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Publications

by members of

Centro de Investigação em Economia Financeira (CIEF)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Lisboa, Portugal

(Research Centre in Financial Economics, School of Economics and Management, University of Lisbon))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2013

  1. Mariya Gubareva & Maria Rosa Borges, 2013. "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2013/15, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.

2010

  1. Maria Rosa Borges & Ana Sofia Branca, 2010. "The Impact of Corporate Rebranding on the Firm's Market Value," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2010/13, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.

2009

  1. Rosa Borges, 2009. "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2009/37, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.

2008

  1. Maria Rosa Borges, 2008. "Is the Dividend Puzzle Solved?," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2008/38, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  2. Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2008/20, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.

2007

  1. Maria Rosa Borges, 2007. "An Arbitrage Model for the Stock Price Adjustment in the Dividend Period," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2007/09, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  2. Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2007/14, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.

2005

  1. Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).

Journal articles

2013

  1. Maria Rosa Borges & Ricardo Gairifo, 2013. "Abnormal returns before acquisition announcements: evidence from Europe," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(26), pages 3723-3732, September.

2011

  1. Zambujal-Oliveira, João & Duque, João, 2011. "Operational asset replacement strategy: A real options approach," European Journal of Operational Research, Elsevier, Elsevier, vol. 210(2), pages 318-325, April.
  2. Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(5), pages 631-639.
  3. Carlos Pestana Barros & Maria Rosa Borges, 2011. "Measuring performance in the Portuguese banking industry with a Fourier regression model," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(1), pages 21-28.

2010

  1. Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque, 2010. "Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market," Frontiers in Finance and Economics, SKEMA Business School, SKEMA Business School, vol. 7(2), pages 38-68, October.
  2. Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(7), pages 711-726.

2009

  1. Maria Rosa Borges, 2009. "A model of stock price adjustment after dividends," Journal of Economic Studies, Emerald Group Publishing, Emerald Group Publishing, vol. 36(5), pages 508-521, October.

2008

  1. João Duque & Inês Pinto, 2008. "Regulatory disclosure via the internet: does it make financial markets more efficient?," Journal of Regulatory Economics, Springer, Springer, vol. 33(1), pages 5-19, February.
  2. José Eduardo Correia & João Duque, 2008. "Dilution and Dividend Effects on the Portuguese Equity Warrants Market," Portuguese Journal of Management Studies, ISEG, Technical University of Lisbon, ISEG, Technical University of Lisbon, vol. 0(2), pages 161-192.
  3. Maria Borges, 2008. "The Ex-Dividend Day Stock Price Behavior: The Case of Portugal," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 36(1), pages 15-30, March.
  4. Maria Rosa Borges & Milton Nektarios & Carlos Pestana Barros, 2008. "Analysing The Efficiency Of The Greek Life Insurance Industry," European Research Studies Journal, European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 35-52.

2007

  1. Maria Borges, 2007. "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer, Springer, vol. 13(1), pages 65-80, February.

2006

  1. Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel, 2006. "Immunization using a stochastic-process independent multi-factor model: The Portuguese experience," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(1), pages 133-156, January.

2005

  1. Carlos Pestana Barros & Nazar� Barroso & Maria Rosa Borges, 2005. "Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 30(2), pages 244-267, April.

2004

  1. Carlos Manuel Pereira da Silva & Joao Paulo Tome Calado & Maria Teresa Medeiros Garcia, 2004. "The Financial Sustainability of the Portuguese Social Security System," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, The International Association for the Study of Insurance Economics, vol. 29(3), pages 417-439, 07.

2003

  1. João Duque & Lígia Febra, 2003. "Motivos para o lançamento de ofertas públicas iniciais em Portugal," Notas Económicas, Faculdade de Economia, Universidade de Coimbra, Faculdade de Economia, Universidade de Coimbra, issue 17, pages 52-69, June.
  2. Maria Rosa Borges, 2003. "Fiscal effect in dividend distributions," Portuguese Journal of Management Studies, ISEG, Technical University of Lisbon, ISEG, Technical University of Lisbon, vol. 0(1), pages 73-85.

1996

  1. Paulo Alves & João Duque, 1996. "Sobrejustamento no Mercado de capitais português," Portuguese Journal of Management Studies, ISEG, Technical University of Lisbon, ISEG, Technical University of Lisbon, vol. 0(2), pages 101-121.

1993

  1. João Duque & Dean Paxson, 1993. "Dynamic hedging of equity call options," Portuguese Journal of Management Studies, ISEG, Technical University of Lisbon, ISEG, Technical University of Lisbon, vol. 0(2), pages 83-94.