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Helder Sebastião

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This is information that was supplied by Helder Sebastião in registering through RePEc. If you are Helder Sebastião , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Helder
Middle Name:
Last Name: Sebastião
Suffix:

RePEc Short-ID: pse235

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Grupo de Estudos Monetários e Financeiros (GEMF)
Faculdade de Economia
Universidade do Coimbra
Location: Coimbra, Portugal
Homepage: http://gemf.fe.uc.pt/
Email:
Phone: + 351 239 790 500
Fax: +351 239 403511
Postal: Av. Dias da Silva, 165, 3004-512 COIMBRA
Handle: RePEc:edi:genucpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Helder Sebastião, 2012. "The Relative Contemporaneous Information Response. A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers 2012-04, GEMF - Faculdade de Economia, Universidade de Coimbra.
  2. Ana Rita Gonzaga & Helder Sebastião, 2011. "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers 2012-02, GEMF - Faculdade de Economia, Universidade de Coimbra.
  3. Helder Sebastião, 2008. "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers 2008-07, GEMF - Faculdade de Economia, Universidade de Coimbra.

Articles

  1. Helder Sebastiao, 2010. "The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 611-640.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MST: Market Microstructure (2) 2008-10-21 2012-03-28. Author is listed

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