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
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Working Papers
2023
- Scalability in a two-class interoccupational earnings distribution model
SocArXiv, Center for Open Science
2022
- 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
- A “citation surplus” should be added to the h-index
MPRA Paper, University Library of Munich, Germany
- Automatic evaluation of faces predict mayor election outcomes in Brazil
MPRA Paper, University Library of Munich, Germany
- 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)
- 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)
- Personality influences hyperbolic discounting
MPRA Paper, University Library of Munich, Germany
- Social preferences, financial literacy and intertemporal choice
MPRA Paper, University Library of Munich, Germany
- 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
- Cowboying Stock Market Herds with Robot Traders
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Computational Economics (2017)
- Utilitarian Moral Judgments Are Cognitively Too Demanding
MPRA Paper, University Library of Munich, Germany
2015
- Anchoring Heuristic Messes with Inflation Targeting
MPRA Paper, University Library of Munich, Germany
- Atheists Score Higher on Cognitive Reflection Tests
MPRA Paper, University Library of Munich, Germany View citations (3)
- Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms
MPRA Paper, University Library of Munich, Germany
- Prosocial People Take Better Care of Their Own Future Well-Being
MPRA Paper, University Library of Munich, Germany View citations (1)
- Some Statistical Properties of the Mini Flash Crashes
MPRA Paper, University Library of Munich, Germany View citations (1)
- 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
- 2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers
MPRA Paper, University Library of Munich, Germany View citations (2)
- Preschoolers and the Endowment Effect
MPRA Paper, University Library of Munich, Germany View citations (2)
- Risk Seekers May Be Antisocial After All
MPRA Paper, University Library of Munich, Germany View citations (1)
- The Mutual Gains from Trade Moderate the Parent-Offspring Conflict - Updated
MPRA Paper, University Library of Munich, Germany
- Time to Abandon Group Thinking in Economics - Updated
MPRA Paper, University Library of Munich, Germany View citations (1)
- Why Not Use Robots to Stabilize Stock Markets?
MPRA Paper, University Library of Munich, Germany
2013
- 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)
- Psychophysiological correlates of the disposition effect
MPRA Paper, University Library of Munich, Germany View citations (8)
- 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)
- The mutual gains from trade moderate the parent-offspring conflict
MPRA Paper, University Library of Munich, Germany
- Time to abandon group thinking in economics
MPRA Paper, University Library of Munich, Germany View citations (1)
2011
- Biological correlates of the Allais paradox - updated
MPRA Paper, University Library of Munich, Germany View citations (1)
- Impacts of China’s growth on the Brazilian trade
MPRA Paper, University Library of Munich, Germany
- 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)
- 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]
- 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)
- The canonical econophysics approach to the flash crash of May 6, 2010
MPRA Paper, University Library of Munich, Germany View citations (3)
2010
- 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
- Biological correlates of the Allais paradox
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Applied Economics (2013)
- 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)
- Ranking the stocks listed on Bovespa according to their relative efficiency
MPRA Paper, University Library of Munich, Germany View citations (1)
2008
- Algorithmic complexity theory and the relative efficiency of financial markets
MPRA Paper, University Library of Munich, Germany View citations (14)
- Algorithmic complexity theory and the relative efficiency of financial markets - Updated
MPRA Paper, University Library of Munich, Germany View citations (9)
- 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)
- Stock returns and foreign investment in Brazil
MPRA Paper, University Library of Munich, Germany
2007
- Are Pound and Euro the Same Currency? - Updated
MPRA Paper, University Library of Munich, Germany View citations (13)
- Foreign exchange intervention and central bank independence: The Latin American experience
MPRA Paper, University Library of Munich, Germany
- Inflation targeting and optimal control theory
MPRA Paper, University Library of Munich, Germany
- Is Mercosur an optimum currency area?
MPRA Paper, University Library of Munich, Germany View citations (3)
- Latin American foreign exchange intervention - Updated
MPRA Paper, University Library of Munich, Germany View citations (2)
- Rational bubbles in emerging stockmarkets
MPRA Paper, University Library of Munich, Germany View citations (1)
- Sistemas complexos, criticalidade e leis de potencia
MPRA Paper, University Library of Munich, Germany
- Staggered wages, inflation, and discounting
MPRA Paper, University Library of Munich, Germany
- The Levy sections theorem: an application to econophysics
MPRA Paper, University Library of Munich, Germany View citations (1)
- The biological basis of expected utility anomalies
MPRA Paper, University Library of Munich, Germany View citations (1)
- US Current Account Deficit and Exchange Rate Tax
MPRA Paper, University Library of Munich, Germany
2006
- Characteristic function approach to the sum of stochastic variables
MPRA Paper, University Library of Munich, Germany
- Disposition effect and gender
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article in Applied Economics Letters (2008)
- Estimating demand elasticities of fixed telephony in Brazil
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Economics Bulletin (2007)
- Informational inefficiency of the Brazilian stockmarket
MPRA Paper, University Library of Munich, Germany View citations (1)
- Sharpening Intertemporal Prospect Theory
MPRA Paper, University Library of Munich, Germany
- Testing the Equilibrium Exchange Rate Model - Updated
MPRA Paper, University Library of Munich, Germany
- The Chinese Chaos Game
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
- The Levy sections theorem revisited
MPRA Paper, University Library of Munich, Germany View citations (1)
2005
- Are Pound and Euro the Same Currency?
International Finance, University Library of Munich, Germany
- Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
Finance, University Library of Munich, Germany View citations (4)
- Is There a Brazilian J-Curve?
International Finance, University Library of Munich, Germany View citations (17)
See also Journal Article in Economics Bulletin (2005)
- Log-Periodic Crashes Revisited
Finance, University Library of Munich, Germany 
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
- 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)
- On Log-Periodic Crashes
Finance, University Library of Munich, Germany
- 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
- Stock Selection Based on Cluster Analysis
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article in Economics Bulletin (2005)
- Testing the Equilibrium Exchange Rate Model
International Finance, University Library of Munich, Germany View citations (1)
- Travel Hysteresis in the Brazilian Current Account
International Trade, University Library of Munich, Germany 
See also Journal Article in Economics Bulletin (2005)
- 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
- Autocorrelation and the Sum of Stochastic Variables
Finance, University Library of Munich, Germany
- 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)
- Big Mac Parity, Income, and Trade
International Finance, University Library of Munich, Germany View citations (1)
See also Journal Article in Economics Bulletin (2004)
- 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)
- Criticality
Finance, University Library of Munich, Germany
- Endogenous Foreign Exchange Intervention in Latin America
International Finance, University Library of Munich, Germany
- 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)
- 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)
- 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)
- 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)
- International Finance, Levy Distributions, and the Econophysics of Exchange Rates
International Finance, University Library of Munich, Germany View citations (1)
- 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)
- Log-Periodicity in High Frequency Financial Series
Finance, University Library of Munich, Germany
- On the origins of truncated Lévy flights
Finance, University Library of Munich, Germany View citations (1)
- The Dornbusch Model with Chaos and Foreign Exchange Intervention
International Finance, University Library of Munich, Germany View citations (1)
- The Econophysics of the Brazilian Real-US Dollar Rate
Finance, University Library of Munich, Germany
Journal Articles
2023
- Granular banks and corporate investment
Journal of Economics and Finance, 2023, 47, (3), 586-599
2022
- Granular inflation spillovers
Journal of Economic Studies, 2022, 50, (6), 1226-1244
- Losses make choices nonpositional
SN Business & Economics, 2022, 2, (11), 1-11
- 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
- Ego Depletion May Explain Gender Differences in Multitasking
Journal of Interdisciplinary Economics, 2021, 33, (1), 130-139
- The granularity of the Brazilian banking market
The North American Journal of Economics and Finance, 2021, 58, (C) View citations (1)
- 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
- Bypassing the truncation problem of truncated Lévy flights
Physica A: Statistical Mechanics and its Applications, 2020, 559, (C)
- Earnings distributions of scalable vs. non-scalable occupations
Physica A: Statistical Mechanics and its Applications, 2020, 560, (C) View citations (1)
- The Brazilian granular business cycle
Economics Bulletin, 2020, 40, (1), 463-472 View citations (3)
- The asymmetric Brazilian input–output network
Journal of Economic Studies, 2020, 48, (3), 604-615
2019
- Propensity to sell stocks in an artificial stock market
PLOS ONE, 2019, 14, (4), 1-12
- Real estate list price anchoring and cognitive ability
International Journal of Housing Markets and Analysis, 2019, 12, (4), 581-603 View citations (1)
- The Touchard distribution
Communications in Statistics - Theory and Methods, 2019, 48, (8), 2049-2059
2018
- 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)
- Granularity of the top 1,000 Brazilian companies
Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 68-73 View citations (2)
- 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
- Cowboying Stock Market Herds with Robot Traders
Computational Economics, 2017, 50, (3), 393-423 
See also Working Paper (2016)
- 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)
- 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
- 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
- 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)
- Kahneman's thinking fast and slow: from bestseller to textbook
RAE - Revista de Administração de Empresas, 2015, 55, (1)
- No endowment effect when people transact secondhand goods over the Internet
Economics Bulletin, 2015, 35, (3), 1961-1968 View citations (1)
2013
- Biological correlates of the Allais paradox
Applied Economics, 2013, 45, (5), 555-568 View citations (8)
See also Working Paper (2009)
- 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)
- The disposition effect and investor experience
Journal of Banking & Finance, 2013, 37, (5), 1669-1675 View citations (33)
See also Working Paper (2013)
2012
- A Great Recession in economics?
Economics Bulletin, 2012, 32, (1), 1068-1073
- A suggested statistical test for measuring bivariate nonlinear dependence
Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4891-4898
- An empirical case against the use of genetic-based learning classifier systems as forecasting devices
Economics Bulletin, 2012, 32, (1), 354-369
- 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
- A log-periodic fit for the flash crash of May 6, 2010
Economics Bulletin, 2011, 31, (2), 1772-1779 View citations (3)
- 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)
- Overconfidence and excess entry: a comparison between students and managers
Economics Bulletin, 2011, 31, (3), 2549-2557
- 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
- Biological characteristics modulating investor overconfidence
Economics Bulletin, 2010, 30, (2), 1496-1508 View citations (4)
- Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
The Economists' Voice, 2010, 7, (2), 1-2 View citations (1)
- 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)
- 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
- Bolhas Racionais no Índice Bovespa
Revista Brasileira de Economia - RBE, 2009, 63, (2) View citations (1)
- 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)
- Going parochial in the assessment of the Brazilian economics research output
Economics Bulletin, 2009, 29, (4), 2832-2852 View citations (7)
2008
- Disposition effect and gender
Applied Economics Letters, 2008, 15, (6), 411-416 View citations (25)
See also Working Paper (2006)
- Explosive and periodically collapsing bubbles in emerging stockmarkets
Economics Bulletin, 2008, 3, (46), 1-18 View citations (4)
- Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
Economics Bulletin, 2008, 6, (29), 1-13 View citations (1)
- Is the Brazilian stockmarket efficient?
Economics Bulletin, 2008, 7, (1), 1-16 View citations (1)
- Optimal control theory for inflation targeting
Economics Bulletin, 2008, 3, (24), 1-14
- The relative efficiency of stockmarkets
Economics Bulletin, 2008, 7, (6), 1-12 View citations (13)
- WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
Economic Affairs, 2008, 28, (1), 63-65
2007
- Estimating demand elasticities of fixed telephony in Brazil
Economics Bulletin, 2007, 12, (5), 1-9 View citations (3)
See also Working Paper (2006)
- Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
Economics Bulletin, 2007, 7, (1), 1-11 View citations (13)
- 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
- Log-periodic crashes revisited
Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335 View citations (9)
See also Working Paper (2005)
- 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
- 5th International Conference on Applications of Physics in Financial Analysis
Economics Bulletin, 2005, 28, (36), A0
- Evaluating Brazilian mutual funds with stochastic frontiers
Economics Bulletin, 2005, 13, (2), 1-6 View citations (4)
- 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)
- Is There a Brazilian J-Curve?
Economics Bulletin, 2005, 6, (10), 1-17 View citations (18)
See also Working Paper (2005)
- Stock selection based on cluster analysis
Economics Bulletin, 2005, 13, (1), 1-9 View citations (3)
See also Working Paper (2005)
- Stockmarket comovements revisited
Economics Bulletin, 2005, 7, (3), 1-9 View citations (8)
- Travel hysteresis in the Brazilian current account
Economics Bulletin, 2005, 6, (24), 1-17 View citations (2)
See also Working Paper (2005)
- Travel hysteresis in the US current account after the mid-1980s
Economics Bulletin, 2005, 14, (2), 1-10 
See also Working Paper (2005)
2004
- Big Mac parity, income, and trade
Economics Bulletin, 2004, 6, (12), 1-8 View citations (1)
See also Working Paper (2004)
- 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)
- 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)
- 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
- 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)
- Exponentially damped Lévy flights
Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 View citations (14)
See also Working Paper (2004)
- Fractal structure in the Chinese yuan/US dollar rate
Economics Bulletin, 2003, 7, (2), 1-13 View citations (6)
2002
- 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)
- Scaling power laws in the Sao Paulo Stock Exchange
Economics Bulletin, 2002, 7, (3), 1-12 View citations (15)
2001
- Chaotic Exchange Rate Dynamics Redux
Open Economies Review, 2001, 12, (3), 281-304 View citations (11)
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