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Items where Author is "Mateus, Cesario"

Items where Author is "Mateus, Cesario"

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Accounting standards Adjusted alphas Asian financial crisis asset-liability matching asymmetric information bank credit banking crisis Banks Banks’ bailouts Board structure Capital Structure Carhart Cash holdings Central and Eastern Europe Consumer confidence index Corporate Governance country governance credit rationing currency crisis Cyclicality Debt Debt Maturity Derivates Directors Dynamic Panel Data Analysis Eastern Europe Equity financing Equity Valuation models European stock markets exchange-traded funds Fama-French Fama-French (Carhart) factor adjustment Fama–French five-factor model finance Financial contagion Financial crisis financial development Firm Performance FOMC GDP Interest rate surprises Kaplan-Meier estimator Latin America Liquidity liquidity shocks Macroeconomic determinants marginal tax rate Market efficiency Market reaction Markov Switching Momentum survival Network Centrality non-zero benchmark alphas optimisation algorithm Options ownership structure panel data Pecking Order Theory Performance Performance evaluation Portugal Prediction error Rights issues Risk Premium Sector rotation Size Small and Medium Sized Enterprises small and medium-sized enterprises small firms finance SMEs sources and uses of funds Spillover effect Stocks Style portfolios Subprime mortgage crisis supply chain Swap market trade credit trade-off theory Trading strategies Trading strategy twin crisis Two-state Markov switching model UK Equity funds performance US sectors Performance Value and momentum premiums Value of firm Volatility Western Europe
Number of items: 120.

Accounting standards

Hukelmann, Christoph, Mateus, Cesario and Mateus, Irina (2013) How good are equity valuation models in predicting stock prices? International Research Journal of Finance and Economics, 106. pp. 137-151. ISSN 1450-2887 (Online)

Adjusted alphas

Mateus, Irina B., Mateus, Cesario and Todorovic, Natasa (2016) UK equity mutual fund alphas make a comeback. International Review of Financial Analysis, 44. pp. 98-110. ISSN 1057-5219 (doi:10.1016/j.irfa.2016.01.004)

Asian financial crisis

Mateus, Cesario and Bao, Trung Hoang (2017) Impact of FOMC announcement on stock price index in southeast Asian countries. China Finance Review International, 7 (3). pp. 370-386. ISSN 2044-1398 (doi:10.1108/CFRI-06-2016-0051)

asset-liability matching

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

asymmetric information

Gama, Ana Paula Matias and Mateus, Cesario (2010) Does trade credit facilitate access to bank finance? An empirical evidence from Portuguese and Spanish small medium size enterprises. International Research Journal of Finance and Economics, 45. pp. 26-45. ISSN 1450-2887

bank credit

Gama, Ana Paula Matias and Mateus, Cesario (2010) Does trade credit facilitate access to bank finance? An empirical evidence from Portuguese and Spanish small medium size enterprises. International Research Journal of Finance and Economics, 45. pp. 26-45. ISSN 1450-2887

banking crisis

Mateus, Cesario and Yeoh, Li Shun (2008) Banking and currency crises in emerging market: the magnified effect of twin crises on output. In: Financial Management Association European Conference, 4-6 Jun 2008, Prague, Czech Republic. (Unpublished)

Banks

Fernandes, Catarina, Farinha, Jorge, Martins, Francisco Vitorino and Mateus, Cesario (2016) Supervisory boards, financial crisis and bank performance: do board characteristics matter? Journal of Banking Regulation, 18 (4). pp. 310-337. ISSN 1745-6452 (Print), 1750-2071 (Online) (doi:10.1057/s41261-016-0037-5)

Banks’ bailouts

Fernandes, Catarina, Farinha, Jorge, Martins Vitorino, Francisco and Mateus, Cesario (2016) Determinants of European banks’ bailouts following the 2007–2008 financial crisis. Journal of International Economic Law, 19 (3). pp. 707-747. ISSN 1369-3034 (Print), 1464-3758 (Online) (doi:10.1093/jiel/jgw060)

Board structure

Fernandes, Catarina, Farinha, Jorge, Martins Vitorino, Francisco and Mateus, Cesario (2016) Determinants of European banks’ bailouts following the 2007–2008 financial crisis. Journal of International Economic Law, 19 (3). pp. 707-747. ISSN 1369-3034 (Print), 1464-3758 (Online) (doi:10.1093/jiel/jgw060)

Capital Structure

Mateus, Cesario, Hall, Thomas and Mateus, Irina B. (2015) Are listed firms better governed? Empirical evidence on board structure and financial performance. Corporate Ownership & Control, 13 (1). pp. 736-755. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:10.22495/cocv13i1c7p2)

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2015) Do Portuguese private firms follow pecking order financing? The European Journal of Finance Special Issue: 2010 Portuguese Finance Network Conference, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

Mateus, Cesario and Terra, Paulo (2013) Leverage and the maturity structure of debt in emerging markets. Journal of Mathematical Finance, 3. pp. 46-59. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2013.33A005)

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do Portuguese private firms follow pecking order financing? The European Journal of Finance, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

Bartholdy, Jan and Mateus, Cesario (2011) Debt and taxes for private firms. International Review of Financial Analysis, 20 (3). pp. 177-189. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.02.012)

Terra, Paulo, Kirch, Guilherme and Mateus, Cesario (2008) The effect of ownership structure, country governance, and financial development on the capital structure of unlisted eastern European firms. In: 8º Encontro Brasileiro de Finanças/8th Brazillian Finance Meeting, 31 Jul - 2 Aug 2008, Rio de Janeiro, Brazil. (Unpublished)

Bartholdy, Jan and Mateus, Cesario (2008) Taxes and corporate debt policy: evidence for unlisted firms of sixteen European countries. Working Paper. Social Science Research Network. (doi:10.2139/ssrn.1098370)

Bartholdy, Jan and Mateus, Cesario (2008) Financing of SME's: an asset side story. In: 5th Conference of the Portuguese Finance Network, 10-12 July 2008, Coimbra, Portugal.

Carhart

Mateus, Irina B., Mateus, Cesario and Todorovic, Natasa (2016) UK equity mutual fund alphas make a comeback. International Review of Financial Analysis, 44. pp. 98-110. ISSN 1057-5219 (doi:10.1016/j.irfa.2016.01.004)

Cash holdings

Hall, Thomas, Mateus, Cesario and Mateus, Irina Bezhentseva (2014) What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets. International Review of Financial Analysis, 33. pp. 104-116. ISSN 1057-5219 (doi:10.1016/j.irfa.2013.11.002)

Central and Eastern Europe

Hall, Thomas, Mateus, Cesario and Mateus, Irina Bezhentseva (2014) What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets. International Review of Financial Analysis, 33. pp. 104-116. ISSN 1057-5219 (doi:10.1016/j.irfa.2013.11.002)

Consumer confidence index

Mateus, Cesario, Chinthalapati, Raju and Mateus, Irina B. (2016) Intraday industry-specific spillover effect in European equity markets. Quarterly Review of Economics and Finance, 63. pp. 278-298. ISSN 1062-9769 (doi:10.1016/j.qref.2016.04.011)

Mateus, Cesario, Chinthalapati, V L Raju and Mateus, Irina B. (2014) Intraday industry-specific spillover effect in European equity markets. Social Science Research Network.

Corporate Governance

Fernandes, Catarina, Farinha, Jorge, Martins, Francisco Vitorino and Mateus, Cesario (2016) Supervisory boards, financial crisis and bank performance: do board characteristics matter? Journal of Banking Regulation, 18 (4). pp. 310-337. ISSN 1745-6452 (Print), 1750-2071 (Online) (doi:10.1057/s41261-016-0037-5)

Fernandes, Catarina, Farinha, Jorge, Martins Vitorino, Francisco and Mateus, Cesario (2016) Determinants of European banks’ bailouts following the 2007–2008 financial crisis. Journal of International Economic Law, 19 (3). pp. 707-747. ISSN 1369-3034 (Print), 1464-3758 (Online) (doi:10.1093/jiel/jgw060)

country governance

Terra, Paulo, Kirch, Guilherme and Mateus, Cesario (2008) The effect of ownership structure, country governance, and financial development on the capital structure of unlisted eastern European firms. In: 8º Encontro Brasileiro de Finanças/8th Brazillian Finance Meeting, 31 Jul - 2 Aug 2008, Rio de Janeiro, Brazil. (Unpublished)

credit rationing

Gama, Ana Paula Matias and Mateus, Cesario (2010) Does trade credit facilitate access to bank finance? An empirical evidence from Portuguese and Spanish small medium size enterprises. International Research Journal of Finance and Economics, 45. pp. 26-45. ISSN 1450-2887

currency crisis

Mateus, Cesario and Yeoh, Li Shun (2008) Banking and currency crises in emerging market: the magnified effect of twin crises on output. In: Financial Management Association European Conference, 4-6 Jun 2008, Prague, Czech Republic. (Unpublished)

Cyclicality

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49 (5). pp. 456-476. ISSN 0003-6846 (Print), 1466-4291 (Online) (doi:10.1080/00036846.2016.1200184)

Debt

Hall, Thomas, Mateus, Cesario and Mateus, Irina Bezhentseva (2014) What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets. International Review of Financial Analysis, 33. pp. 104-116. ISSN 1057-5219 (doi:10.1016/j.irfa.2013.11.002)

Bartholdy, Jan and Mateus, Cesario (2011) Debt and taxes for private firms. International Review of Financial Analysis, 20 (3). pp. 177-189. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.02.012)

Bartholdy, Jan and Mateus, Cesario (2008) Taxes and corporate debt policy: evidence for unlisted firms of sixteen European countries. Working Paper. Social Science Research Network. (doi:10.2139/ssrn.1098370)

Debt Maturity

Mateus, Cesario and Terra, Paulo (2013) Leverage and the maturity structure of debt in emerging markets. Journal of Mathematical Finance, 3. pp. 46-59. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2013.33A005)

Derivates

Mateus, Cesario and Faltoni, Fabio (2015) How swap execution facilities will reshape the OTC derivative swap market? Journal of Stock & Forex Trading, 4 (3). ISSN 2168-9458 (doi:10.4172/2168-9458.1000154)

Directors

Mateus, Cesario, Hall, Thomas and Mateus, Irina B. (2015) Are listed firms better governed? Empirical evidence on board structure and financial performance. Corporate Ownership & Control, 13 (1). pp. 736-755. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:10.22495/cocv13i1c7p2)

Dynamic Panel Data Analysis

Mateus, Cesario and Terra, Paulo (2013) Leverage and the maturity structure of debt in emerging markets. Journal of Mathematical Finance, 3. pp. 46-59. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2013.33A005)

Eastern Europe

Mateus, Cesario and Terra, Paulo (2013) Leverage and the maturity structure of debt in emerging markets. Journal of Mathematical Finance, 3. pp. 46-59. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2013.33A005)

Equity financing

Mateus, Cesario, Farinha, Jorge and Soares, Nuno (2017) Price discounts in rights issues: why do managers insist on what investors hate? European Business Review, 29 (4). pp. 457-475. ISSN 0955-534X (doi:10.1108/EBR-02-2016-0036)

Equity Valuation models

Hukelmann, Christoph, Mateus, Cesario and Mateus, Irina (2013) How good are equity valuation models in predicting stock prices? International Research Journal of Finance and Economics, 106. pp. 137-151. ISSN 1450-2887 (Online)

European stock markets

Mateus, Cesario, Chinthalapati, Raju and Mateus, Irina B. (2016) Intraday industry-specific spillover effect in European equity markets. Quarterly Review of Economics and Finance, 63. pp. 278-298. ISSN 1062-9769 (doi:10.1016/j.qref.2016.04.011)

Mateus, Cesario, Chinthalapati, V L Raju and Mateus, Irina B. (2014) Intraday industry-specific spillover effect in European equity markets. Social Science Research Network.

exchange-traded funds

Mateus, Cesario and Kuo, Tzu-Wei (2008) The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs. In: Swiss Society for Financial Market Research 11th Conference, 11 Apr 2008, SWX Swiss Exchange, Zürich, Switzerland. (Unpublished)

Mateus, Cesario and Kuo, Tzu-We (2007) The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs. In: 2007 FMA European Conference, 30 May - 1 Jun 2007, Barcelona, Spain. (Unpublished)

Mateus, Cesario and Kuo, Tzu-Wei (2007) The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs. In: 2007 FMA Annual Meeting, 18-20 Oct 2007, Orlando, Florida. (Unpublished)

Fama-French

Mateus, Irina B., Mateus, Cesario and Todorovic, Natasa (2016) UK equity mutual fund alphas make a comeback. International Review of Financial Analysis, 44. pp. 98-110. ISSN 1057-5219 (doi:10.1016/j.irfa.2016.01.004)

Fama-French (Carhart) factor adjustment

Chinthalapati, Venkata, Mateus, Cesario and Todorovic, Natasa (2017) Alphas in disguise: A new approach to uncovering them. International Journal of Finance and Economics, 22 (3). pp. 234-243. ISSN 1076-9307 (Print), 1099-1158 (Online) (doi:10.1002/ijfe.1581)

Fama–French five-factor model

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/s41260-017-0067-2)

finance

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

Financial contagion

Mateus, Cesario, Chinthalapati, Raju and Mateus, Irina B. (2016) Intraday industry-specific spillover effect in European equity markets. Quarterly Review of Economics and Finance, 63. pp. 278-298. ISSN 1062-9769 (doi:10.1016/j.qref.2016.04.011)

Mateus, Cesario, Chinthalapati, V L Raju and Mateus, Irina B. (2014) Intraday industry-specific spillover effect in European equity markets. Social Science Research Network.

Financial crisis

Fernandes, Catarina, Farinha, Jorge, Martins, Francisco Vitorino and Mateus, Cesario (2016) Supervisory boards, financial crisis and bank performance: do board characteristics matter? Journal of Banking Regulation, 18 (4). pp. 310-337. ISSN 1745-6452 (Print), 1750-2071 (Online) (doi:10.1057/s41261-016-0037-5)

Fernandes, Catarina, Farinha, Jorge, Martins Vitorino, Francisco and Mateus, Cesario (2016) Determinants of European banks’ bailouts following the 2007–2008 financial crisis. Journal of International Economic Law, 19 (3). pp. 707-747. ISSN 1369-3034 (Print), 1464-3758 (Online) (doi:10.1093/jiel/jgw060)

financial development

Terra, Paulo, Kirch, Guilherme and Mateus, Cesario (2008) The effect of ownership structure, country governance, and financial development on the capital structure of unlisted eastern European firms. In: 8º Encontro Brasileiro de Finanças/8th Brazillian Finance Meeting, 31 Jul - 2 Aug 2008, Rio de Janeiro, Brazil. (Unpublished)

Mateus, Cesario and Yeoh, Li Shun (2008) Banking and currency crises in emerging market: the magnified effect of twin crises on output. In: Financial Management Association European Conference, 4-6 Jun 2008, Prague, Czech Republic. (Unpublished)

Firm Performance

Mateus, Cesario, Hall, Thomas and Mateus, Irina B. (2015) Are listed firms better governed? Empirical evidence on board structure and financial performance. Corporate Ownership & Control, 13 (1). pp. 736-755. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:10.22495/cocv13i1c7p2)

FOMC

Mateus, Cesario and Bao, Trung Hoang (2017) Impact of FOMC announcement on stock price index in southeast Asian countries. China Finance Review International, 7 (3). pp. 370-386. ISSN 2044-1398 (doi:10.1108/CFRI-06-2016-0051)

GDP

Mateus, Cesario and Yeoh, Li Shun (2008) Banking and currency crises in emerging market: the magnified effect of twin crises on output. In: Financial Management Association European Conference, 4-6 Jun 2008, Prague, Czech Republic. (Unpublished)

Interest rate surprises

Mateus, Cesario and Bao, Trung Hoang (2017) Impact of FOMC announcement on stock price index in southeast Asian countries. China Finance Review International, 7 (3). pp. 370-386. ISSN 2044-1398 (doi:10.1108/CFRI-06-2016-0051)

Kaplan-Meier estimator

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance. ISSN 1755-3830 (Print), 1755-3849 (Online) (In Press)

Latin America

Mateus, Cesario and Terra, Paulo (2013) Leverage and the maturity structure of debt in emerging markets. Journal of Mathematical Finance, 3. pp. 46-59. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2013.33A005)

Liquidity

Mateus, Cesario, Hall, Thomas and Mateus, Irina B. (2015) Are listed firms better governed? Empirical evidence on board structure and financial performance. Corporate Ownership & Control, 13 (1). pp. 736-755. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:10.22495/cocv13i1c7p2)

liquidity shocks

Gueded, Jose and Mateus, Cesario (2009) Trade credit linkages along the supply chain: evidence for the Italian textile sector. In: European Financial Management Association 2009 Annual Meetings, 24-27 Jun 2009, Milan, Italy.

Macroeconomic determinants

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49 (5). pp. 456-476. ISSN 0003-6846 (Print), 1466-4291 (Online) (doi:10.1080/00036846.2016.1200184)

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK. In: FMA European Conference, 11-12 June 2015, Ca' Foscari University, Venice.

marginal tax rate

Bartholdy, Jan and Mateus, Cesario (2011) Debt and taxes for private firms. International Review of Financial Analysis, 20 (3). pp. 177-189. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.02.012)

Market efficiency

Mateus, Cesario, Farinha, Jorge and Soares, Nuno (2017) Price discounts in rights issues: why do managers insist on what investors hate? European Business Review, 29 (4). pp. 457-475. ISSN 0955-534X (doi:10.1108/EBR-02-2016-0036)

Market reaction

Mateus, Cesario and Bao, Trung Hoang (2017) Impact of FOMC announcement on stock price index in southeast Asian countries. China Finance Review International, 7 (3). pp. 370-386. ISSN 2044-1398 (doi:10.1108/CFRI-06-2016-0051)

Markov Switching

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK. In: FMA European Conference, 11-12 June 2015, Ca' Foscari University, Venice.

Momentum survival

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance. ISSN 1755-3830 (Print), 1755-3849 (Online) (In Press)

Network Centrality

Mateus, Cesario, Hall, Thomas and Mateus, Irina B. (2015) Are listed firms better governed? Empirical evidence on board structure and financial performance. Corporate Ownership & Control, 13 (1). pp. 736-755. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:10.22495/cocv13i1c7p2)

non-zero benchmark alphas

Chinthalapati, Venkata, Mateus, Cesario and Todorovic, Natasa (2017) Alphas in disguise: A new approach to uncovering them. International Journal of Finance and Economics, 22 (3). pp. 234-243. ISSN 1076-9307 (Print), 1099-1158 (Online) (doi:10.1002/ijfe.1581)

optimisation algorithm

Chinthalapati, Venkata, Mateus, Cesario and Todorovic, Natasa (2017) Alphas in disguise: A new approach to uncovering them. International Journal of Finance and Economics, 22 (3). pp. 234-243. ISSN 1076-9307 (Print), 1099-1158 (Online) (doi:10.1002/ijfe.1581)

Options

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2014.45032)

ownership structure

Terra, Paulo, Kirch, Guilherme and Mateus, Cesario (2008) The effect of ownership structure, country governance, and financial development on the capital structure of unlisted eastern European firms. In: 8º Encontro Brasileiro de Finanças/8th Brazillian Finance Meeting, 31 Jul - 2 Aug 2008, Rio de Janeiro, Brazil. (Unpublished)

panel data

Gueded, Jose and Mateus, Cesario (2009) Trade credit linkages along the supply chain: evidence for the Italian textile sector. In: European Financial Management Association 2009 Annual Meetings, 24-27 Jun 2009, Milan, Italy.

Pecking Order Theory

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2015) Do Portuguese private firms follow pecking order financing? The European Journal of Finance Special Issue: 2010 Portuguese Finance Network Conference, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do Portuguese private firms follow pecking order financing? The European Journal of Finance, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

Bartholdy, Jan and Mateus, Cesario (2008) Financing of SME's: an asset side story. In: 5th Conference of the Portuguese Finance Network, 10-12 July 2008, Coimbra, Portugal.

Performance

Fernandes, Catarina, Farinha, Jorge, Martins, Francisco Vitorino and Mateus, Cesario (2016) Supervisory boards, financial crisis and bank performance: do board characteristics matter? Journal of Banking Regulation, 18 (4). pp. 310-337. ISSN 1745-6452 (Print), 1750-2071 (Online) (doi:10.1057/s41261-016-0037-5)

Performance evaluation

Chinthalapati, Venkata, Mateus, Cesario and Todorovic, Natasa (2017) Alphas in disguise: A new approach to uncovering them. International Journal of Finance and Economics, 22 (3). pp. 234-243. ISSN 1076-9307 (Print), 1099-1158 (Online) (doi:10.1002/ijfe.1581)

Mateus, Cesario and Kuo, Tzu-Wei (2008) The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs. In: Swiss Society for Financial Market Research 11th Conference, 11 Apr 2008, SWX Swiss Exchange, Zürich, Switzerland. (Unpublished)

Mateus, Cesario and Kuo, Tzu-We (2007) The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs. In: 2007 FMA European Conference, 30 May - 1 Jun 2007, Barcelona, Spain. (Unpublished)

Mateus, Cesario and Kuo, Tzu-Wei (2007) The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs. In: 2007 FMA Annual Meeting, 18-20 Oct 2007, Orlando, Florida. (Unpublished)

Portugal

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do Portuguese private firms follow pecking order financing? The European Journal of Finance, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

Prediction error

Hukelmann, Christoph, Mateus, Cesario and Mateus, Irina (2013) How good are equity valuation models in predicting stock prices? International Research Journal of Finance and Economics, 106. pp. 137-151. ISSN 1450-2887 (Online)

Rights issues

Mateus, Cesario, Farinha, Jorge and Soares, Nuno (2017) Price discounts in rights issues: why do managers insist on what investors hate? European Business Review, 29 (4). pp. 457-475. ISSN 0955-534X (doi:10.1108/EBR-02-2016-0036)

Risk Premium

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2014.45032)

Sector rotation

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/s41260-017-0067-2)

Size

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49 (5). pp. 456-476. ISSN 0003-6846 (Print), 1466-4291 (Online) (doi:10.1080/00036846.2016.1200184)

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK. In: FMA European Conference, 11-12 June 2015, Ca' Foscari University, Venice.

Small and Medium Sized Enterprises

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do Portuguese private firms follow pecking order financing? The European Journal of Finance, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

small and medium-sized enterprises

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

small firms finance

Gama, Ana Paula Matias and Mateus, Cesario (2010) Does trade credit facilitate access to bank finance? An empirical evidence from Portuguese and Spanish small medium size enterprises. International Research Journal of Finance and Economics, 45. pp. 26-45. ISSN 1450-2887

SMEs

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do Portuguese private firms follow pecking order financing? The European Journal of Finance, 21 (10-11). pp. 848-866. ISSN 1351-847X (Print), 1466-4364 (Online) (doi:10.1080/1351847X.2012.706815)

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

sources and uses of funds

Bartholdy, Jan, Mateus, Cesario and Olson, Dennis (2012) Do small and medium sized enterprises match their assets and liabilities? Evidence from Portugal. International Journal of Business and Finance Research, 6 (4). pp. 13-31. ISSN 1931-0269 (Print), 2157-0698 (Online)

Spillover effect

Mateus, Cesario, Chinthalapati, Raju and Mateus, Irina B. (2016) Intraday industry-specific spillover effect in European equity markets. Quarterly Review of Economics and Finance, 63. pp. 278-298. ISSN 1062-9769 (doi:10.1016/j.qref.2016.04.011)

Mateus, Cesario, Chinthalapati, V L Raju and Mateus, Irina B. (2014) Intraday industry-specific spillover effect in European equity markets. Social Science Research Network.

Stocks

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2014.45032)

Style portfolios

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance. ISSN 1755-3830 (Print), 1755-3849 (Online) (In Press)

Subprime mortgage crisis

Mateus, Cesario and Bao, Trung Hoang (2017) Impact of FOMC announcement on stock price index in southeast Asian countries. China Finance Review International, 7 (3). pp. 370-386. ISSN 2044-1398 (doi:10.1108/CFRI-06-2016-0051)

supply chain

Gueded, Jose and Mateus, Cesario (2009) Trade credit linkages along the supply chain: evidence for the Italian textile sector. In: European Financial Management Association 2009 Annual Meetings, 24-27 Jun 2009, Milan, Italy.

Swap market

Mateus, Cesario and Faltoni, Fabio (2015) How swap execution facilities will reshape the OTC derivative swap market? Journal of Stock & Forex Trading, 4 (3). ISSN 2168-9458 (doi:10.4172/2168-9458.1000154)

trade credit

Gama, Ana Paula Matias and Mateus, Cesario (2010) Does trade credit facilitate access to bank finance? An empirical evidence from Portuguese and Spanish small medium size enterprises. International Research Journal of Finance and Economics, 45. pp. 26-45. ISSN 1450-2887

Gueded, Jose and Mateus, Cesario (2009) Trade credit linkages along the supply chain: evidence for the Italian textile sector. In: European Financial Management Association 2009 Annual Meetings, 24-27 Jun 2009, Milan, Italy.

trade-off theory

Bartholdy, Jan and Mateus, Cesario (2011) Debt and taxes for private firms. International Review of Financial Analysis, 20 (3). pp. 177-189. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.02.012)

Bartholdy, Jan and Mateus, Cesario (2008) Taxes and corporate debt policy: evidence for unlisted firms of sixteen European countries. Working Paper. Social Science Research Network. (doi:10.2139/ssrn.1098370)

Trading strategies

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance. ISSN 1755-3830 (Print), 1755-3849 (Online) (In Press)

Trading strategy

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK. In: FMA European Conference, 11-12 June 2015, Ca' Foscari University, Venice.

twin crisis

Mateus, Cesario and Yeoh, Li Shun (2008) Banking and currency crises in emerging market: the magnified effect of twin crises on output. In: Financial Management Association European Conference, 4-6 Jun 2008, Prague, Czech Republic. (Unpublished)

Two-state Markov switching model

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49 (5). pp. 456-476. ISSN 0003-6846 (Print), 1466-4291 (Online) (doi:10.1080/00036846.2016.1200184)

UK Equity funds performance

Mateus, Irina B., Mateus, Cesario and Todorovic, Natasa (2016) UK equity mutual fund alphas make a comeback. International Review of Financial Analysis, 44. pp. 98-110. ISSN 1057-5219 (doi:10.1016/j.irfa.2016.01.004)

US sectors Performance

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/s41260-017-0067-2)

Value and momentum premiums

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49 (5). pp. 456-476. ISSN 0003-6846 (Print), 1466-4291 (Online) (doi:10.1080/00036846.2016.1200184)

Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK. In: FMA European Conference, 11-12 June 2015, Ca' Foscari University, Venice.

Value of firm

Hukelmann, Christoph, Mateus, Cesario and Mateus, Irina (2013) How good are equity valuation models in predicting stock prices? International Research Journal of Finance and Economics, 106. pp. 137-151. ISSN 1450-2887 (Online)

Volatility

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:10.4236/jmf.2014.45032)

Western Europe

Bartholdy, Jan and Mateus, Cesario (2008) Taxes and corporate debt policy: evidence for unlisted firms of sixteen European countries. Working Paper. Social Science Research Network. (doi:10.2139/ssrn.1098370)

This list was generated on Mon Apr 23 10:23:48 2018 BST.