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Sergio Da Silva

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Moreira, Bruno & Matsushita, Raul & Da Silva, Sergio, 2008. "Risk-seeking behavior of preschool children in a gambling task," MPRA Paper 15516, University Library of Munich, Germany.

    Mentioned in:

    1. Risk aversion is learned behavior
      by Economic Logician in Economic Logic on 2009-07-22 04:55:00
  2. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics Discussion Papers 2009-3, Kiel Institute for the World Economy (IfW Kiel).

    Mentioned in:

    1. Macroeconomics needs more microfoundations than microeconomics
      by Economic Logician in Economic Logic on 2009-03-16 14:10:00

Working papers

  1. Da Silva, Sergio & Da Costa Jr, Newton & Matsushita, Raul & Vieira, Cristiana & Correa, Ana & De Faveri, Dinorá, 2017. "Debt of high-income consumers may reflect leverage rather than poor cognitive reflection," MPRA Paper 79518, University Library of Munich, Germany.

    Cited by:

    1. Cesar Leandro, Julio & Botelho, Delane, 2022. "Consumer over-indebtedness: A review and future research agenda," Journal of Business Research, Elsevier, vol. 145(C), pages 535-551.
    2. Seth, Himanshu & Talwar, Shalini & Bhatia, Anuj & Saxena, Akanksha & Dhir, Amandeep, 2020. "Consumer resistance and inertia of retail investors: Development of the resistance adoption inertia continuance (RAIC) framework," Journal of Retailing and Consumer Services, Elsevier, vol. 55(C).
    3. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    4. Lorenzo Esposito & Lorenzo Marrese, 2021. "The impact of cognitive skills on investment decisions. An empirical assessment and policy suggestions," DISCE - Quaderni del Dipartimento di Politica Economica dipe0019, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

  2. Perlin, Marcelo & Santos, André & Imasato, Takeyoshi & Borenstein, Denis & Da Silva, Sergio, 2017. "The Brazilian scientific output published in journals: A study based on a large CV database," MPRA Paper 79662, University Library of Munich, Germany.

    Cited by:

    1. Ernesto Galbán-Rodríguez & Déborah Torres-Ponjuán & Yohannis Martí-Lahera & Ricardo Arencibia-Jorge, 2019. "Measuring the Cuban scientific output in scholarly journals through a comprehensive coverage approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 121(2), pages 1019-1043, November.
    2. Yu-Wei Chang & Dar-Zen Chen & Mu-Hsuan Huang, 2020. "Discovering types of research performance of scientists with significant contributions," Scientometrics, Springer;Akadémiai Kiadó, vol. 124(2), pages 1529-1552, August.
    3. Xiancheng Li & Wenge Rong & Haoran Shi & Jie Tang & Zhang Xiong, 2018. "The impact of conference ranking systems in computer science: a comparative regression analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 116(2), pages 879-907, August.
    4. Timur Narbaev & Diana Amirbekova, 2021. "Research Productivity in Emerging Economies: Empirical Evidence from Kazakhstan," Publications, MDPI, vol. 9(4), pages 1-19, November.
    5. Borenstein, Denis & Perlin, Marcelo S. & Imasato, Takeyoshi, 2022. "The Academic Inbreeding Controversy: Analysis and Evidence from Brazil," Journal of Informetrics, Elsevier, vol. 16(2).
    6. Yu-Wei Chang, 2021. "Characteristics of high research performance authors in the field of library and information science and those of their articles," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(4), pages 3373-3391, April.
    7. Marcelo S. Perlin & Takeyoshi Imasato & Denis Borenstein, 2018. "Is predatory publishing a real threat? Evidence from a large database study," Scientometrics, Springer;Akadémiai Kiadó, vol. 116(1), pages 255-273, July.

  3. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "High-income consumers may be less hyperbolic when discounting the future," MPRA Paper 79536, University Library of Munich, Germany.

    Cited by:

    1. Viviana Ventre & Roberta Martino, 2022. "Quantification of Aversion to Uncertainty in Intertemporal Choice through Subjective Perception of Time," Mathematics, MDPI, vol. 10(22), pages 1-16, November.
    2. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.
    3. Da Silva, Sergio & De Faveri, Dinorá & Matsushita, Raul, 2017. "Personality influences hyperbolic discounting," MPRA Paper 83171, University Library of Munich, Germany.

  4. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.

    Cited by:

    1. Zachary S Levine & Scott A Hale & Luciano Floridi, 2017. "The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-14, November.

  5. Da Silva, Sergio & Matsushita, Raul & Seifert, Guilherme & De Carvalho, Mateus, 2015. "Atheists Score Higher on Cognitive Reflection Tests," MPRA Paper 68451, University Library of Munich, Germany.

    Cited by:

    1. Gordon Pennycook & Robert M Ross & Derek J Koehler & Jonathan A Fugelsang, 2016. "Atheists and Agnostics Are More Reflective than Religious Believers: Four Empirical Studies and a Meta-Analysis," PLOS ONE, Public Library of Science, vol. 11(4), pages 1-18, April.
    2. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.

  6. Da Silva, Sergio & Matsushita, Raul & De Carvalho, Mateus, 2015. "Prosocial People Take Better Care of Their Own Future Well-Being," MPRA Paper 68452, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.

  7. Da Silva, Sergio, 2014. "Risk Seekers May Be Antisocial After All," MPRA Paper 60564, University Library of Munich, Germany.

    Cited by:

    1. Heß, Moritz & Scheve, Christian von & Schupp, Jürgen & Wagner, Aiko & Wagner, Gert G., 2018. "Are Political Representatives More Risk-Loving Than the Electorate? Evidence from German Federal and State Parliaments," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 4, pages 1-7.

  8. Da Silva, Sergio, 2014. "Time to Abandon Group Thinking in Economics - Updated," MPRA Paper 60559, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio, 2014. "The Mutual Gains from Trade Moderate the Parent-Offspring Conflict - Updated," MPRA Paper 60561, University Library of Munich, Germany.

  9. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "Preschoolers and the Endowment Effect," MPRA Paper 60568, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers," MPRA Paper 60570, University Library of Munich, Germany.
    2. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.

  10. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers," MPRA Paper 60570, University Library of Munich, Germany.

    Cited by:

    1. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.
    2. Protzko, John, 2020. "Kids These Days! Increasing delay of gratification ability over the past 50 years in children," Intelligence, Elsevier, vol. 80(C).

  11. Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio, 2013. "The disposition effect and investor experience," MPRA Paper 43570, University Library of Munich, Germany.

    Cited by:

    1. De Winne, Rudy, 2020. "Measuring the disposition effect," LIDAM Discussion Papers LFIN 2020001, Université catholique de Louvain, Louvain Finance (LFIN).
    2. Alasdair Brown & Fuyu Yang, 2015. "Salience and the Disposition Effect: Evidence from the Introduction of `Cash-Outs' in Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series 071, School of Economics, University of East Anglia, Norwich, UK..
    3. Sergio Da Silva & Raul Matsushita & Eliza Silveira, 2015. "No endowment effect when people transact secondhand goods over the Internet," Economics Bulletin, AccessEcon, vol. 35(3), pages 1961-1968.
    4. Pelster, Matthias & Hofmann, Annette, 2018. "About the fear of reputational loss: Social trading and the disposition effect," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 75-88.
    5. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 272-282.
    6. Wenjun Wang, 2023. "Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 148-163, March.
    7. Dorow, Anderson & da Costa, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2018. "On the neural substrates of the disposition effect and return performance," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 16-21.
    8. Wlademir Prates & Newton Da Costa Jr & Manuel Rocha Armada & Sergio Da Silva, 2019. "Propensity to sell stocks in an artificial stock market," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-12, April.
    9. Schaewitz, Johannes & Wang, Mei & Rieger, Marc Oliver, 2022. "Culture and Institutions: Long-lasting effects of communism on risk and time preferences of individuals in Europe," Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 785-829.
    10. Dorow, Anderson & Da Costa Jr, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2017. "On the neural substrates of the disposition effect and return performance," MPRA Paper 83354, University Library of Munich, Germany.
    11. Marco Pleßner, 2017. "The disposition effect: a survey," Management Review Quarterly, Springer, vol. 67(1), pages 1-30, February.
    12. Talpsepp, Tõnn & Liivamägi, Kristjan & Vaarmets, Tarvo, 2020. "Academic abilities, education and performance in the stock market," Journal of Banking & Finance, Elsevier, vol. 117(C).
    13. Gutiérrez-Nieto, Begoña & Ortiz, Cristina & Vicente, Luis, 2023. "A bibliometric analysis of the disposition effect: Origins and future research avenues," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    14. Croonenbroeck, Carsten & Matkovskyy, Roman, 2013. "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers 338, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    15. Kahya, Evrim Hilal & Ekinci, Cumhur, 2022. "Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
    16. Hermann, Daniel & Mußhoff, Oliver & Rau, Holger A., 2017. "The disposition effect when deciding on behalf of others," University of Göttingen Working Papers in Economics 332, University of Goettingen, Department of Economics.
    17. Berk, Ales S. & Cummins, Mark & Dowling, Michael & Lucey, Brian M., 2017. "Psychological price barriers in frontier equities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 1-14.
    18. Yang-Yu Liu & Jose C Nacher & Tomoshiro Ochiai & Mauro Martino & Yaniv Altshuler, 2014. "Prospect Theory for Online Financial Trading," PLOS ONE, Public Library of Science, vol. 9(10), pages 1-7, October.
    19. Kuo-Hwa Chang & Michael Nayat Young, 2019. "Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 817-845, November.
    20. Jaakko Aspara & Arvid Hoffmann, 2015. "Selling losers and keeping winners: How (savings) goal dynamics predict a reversal of the disposition effect," Marketing Letters, Springer, vol. 26(2), pages 201-211, June.
    21. Janssen, Dirk-Jan & Li, Jiangyan & Qiu, Jianying & Weitzel, Utz, 2020. "The disposition effect and underreaction to private information," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    22. Ahn, Yongkil, 2022. "The anatomy of the disposition effect: Which factors are most important?," Finance Research Letters, Elsevier, vol. 44(C).
    23. Jie Jiang & David G. Shrider & Huangwen Ting & Yanran Wu, 2021. "Are mutual fund investors loss averse? Evidence from China," The Financial Review, Eastern Finance Association, vol. 56(2), pages 231-250, May.
    24. Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020. "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, vol. 46(C).
    25. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," University of Göttingen Working Papers in Economics 256, University of Goettingen, Department of Economics.
    26. Huan Cai & Meining Wang & Chaonan Bai, 2018. "An Empirical Study of Investors¡¯ Disposition Effect in China Based on Open Data from the Chinese Stock Markets," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(5), pages 165-172, May.
    27. Cafferata, Alessia & Tramontana, Fabio, 2022. "Disposition Effect and its outcome on endogenous price fluctuations," MPRA Paper 113904, University Library of Munich, Germany.
    28. Liêu, L.M. & Pelster, M., 2020. "Framing and the disposition effect in a scopic regime," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 175-185.
    29. Anna Blajer-Gołębiewska, 2021. "Individual corporate reputation and perception of collective corporate reputation regarding stock market investments," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-21, September.
    30. Minh-Lý Liêu, 2021. "Peer attention and the disposition effect," Working Papers Dissertations 81, Paderborn University, Faculty of Business Administration and Economics.

  12. Sergio, Da Silva & Raul, Matsushita & Eliza, Silveira, 2013. "Hidden power law patterns in the top European football leagues," MPRA Paper 48226, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio & Matsushita, Raul & Giglio, Ricardo & Massena, Gunther, 2018. "Granularity of the top 1,000 Brazilian companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 68-73.

  13. Da Silva, Sergio, 2013. "Time to abandon group thinking in economics," MPRA Paper 45660, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio, 2013. "The mutual gains from trade moderate the parent-offspring conflict," MPRA Paper 46627, University Library of Munich, Germany.

  14. Goulart, Marco & Da Costa Jr, Newton & Santos, Andre & Takase, Emilio & Da Silva, Sergio, 2013. "Psychophysiological correlates of the disposition effect," MPRA Paper 48227, University Library of Munich, Germany.

    Cited by:

    1. Daiane De Bortoli & Newton da Costa Jr. & Marco Goulart & Jéssica Campara, 2019. "Personality traits and investor profile analysis: A behavioral finance study," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-18, March.
    2. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 272-282.
    3. Dorow, Anderson & da Costa, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2018. "On the neural substrates of the disposition effect and return performance," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 16-21.
    4. Dorow, Anderson & Da Costa Jr, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2017. "On the neural substrates of the disposition effect and return performance," MPRA Paper 83354, University Library of Munich, Germany.
    5. Marco Pleßner, 2017. "The disposition effect: a survey," Management Review Quarterly, Springer, vol. 67(1), pages 1-30, February.
    6. Stephen L Cheung, 2024. "A meta-analysis of disposition effect experiments," Working Papers 2024-02, University of Sydney, School of Economics.
    7. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," University of Göttingen Working Papers in Economics 256, University of Goettingen, Department of Economics.
    8. Richards, Daniel W. & Fenton-O'Creevy, Mark & Rutterford, Janette & Kodwani, Devendra G., 2018. "Is the disposition effect related to investors’ reliance on System 1 and System 2 processes or their strategy of emotion regulation?," Journal of Economic Psychology, Elsevier, vol. 66(C), pages 79-92.
    9. Rau, Holger A., 2014. "The disposition effect and loss aversion: Do gender differences matter?," Economics Letters, Elsevier, vol. 123(1), pages 33-36.

  15. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.

    Cited by:

    1. Andreas C. Drichoutis & Rodolfo M. Nayga, 2015. "Do risk and time preferences have biological roots?," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 235-256, July.

  16. Mazzeu, Joao & Otuki, Thiago & Da Silva, Sergio, 2011. "The canonical econophysics approach to the flash crash of May 6, 2010," MPRA Paper 29138, University Library of Munich, Germany.

    Cited by:

    1. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    2. Da Silva, Sergio, 2014. "Why Not Use Robots to Stabilize Stock Markets?," MPRA Paper 60567, University Library of Munich, Germany.
    3. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.

  17. Suhadolnik, Nicolas & Galimberti, Jaqueson & Da Silva, Sergio, 2010. "Robot traders can prevent extreme events in complex stock markets," MPRA Paper 23923, University Library of Munich, Germany.

    Cited by:

    1. Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva, 2017. "Cowboying Stock Market Herds with Robot Traders," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 393-423, October.
    2. Da Silva, Sergio, 2014. "Why Not Use Robots to Stabilize Stock Markets?," MPRA Paper 60567, University Library of Munich, Germany.
    3. Da Silva, Sergio, 2013. "Time to abandon group thinking in economics," MPRA Paper 45660, University Library of Munich, Germany.

  18. Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.

  19. Da Silva, Sergio & Baldo, Dinorá & Matsushita, Raul, 2009. "Biological correlates of the Allais paradox," MPRA Paper 18938, University Library of Munich, Germany.

    Cited by:

    1. Crosetto, Paolo & Filippin, Antonio, 2017. "Safe Options Induce Gender Differences in Risk Attitudes," IZA Discussion Papers 10793, Institute of Labor Economics (IZA).
    2. Paolo Crosetto & Antonio Filippin, 2023. "Safe options and gender differences in risk attitudes," Post-Print hal-04152612, HAL.
    3. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    4. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    5. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "Preschoolers and the Endowment Effect," MPRA Paper 60568, University Library of Munich, Germany.
    6. Kolnhofer-Derecskei Anita, 2017. "The Indifferent, the Good Samaritan, the Brave and the Agent in Allais Paradox situation – or How Endowment Effect Influences Our Decision in Case of Allais Paradox?," Organizacija, Sciendo, vol. 50(4), pages 299-313, December.

  20. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics Discussion Papers 2009-3, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 111-135, December.
    2. Da Silva, Sergio, 2014. "Time to Abandon Group Thinking in Economics - Updated," MPRA Paper 60559, University Library of Munich, Germany.
    3. Da Silva, Sergio, 2013. "Time to abandon group thinking in economics," MPRA Paper 45660, University Library of Munich, Germany.

  21. Reis, Luciana & Meurer, Roberto & Da Silva, Sergio, 2008. "Stock returns and foreign investment in Brazil," MPRA Paper 23028, University Library of Munich, Germany.

    Cited by:

    1. Porras, Eva & Ülkü, Numan, 2015. "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 111-126.
    2. de Pontes, Lucca Siebra & Rêgo, Leandro Chaves, 2022. "Impact of macroeconomic variables on the topological structure of the Brazilian stock market: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    3. Kwabena Mintah & Woon-Weng Wong & Peng Yew Wong, 2020. "Cross Border Real Estate Investments and Commercial Office Property Market Performance: Evidence from Australia," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 211-234.
    4. Joseph J. French & Wei‐Xuan Li, 2012. "A note on US institutional equity flows to Brazil," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 11(3), pages 298-315, August.
    5. Elias Oikarinen & Heidi Falkenbach, 2017. "Foreign investors’ influence on the real estate market capitalization rate – evidence from a small open economy," Applied Economics, Taylor & Francis Journals, vol. 49(32), pages 3141-3155, July.
    6. Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 150-169.

  22. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper 11150, University Library of Munich, Germany.

    Cited by:

    1. Lahmiri, Salim & Bekiros, Stelios & Avdoulas, Christos, 2018. "Time-dependent complexity measurement of causality in international equity markets: A spatial approach," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 215-219.
    2. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    3. Alvarez-Ramirez, J. & Rodriguez, E. & Espinosa-Paredes, G., 2012. "A partisan effect in the efficiency of the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4923-4932.
    4. Li, Yiying & Ren, Xiaohang & Taghizadeh-Hesary, Farhad, 2023. "Vulnerability of sustainable markets to fossil energy shocks," Resources Policy, Elsevier, vol. 85(PB).
    5. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).
    6. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    7. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2016. "Entropy and efficiency of the ETF market," Papers 1609.04199, arXiv.org.
    8. Shternshis, Andrey & Mazzarisi, Piero & Marmi, Stefano, 2022. "Measuring market efficiency: The Shannon entropy of high-frequency financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    9. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    10. Andrey Shternshis & Piero Mazzarisi, 2022. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Papers 2211.05415, arXiv.org, revised Jun 2023.
    11. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2020. "Entropy and Efficiency of the ETF Market," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 143-184, January.

  23. Moreira, Bruno & Matsushita, Raul & Da Silva, Sergio, 2008. "Risk-seeking behavior of preschool children in a gambling task," MPRA Paper 15516, University Library of Munich, Germany.

    Cited by:

    1. Sutter, Matthias & Kocher, Martin G. & Glätzle-Rützler, Daniela & Trautmann, Stefan T., 2010. "Impatience and Uncertainty: Experimental Decisions Predict Adolescents' Field Behavior," IZA Discussion Papers 5404, Institute of Labor Economics (IZA).
    2. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers," MPRA Paper 60570, University Library of Munich, Germany.
    3. Thomas Deckers & Armin Falk & Fabian Kosse & Hannah Hannah Schildberg-Horisch, 2016. "How Does Socio-Economic Status Shape a Child's Personality?," Working Papers 2016-002, Human Capital and Economic Opportunity Working Group.
    4. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.
    5. Sutter, Matthias & Zoller, Claudia & Glätzle-Rützler, Daniela, 2018. "Economic Behavior of Children and Adolescents - A First Survey of Experimental Economics Results," IZA Discussion Papers 11947, Institute of Labor Economics (IZA).
    6. HASHIMOTO Hideki & ICHIMURA Hidehiko & SHIMIZUTANI Satoshi, 2013. "Stability of Preference against Aging and Health Shocks: A comparison between Japan and the United States," Discussion papers 13068, Research Institute of Economy, Trade and Industry (RIETI).
    7. James Andreoni & Amalia Di Girolamo & John A. List & Claire Mackevicius & Anya Samek, 2019. "Risk Preferences of Children and Adolescents in Relation to Gender, Cognitive Skills, Soft Skills, and Executive Functions," NBER Working Papers 25723, National Bureau of Economic Research, Inc.
    8. Solnais, Céline & Andreu-Perez, Javier & Sánchez-Fernández, Juan & Andréu-Abela, Jaime, 2013. "The contribution of neuroscience to consumer research: A conceptual framework and empirical review," Journal of Economic Psychology, Elsevier, vol. 36(C), pages 68-81.
    9. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
    10. Castillo, Marco, 2020. "Negative Childhood Experiences and Risk Aversion: Evidence from Children Exposed to Domestic Violence," IZA Discussion Papers 13320, Institute of Labor Economics (IZA).
    11. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    12. da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda, 2020. "Overconfidence and the 2D:4D ratio," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
    13. Da Silva, Sergio & Matsushita, Raul & De Carvalho, Mateus, 2015. "Prosocial People Take Better Care of Their Own Future Well-Being," MPRA Paper 68452, University Library of Munich, Germany.
    14. Andreas C. Drichoutis & Rodolfo M. Nayga, 2015. "Do risk and time preferences have biological roots?," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 235-256, July.
    15. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "Preschoolers and the Endowment Effect," MPRA Paper 60568, University Library of Munich, Germany.
    16. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.
    17. Da Silva, Sergio & De Faveri, Dinorá & Matsushita, Raul, 2017. "Personality influences hyperbolic discounting," MPRA Paper 83171, University Library of Munich, Germany.

  24. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany.

    Cited by:

    1. Lahmiri, Salim & Bekiros, Stelios & Avdoulas, Christos, 2018. "Time-dependent complexity measurement of causality in international equity markets: A spatial approach," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 215-219.
    2. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    3. Alvarez-Ramirez, J. & Rodriguez, E. & Espinosa-Paredes, G., 2012. "A partisan effect in the efficiency of the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4923-4932.
    4. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
    5. Li, Yiying & Ren, Xiaohang & Taghizadeh-Hesary, Farhad, 2023. "Vulnerability of sustainable markets to fossil energy shocks," Resources Policy, Elsevier, vol. 85(PB).
    6. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).
    7. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    8. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2016. "Entropy and efficiency of the ETF market," Papers 1609.04199, arXiv.org.
    9. Shternshis, Andrey & Mazzarisi, Piero & Marmi, Stefano, 2022. "Measuring market efficiency: The Shannon entropy of high-frequency financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    10. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    11. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
    12. Andrey Shternshis & Piero Mazzarisi, 2022. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Papers 2211.05415, arXiv.org, revised Jun 2023.
    13. Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.
    14. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2020. "Entropy and Efficiency of the ETF Market," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 143-184, January.
    15. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.

  25. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.

    Cited by:

    1. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.

  26. Matsushita, Raul & Baldo, Dinorá & Martin, Bruna & Da Silva, Sergio, 2007. "The biological basis of expected utility anomalies," MPRA Paper 4520, University Library of Munich, Germany.

    Cited by:

    1. Wozniak, David, 2009. "Choices About Competition: Differences by gender and hormonal fluctuations, and the role of relative performance feedback," MPRA Paper 21097, University Library of Munich, Germany.

  27. Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007. "Is Mercosur an optimum currency area?," MPRA Paper 2758, University Library of Munich, Germany.

    Cited by:

    1. Agenor, Pierre-Richard & Aizenman, Joshua, 2008. "Capital Market Imperfections and the Theory of Optimum Currency Areas," Santa Cruz Department of Economics, Working Paper Series qt7668j94x, Department of Economics, UC Santa Cruz.
    2. Hebatallah Ghoneim & Rana Abdulmonem & Noha Ghazy, 2021. "Egypt-Mercosur FTA: A Complementarity Analysis," Working Papers 54, The German University in Cairo, Faculty of Management Technology.

  28. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "Are Pound and Euro the Same Currency? - Updated," MPRA Paper 1981, University Library of Munich, Germany.

    Cited by:

    1. Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
    2. Stoupos, Nikolaos & Kiohos, Apostolos, 2017. "EU unification and linkages among the European currencies: new evidence from the EU and the EEA," Research in International Business and Finance, Elsevier, vol. 41(C), pages 28-36.
    3. He, Shanshan & Wang, Yudong, 2017. "Revisiting the multifractality in stock returns and its modeling implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 11-20.
    4. Yong-Ping Ruan & Wei-Xing Zhou, 2010. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Papers 1008.0160, arXiv.org.
    5. Ning, Ye & Han, Chenyu & Wang, Yiming, 2018. "The multifractal properties of Euro and Pound exchange rates and comparisons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 578-587.
    6. Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
    7. Chen, Feier & Tian, Kang & Ding, Xiaoxu & Miao, Yuqi & Lu, Chunxia, 2016. "Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1058-1066.
    8. Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
    9. M. Bel'en Arouxet & Aurelio F. Bariviera & Ver'onica E. Pastor & Victoria Vampa, 2020. "Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent," Papers 2009.05652, arXiv.org.
    10. Yang, Yan-Hong & Shao, Ying-Hui & Shao, Hao-Lin & Stanley, H. Eugene, 2019. "Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 734-746.

  29. Nunes, Mauricio & Da Silva, Sergio, 2007. "Rational bubbles in emerging stockmarkets," MPRA Paper 4641, University Library of Munich, Germany.

    Cited by:

    1. Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario, 2019. "Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile," Research in International Business and Finance, Elsevier, vol. 49(C), pages 269-281.

  30. Da Silva, Sergio & Nunes, Mauricio, 2007. "Latin American foreign exchange intervention - Updated," MPRA Paper 1982, University Library of Munich, Germany.

    Cited by:

    1. Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019. "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, vol. 2(1), pages 24-44.
    2. Соломія Бричка & Денис Клиновський & Дмитро Круковець & Артем Огарков, 2019. "Мета-аналіз: ефект fx-інтервенцій на валютний курс," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, vol. 2(1), pages 24-47.

  31. Gustavo, Manfrim & Sergio, Da Silva, 2006. "Estimating demand elasticities of fixed telephony in Brazil," MPRA Paper 1978, University Library of Munich, Germany.

    Cited by:

    1. Dewenter, Ralf & Haucap, Justus, 2007. "Demand Elasticities for Mobile Telecommunications in Austria," Ruhr Economic Papers 17, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

  32. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.

  33. Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva, 2006. "Disposition effect and gender," MPRA Paper 1848, University Library of Munich, Germany.

    Cited by:

    1. Carlos Cueva Herrero & Iñigo Iturbe-Ormaetxe Kortajarene & Giovanni Ponti & Josefa Tomás Lucas, 2016. "The disposition effect: who and when?," Working Papers. Serie AD 2016-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    2. Migheli, Matteo, 2010. "Gender at work: Productivity and incentives," POLIS Working Papers 142, Institute of Public Policy and Public Choice - POLIS.
    3. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 272-282.
    4. Da Silva, Sergio & Baldo, Dinorá & Matsushita, Raul, 2009. "Biological correlates of the Allais paradox," MPRA Paper 18938, University Library of Munich, Germany.
    5. Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio, 2013. "The disposition effect and investor experience," MPRA Paper 43570, University Library of Munich, Germany.
    6. Deaves, Richard & Kluger, Brian & Miele, Jennifer, 2018. "An exploratory experimental analysis of path-dependent investment behaviors," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 47-65.
    7. Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2013. "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 195-209.
    8. Marco Pleßner, 2017. "The disposition effect: a survey," Management Review Quarterly, Springer, vol. 67(1), pages 1-30, February.
    9. Zhang, Xiaotao & Wang, Ziqiao & Hao, Jing & Liu, Jiubiao, 2022. "Stock market entry timing and retail investors' disposition effect," International Review of Financial Analysis, Elsevier, vol. 82(C).
    10. Gutiérrez-Nieto, Begoña & Ortiz, Cristina & Vicente, Luis, 2023. "A bibliometric analysis of the disposition effect: Origins and future research avenues," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    11. Fischbacher, Urs & Hoffmann, Gerson & Schudy, Simeon, 2017. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Munich Reprints in Economics 49926, University of Munich, Department of Economics.
    12. Kuo-Hwa Chang & Michael Nayat Young, 2019. "Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 817-845, November.
    13. Elisabeth Vollmer & Daniel Hermann & Oliver Musshoff, 2019. "The disposition effect in farmers’ selling behavior: an experimental investigation," Agricultural Economics, International Association of Agricultural Economists, vol. 50(2), pages 177-189, March.
    14. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
    15. Ica Rika Candraningrat & Ubud Salim & Nur Khusniyah Indrawati & Kusuma Ratnawati, 2018. "Influence of Framing Information and Disposition Effect in Decision of Investment: Experimental Study on Investor Behavior at Indonesia Stock Exchange Representative on Denpasar, Bali," International Review of Management and Marketing, Econjournals, vol. 8(3), pages 59-68.
    16. Reis, Luciana & Meurer, Roberto & Da Silva, Sergio, 2008. "Stock returns and foreign investment in Brazil," MPRA Paper 23028, University Library of Munich, Germany.
    17. Matsushita, Raul & Baldo, Dinorá & Martin, Bruna & Da Silva, Sergio, 2007. "The biological basis of expected utility anomalies," MPRA Paper 4520, University Library of Munich, Germany.
    18. Stephen L Cheung, 2024. "A meta-analysis of disposition effect experiments," Working Papers 2024-02, University of Sydney, School of Economics.
    19. Lin, Jia-Hui & Yen, Meng-Feng & Hsieh, Wei-Cheng, 2023. "Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    20. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," University of Göttingen Working Papers in Economics 256, University of Goettingen, Department of Economics.
    21. K.S. Muehlfeld & G.U. Weitzel & A. van Witteloostuijn, 2012. "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Working Papers 12-18, Utrecht School of Economics.
    22. Aarju Poudel & Sudip Bhusal & Durga Datt Pathak, 2024. "Behaviour Bias and Investment Decision in Nepalese Investors," International Journal of Business and Management, Canadian Center of Science and Education, vol. 19(2), pages 1-85, March.
    23. Goulart, Marco & Da Costa Jr, Newton & Santos, Andre & Takase, Emilio & Da Silva, Sergio, 2013. "Psychophysiological correlates of the disposition effect," MPRA Paper 48227, University Library of Munich, Germany.
    24. Rau, Holger A., 2014. "The disposition effect and loss aversion: Do gender differences matter?," Economics Letters, Elsevier, vol. 123(1), pages 33-36.
    25. Michael N. Young & TJ Troy N. Chuahay & Yen-Hsien Lee & John Francis T. Diaz & Yogi Tri Prasetyo & Satria Fadil Persada & Reny Nadilfatin, 2022. "Portfolio Optimization Considering Behavioral Stocks with Return Scenario Generation," Mathematics, MDPI, vol. 10(22), pages 1-20, November.

  34. Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.

    Cited by:

    1. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    2. Cristescu, Constantin P. & Stan, Cristina & Scarlat, Eugen I. & Minea, Teofil & Cristescu, Cristina M., 2012. "Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2623-2635.

  35. Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006. "Informational inefficiency of the Brazilian stockmarket," MPRA Paper 1980, University Library of Munich, Germany.

    Cited by:

    1. Camelia Oprean, 2012. "Testing the financial market informational efficiency in emerging states," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 181-190, Decembre.

  36. Guilherme Moura & Sergio Da Silva, 2005. "Testing the Equilibrium Exchange Rate Model," International Finance 0505018, University Library of Munich, Germany.

    Cited by:

    1. Guilherme, Moura & Sergio, Da Silva, 2006. "Testing the Equilibrium Exchange Rate Model - Updated," MPRA Paper 1871, University Library of Munich, Germany.

  37. Newton Da Costa Jr & Jefferson Cunha & Sergio Da Silva, 2005. "Stock Selection Based on Cluster Analysis," Finance 0509022, University Library of Munich, Germany.

    Cited by:

    1. Luca De Angelis, 2013. "Latent class models for financial data analysis: some statistical developments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(2), pages 227-242, June.
    2. Bilgehan Tekin & Fatih Burak Gümüs, 2017. "The Classification of Stocks with Basic Financial Indicators: An Application of Cluster Analysis on the BIST 100 Index," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(5), pages 104-131, May.
    3. F. Lisi & E. Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.

  38. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "Log-Periodic Crashes Revisited," Finance 0508005, University Library of Munich, Germany.

    Cited by:

    1. Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K., 2009. "Can we predict crashes? The case of the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1603-1609.
    2. Wosnitza, Jan Henrik & Denz, Cornelia, 2013. "Liquidity crisis detection: An application of log-periodic power law structures to default prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3666-3681.
    3. Wosnitza, Jan Henrik & Leker, Jens, 2014. "Can log-periodic power law structures arise from random fluctuations?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 228-250.
    4. Li Lin & Didier Sornette, 2018. "“Speculative Influence Network” during financial bubbles: application to Chinese stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 385-431, July.
    5. Pawel Dlotko & Simon Rudkin, 2019. "The Topology of Time Series: Improving Recession Forecasting from Yield Spreads," Working Papers 2019-02, Swansea University, School of Management.
    6. Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
    7. Li Lin & Didier Sornette, 2015. ""Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets," Papers 1510.08162, arXiv.org.
    8. Filimonov, V. & Sornette, D., 2013. "A stable and robust calibration scheme of the log-periodic power law model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3698-3707.
    9. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.

  39. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2005. "Nonidentically distributed variables and nonlinear autocorrelation," Finance 0508009, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany.
    2. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.
    3. Figueiredo, A. & Matsushita, R. & daSilva, S. & Serva, M. & Viswanathan, G.M. & Nascimento, C. & Gleria, Iram, 2007. "The Lévy sections theorem: An application to econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(2), pages 756-759.
    4. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.

  40. Guilherme Moura & Sergio Da Silva, 2005. "Is There a Brazilian J-Curve?," International Finance 0505001, University Library of Munich, Germany.

    Cited by:

    1. Elano Ferreira Arruda & Antônio Clécio de Brito & Pablo Urano de Carvalho Castelar, 2022. "Exchange Rate and Trade Balances in Brazil: A Disaggregated Analysis by Major Economic Categories," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(6), pages 1-62, June.
    2. Raifu, Isiaka Akande & Aminu, Alarudeen & Adeniyi, Oluwatosin Ademola, 2019. "What nexus exists between exchange rate and trade balance? The case of Nigeria vis-à-vis UK, US and Hong Kong," MPRA Paper 92976, University Library of Munich, Germany.
    3. Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006. "Informational inefficiency of the Brazilian stockmarket," MPRA Paper 1980, University Library of Munich, Germany.
    4. Kris Ivanovski & Sefa Awaworyi Churchill & Ahmed Salim Nuhu, 2020. "Modelling the Australian J‐Curve: An ARDL Cointegration Approach," Economic Papers, The Economic Society of Australia, vol. 39(2), pages 167-184, June.
    5. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-11.
    6. Jamilov, Rustam, 2013. "Capital mobility in the Caucasus," Economic Systems, Elsevier, vol. 37(2), pages 155-170.
    7. Bahmani-Oskooee, Mohsen & Aftab, Muhammad & Harvey, Hanafiah, 2016. "Asymmetry cointegration and the J-curve: New evidence from Malaysia-Singapore commodity trade," The Journal of Economic Asymmetries, Elsevier, vol. 14(PB), pages 211-226.
    8. Mohsen Bahmani-Oskooee & Muhammad Aftab, 2017. "Asymmetric Effects of Exchange Rate Changes and the J-curve: New Evidence from 61 Malaysia–Thailand Industries," Review of Development Economics, Wiley Blackwell, vol. 21(4), pages 30-46, November.
    9. Peguero, Anadel G. & Cruz-Rodríguez, Alexis, 2016. "Condición Marshall-Lerner y el efecto Curva J: Evidencias para la República Dominicana [Marshall-Lerner Condition and J-Curve Effect: Evidence for the Dominican Republic]," MPRA Paper 71535, University Library of Munich, Germany.
    10. Mohsen Bahmani‐Oskooee & Niloy Bose & Yun Zhang, 2019. "An asymmetric analysis of the J‐curve effect in the commodity trade between China and the US," The World Economy, Wiley Blackwell, vol. 42(10), pages 2854-2899, October.
    11. Bustamante, Rafael & Morales, Fedor, 2009. "Probando la condición de Marshall-Lerner y el efecto Curva-J: Evidencia empírica para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 103-126.
    12. Reis, Luciana & Meurer, Roberto & Da Silva, Sergio, 2008. "Stock returns and foreign investment in Brazil," MPRA Paper 23028, University Library of Munich, Germany.
    13. Jamilov, Rustam, 2011. "J-Curve Dynamics and the Marshall-Lerner Condition: Evidence from Azerbaijan," MPRA Paper 36799, University Library of Munich, Germany, revised Feb 2012.
    14. Halicioglu, Ferda, 2007. "The Bilateral J-curve: Turkey versus her 13 Trading Partners," MPRA Paper 3564, University Library of Munich, Germany.
    15. Mohsen Bahmani-Oskooee & Muhammad Aftab, 2017. "Malaysia–Korea Commodity Trade: Are there Asymmetric Responses to Exchange Rate Changes?," Economic Papers, The Economic Society of Australia, vol. 36(2), pages 198-222, June.
    16. Mohsen Bahmani-Oskooee & Niloy Bose & Yun Zhang, 2018. "Asymmetric Cointegration, Nonlinear ARDL, and the J-Curve: A Bilateral Analysis of China and Its 21 Trading Partners," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(13), pages 3131-3151, October.

  41. Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, University Library of Munich, Germany.

    Cited by:

    1. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
    2. Jin-Li Hu & Tzu-Pu Chang & Ray Chou, 2014. "Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?," Journal of Productivity Analysis, Springer, vol. 41(1), pages 141-151, February.
    3. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
    4. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.

  42. Roberto Meurer & Guilherme Moura & Sergio Da Silva, 2005. "Travel Hysteresis in the Brazilian Current Account," International Trade 0509007, University Library of Munich, Germany.

    Cited by:

    1. Sergio Da Silva & Guilherme Moura & Roberto Meurer, 2005. "Travel hysteresis in the US current account after the mid-1980s," Economics Bulletin, AccessEcon, vol. 14(2), pages 1-10.

  43. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights," Finance 0406002, University Library of Munich, Germany.

    Cited by:

    1. Domino, Krzysztof, 2020. "Multivariate cumulants in outlier detection for financial data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
    2. Imai, Junichi & Kawai, Reiichiro, 2011. "On finite truncation of infinite shot noise series representation of tempered stable laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4411-4425.
    3. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
    4. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    5. Liu, Lei & Hu, Fei, 2013. "Cascade-like and scaling behavior of wind velocity increments in the atmospheric surface layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5808-5816.
    6. Lemmens, D. & Liang, L.Z.J. & Tempere, J. & De Schepper, A., 2010. "Pricing bounds for discrete arithmetic Asian options under Lévy models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5193-5207.
    7. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.
    8. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    9. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    10. Dorea, Chang C.Y. & Guevara Otiniano, Cira E. & Matsushita, Raul & Rathie, Pushpa N., 2007. "Levy flight approximations for scaled transformations of random walks," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6343-6354, August.
    11. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    12. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    13. Vinogradov, Dmitry V., 2010. "Cumulant approach of arbitrary truncated Levy flight," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5794-5800.
    14. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.

  44. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.

    Cited by:

    1. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2004. "The Econophysics of the Brazilian Real-US Dollar Rate," Finance 0407012, University Library of Munich, Germany.

  45. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.

  46. Sidney Caetano & Guilherme Moura & Sergio Da Silva, 2004. "Big Mac Parity, Income, and Trade," International Finance 0407011, University Library of Munich, Germany.

    Cited by:

    1. Duc Hong Vo & Anh The Vo, 2017. "Currency evaluation using a big mac index for Thailand – lessons for Vietnam," Economics Bulletin, AccessEcon, vol. 37(2), pages 999-1011.

  47. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "Financial Volatility and Independent and Identically Distributed Variables," Finance 0407011, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Characteristic function approach to the sum of stochastic variables," MPRA Paper 1984, University Library of Munich, Germany.

  48. Sergio Da Silva, 2004. "Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates," Finance 0405018, University Library of Munich, Germany.

    Cited by:

    1. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
    2. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    3. Liu, Lei & Hu, Fei, 2013. "Cascade-like and scaling behavior of wind velocity increments in the atmospheric surface layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5808-5816.
    4. da Silva, Roberto & Zembrzuski, Marcelo & Correa, Fabio C. & Lamb, Luis C., 2010. "Stock markets and criticality in the current economic crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(23), pages 5460-5467.
    5. Medino, Ary V. & Lopes, Sílvia R.C. & Morgado, Rafael & Dorea, Chang C.Y., 2012. "Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 572-581.
    6. Sergio Da Silva, 2004. "Autocorrelation and the Sum of Stochastic Variables," Finance 0405020, University Library of Munich, Germany.
    7. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.
    8. Sergio Da Silva, 2004. "Levy Flights, Autocorrelation, and Slow Convergence," Finance 0405021, University Library of Munich, Germany.
    9. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights," Finance 0406002, University Library of Munich, Germany.
    10. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    11. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.

  49. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets," Finance 0405028, University Library of Munich, Germany.

    Cited by:

    1. Nicholas Apergis & Christina Christou & Stephen M. Miller, 2011. "Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering," Working Papers 1105, University of Nevada, Las Vegas , Department of Economics.
    2. da Silva, Roberto & Zembrzuski, Marcelo & Correa, Fabio C. & Lamb, Luis C., 2010. "Stock markets and criticality in the current economic crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(23), pages 5460-5467.
    3. Tabak, B.M. & Takami, M.Y. & Cajueiro, D.O. & Petitinga, A., 2009. "Quantifying price fluctuations in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(1), pages 59-62.
    4. Yang, Honglin & Wan, Hong & Zha, Yong, 2013. "Autocorrelation type, timescale and statistical property in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1681-1693.

  50. Sergio Da Silva, 2004. "Levy Flights, Autocorrelation, and Slow Convergence," Finance 0405021, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.
    2. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "Financial Volatility and Independent and Identically Distributed Variables," Finance 0407011, University Library of Munich, Germany.
    3. Yang, Honglin & Wan, Hong & Zha, Yong, 2013. "Autocorrelation type, timescale and statistical property in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1681-1693.
    4. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.

  51. Sergio Da Silva, 2004. "Classroom Guide to the Equilibrium Exchange Rate Model," International Finance 0405019, University Library of Munich, Germany.

    Cited by:

    1. Guilherme Moura & Sergio Da Silva, 2005. "Testing the Equilibrium Exchange Rate Model," International Finance 0505018, University Library of Munich, Germany.
    2. Guilherme, Moura & Sergio, Da Silva, 2006. "Testing the Equilibrium Exchange Rate Model - Updated," MPRA Paper 1871, University Library of Munich, Germany.
    3. Sergio Da Silva & Leandro Stocco & J. Anchieta Neves, 2008. "Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity," Economics Bulletin, AccessEcon, vol. 6(29), pages 1-13.
    4. Luo, Robin & Visaltanachoti, Nuttawat, 2010. "Real exchange rates, asset prices and terms of trade: A theoretical analysis," Economic Modelling, Elsevier, vol. 27(1), pages 143-151, January.
    5. Hiroya Akiba & Yukihiro Iida & Yoshihiro Kitamura, 2009. "The optimal exchange rate regime for a small country," International Economics and Economic Policy, Springer, vol. 6(3), pages 315-343, October.
    6. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    7. Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007. "Is Mercosur an optimum currency area?," MPRA Paper 2758, University Library of Munich, Germany.
    8. Da Silva, Sergio & Nunes, Mauricio, 2007. "Latin American foreign exchange intervention - Updated," MPRA Paper 1982, University Library of Munich, Germany.

  52. Sergio Da Silva, 2004. "The Dornbusch Model with Chaos and Foreign Exchange Intervention," International Finance 0405017, University Library of Munich, Germany.

    Cited by:

    1. Saeed Moshiri & Forough Seifi, 2008. "Nonlinearity in Exchange Rates and Forecasting," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 13(1), pages 83-105, spring.

  53. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates," Finance 0405027, University Library of Munich, Germany.

    Cited by:

    1. Nicholas Apergis & Christina Christou & Stephen M. Miller, 2011. "Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering," Working Papers 1105, University of Nevada, Las Vegas , Department of Economics.
    2. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.
    3. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.

Articles

  1. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

    Cited by:

    1. Adriano Maia & Guilherme De Oliveira & Raul Matsushita & Sergio Da Silva, 2023. "Granular banks and corporate investment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 586-599, September.

  2. Campara, Jessica & Da Costa, Newton & Matsushita, Raul & Da Silva, Sergio, 2021. "Two selves and two minds in a longitudinal survey of risk attitudes," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).

    Cited by:

    1. Carton, F.L. & Xiong, H. & McCarthy, J.B., 2022. "Drivers of financial well-being in socio-economic deprived populations," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
    2. Sergio Da Silva & Raul Matsushita & Eduarda Korzenowski, 2024. "Why Is Friday Better than Sunday?," Journal of Interdisciplinary Economics, , vol. 36(1), pages 98-104, January.
    3. Humaira Asad & Iqra Toqeer & Khalid Mahmood, 2021. "A qualitative phenomenological exploration of social mood and investors’ risk tolerance in an emerging economy," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 14(1), pages 189-211, August.

  3. Murilo Silva & Sergio Da Silva, 2020. "The Brazilian granular business cycle," Economics Bulletin, AccessEcon, vol. 40(1), pages 463-472.

    Cited by:

    1. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    2. Adriano Maia & Guilherme De Oliveira & Raul Matsushita & Sergio Da Silva, 2023. "Granular banks and corporate investment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 586-599, September.
    3. Jorge Miranda‐Pinto & Yuanting Shen, 2019. "A Granular View of the Australian Business Cycle," The Economic Record, The Economic Society of Australia, vol. 95(311), pages 407-424, December.

  4. Maia, Adriano & Matsushita, Raul & Da Silva, Sergio, 2020. "Earnings distributions of scalable vs. non-scalable occupations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).

    Cited by:

    1. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    2. Maia, Adriano & Matsushita, Raul & Demarcus, Antonio & Da Silva, Sergio, 2023. "Scalability in a two-class interoccupational earnings distribution model," SocArXiv 23brg, Center for Open Science.

  5. Sergio Da Silva & Raul Matsushita & Mariana Pereira & Mariê Fontana, 2019. "Real estate list price anchoring and cognitive ability," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(4), pages 581-603, June.

    Cited by:

    1. Ka-Shing Cheung & Chung-Yim Yiu & Yihan Guan, 2022. "Homebuyer Purchase Decisions: Are They Anchoring to Appraisal Values or Market Prices?," JRFM, MDPI, vol. 15(4), pages 1-13, March.

  6. Da Silva, Sergio & Matsushita, Raul & Giglio, Ricardo & Massena, Gunther, 2018. "Granularity of the top 1,000 Brazilian companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 68-73.

    Cited by:

    1. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    2. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    3. Tomaschitz, Roman, 2020. "Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).

  7. Dorow, Anderson & da Costa, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2018. "On the neural substrates of the disposition effect and return performance," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 16-21.

    Cited by:

    1. Wlademir Prates & Newton Da Costa Jr & Manuel Rocha Armada & Sergio Da Silva, 2019. "Propensity to sell stocks in an artificial stock market," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-12, April.
    2. Stephen L Cheung, 2024. "A meta-analysis of disposition effect experiments," Working Papers 2024-02, University of Sydney, School of Economics.

  8. Sergio Da Silva & Newton Da Costa Jr & Raul Matsushita & Cristiana Vieira & Ana Correa & Dinorá De Faveri, 2018. "Debt of high-income consumers may reflect leverage rather than poor cognitive reflection," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 10(1), pages 42-52, March.
    See citations under working paper version above.
  9. Perlin, Marcelo S. & Santos, André A.P. & Imasato, Takeyoshi & Borenstein, Denis & Da Silva, Sergio, 2017. "The Brazilian scientific output published in journals: A study based on a large CV database," Journal of Informetrics, Elsevier, vol. 11(1), pages 18-31.
    See citations under working paper version above.
  10. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    See citations under working paper version above.
  11. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.

    Cited by:

    1. Daniel Fonseca Costa & Francisval Carvalho & Bruno César Moreira & José Willer Prado, 2017. "Bibliometric analysis on the association between behavioral finance and decision making with cognitive biases such as overconfidence, anchoring effect and confirmation bias," Scientometrics, Springer;Akadémiai Kiadó, vol. 111(3), pages 1775-1799, June.
    2. Neyse, Levent & Bosworth, Steven & Ring, Patrick & Schmidt, Ulrich, 2016. "Overconfidence, Incentives and Digit Ratio," Open Access Publications from Kiel Institute for the World Economy 130145, Kiel Institute for the World Economy (IfW Kiel).
    3. da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda, 2020. "Overconfidence and the 2D:4D ratio," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).

  12. Sergio Da Silva & Raul Matsushita & Eliza Silveira, 2015. "No endowment effect when people transact secondhand goods over the Internet," Economics Bulletin, AccessEcon, vol. 35(3), pages 1961-1968.

    Cited by:

    1. Ebo Botchway & Jan Verpooten & Ine van der Beken & Justina Baršytė & Siegfried Dewitte, 2023. "The Endowment Effect in the Circular Economy: Do Broken Products Face Less of a Trading Barrier Than Intact or Repaired Ones?," Sustainability, MDPI, vol. 15(15), pages 1-19, August.

  13. Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio, 2013. "The disposition effect and investor experience," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1669-1675.
    See citations under working paper version above.
  14. Sergio Da Silva & Dinorá Baldo & Raul Matsushita, 2013. "Biological correlates of the Allais paradox," Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 555-568, February.
    See citations under working paper version above.
  15. Da Silva, Sergio & Matsushita, Raul & Silveira, Eliza, 2013. "Hidden power law patterns in the top European football leagues," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5376-5386.
    See citations under working paper version above.
  16. Raul Matsushita & Sergio Da Silva, 2011. "A log-periodic fit for the flash crash of May 6, 2010," Economics Bulletin, AccessEcon, vol. 31(2), pages 1772-1779.

    Cited by:

    1. Da Silva, Sergio, 2014. "Why Not Use Robots to Stabilize Stock Markets?," MPRA Paper 60567, University Library of Munich, Germany.
    2. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.
    3. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.

  17. Cleiton Taufemback & Ricardo Giglio & Sergio Da Silva, 2011. "Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis," Economics Bulletin, AccessEcon, vol. 31(2), pages 1631-1647.

    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    2. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.

  18. Marcia L. Zindel & Emilio Menezes & Raul Matsushita & Sergio Da Silva, 2010. "Biological characteristics modulating investor overconfidence," Economics Bulletin, AccessEcon, vol. 30(2), pages 1496-1508.

    Cited by:

    1. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.
    2. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
    3. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    4. da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda, 2020. "Overconfidence and the 2D:4D ratio," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).

  19. Da Silva Sergio, 2010. "Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water," The Economists' Voice, De Gruyter, vol. 7(2), pages 1-2, March.

    Cited by:

    1. Gary A. Dymski, 2014. "The neoclassical sink and the heterodox spiral: political divides and lines of communication in economics," Review of Keynesian Economics, Edward Elgar Publishing, vol. 2(1), pages 1-19, January.

  20. Moreira, Bruno & Matsushita, Raul & Da Silva, Sergio, 2010. "Risk seeking behavior of preschool children in a gambling task," Journal of Economic Psychology, Elsevier, vol. 31(5), pages 794-801, October.
    See citations under working paper version above.
  21. Suhadolnik, Nicolas & Galimberti, Jaqueson & Da Silva, Sergio, 2010. "Robot traders can prevent extreme events in complex stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5182-5192.
    See citations under working paper version above.
  22. Nunes, Maurício Simiano & da Silva, Sérgio, 2009. "Bolhas Racionais no Índice Bovespa," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(2), June.

    Cited by:

    1. Márcio P. Laurini & Pedro Chaim, 2021. "Brazilian stock market bubble in the 2010s," SN Business & Economics, Springer, vol. 1(1), pages 1-19, January.

  23. Sergio Da Silva, 2009. "Going parochial in the assessment of the Brazilian economics research output," Economics Bulletin, AccessEcon, vol. 29(4), pages 2832-2852.

    Cited by:

    1. Perlin, Marcelo S. & Santos, André A.P. & Imasato, Takeyoshi & Borenstein, Denis & Da Silva, Sergio, 2017. "The Brazilian scientific output published in journals: A study based on a large CV database," Journal of Informetrics, Elsevier, vol. 11(1), pages 18-31.
    2. Chagas , André Luis Squarize, 2017. "Publish or Perish: um ranking de revistas da subárea de Economia Regional e Urbana para os pesquisadores brasileiros," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 11(4), pages 515-536.
    3. Guimaraes, Bernardo, 2011. "Qualis as a measuring stick for research output in Economics," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.
    4. Lee, Frederic & Pham, Xuan & Gu, Gyun, 2012. "The UK research assessment exercise and the narrowing of UK economics," MPRA Paper 41842, University Library of Munich, Germany.
    5. Frederic S. Lee & Bruce C. Cronin & Scott McConnell & Erik Dean, 2010. "Research Quality Rankings of Heterodox Economic Journals in a Contested Discipline," American Journal of Economics and Sociology, Wiley Blackwell, vol. 69(5), pages 1409-1452, November.

  24. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-11.
    See citations under working paper version above.
  25. Sergio Da Silva & Leandro Stocco & J. Anchieta Neves, 2008. "Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity," Economics Bulletin, AccessEcon, vol. 6(29), pages 1-13.

    Cited by:

    1. Stephen McKnight & Marco Robles Sánchez, 2014. "Is a monetary union feasible for Latin America? Evidence from real effective exchange rates and interest rate pass-through levels," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 29(2), pages 225-262.

  26. Sergio Da Silva & Roberto Meurer & Caio Guttler, 2008. "Is the Brazilian stockmarket efficient?," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-16.

    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.

  27. Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-12.

    Cited by:

    1. Ortiz-Cruz, Alejandro & Rodriguez, Eduardo & Ibarra-Valdez, Carlos & Alvarez-Ramirez, Jose, 2012. "Efficiency of crude oil markets: Evidences from informational entropy analysis," Energy Policy, Elsevier, vol. 41(C), pages 365-373.
    2. Kei Takeuchi & Akimichi Takemura & Masayuki Kumon, 2011. "New Procedures for Testing Whether Stock Price Processes are Martingales," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 67-88, January.
    3. Rodriguez, E. & Aguilar-Cornejo, M. & Femat, R. & Alvarez-Ramirez, J., 2014. "US stock market efficiency over weekly, monthly, quarterly and yearly time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 554-564.
    4. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
    5. Martina, Esteban & Rodriguez, Eduardo & Escarela-Perez, Rafael & Alvarez-Ramirez, Jose, 2011. "Multiscale entropy analysis of crude oil price dynamics," Energy Economics, Elsevier, vol. 33(5), pages 936-947, September.
    6. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    7. Yi, Ronghua & Chang, Yu-Wei & Xing, Wen & Chen, Jun, 2019. "Comparing relative valuation efficiency between two stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 159-167.
    8. Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Espinosa-Paredes, Gilberto, 2012. "Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5643-5647.
    9. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
    10. Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen, 2013. "Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets," Global Finance Journal, Elsevier, vol. 24(2), pages 114-118.
    11. Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Alvarez, Jesus, 2012. "A multiscale entropy approach for market efficiency," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 64-69.
    12. Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.

  28. Newton Da Costa & Carlos Mineto & Sergio Da Silva, 2008. "Disposition effect and gender," Applied Economics Letters, Taylor & Francis Journals, vol. 15(6), pages 411-416.
    See citations under working paper version above.
  29. Sergio Da Silva & Mauricio Nunes, 2008. "Explosive and periodically collapsing bubbles in emerging stockmarkets," Economics Bulletin, AccessEcon, vol. 3(46), pages 1-18.

    Cited by:

    1. Chen, Shyh-Wei & Hsu, Chi-Sheng & Xie, Zixong, 2016. "Are there periodically collapsing bubbles in the stock markets? New international evidence," Economic Modelling, Elsevier, vol. 52(PB), pages 442-451.
    2. Chen, Shyh-Wei & Xie, Zixiong, 2017. "Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 339-354.
    3. Xie, Zixiong & Chen, Shyh-Wei, 2015. "Are there periodically collapsing bubbles in the REIT markets? New evidence from the US," Research in International Business and Finance, Elsevier, vol. 33(C), pages 17-31.
    4. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  30. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 427-442.
    • Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.
    See citations under working paper version above.
  31. Sergio Da Silva & Gustavo Manfrim, 2007. "Estimating demand elasticities of fixed telephony in Brazil," Economics Bulletin, AccessEcon, vol. 12(5), pages 1-9.
    See citations under working paper version above.
  32. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-11.

    Cited by:

    1. Garcin, Matthieu, 2017. "Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 462-479.
    2. Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.
    3. Jin, Xiaoye, 2017. "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 157-173.
    4. Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012. "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, vol. 36(3), pages 338-350.
    5. Guglielmo Maria Caporale & Alex Plastun, 2022. "Persistence in High Frequency Financial Data," CESifo Working Paper Series 10045, CESifo.
    6. Asif, Raheel & Frömmel, Michael, 2022. "Testing Long memory in exchange rates and its implications for the adaptive market hypothesis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    7. Enrico Onali & John Goddard, 2014. "Are European equity markets efficient? New evidence from fractal analysis," Papers 1402.1440, arXiv.org.
    8. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023. "Crypto Wash Trading," Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
    9. Chaker Aloui & Ben hamida Hela, 2011. "Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case," Economics Bulletin, AccessEcon, vol. 31(1), pages 830-843.
    10. Vinodh Madhavan & Rakesh Arrawatia, 2016. "Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective," Studies in Microeconomics, , vol. 4(2), pages 127-150, December.
    11. Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
    12. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.

  33. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.
    See citations under working paper version above.
  34. Matsushita, Raul & da Silva, Sergio & Figueiredo, Annibal & Gleria, Iram, 2006. "Log-periodic crashes revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 331-335.
    See citations under working paper version above.
  35. Sergio Da Silva & Newton Da Costa, Jr & Joao Tusi & Andre Santos, 2005. "Evaluating Brazilian mutual funds with stochastic frontiers," Economics Bulletin, AccessEcon, vol. 13(2), pages 1-6.

    Cited by:

    1. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
    2. Jin-Li Hu & Tzu-Pu Chang & Ray Chou, 2014. "Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?," Journal of Productivity Analysis, Springer, vol. 41(1), pages 141-151, February.
    3. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
    4. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.

  36. Sergio Da Silva & Paulo Ceretta & Silvia Nunes & Newton Da Costa, Jr, 2005. "Stockmarket comovements revisited," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-9.

    Cited by:

    1. Sergio Da Silva & Jefferson Cunha & Newton Da Costa, Jr, 2005. "Stock selection based on cluster analysis," Economics Bulletin, AccessEcon, vol. 13(1), pages 1-9.
    2. da Silva, Marcus Fernandes & de Area Leão Pereira, Éder Johnson & da Silva Filho, Aloisio Machado & de Castro, Arleys Pereira Nunes & Miranda, José Garcia Vivas & Zebende, Gilney Figueira, 2016. "Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 1-8.
    3. Hock-Ann Lee & Kian-Ping Lim & Venus Khim-Sen Liew, 2009. "Is There Any International Diversification Benefits in ASEAN Stock Markets?," Economics Bulletin, AccessEcon, vol. 29(1), pages 392-406.
    4. Shamshuritawati Sharif & Maman Djauhari, 2012. "A Proposed Centrality Measure: The Case of Stocks Traded at Bursa Malaysia," Modern Applied Science, Canadian Center of Science and Education, vol. 6(10), pages 1-62, October.
    5. Marco Gallegati, 2005. "A Wavelet Analysis of MENA Stock Markets," Finance 0512027, University Library of Munich, Germany.

  37. Sergio Da Silva & Guilherme Moura, 2005. "Is There a Brazilian J-Curve?," Economics Bulletin, AccessEcon, vol. 6(10), pages 1-17.
    See citations under working paper version above.
  38. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2005. "Financial volatility and independent and identically distributed variables," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 484-498.
    See citations under working paper version above.
  39. Sergio Da Silva & Guilherme Moura & Roberto Meurer, 2005. "Travel hysteresis in the Brazilian current account," Economics Bulletin, AccessEcon, vol. 6(24), pages 1-17.
    See citations under working paper version above.
  40. Sergio Da Silva & Jefferson Cunha & Newton Da Costa, Jr, 2005. "Stock selection based on cluster analysis," Economics Bulletin, AccessEcon, vol. 13(1), pages 1-9.
    See citations under working paper version above.
  41. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.
    See citations under working paper version above.
  42. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    See citations under working paper version above.
  43. Sergio Da Silva & Guilherme Moura & Sidney Caetano, 2004. "Big Mac parity, income, and trade," Economics Bulletin, AccessEcon, vol. 6(12), pages 1-8.
    See citations under working paper version above.
  44. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2004. "Lévy flights, autocorrelation, and slow convergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 369-383.
    See citations under working paper version above.
  45. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2003. "Autocorrelation as a source of truncated Lévy flights in foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 601-625.
    See citations under working paper version above.
  46. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2003. "Fractal structure in the Chinese yuan/US dollar rate," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-13.

    Cited by:

    1. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
    2. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 427-442.
      • Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.
    3. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    4. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.

  47. Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2003. "Exponentially damped Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 326(3), pages 544-555.
    See citations under working paper version above.
  48. Sergio Da Silva & Raul Matsushita & Iram Gleria, 2002. "Scaling power laws in the Sao Paulo Stock Exchange," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-12.

    Cited by:

    1. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
    2. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
    3. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    4. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-11.
    5. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2003. "Autocorrelation as a source of truncated Lévy flights in foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 601-625.
    6. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights," Finance 0406002, University Library of Munich, Germany.
    7. Raj Kumar Pan & Sitabhra Sinha, 2006. "Inverse cubic law of index fluctuation distribution in Indian markets," Papers physics/0607014, arXiv.org, revised Dec 2007.
    8. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    9. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    10. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    11. Mercik, Szymon & Weron, Rafal, 2002. "Origins of scaling in FX markets," MPRA Paper 2294, University Library of Munich, Germany.

  49. S Da Silva, 2002. "A Classroom Guide to the Equilibrium Exchange Rate Model," Economic Issues Journal Articles, Economic Issues, vol. 7(2), pages 1-10, September.
    See citations under working paper version above.
  50. Sergio Da Silva, 2001. "Chaotic Exchange Rate Dynamics Redux," Open Economies Review, Springer, vol. 12(3), pages 281-304, July.

    Cited by:

    1. Sergio Da Silva, 2004. "The Dornbusch Model with Chaos and Foreign Exchange Intervention," International Finance 0405017, University Library of Munich, Germany.
    2. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
    3. Resende, Marcelo & Zeidan, Rodrigo M., 2008. "Expectations and chaotic dynamics: Empirical evidence on exchange rates," Economics Letters, Elsevier, vol. 99(1), pages 33-35, April.
    4. Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    5. Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," DEGIT Conference Papers c016_035, DEGIT, Dynamics, Economic Growth, and International Trade.
    6. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Testing Chaotic Dynamics via Lyapunov Exponents," Working Papers 2000-07, FEDEA.
    7. Pierdzioch, Christian, 2002. "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers 1109, Kiel Institute for the World Economy (IfW Kiel).
    8. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    9. Federici, Daniela & Gandolfo, Giancarlo, 2012. "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 670-681.

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