Details about Paulo Pereira da Silva

Access statistics for papers by Paulo Pereira da Silva.

Last updated 2021-04-07. Update your information in the RePEc Author Service.

Short-id: psi715

Working Papers

2020

1. THE DISPOSITION EFFECT AMONG MUTUAL FUND PARTICIPANTS: A RE-EXAMINATION
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

2017

2. Abnormal Retained Earnings Around The World
   MPRA Paper, University Library of Munich, Germany

2013

3. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
   See also Journal Article Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (8) (2014)

Journal Articles

2021

1. Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment
   Journal of Multinational Financial Management, 2021, 59, (C) View citations (2)
2. Exchange-traded certificates, education and the disposition effect
   Journal of Behavioral and Experimental Finance, 2021, 29, (C)

2020

3. The Impact of Intermittent Power Generation on the Wholesale Electricity Prices of the MIBEL Iberian Market
   Economics of Energy & Environmental Policy, 2020, Volume 9, (Number 2)

2019

4. Corporate governance, earnings quality and idiosyncratic crash risk during the 2007–2008 financial crisis
   Journal of Multinational Financial Management, 2019, 51, (C), 61-79 View citations (3)

2018

5. Central clearing and CDS market quality
   Journal of Futures Markets, 2018, 38, (6), 731-753 View citations (6)

2016

6. Analysis of market quality before and during short-selling bans
   Research in International Business and Finance, 2016, 37, (C), 252-268 View citations (9)
7. Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?
   Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (4), 322-353 View citations (1)
8. Earnings surprises and the response of CDS markets
   Studies in Economics and Finance, 2016, 33, (3), 377-402 View citations (2)

2015

9. Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets
   Applied Economics, 2015, 47, (12), 1213-1229 View citations (10)
10. M&A operations: Further evidence of informed trading in the CDS market
    Journal of Multinational Financial Management, 2015, 32-33, 116-130 View citations (10)
11. The determinants of CDS open interest dynamics
    Journal of Financial Stability, 2015, 21, (C), 95-109 View citations (5)
12. The information content of the open interest of credit default swaps
    Financial Markets and Portfolio Management, 2015, 29, (4), 381-427 View citations (3)

2014

13. Sovereign CDS and bond credit spread dynamics in the Euro zone: evidence of an asymmetric price transmission in sovereign debt markets
    International Journal of Financial Markets and Derivatives, 2014, 3, (4), 293-321 View citations (1)
14. Sovereign Credit Risk and Stock Markets–Does the Markets’ Dependency Increase with Financial Distress?
    IJFS, 2014, 2, (1), 1-23 View citations (3)
15. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-27 View citations (8)
    See also Working Paper Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference, Economics Discussion Papers (2013) View citations (2) (2013)