Details about Cesario Mateus

Access statistics for papers by Cesario Mateus.

Last updated 2025-06-09. 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

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)
2. Mutual fund performance: the model for selecting persistent winners
   The European Journal of Finance, 2025, 31, (5), 647-669

2024

3. A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets
   JRFM, 2024, 17, (1), 1-48 View citations (1)
4. How does liberalization affect emerging stock markets? Theories and empirical evidence
   Journal of Economic Surveys, 2024, 38, (3), 877-898 View citations (1)
5. 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 View citations (1)
6. Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group
   Applied Economics, 2024, 56, (11), 1268-1282
7. The business cycle’s influence on share repurchases of the UK
   Journal of Economic Analysis, 2024, 3, (3), 38-68

2023

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

2022

11. Does board composition and ownership structure affect banks’ systemic risk? European evidence
    Journal of Banking Regulation, 2022, 23, (2), 155-172 View citations (4)
12. 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 View citations (1)

2021

13. Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam
    Asia-Pacific Financial Markets, 2021, 28, (4), 499-526 View citations (3)
14. National culture and small firms' use of trade credit: Evidence from Europe
    Global Finance Journal, 2021, 49, (C) View citations (4)
15. 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 View citations (5)

2020

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

2019

17. 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)
18. 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)
19. From sovereigns to banks: evidence on cross-border contagion
    Journal of Banking Regulation, 2019, 20, (1), 86-103
20. Oil prices, stock markets and firm performance: Evidence from Europe
    International Review of Economics & Finance, 2019, 61, (C), 270-288 View citations (29)
21. 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 (13)
22. 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

23. A guide to survival of momentum in UK style portfolios
    International Journal of Banking, Accounting and Finance, 2018, 9, (2), 192-224
24. Bank governance and performance: a survey of the literature
    Journal of Banking Regulation, 2018, 19, (3), 236-256 View citations (19)
25. 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 (18)
26. Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
    Risks, 2018, 6, (1), 1-18 View citations (7)
27. US sector rotation with five-factor Fama–French alphas
    Journal of Asset Management, 2018, 19, (2), 116-132 View citations (5)

2017

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

2016

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

2015

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

2014

37. 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 (21)

2012

38. 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

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