Details about Miguel A. Ferreira

Access statistics for papers by Miguel A. Ferreira.

Last updated 2018-07-15. Update your information in the RePEc Author Service.

Short-id: pfe454

Working Papers

2020

1. How Global is Your Mutual Fund? International Diversification from Multinationals
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2. Trade Credit and the Transmission of Unconventional Monetary Policy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)

2017

3. Can Credit Rating Agencies Affect Election Outcomes?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
4. Case Study: DBRS Sovereign Rating of Portugal. Analysis of Rating Methodology and Rating Decisions
   GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia
5. Creditor Control Rights and Board Independence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (51)
   See also Journal Article The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration, The Review of Financial Studies, Society for Financial Studies (2017) View citations (51) (2017)

2016

7. Investor-Stock Decoupling in Mutual Funds
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2015

8. International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2011

9. Banks’ corporate control and relationship lending: evidence from retail loans
   Working Papers, Banco de Portugal, Economics and Research Department
10. Does Institutional Ownership Matter for International Stock Return Comovement?
    EcoMod2011, EcoMod
    See also Journal Article Does institutional ownership matter for international stock return comovement?, Journal of International Money and Finance, Elsevier (2017) View citations (12) (2017)

2009

11. Does Governance Travel around the World? Evidence from Institutional Investors
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (4)
    See also Journal Article Does governance travel around the world? Evidence from institutional investors, Journal of Financial Economics, Elsevier (2011) View citations (509) (2011)
12. Universal banks and corporate control: evidence from the global syndicated loan market
    Working Paper Series, European Central Bank View citations (2)
    See also Journal Article Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market, The Review of Financial Studies, Society for Financial Studies (2012) View citations (71) (2012)

2008

13. Centre Rules the Markets
    MPRA Paper, University Library of Munich, Germany
14. Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article Forecasting stock market returns: The sum of the parts is more than the whole, Journal of Financial Economics, Elsevier (2011) View citations (215) (2011)
15. Who Owns the Largest Firms Around the World?
    MPRA Paper, University Library of Munich, Germany View citations (3)

2006

16. The Determinants of Mutual Fund Performance: A Cross-Country Study
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (7)
    See also Journal Article The Determinants of Mutual Fund Performance: A Cross-Country Study, Review of Finance, European Finance Association (2013) View citations (127) (2013)

2004

17. Evaluating interest rate covariance models within a value-at-risk framework
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)
    See also Journal Article Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework, Journal of Financial Econometrics, Oxford University Press (2005) View citations (37) (2005)

Journal Articles

2017

1. Are foreign investors locusts? The long-term effects of foreign institutional ownership
   Journal of Financial Economics, 2017, 126, (1), 122-146 View citations (192)
2. Do locals know better? A comparison of the performance of local and foreign institutional investors
   Journal of Banking & Finance, 2017, 82, (C), 151-164 View citations (58)
3. Does institutional ownership matter for international stock return comovement?
   Journal of International Money and Finance, 2017, 78, (C), 64-83 View citations (12)
   See also Working Paper Does Institutional Ownership Matter for International Stock Return Comovement?, EcoMod2011 (2011) (2011)
4. Fund Performance and Equity Lending: Why Lend What You Can Sell?
   Review of Finance, 2017, 21, (3), 1093-1121 View citations (22)
5. The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration
   The Review of Financial Studies, 2017, 30, (9), 3223-3268 View citations (51)
   See also Working Paper The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration, CEPR Discussion Papers (2017) View citations (51) (2017)
6. The Real Effects of Credit Ratings: The Sovereign Ceiling Channel
   Journal of Finance, 2017, 72, (1), 249-290 View citations (137)

2016

7. Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades
   The Review of Financial Studies, 2016, 29, (7), 1709-1746 View citations (72)
8. Corporate Boards and SEOs: The Effect of Certification and Monitoring
   Journal of Financial and Quantitative Analysis, 2016, 51, (3), 899-927 View citations (10)
9. Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk
   Quarterly Journal of Finance (QJF), 2016, 06, (01), 1-59 View citations (2)
10. Indexing and active fund management: International evidence
    Journal of Financial Economics, 2016, 120, (3), 539-560 View citations (102)

2015

11. Lending Relationships and the Effect of Bank Distress: Evidence from the 2007–2009 Financial Crisis
    Journal of Financial and Quantitative Analysis, 2015, 50, (6), 1165-1197 View citations (45)

2013

12. Are U.S. CEOs Paid More? New International Evidence
    The Review of Financial Studies, 2013, 26, (2), 323-367 View citations (76)
13. Generalists versus specialists: Lifetime work experience and chief executive officer pay
    Journal of Financial Economics, 2013, 108, (2), 471-492 View citations (217)
14. The Determinants of Mutual Fund Performance: A Cross-Country Study
    Review of Finance, 2013, 17, (2), 483-525 View citations (127)
    See also Working Paper The Determinants of Mutual Fund Performance: A Cross-Country Study, Swiss Finance Institute Research Paper Series (2006) View citations (7) (2006)
15. Why are US firms using more short-term debt?
    Journal of Financial Economics, 2013, 108, (1), 182-212 View citations (169)

2012

16. The flow-performance relationship around the world
    Journal of Banking & Finance, 2012, 36, (6), 1759-1780 View citations (103)
17. Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market
    The Review of Financial Studies, 2012, 25, (9), 2703-2744 View citations (71)
    See also Working Paper Universal banks and corporate control: evidence from the global syndicated loan market, Working Paper Series (2009) View citations (2) (2009)

2011

18. Bank loans and banks’ corporate control: evidence for Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011
19. Board structure and price informativeness
    Journal of Financial Economics, 2011, 99, (3), 523-545 View citations (115)
20. Capital structure and law around the world
    Journal of Multinational Financial Management, 2011, 21, (3), 119-150 View citations (59)
21. Does governance travel around the world? Evidence from institutional investors
    Journal of Financial Economics, 2011, 100, (1), 154-181 View citations (509)
    See also Working Paper Does Governance Travel around the World? Evidence from Institutional Investors, Working Paper Series (2009) View citations (4) (2009)
22. Forecasting stock market returns: The sum of the parts is more than the whole
    Journal of Financial Economics, 2011, 100, (3), 514-537 View citations (215)
    See also Working Paper Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole, NBER Working Papers (2008) View citations (2) (2008)
23. The determinants of domestic and foreign bond bias
    Journal of Multinational Financial Management, 2011, 21, (5), 279-300 View citations (13)

2010

24. Correlation dynamics of global industry portfolios
    Journal of Multinational Financial Management, 2010, 20, (1), 35-47 View citations (8)
25. Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions
    The Review of Financial Studies, 2010, 23, (2), 601-644 View citations (150)

2009

26. Insider Trading Laws and Stock Price Informativeness
    The Review of Financial Studies, 2009, 22, (5), 1845-1887 View citations (144)
27. Portfolio flows, volatility and growth
    Journal of International Money and Finance, 2009, 28, (2), 271-292 View citations (22)

2008

28. Does international cross-listing improve the information environment
    Journal of Financial Economics, 2008, 88, (2), 216-244 View citations (152)
29. The colors of investors' money: The role of institutional investors around the world
    Journal of Financial Economics, 2008, 88, (3), 499-533 View citations (619)

2007

30. Corporate Governance, Idiosyncratic Risk, and Information Flow
    Journal of Finance, 2007, 62, (2), 951-989 View citations (223)
31. Does sovereign debt ratings news spill over to international stock markets?
    Journal of Banking & Finance, 2007, 31, (10), 3162-3182 View citations (104)

2005

32. Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework
    Journal of Financial Econometrics, 2005, 3, (1), 126-168 View citations (37)
    See also Working Paper Evaluating interest rate covariance models within a value-at-risk framework, Working Paper Series (2004) View citations (1) (2004)
33. Forecasting the comovements of spot interest rates
    Journal of International Money and Finance, 2005, 24, (5), 766-792 View citations (5)
34. Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets
    Journal of Financial and Quantitative Analysis, 2005, 40, (1), 195-222 View citations (54)

2004

35. Why Do Firms Hold Cash? Evidence from EMU Countries
    European Financial Management, 2004, 10, (2), 295-319 View citations (203)