Accounting standards; Equity Valuation models; Prediction error; 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)

Banks’ bailouts; Financial crisis; Corporate governance; 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)

Capital Structure, 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)

Capital Structure; Debt Maturity; Dynamic Panel Data Analysis; Latin America; 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)

Cash holdings, Debt, 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)

Corporate Governance; Performance; Banks; 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)

Corporate governance; Bank performance; European countries; Board size; Board composition; Gender diversity; 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)

Derivates, 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)

Directors, Network Centrality, Liquidity, Capital Structure, 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; Asian financial crisis; Interest rate surprises; Subprime mortgage crisis; 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)

Fama-French, Carhart, Adjusted alphas, 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)

Fama–French five-factor model, US sectors Performance, 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)

Financial Contagion, Consumer Confidence Index, European Stock markets, Spillover Effect,

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 contagion; Consumer confidence index; European stock markets; 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)

Momentum survival, Style portfolios, Kaplan-Meier estimator, 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)

Options, Risk Premium, Stocks, 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)

Performance evaluation, non-zero benchmark alphas, optimisation algorithm, 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)

Rights issues; Market efficiency; 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)

Size, Value and Momentum premiums, Markov Switching, Macroeconomic determinants, 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.

Size; Value and momentum premiums; Two-state Markov switching model; Macroeconomic determinants; 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)

banking crisis, currency crisis, GDP, twin crisis, financial development

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)

capital structure, debt, marginal tax rate, 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)

capital structure, debt, trade-off theory, 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)

capital structure, ownership structure, country governance, 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)

capital structure, pecking order theory,

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.

capital structure, pecking order theory, Small and Medium Sized Enterprises, SMEs, 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)

corporate governance; board characteristics; 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)

exchange-traded funds, performance evaluation

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)

foreign investment; frontier markets; Hurst exponents; ; liberalization; market efficiency; 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)

foreign investment; portfolio investment; 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)

liberalization; emerging stock markets; cost of equity; stock volatility; stock liquidity; 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)

repurchases; reaction; 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)

small and medium-sized enterprises, Portugal, finance, asset-liability matching, SMEs, capital structure, 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)

small firms finance, credit rationing, trade credit, asymmetric information, 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

trade credit, liquidity shocks, supply chain, 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.