Details about Cesario Mateus

Access statistics for papers by Cesario Mateus.

Last updated 2024-09-09. Update your information in the RePEc Author Service.

Short-id: pma2943

Working Papers

2006

1. Debt and Taxes: Evidence from bank-financed unlisted firms
   Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (11)

Journal Articles

2019

1. Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
   Journal of Asset Management, 2019, 20, (1), 15-30 View citations (2)
2. Correction to: Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
   Journal of Asset Management, 2019, 20, (3), 250-250 View citations (2)
3. From sovereigns to banks: evidence on cross-border contagion
   Journal of Banking Regulation, 2019, 20, (1), 86-103
4. Oil prices, stock markets and firm performance: Evidence from Europe
   International Review of Economics & Finance, 2019, 61, (C), 270-288 View citations (29)
5. Review of new trends in the literature on factor models and mutual fund performance
   International Review of Financial Analysis, 2019, 63, (C), 344-354 View citations (12)
6. Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
   The European Journal of Finance, 2019, 25, (12), 1077-1098 View citations (7)

2018

7. Bank governance and performance: a survey of the literature
   Journal of Banking Regulation, 2018, 19, (3), 236-256 View citations (17)
8. Cash holdings and earnings quality: evidence from the Main and Alternative UK markets
   International Review of Financial Analysis, 2018, 56, (C), 238-252 View citations (17)
9. Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
   Risks, 2018, 6, (1), 1-18 View citations (7)
10. US sector rotation with five-factor Fama–French alphas
    Journal of Asset Management, 2018, 19, (2), 116-132 View citations (5)

2017

11. A tale of two states: asymmetries in the UK small, value and momentum premiums
    Applied Economics, 2017, 49, (5), 456-476
12. Alphas in disguise: A new approach to uncovering them
    International Journal of Finance & Economics, 2017, 22, (3), 234-243 View citations (7)
13. Impact of FOMC announcement on stock price index in Southeast Asian countries
    China Finance Review International, 2017, 7, (3), 370-386
14. Intraday industry-specific spillover effect in European equity markets
    The Quarterly Review of Economics and Finance, 2017, 63, (C), 278-298 View citations (1)
15. Supervisory boards, financial crisis and bank performance: do board characteristics matter?
    Journal of Banking Regulation, 2017, 18, (4), 310-337 View citations (12)
16. Volatility risk and stock return predictability on global financial crises
    China Finance Review International, 2017, 7, (1), 33-66 View citations (17)

2016

17. Determinants of European Banks’ Bailouts Following the 2007–2008 Financial Crisis
    Journal of International Economic Law, 2016, 19, (3), 707-742 View citations (5)
18. UK equity mutual fund alphas make a comeback
    International Review of Financial Analysis, 2016, 44, (C), 98-110 View citations (12)

2015

19. Do Portuguese private firms follow pecking order financing?
    The European Journal of Finance, 2015, 21, (10-11), 848-866 View citations (3)

2014

20. What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets
    International Review of Financial Analysis, 2014, 33, (C), 104-116 View citations (18)

2012

21. Do Small and Medium Sized Enterprises Match Their Assets and Liabilities? Evidence from Portugal
    The International Journal of Business and Finance Research, 2012, 6, (4), 13-31 View citations (3)

2011

22. Debt and taxes for private firms
    International Review of Financial Analysis, 2011, 20, (3), 177-189 View citations (10)