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
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Working Papers
2006
- 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
- 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)
- Mutual fund performance: the model for selecting persistent winners
The European Journal of Finance, 2025, 31, (5), 647-669
2024
- A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets
JRFM, 2024, 17, (1), 1-48 View citations (1)
- How does liberalization affect emerging stock markets? Theories and empirical evidence
Journal of Economic Surveys, 2024, 38, (3), 877-898 View citations (1)
- 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)
- Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group
Applied Economics, 2024, 56, (11), 1268-1282
- The business cycle’s influence on share repurchases of the UK
Journal of Economic Analysis, 2024, 3, (3), 38-68
2023
- Determinants of Repurchase Size: Evidence from the UK
JRFM, 2023, 16, (9), 1-29 View citations (1)
- 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)
- The Market Reaction to Repurchase Announcements
JRFM, 2023, 16, (10), 1-28
2022
- Does board composition and ownership structure affect banks’ systemic risk? European evidence
Journal of Banking Regulation, 2022, 23, (2), 155-172 View citations (4)
- 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
- Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam
Asia-Pacific Financial Markets, 2021, 28, (4), 499-526 View citations (3)
- National culture and small firms' use of trade credit: Evidence from Europe
Global Finance Journal, 2021, 49, (C) View citations (4)
- 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
- Do smart beta ETFs deliver persistent performance?
Journal of Asset Management, 2020, 21, (5), 413-427 View citations (3)
2019
- 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)
- 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)
- From sovereigns to banks: evidence on cross-border contagion
Journal of Banking Regulation, 2019, 20, (1), 86-103
- Oil prices, stock markets and firm performance: Evidence from Europe
International Review of Economics & Finance, 2019, 61, (C), 270-288 View citations (29)
- 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)
- 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
- A guide to survival of momentum in UK style portfolios
International Journal of Banking, Accounting and Finance, 2018, 9, (2), 192-224
- Bank governance and performance: a survey of the literature
Journal of Banking Regulation, 2018, 19, (3), 236-256 View citations (19)
- 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)
- Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
Risks, 2018, 6, (1), 1-18 View citations (7)
- US sector rotation with five-factor Fama–French alphas
Journal of Asset Management, 2018, 19, (2), 116-132 View citations (5)
2017
- A tale of two states: asymmetries in the UK small, value and momentum premiums
Applied Economics, 2017, 49, (5), 456-476
- Alphas in disguise: A new approach to uncovering them
International Journal of Finance & Economics, 2017, 22, (3), 234-243 View citations (7)
- Impact of FOMC announcement on stock price index in Southeast Asian countries
China Finance Review International, 2017, 7, (3), 370-386
- Intraday industry-specific spillover effect in European equity markets
The Quarterly Review of Economics and Finance, 2017, 63, (C), 278-298 View citations (1)
- Supervisory boards, financial crisis and bank performance: do board characteristics matter?
Journal of Banking Regulation, 2017, 18, (4), 310-337 View citations (12)
- Volatility risk and stock return predictability on global financial crises
China Finance Review International, 2017, 7, (1), 33-66 View citations (17)
2016
- Determinants of European Banks’ Bailouts Following the 2007–2008 Financial Crisis
Journal of International Economic Law, 2016, 19, (3), 707-742 View citations (5)
- UK equity mutual fund alphas make a comeback
International Review of Financial Analysis, 2016, 44, (C), 98-110 View citations (12)
2015
- Do Portuguese private firms follow pecking order financing?
The European Journal of Finance, 2015, 21, (10-11), 848-866 View citations (3)
2014
- 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
- 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
- Debt and taxes for private firms
International Review of Financial Analysis, 2011, 20, (3), 177-189 View citations (12)
Chapters
2024
- 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
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