Details about Oscar Varela

Access statistics for papers by Oscar Varela.

Last updated 2025-02-01. Update your information in the RePEc Author Service.

Short-id: pva385

Working Papers

2005

1. The weekend trading profitability: evidence from international mutual funds
   Working Papers, University of New Orleans, Department of Economics and Finance

2003

2. January reversal in the US weekend effect
   Working Papers, University of New Orleans, Department of Economics and Finance

Journal Articles

2021

1. What lies behind the asset growth effect?
   Global Finance Journal, 2021, 48, (C) View citations (2)

2019

2. The effects of lines of credit on market timing and the underpricing of seasoned equity offerings
   Review of Accounting and Finance, 2019, 18, (1), 157-175

2018

3. Competition and exposure of returns to the C-CAPM
   Studies in Economics and Finance, 2018, 35, (4), 525-541

2017

4. Product market competition, idiosyncratic and systematic volatility
   Journal of Corporate Finance, 2017, 43, (C), 500-513 View citations (35)

2014

5. When U.S. venture capital ventures abroad
   Accounting and Finance, 2014, 54, (1), 1-23

2010

6. US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis
   Journal of Emerging Market Finance, 2010, 9, (2), 171-197

2009

7. Is there a puzzle in the failure of venture capital backed portfolio companies?
   Applied Financial Economics, 2009, 19, (18), 1439-1452 View citations (2)

2007

8. Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994
   The Quarterly Review of Economics and Finance, 2007, 47, (3), 449-469 View citations (1)

2005

9. The size effect reversal in the USA
   Applied Financial Economics, 2005, 15, (17), 1189-1197 View citations (7)

2004

10. Safety-first portfolio optimization for US investors in emerging global, Asian and Latin American markets
    Pacific-Basin Finance Journal, 2004, 12, (1), 91-116 View citations (6)

2003

11. State equity ownership and firm market performance: evidence from China's newly privatized firms
    Global Finance Journal, 2003, 14, (1), 65-82 View citations (48)
12. The Financial and Operating Performance of China's Newly Privatized Firms
    Financial Management, 2003, 32, (2) View citations (35)

2002

13. Ownership and performance in Chinese manufacturing industry1
    Journal of Multinational Financial Management, 2002, 12, (1), 61-78 View citations (18)
14. The Efficiency of Net Asset Values for Asian–Country Mutual Funds in the US
    Journal of Business Finance & Accounting, 2002, 29, (5‐6), 761-786 View citations (2)

1999

15. Futures and realized cash or settle prices for gold, silver, and copper
    Review of Financial Economics, 1999, 8, (2), 121-138 View citations (1)
    Also in Review of Financial Economics, 1999, 8, (2), 121-138 (1999) View citations (4)

1998

16. A comparative analysis of security pricing using factor, macrovariable and arbitrage pricing models
    Journal of Economics and Finance, 1998, 22, (2), 21-41 View citations (1)

1997

17. An Investigation of Event Study Methodologies with Clustered Events and Event Day Uncertainty
    Review of Quantitative Finance and Accounting, 1997, 8, (3), 211-28 View citations (7)
18. Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries
    Global Finance Journal, 1997, 8, (2), 221-238
19. Forward Hedging the Exchange Risks of U.S. Equity Investments in the U.K., Germany and France
    The Financial Review, 1997, 32, (3), 527-44

1986

20. A general equilibrium analysis of financial regulation
    Journal of Public Economics, 1986, 30, (3), 329-340