EconPapers    
Economics at your fingertips  
 

Details about Cesario Mateus

Workplace:Institut for Økonomi og Ledelse (Department of Business and Management), Aalborg Universitet (University of Aalborg), (more information at EDIRC)

Access statistics for papers by Cesario Mateus.

Last updated 2025-06-09. Update your information in the RePEc Author Service.

Short-id: pma2943


Jump to Journal Articles Chapters

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 Downloads View citations (11)

Journal Articles

2025

  1. Exposure of stock sector returns to petroleum price shocks: The case of petroleum exporters and importers
    Research in International Business and Finance, 2025, 76, (C) Downloads
  2. Mutual fund performance: the model for selecting persistent winners
    The European Journal of Finance, 2025, 31, (5), 647-669 Downloads

2024

  1. A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets
    JRFM, 2024, 17, (1), 1-48 Downloads View citations (1)
  2. How does liberalization affect emerging stock markets? Theories and empirical evidence
    Journal of Economic Surveys, 2024, 38, (3), 877-898 Downloads View citations (1)
  3. Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets
    International Review of Finance, 2024, 24, (1), 83-103 Downloads View citations (1)
  4. Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group
    Applied Economics, 2024, 56, (11), 1268-1282 Downloads
  5. The business cycle’s influence on share repurchases of the UK
    Journal of Economic Analysis, 2024, 3, (3), 38-68 Downloads

2023

  1. Determinants of Repurchase Size: Evidence from the UK
    JRFM, 2023, 16, (9), 1-29 Downloads View citations (1)
  2. Does equity mutual fund factor-risk-shifting pay off? Evidence from the US
    The European Journal of Finance, 2023, 29, (4), 444-465 Downloads View citations (2)
  3. The Market Reaction to Repurchase Announcements
    JRFM, 2023, 16, (10), 1-28 Downloads

2022

  1. Does board composition and ownership structure affect banks’ systemic risk? European evidence
    Journal of Banking Regulation, 2022, 23, (2), 155-172 Downloads View citations (4)
  2. Petroleum prices and equity sector returns in petroleum exporting and importing countries: an analysis of volatility transmissions and hedging
    Applied Economics, 2022, 54, (23), 2610-2626 Downloads View citations (1)

2021

  1. Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam
    Asia-Pacific Financial Markets, 2021, 28, (4), 499-526 Downloads View citations (3)
  2. National culture and small firms' use of trade credit: Evidence from Europe
    Global Finance Journal, 2021, 49, (C) Downloads View citations (4)
  3. The impact of board characteristics and CEO power on banks’ risk-taking: stable versus crisis periods
    Journal of Banking Regulation, 2021, 22, (4), 319-341 Downloads View citations (5)

2020

  1. Do smart beta ETFs deliver persistent performance?
    Journal of Asset Management, 2020, 21, (5), 413-427 Downloads View citations (3)

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 Downloads 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 Downloads View citations (2)
  3. From sovereigns to banks: evidence on cross-border contagion
    Journal of Banking Regulation, 2019, 20, (1), 86-103 Downloads
  4. Oil prices, stock markets and firm performance: Evidence from Europe
    International Review of Economics & Finance, 2019, 61, (C), 270-288 Downloads 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 Downloads View citations (13)
  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 Downloads View citations (7)

2018

  1. A guide to survival of momentum in UK style portfolios
    International Journal of Banking, Accounting and Finance, 2018, 9, (2), 192-224 Downloads
  2. Bank governance and performance: a survey of the literature
    Journal of Banking Regulation, 2018, 19, (3), 236-256 Downloads View citations (19)
  3. Cash holdings and earnings quality: evidence from the Main and Alternative UK markets
    International Review of Financial Analysis, 2018, 56, (C), 238-252 Downloads View citations (18)
  4. Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
    Risks, 2018, 6, (1), 1-18 Downloads View citations (7)
  5. US sector rotation with five-factor Fama–French alphas
    Journal of Asset Management, 2018, 19, (2), 116-132 Downloads View citations (5)

2017

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

2016

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

2015

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

2014

  1. 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 Downloads View citations (21)

2012

  1. 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 Downloads View citations (3)

2011

  1. Debt and taxes for private firms
    International Review of Financial Analysis, 2011, 20, (3), 177-189 Downloads View citations (12)

Chapters

2024

  1. Board Characteristics and Corporate Governance: A Historical Review of the Banking Industry
    Chapter 1 in BANKING RESILIENCE New Insights on Corporate Governance, Sustainability and Digital Innovation, 2024, pp 3-68 Downloads
 
Page updated 2025-06-10