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Details about Helder Miguel Correia Virtuoso Sebastião

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Workplace:Centre for Business and Economics Research (CeBER), Faculdade de Economia (Faculty of Economics), Universidade do Coimbra (University of Coimbra), (more information at EDIRC)

Access statistics for papers by Helder Miguel Correia Virtuoso Sebastião.

Last updated 2020-09-18. Update your information in the RePEc Author Service.

Short-id: pse235


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Working Papers

2020

  1. IPO patterns in Euronext after the global financial crisis of 2007-2008
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads
  2. The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads

2018

  1. Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads View citations (3)
    See also Journal Article in Scientific Annals of Economics and Business (2018)
  2. Predictability of stock returns and dividend growth using dividend yields: An international approach
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads
  3. The Iberian electricity market:Price dynamics and risk premium in an illiquid market
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads View citations (1)

2017

  1. On the gains of using high frequency data and higher moments in Portfolio Selection
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads
  2. Where is the information on USD/Bitcoins hourly price movements?
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads

2016

  1. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads
    See also Journal Article in Portuguese Economic Journal (2017)

2015

  1. Efficient Skewness/Semivariance Portfolios
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (2)
    See also Journal Article in Journal of Asset Management (2016)
  2. Portfolio Management With Higher Moments: The Cardinality Impact
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads

2012

  1. The Relative Contemporaneous Information Response. A New Cointegration-Based Measure of Price Discovery
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (1)

2011

  1. As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads

2008

  1. The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads

Journal Articles

2020

  1. Bitcoin futures: An effective tool for hedging cryptocurrencies
    Finance Research Letters, 2020, 33, (C) Downloads

2018

  1. Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?
    Scientific Annals of Economics and Business, 2018, 65, (2), 97-117 Downloads View citations (1)
    See also Working Paper (2018)
  2. On the Gains of Using High Frequency Data in Portfolio Selection
    Scientific Annals of Economics and Business, 2018, 65, (4), 365-383 Downloads

2017

  1. Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
    Portuguese Economic Journal, 2017, 16, (2), 65-86 Downloads View citations (1)
    See also Working Paper (2016)
  2. Where is the Information on USD/Bitcoin Hourly Prices?
    Notas Económicas, 2017, (45), 1-19 Downloads View citations (1)

2016

  1. Efficient skewness/semivariance portfolios
    Journal of Asset Management, 2016, 17, (5), 331-346 Downloads
    See also Working Paper (2015)

2010

  1. The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts
    The European Journal of Finance, 2010, 16, (7), 611-640 Downloads
 
Page updated 2020-09-19