Details about Sofia B Ramos

Access statistics for papers by Sofia B Ramos.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pra296

Working Papers

2020

1. Quantile Consumption-Capital Asset Pricing
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
2. Valuation in the energy sector: Fundamentals or bubbles?
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

2015

3. An analysis of the dynamics of efficiency of mutual funds
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

2013

4. Correlations between oil and stock markets: a wavelet-based approach
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (4)
   See also Journal Article Correlations between oil and stock markets: A wavelet-based approach, Economic Modelling, Elsevier (2015) View citations (52) (2015)
5. Predictability of stock market activity using Google search queries
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (9)

2012

6. Asymmetric long-run effects in the oil industry
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

2010

7. Asymmetric effects of oil price fluctuations in international stock markets
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (3)

2009

8. Risk factors in oil and gas industry returns: international evidence
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
   See also Journal Article Risk factors in oil and gas industry returns: International evidence, Energy Economics, Elsevier (2011) View citations (79) (2011)

2006

9. 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 (131) (2013)

2005

10. Geographic versus industry diversification: constraints matter
    Working Paper Series, European Central Bank View citations (1)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) View citations (2)
    See also Journal Article Geographic versus industry diversification: Constraints matter, Journal of Empirical Finance, Elsevier (2006) View citations (27) (2006)

2003

11. Competition Between Stock Exchanges: A Survey
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (8)
12. Geographical versus Industrial Diversification: A Mean Variance Spanning Approach
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
13. Stock Exchange Competition in a Simple Model of Capital Market Equilibrium
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (3)
    See also Journal Article Stock exchange competition in a simple model of capital market equilibrium, Journal of Financial Markets, Elsevier (2008) View citations (7) (2008)

Journal Articles

2022

1. Star rating, fund flows and performance predictability: evidence from Norway
   Financial Markets and Portfolio Management, 2022, 36, (1), 29-56 View citations (1)

2020

2. Limited attention, salience of information and stock market activity
   Economic Modelling, 2020, 87, (C), 92-108 View citations (8)
3. Uncertainty avoidance and mutual funds
   Journal of Corporate Finance, 2020, 65, (C) View citations (9)

2019

4. What determines fund performance persistence? International evidence
   The Financial Review, 2019, 54, (4), 679-708 View citations (11)

2017

5. The cyclical behaviour of commodities
   The European Journal of Finance, 2017, 23, (12), 1107-1128 View citations (7)

2016

6. Banking industry performance in the wake of the global financial crisis
   International Review of Financial Analysis, 2016, 48, (C), 376-387 View citations (14)

2015

7. An Analysis of Industry Regimes Synchronization in the Eurozone
   Journal of Common Market Studies, 2015, 53, (2), 255-273
8. Clustering financial time series: New insights from an extended hidden Markov model
   European Journal of Operational Research, 2015, 243, (3), 852-864 View citations (33)
9. Correlations between oil and stock markets: A wavelet-based approach
   Economic Modelling, 2015, 50, (C), 212-227 View citations (52)
   See also Working Paper Correlations between oil and stock markets: a wavelet-based approach, DES - Working Papers. Statistics and Econometrics. WS (2013) View citations (4) (2013)

2014

10. Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework
    Energy, 2014, 68, (C), 327-336 View citations (9)
11. Heterogeneous price dynamics in U.S. regional electricity markets
    Energy Economics, 2014, 46, (C), 453-463 View citations (3)
12. The aftermath of the subprime crisis: a clustering analysis of world banking sector
    Review of Quantitative Finance and Accounting, 2014, 42, (2), 293-308 View citations (10)

2013

13. A core–periphery framework in stock markets of the euro zone
    Economic Modelling, 2013, 35, (C), 320-329 View citations (1)
14. Oil price asymmetric effects: Answering the puzzle in international stock markets
    Energy Economics, 2013, 38, (C), 136-145 View citations (60)
15. The Determinants of Mutual Fund Performance: A Cross-Country Study
    Review of Finance, 2013, 17, (2), 483-525 View citations (131)
    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)

2012

16. The flow-performance relationship around the world
    Journal of Banking & Finance, 2012, 36, (6), 1759-1780 View citations (104)

2011

17. Risk factors in oil and gas industry returns: International evidence
    Energy Economics, 2011, 33, (3), 525-542 View citations (79)
    See also Working Paper Risk factors in oil and gas industry returns: international evidence, DES - Working Papers. Statistics and Econometrics. WS (2009) View citations (1) (2009)
18. When markets fall down: are emerging markets all the same?
    International Journal of Finance & Economics, 2011, 16, (4), 324-338 View citations (15)

2009

19. Competition and stock market development
    The European Journal of Finance, 2009, 15, (2), 231-247
20. The Size and Structure of the World Mutual Fund Industry
    European Financial Management, 2009, 15, (1), 145-180 View citations (21)

2008

21. Stock exchange competition in a simple model of capital market equilibrium
    Journal of Financial Markets, 2008, 11, (3), 284-307 View citations (7)
    See also Working Paper Stock Exchange Competition in a Simple Model of Capital Market Equilibrium, FAME Research Paper Series (2003) View citations (3) (2003)

2006

22. Geographic versus industry diversification: Constraints matter
    Journal of Empirical Finance, 2006, 13, (4-5), 396-416 View citations (27)
    See also Working Paper Geographic versus industry diversification: constraints matter, Working Paper Series (2005) View citations (1) (2005)