abnormal returns

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) The market reaction to repurchase announcements. Journal of Risk and Financial Management, 16 (443). pp. 1-27. ISSN 1911-8066 (Print), 1911-8074 (Online) (doi:https://doi.org/10.3390/jrfm16100443)

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:https://doi.org/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:https://doi.org/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

Bank performance

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

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 (Unpublished)

banking institutions

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) Board characteristics and corporate governance: a historical review of the banking industry. In: Boubaker, Sabri and Elnahass, Marwa, (eds.) Banking Resilience: New insights on Corporate Governance, Sustainability and Digital Innovation. Transformations in Banking, Finance and Regulation, 1 . World Scientific, New Jersey; London; Munich; Chiyoda City; Chennai; Shanghai; Beijing: Tapei; Hong Kong. ISBN 978-1800614284 (doi:https://doi.org/10.1142/q0421)

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:https://doi.org/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:https://doi.org/10.1093/jiel/jgw060)

board characteristics

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) Board characteristics and corporate governance: a historical review of the banking industry. In: Boubaker, Sabri and Elnahass, Marwa, (eds.) Banking Resilience: New insights on Corporate Governance, Sustainability and Digital Innovation. Transformations in Banking, Finance and Regulation, 1 . World Scientific, New Jersey; London; Munich; Chiyoda City; Chennai; Shanghai; Beijing: Tapei; Hong Kong. ISBN 978-1800614284 (doi:https://doi.org/10.1142/q0421)

Board composition

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

Board size

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

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:https://doi.org/10.1093/jiel/jgw060)

business cycle

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) The business cycle’s influence on share repurchases of the UK. Journal of Economic Analysis, 3 (3). pp. 38-68. ISSN 2811-0943 (doi:https://doi.org/10.58567/jea03030003)

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:https://doi.org/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:https://doi.org/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:https://doi.org/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:https://doi.org/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:https://doi.org/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. Report. Social Science Research Network. (doi:https://doi.org/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:https://doi.org/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:https://doi.org/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:https://doi.org/10.1016/j.irfa.2013.11.002)

CEO duality

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

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:https://doi.org/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. (doi:https://doi.org/10.2139/ssrn.2477360)

corporate governance

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) Board characteristics and corporate governance: a historical review of the banking industry. In: Boubaker, Sabri and Elnahass, Marwa, (eds.) Banking Resilience: New insights on Corporate Governance, Sustainability and Digital Innovation. Transformations in Banking, Finance and Regulation, 1 . World Scientific, New Jersey; London; Munich; Chiyoda City; Chennai; Shanghai; Beijing: Tapei; Hong Kong. ISBN 978-1800614284 (doi:https://doi.org/10.1142/q0421)

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:https://doi.org/10.1057/s41261-016-0037-5)

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

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:https://doi.org/10.1093/jiel/jgw060)

cost of equity

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) How does liberalization affect emerging stock markets? Theories and empirical evidence. Journal of Economic Surveys. ISSN 0950-0804 (Print), 1467-6419 (Online) (doi:https://doi.org/10.1111/joes.12561)

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 ORCID: 0000-0003-3060-887X , 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:https://doi.org/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:https://doi.org/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:https://doi.org/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. Report. Social Science Research Network. (doi:https://doi.org/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:https://doi.org/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:https://doi.org/10.4172/2168-9458.1000154)

determinants

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) Determinants of repurchase size: evidence from the UK. Journal of Risk and Financial Management, 16 (9):403. pp. 1-29. ISSN 1911-8066 (Print), 1911-8074 (Online) (doi:https://doi.org/10.3390/jrfm16090403)

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:https://doi.org/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:https://doi.org/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:https://doi.org/10.4236/jmf.2013.33A005)

emerging stock markets

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) How does liberalization affect emerging stock markets? Theories and empirical evidence. Journal of Economic Surveys. ISSN 0950-0804 (Print), 1467-6419 (Online) (doi:https://doi.org/10.1111/joes.12561)

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:https://doi.org/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 countries

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

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:https://doi.org/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. (doi:https://doi.org/10.2139/ssrn.2477360)

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:https://doi.org/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:https://doi.org/10.1002/ijfe.1581)

Fama–French five-factor model

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19 (2). pp. 116-132. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:https://doi.org/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:https://doi.org/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. (doi:https://doi.org/10.2139/ssrn.2477360)

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:https://doi.org/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:https://doi.org/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:https://doi.org/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:https://doi.org/10.1108/CFRI-06-2016-0051)

foreign investment

Mateus, Cesario and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2022) Foreign portfolio investment: opportunities or challenges for enterprises in transition economies? In: Ngo, Vi Dung, Nguyen, Duc Khuong and Nguyen, Ngoc Thang, (eds.) Entrepreneurial finance, innovation and development: A Research Companion. Routledge, New York, pp. 69-94. ISBN 978-0367681036; 978-0367681166; 978-1003134282 (doi:https://doi.org/10.4324/9781003134282)

Mateus, Cesario ORCID: 0000-0003-0336-5219 and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2021) Frontier markets, liberalization and informational efficiency: evidence from Vietnam. Asia-Pacific Financial Markets, 28 (4). pp. 499-526. ISSN 1387-2834 (Print), 1573-6946 (Online) (doi:https://doi.org/10.1007/s10690-021-09333-9)

frontier markets

Mateus, Cesario ORCID: 0000-0003-0336-5219 and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2021) Frontier markets, liberalization and informational efficiency: evidence from Vietnam. Asia-Pacific Financial Markets, 28 (4). pp. 499-526. ISSN 1387-2834 (Print), 1573-6946 (Online) (doi:https://doi.org/10.1007/s10690-021-09333-9)

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)

Gender diversity

Mateus, Cesario and Belhaj, Salma (2016) Corporate governance impact on bank performance: Evidence from Europe. Corporate Ownership and Control, 13 (4). pp. 583-597. ISSN 1727-9232 (Print), 1810-3057 (Online) (doi:https://doi.org/10.22495/cocv13i4c4p8)

Hurst exponents

Mateus, Cesario ORCID: 0000-0003-0336-5219 and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2021) Frontier markets, liberalization and informational efficiency: evidence from Vietnam. Asia-Pacific Financial Markets, 28 (4). pp. 499-526. ISSN 1387-2834 (Print), 1573-6946 (Online) (doi:https://doi.org/10.1007/s10690-021-09333-9)

informational efficiency

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) How does liberalization affect emerging stock markets? Theories and empirical evidence. Journal of Economic Surveys. ISSN 0950-0804 (Print), 1467-6419 (Online) (doi:https://doi.org/10.1111/joes.12561)

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:https://doi.org/10.1108/CFRI-06-2016-0051)

Kaplan-Meier estimator

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2018) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9 (2). pp. 192-224. ISSN 1755-3830 (Print), 1755-3849 (Online) (doi:https://doi.org/10.1504/IJBAAF.2018.092134)

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:https://doi.org/10.4236/jmf.2013.33A005)

liberalization

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) How does liberalization affect emerging stock markets? Theories and empirical evidence. Journal of Economic Surveys. ISSN 0950-0804 (Print), 1467-6419 (Online) (doi:https://doi.org/10.1111/joes.12561)

Mateus, Cesario ORCID: 0000-0003-0336-5219 and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2021) Frontier markets, liberalization and informational efficiency: evidence from Vietnam. Asia-Pacific Financial Markets, 28 (4). pp. 499-526. ISSN 1387-2834 (Print), 1573-6946 (Online) (doi:https://doi.org/10.1007/s10690-021-09333-9)

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:https://doi.org/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 ORCID: 0000-0003-3060-887X , 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:https://doi.org/10.1080/00036846.2016.1200184)

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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:https://doi.org/10.1016/j.irfa.2011.02.012)

market efficiency

Mateus, Cesario ORCID: 0000-0003-0336-5219 and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2021) Frontier markets, liberalization and informational efficiency: evidence from Vietnam. Asia-Pacific Financial Markets, 28 (4). pp. 499-526. ISSN 1387-2834 (Print), 1573-6946 (Online) (doi:https://doi.org/10.1007/s10690-021-09333-9)

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:https://doi.org/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:https://doi.org/10.1108/CFRI-06-2016-0051)

Markov Switching

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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 ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2018) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9 (2). pp. 192-224. ISSN 1755-3830 (Print), 1755-3849 (Online) (doi:https://doi.org/10.1504/IJBAAF.2018.092134)

mutual funds

Mateus, Cesario, Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X and Todorovic, Natasa (2022) Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. European Journal of Finance, 29 (4). ISSN 1351-847X (Print), 1466-4364 (Online) (doi:https://doi.org/10.1080/1351847X.2022.2071629)

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:https://doi.org/10.22495/cocv13i1c7p2)

non-linearity

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) Determinants of repurchase size: evidence from the UK. Journal of Risk and Financial Management, 16 (9):403. pp. 1-29. ISSN 1911-8066 (Print), 1911-8074 (Online) (doi:https://doi.org/10.3390/jrfm16090403)

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:https://doi.org/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:https://doi.org/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:https://doi.org/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.

payouts

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) The business cycle’s influence on share repurchases of the UK. Journal of Economic Analysis, 3 (3). pp. 38-68. ISSN 2811-0943 (doi:https://doi.org/10.58567/jea03030003)

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:https://doi.org/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:https://doi.org/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

Mateus, Cesario, Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X and Todorovic, Natasa (2022) Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. European Journal of Finance, 29 (4). ISSN 1351-847X (Print), 1466-4364 (Online) (doi:https://doi.org/10.1080/1351847X.2022.2071629)

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:https://doi.org/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:https://doi.org/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)

portfolio investment

Mateus, Cesario and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2022) Foreign portfolio investment: opportunities or challenges for enterprises in transition economies? In: Ngo, Vi Dung, Nguyen, Duc Khuong and Nguyen, Ngoc Thang, (eds.) Entrepreneurial finance, innovation and development: A Research Companion. Routledge, New York, pp. 69-94. ISBN 978-0367681036; 978-0367681166; 978-1003134282 (doi:https://doi.org/10.4324/9781003134282)

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:https://doi.org/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)

reaction

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) The market reaction to repurchase announcements. Journal of Risk and Financial Management, 16 (443). pp. 1-27. ISSN 1911-8066 (Print), 1911-8074 (Online) (doi:https://doi.org/10.3390/jrfm16100443)

repurchases

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) The market reaction to repurchase announcements. Journal of Risk and Financial Management, 16 (443). pp. 1-27. ISSN 1911-8066 (Print), 1911-8074 (Online) (doi:https://doi.org/10.3390/jrfm16100443)

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) The business cycle’s influence on share repurchases of the UK. Journal of Economic Analysis, 3 (3). pp. 38-68. ISSN 2811-0943 (doi:https://doi.org/10.58567/jea03030003)

Sodhi, Adhiraj ORCID: 0000-0002-5689-933X , Mateus, Cesario, Mateus, Irina and Stojanovic, Aleksandar (2023) Determinants of repurchase size: evidence from the UK. Journal of Risk and Financial Management, 16 (9):403. pp. 1-29. ISSN 1911-8066 (Print), 1911-8074 (Online) (doi:https://doi.org/10.3390/jrfm16090403)

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:https://doi.org/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:https://doi.org/10.4236/jmf.2014.45032)

risk shifting

Mateus, Cesario, Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X and Todorovic, Natasa (2022) Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. European Journal of Finance, 29 (4). ISSN 1351-847X (Print), 1466-4364 (Online) (doi:https://doi.org/10.1080/1351847X.2022.2071629)

Sector rotation

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19 (2). pp. 116-132. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:https://doi.org/10.1057/s41260-017-0067-2)

Size

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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:https://doi.org/10.1080/00036846.2016.1200184)

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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:https://doi.org/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:https://doi.org/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:https://doi.org/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. (doi:https://doi.org/10.2139/ssrn.2477360)

stock liquidity

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) How does liberalization affect emerging stock markets? Theories and empirical evidence. Journal of Economic Surveys. ISSN 0950-0804 (Print), 1467-6419 (Online) (doi:https://doi.org/10.1111/joes.12561)

stock volatility

Hoang, Bao Trung ORCID: 0000-0003-1130-0300 and Mateus, Cesario (2023) How does liberalization affect emerging stock markets? Theories and empirical evidence. Journal of Economic Surveys. ISSN 0950-0804 (Print), 1467-6419 (Online) (doi:https://doi.org/10.1111/joes.12561)

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:https://doi.org/10.4236/jmf.2014.45032)

structural breaks

Mateus, Cesario, Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X and Todorovic, Natasa (2022) Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. European Journal of Finance, 29 (4). ISSN 1351-847X (Print), 1466-4364 (Online) (doi:https://doi.org/10.1080/1351847X.2022.2071629)

Style portfolios

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2018) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9 (2). pp. 192-224. ISSN 1755-3830 (Print), 1755-3849 (Online) (doi:https://doi.org/10.1504/IJBAAF.2018.092134)

style risk

Mateus, Cesario, Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X and Todorovic, Natasa (2022) Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. European Journal of Finance, 29 (4). ISSN 1351-847X (Print), 1466-4364 (Online) (doi:https://doi.org/10.1080/1351847X.2022.2071629)

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:https://doi.org/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:https://doi.org/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:https://doi.org/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. Report. Social Science Research Network. (doi:https://doi.org/10.2139/ssrn.1098370)

Trading strategies

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2018) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9 (2). pp. 192-224. ISSN 1755-3830 (Print), 1755-3849 (Online) (doi:https://doi.org/10.1504/IJBAAF.2018.092134)

Trading strategy

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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.

transition countries

Mateus, Cesario and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2022) Foreign portfolio investment: opportunities or challenges for enterprises in transition economies? In: Ngo, Vi Dung, Nguyen, Duc Khuong and Nguyen, Ngoc Thang, (eds.) Entrepreneurial finance, innovation and development: A Research Companion. Routledge, New York, pp. 69-94. ISBN 978-0367681036; 978-0367681166; 978-1003134282 (doi:https://doi.org/10.4324/9781003134282)

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 ORCID: 0000-0003-3060-887X , 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:https://doi.org/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:https://doi.org/10.1016/j.irfa.2016.01.004)

US sectors Performance

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19 (2). pp. 116-132. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:https://doi.org/10.1057/s41260-017-0067-2)

Value and momentum premiums

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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:https://doi.org/10.1080/00036846.2016.1200184)

Sarwar, Golam ORCID: 0000-0003-3060-887X , 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)

Vietnam

Mateus, Cesario ORCID: 0000-0003-0336-5219 and Hoang, Bao Trung ORCID: 0000-0003-1130-0300 (2021) Frontier markets, liberalization and informational efficiency: evidence from Vietnam. Asia-Pacific Financial Markets, 28 (4). pp. 499-526. ISSN 1387-2834 (Print), 1573-6946 (Online) (doi:https://doi.org/10.1007/s10690-021-09333-9)

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:https://doi.org/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. Report. Social Science Research Network. (doi:https://doi.org/10.2139/ssrn.1098370)