)
47. Latin American foreign exchange intervention - Updated
    MPRA Paper, University Library of Munich, Germany View citations (2)
48. Rational bubbles in emerging stockmarkets
    MPRA Paper, University Library of Munich, Germany View citations (1)
49. Sistemas complexos, criticalidade e leis de potencia
    MPRA Paper, University Library of Munich, Germany
50. Staggered wages, inflation, and discounting
    MPRA Paper, University Library of Munich, Germany
51. The Levy sections theorem: an application to econophysics
    MPRA Paper, University Library of Munich, Germany View citations (1)
52. The biological basis of expected utility anomalies
    MPRA Paper, University Library of Munich, Germany View citations (1)
53. US Current Account Deficit and Exchange Rate Tax
    MPRA Paper, University Library of Munich, Germany

2006

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

2005

62. Are Pound and Euro the Same Currency?
    International Finance, University Library of Munich, Germany
63. Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
    Finance, University Library of Munich, Germany View citations (4)
64. Is There a Brazilian J-Curve?
    International Finance, University Library of Munich, Germany View citations (17)
    See also Journal Article in Economics Bulletin (2005)
65. Log-Periodic Crashes Revisited
    Finance, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
66. Nonidentically distributed variables and nonlinear autocorrelation
    Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
67. On Log-Periodic Crashes
    Finance, University Library of Munich, Germany
68. 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
69. Stock Selection Based on Cluster Analysis
    Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article in Economics Bulletin (2005)
70. Testing the Equilibrium Exchange Rate Model
    International Finance, University Library of Munich, Germany View citations (1)
71. Travel Hysteresis in the Brazilian Current Account
    International Trade, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2005)
72. Travel Hysteresis in the US Current Account After the Mid-1980s
    Economic History, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2005)

2004

73. Autocorrelation and the Sum of Stochastic Variables
    Finance, University Library of Munich, Germany
74. Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
    Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)
75. Big Mac Parity, Income, and Trade
    International Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article in Economics Bulletin (2004)
76. Classroom Guide to the Equilibrium Exchange Rate Model
    International Finance, University Library of Munich, Germany View citations (2)
    See also Journal Article in Economic Issues Journal Articles (2002)
77. Criticality
    Finance, University Library of Munich, Germany
78. Endogenous Foreign Exchange Intervention in Latin America
    International Finance, University Library of Munich, Germany
79. Exponentially Damped Levy Flights
    Finance, University Library of Munich, Germany View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)
80. Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
    Finance, University Library of Munich, Germany View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
81. Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
    Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
82. Financial Volatility and Independent and Identically Distributed Variables
    Finance, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)
83. International Finance, Levy Distributions, and the Econophysics of Exchange Rates
    International Finance, University Library of Munich, Germany View citations (1)
84. Levy Flights, Autocorrelation, and Slow Convergence
    Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
85. Log-Periodicity in High Frequency Financial Series
    Finance, University Library of Munich, Germany
86. On the origins of truncated Lévy flights
    Finance, University Library of Munich, Germany View citations (1)
87. The Dornbusch Model with Chaos and Foreign Exchange Intervention
    International Finance, University Library of Munich, Germany View citations (1)
88. The Econophysics of the Brazilian Real-US Dollar Rate
    Finance, University Library of Munich, Germany

Journal Articles

2023

1. Granular banks and corporate investment
   Journal of Economics and Finance, 2023, 47, (3), 586-599

2022

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

2021

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

2020

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

2019

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

2018

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

2017

18. Cowboying Stock Market Herds with Robot Traders
    Computational Economics, 2017, 50, (3), 393-423
    See also Working Paper (2016)
19. High-income consumers may be less hyperbolic when discounting the future
    Economics Bulletin, 2017, 37, (3), 1421-1434 View citations (3)
    See also Working Paper (2017)
20. The Brazilian scientific output published in journals: A study based on a large CV database
    Journal of Informetrics, 2017, 11, (1), 18-31 View citations (7)
    See also Working Paper (2017)

2016

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

2015

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

2013

25. Biological correlates of the Allais paradox
    Applied Economics, 2013, 45, (5), 555-568 View citations (8)
    See also Working Paper (2009)
26. Hidden power law patterns in the top European football leagues
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (21), 5376-5386 View citations (1)
    See also Working Paper (2013)
27. The disposition effect and investor experience
    Journal of Banking & Finance, 2013, 37, (5), 1669-1675 View citations (33)
    See also Working Paper (2013)

2012

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

2011

32. A log-periodic fit for the flash crash of May 6, 2010
    Economics Bulletin, 2011, 31, (2), 1772-1779 View citations (3)
33. 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 View citations (2)
34. Overconfidence and excess entry: a comparison between students and managers
    Economics Bulletin, 2011, 31, (3), 2549-2557
35. 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
    See also Working Paper (2011)

2010

36. Biological characteristics modulating investor overconfidence
    Economics Bulletin, 2010, 30, (2), 1496-1508 View citations (4)
37. Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
    The Economists' Voice, 2010, 7, (2), 1-2 View citations (1)
38. Risk seeking behavior of preschool children in a gambling task
    Journal of Economic Psychology, 2010, 31, (5), 794-801 View citations (27)
    See also Working Paper (2008)
39. Robot traders can prevent extreme events in complex stock markets
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5182-5192 View citations (4)
    See also Working Paper (2010)

2009

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

2008

43. Disposition effect and gender
    Applied Economics Letters, 2008, 15, (6), 411-416 View citations (25)
    See also Working Paper (2006)
44. Explosive and periodically collapsing bubbles in emerging stockmarkets
    Economics Bulletin, 2008, 3, (46), 1-18 View citations (4)
45. Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
    Economics Bulletin, 2008, 6, (29), 1-13 View citations (1)
46. Is the Brazilian stockmarket efficient?
    Economics Bulletin, 2008, 7, (1), 1-16 View citations (1)
47. Optimal control theory for inflation targeting
    Economics Bulletin, 2008, 3, (24), 1-14
48. The relative efficiency of stockmarkets
    Economics Bulletin, 2008, 7, (6), 1-12 View citations (13)
49. WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
    Economic Affairs, 2008, 28, (1), 63-65

2007

50. Estimating demand elasticities of fixed telephony in Brazil
    Economics Bulletin, 2007, 12, (5), 1-9 View citations (3)
    See also Working Paper (2006)
51. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11 View citations (13)
52. The Chinese chaos game
    Physica A: Statistical Mechanics and its Applications, 2007, 378, (2), 427-442 View citations (2)
    See also Working Paper (2006)

2006

53. Log-periodic crashes revisited
    Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335 View citations (9)
    See also Working Paper (2005)
54. Nonidentically distributed variables and nonlinear autocorrelation
    Physica A: Statistical Mechanics and its Applications, 2006, 363, (2), 171-180 View citations (4)
    See also Working Paper (2005)

2005

55. 5th International Conference on Applications of Physics in Financial Analysis
    Economics Bulletin, 2005, 28, (36), A0
56. Evaluating Brazilian mutual funds with stochastic frontiers
    Economics Bulletin, 2005, 13, (2), 1-6 View citations (4)
57. Financial volatility and independent and identically distributed variables
    Physica A: Statistical Mechanics and its Applications, 2005, 346, (3), 484-498 View citations (1)
    See also Working Paper (2004)
58. Is There a Brazilian J-Curve?
    Economics Bulletin, 2005, 6, (10), 1-17 View citations (18)
    See also Working Paper (2005)
59. Stock selection based on cluster analysis
    Economics Bulletin, 2005, 13, (1), 1-9 View citations (3)
    See also Working Paper (2005)
60. Stockmarket comovements revisited
    Economics Bulletin, 2005, 7, (3), 1-9 View citations (8)
61. Travel hysteresis in the Brazilian current account
    Economics Bulletin, 2005, 6, (24), 1-17 View citations (2)
    See also Working Paper (2005)
62. Travel hysteresis in the US current account after the mid-1980s
    Economics Bulletin, 2005, 14, (2), 1-10
    See also Working Paper (2005)

2004

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

2003

67. Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
    Physica A: Statistical Mechanics and its Applications, 2003, 323, (C), 601-625 View citations (15)
    See also Working Paper (2004)
68. Exponentially damped Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 View citations (14)
    See also Working Paper (2004)
69. Fractal structure in the Chinese yuan/US dollar rate
    Economics Bulletin, 2003, 7, (2), 1-13 View citations (6)

2002

70. A Classroom Guide to the Equilibrium Exchange Rate Model
    Economic Issues Journal Articles, 2002, 7, (2), 1-10 View citations (9)
    See also Working Paper (2004)
71. Scaling power laws in the Sao Paulo Stock Exchange
    Economics Bulletin, 2002, 7, (3), 1-12 View citations (15)

2001

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