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Information about:
João Amaro de Matos

Personal Details | Affiliation | Works
This is information that was supplied by João Amaro de Matos in registering through RePEc. If you are João Amaro de Matos , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: João
Middle Name:
Last Name: Amaro de Matos
Suffix:

RePEc Short-ID: pam17

Email:
Homepage: http://docentes.fe.unl.pt/~amatos
Postal Address: Rua Marques de Fronteira, 20 1099-038 Lisbon Portugal
Phone: +351.21.382.2706

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Matos, Joao Amaro de & Lacerda, Ana, 2006. "Dry Markets and Statistical Arbitrage Bounds for European Derivatives," FEUNL Working Paper Series wp479, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

  2. Amaro de Matos, Joao & Dilao, Rui & Ferreira, Bruno, 2006. "The exact value for European options on a stock paying a discrete dividend," MPRA Paper 701, University Library of Munich, Germany. [Downloadable!]

  3. Matos, Joao Amaro de & Lacerda, Ana, 2006. "Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets," FEUNL Working Paper Series wp480, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

  4. Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005. "Venture Capital as Human Resource Management," NBER Working Papers 11350, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  5. Matos, Joao Amaro de & Lacerda, Ana, 2004. "Dry Markets and Superreplication Bounds of American Derivatives," FEUNL Working Paper Series wp461, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

  6. João Amaro de Matos, 2004. "Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets," Econometric Society 2004 Latin American Meetings 114, Econometric Society. [Downloadable!]

  7. João Manuel Gonçalves Amaro de Matos & Marcelo Fernandes, 2001. "Testing The Markov Property with Ultra High Frequency Financial Data," Economics Working Papers (Ensaios Economicos da EPGE) 414, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:

  8. Matos, Joao Amaro de & Antao, Paula, 2000. "Market Illiquidity and the Bid-Ask Spread of Derivatives," FEUNL Working Paper Series wp386, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

  9. Amaro de Matos, J. & Fernandes, M., 2000. "Market Microstructure Models and the Markov Property," Economics Working Papers eco2000/19, European University Institute.

  10. Matos, Joao Amaro de & Rosario, Joao Sobral do, 2000. "The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market," FEUNL Working Paper Series wp389, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

  11. Matos, J. A. & Fernandes, M., 2000. "Market Microstructure Models and Markov Property," Finance Lab Working Papers flwp_29, Finance Lab, Ibmec São Paulo. [Downloadable!]

  12. Costa, Luis Almeida & Matos, Joao Amaro de, 2000. "Afinity, Animosity and Organizational Design," FEUNL Working Paper Series wp372, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]

Articles

  1. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 127(1), pages 44-64, November. [Downloadable!] (restricted)

  2. João Amaro de Matos & Pedro Barros, 2004. "Social Norms and the Paradox of Elections’ Turnout," Public Choice, Springer, vol. 121(1), pages 239-255, October. [Downloadable!] (restricted)

  3. João Amaro De Matos & Paula Antão, 2003. "Market illiquidity and bounds on European option prices," European Journal of Finance, Taylor and Francis Journals, vol. 9(5), pages 475-498, October. [Downloadable!] (restricted)

  4. João Amaro de Matos & Paula Antão, 2001. "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid," Economics Bulletin, Economics Bulletin, vol. 7, pages 1-7. [Downloadable!]

  5. João Amaro de Matos, 2001. "MSM Estimators of European Options on Assets with Jumps," Mathematical Finance, Blackwell Publishing, vol. 11(2), pages 189-203. [Downloadable!] (restricted)

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2005-05-23 2005-12-20 Author is listed
  2. NEP-CFN: Corporate Finance (3) 2005-12-20 2005-12-20 2005-12-20 Author is listed
  3. NEP-COM: Industrial Competition (1) 2006-02-05
  4. NEP-ECM: Econometrics (1) 2005-12-20
  5. NEP-EEC: European Economics (1) 2006-02-05
  6. NEP-ENT: Entrepreneurship (2) 2005-05-23 2005-12-20 Author is listed
  7. NEP-ETS: Econometric Time Series (1) 2005-12-20
  8. NEP-FIN: Finance (3) 2005-05-23 2005-12-20 2005-12-20 Author is listed
  9. NEP-FMK: Financial Markets (4) 2005-12-20 2005-12-20 2006-02-05 2006-02-05 Author is listed
  10. NEP-HRM: Human Capital & Human Resource Management (1) 2005-12-20
  11. NEP-MIC: Microeconomics (1) 2004-10-30
  12. NEP-RMG: Risk Management (1) 2006-02-05
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This page was last updated on 2008-7-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.