Publications
by members of
Comissão do Mercado de Valores Mobiliários (CMVM)
Government of Portugal
Lisboa, Portugal
(Securities Commission, )
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2020
- Paulo Silva & Victor Mendes & Margarida Abreu, 2020.
"The Disposition Effect Among Mutual Fund Participants: A Re-Examination,"
Working Papers REM
2020/0126, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Paulo Pereira da Silva & Victor Mendes & Margarida Abreu, 2022. "The disposition effect among mutual fund participants: a re-examination," The European Journal of Finance, Taylor & Francis Journals, vol. 28(12), pages 1237-1256, August.
- Alves, Paulo & Carvalho, Luís, 2020.
"Recent Evidence on International Stock Markets Overreaction,"
MPRA Paper
97983, University Library of Munich, Germany.
- Alves, Paulo & Carvalho, Luís, 2020. "Recent evidence on international stock market’s overreaction," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
2018
- Margarida Abreu & Victor Mendes, 2018.
"Do Individual Investors Trade Differently in Different Markets?,"
Working Papers Department of Economics
2018/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Margarida Abreu & Victor Mendes, 2018. "Do Individual Investors Trade Differently in Different Markets?," Working Papers REM 2018/26, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Alves, Paulo & Morais, Francisco, 2018. "Cash holdings are increasing and financial crisis strenghts it," MPRA Paper 83799, University Library of Munich, Germany.
- Alves, Paulo, 2018. "Cash holdings around the world: Financial crisis, culture and shareholder rights," MPRA Paper 89861, University Library of Munich, Germany, revised 2018.
2017
- Alves, Paulo & Silva, Paulo, 2017.
"Abnormal Retained Earnings Around The World,"
MPRA Paper
80243, University Library of Munich, Germany.
- Paulo, Alves, 2018. "Abnormal retained earnings around the world," Journal of Multinational Financial Management, Elsevier, vol. 46(C), pages 63-74.
- Alves, Paulo, 2018. "Abnormal Retained Earnings Around the World," MPRA Paper 86660, University Library of Munich, Germany.
2016
- Alves, Paulo, 2016. "The Expenses of Real Estate Funds in a Small Market: Their Determinants," MPRA Paper 83275, University Library of Munich, Germany.
2015
- Alves, Paulo, 2015.
"The Fees of Mutual Funds and Real Estate Funds: Their Determinants in a Small Market,"
MPRA Paper
65490, University Library of Munich, Germany.
- Paulo ALVES, 2015. "The Fees Of Mutual Funds And Real Estate Funds Their Determinants In A Small Market," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 6(1), pages 20-28.
2014
- Andrea Amaral & Margarida Abreu & Victor Mendes, 2014.
"The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s,"
CEFAGE-UE Working Papers
2014_05, University of Evora, CEFAGE-UE (Portugal).
- Victor Mendes & Andrea Amaral & Margarida Abreu, 2014. "The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s," EcoMod2014 6623, EcoMod.
- Victor Mendes & Margarida Abreu, 2014.
"The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?,"
EcoMod2014
6621, EcoMod.
- Margaria Abreu & Victor Mendes, 2017. "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," Working Papers Department of Economics 2017/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Margarida Abreu & Victor Mendes, 2017. "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," Working Papers REM 2017/14, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Alves, Paulo & Couto, Eduardo & Francisco, Paulo, 2014. "Board of directors’ composition and financing choices," MPRA Paper 52973, University Library of Munich, Germany, revised 2014.
- Alves, Paulo & Couto, Eduardo & Francisco, Paulo, 2014.
"Executive Pay And Performance In Portuguese Listed Companies,"
MPRA Paper
55189, University Library of Munich, Germany.
- Alves, Paulo & Couto, Eduardo Barbosa & Francisco, Paulo Morais, 2016. "Executive pay and performance in Portuguese listed companies," Research in International Business and Finance, Elsevier, vol. 37(C), pages 184-195.
2013
- Alves, Paulo & Francisco, Paulo, 2013. "The Impact of Institutional Environment in Firms´ Capital Structure during the Recent Financial Crises," MPRA Paper 51300, University Library of Munich, Germany.
- Alpalhão, Rui & Alves, Paulo, 2013.
"States as LBO Specialists: evidence from Portugal,"
MPRA Paper
51433, University Library of Munich, Germany, revised 2013.
- Rui Alpalhao & Paulo Alves, 2013. "States as LBO Specialists: Evidence from Portugal," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(2), pages 68-76, April.
- Alves, Paulo, 2013.
"The Fama French Model or the capital asset pricing model: international evidence,"
MPRA Paper
51434, University Library of Munich, Germany, revised 2013.
- Paulo Alves, 2013. "The Fama French Model or the Capital Asset Pricing Model: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 79-89.
- da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013.
"Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference,"
Economics Discussion Papers
2013-52, Kiel Institute for the World Economy (IfW Kiel).
- da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2014. "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-27.
2012
- Victor Mendes Santos, 2012. "The investor in warrants," CEFAGE-UE Working Papers 2012_19, University of Evora, CEFAGE-UE (Portugal).
- Alves, Paulo, 2012. "The puzzle of corporate control," MPRA Paper 52113, University Library of Munich, Germany, revised 2012.
2011
- Margarida Abreu & Victor Mendes, 2011.
"Information, Overconfidence and Trading: Do the Sources of Information Matter?,"
Working Papers Department of Economics
2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Abreu, Margarida & Mendes, Victor, 2012. "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, vol. 33(4), pages 868-881.
2010
- MENDES Victor & ABREU Margarida, 2010. "Do Macro-Financial Variables Matter for European Bank Interest Margins and Profitability?," EcoMod2003 330700101, EcoMod.
- Margarida Abreu & Victor Mendes & João A. Santos, 2010.
"Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?,"
Working Papers Department of Economics
2010/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011. "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2330-2340, September.
- Andrea Amaral & Margarida Abreu & Victor Mendes, 2010. "Contagion in Banking Crises: A Spatial Probit Model," Working Papers Department of Economics 2010/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alves, Paulo, 2010. "Corporate Ownership: Some International Evidence," MPRA Paper 51380, University Library of Munich, Germany.
2008
- Alves, Paulo & Ferreira, Miguel, 2008. "Who Owns the Largest Firms Around the World?," MPRA Paper 52355, University Library of Munich, Germany.
- Alves, Paulo & Ferreira, Miguel, 2008. "Centre Rules the Markets," MPRA Paper 52779, University Library of Munich, Germany, revised 2008.
2006
- Victor Mendes & Margarida Abreu, 2006. "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics 2006/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Carlos F. Alves & Victor Mendes, 2006.
"Are mutual fund investors in jail?,"
FEP Working Papers
203, Universidade do Porto, Faculdade de Economia do Porto.
- Carlos F. Alves & Victor Mendes, 2006. "Mutual fund flows’ performance reaction: does convexity apply to small markets?," FEP Working Papers 204, Universidade do Porto, Faculdade de Economia do Porto.
2005
- Carlos F. alves & Victor Mendes, 2005. "Institutional Investor Activism: Does the Portfolio Management Skill Matter?," FEP Working Papers 184, Universidade do Porto, Faculdade de Economia do Porto.
2004
- Carlos Alves & Victor Mendes, 2004. "Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market," FEP Working Papers 162, Universidade do Porto, Faculdade de Economia do Porto.
2001
- Carlos Alves & Victor Mendes, 2001. "Corporate Governance Policy and Company Performance: The Case of Portugal," FEP Working Papers 112, Universidade do Porto, Faculdade de Economia do Porto.
Journal articles
2023
- Paulo Pereira Silva & Victor Mendes, 2023. "Education and financial mistakes: The case of avoidable trading fees in stock markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(2), pages 173-202, May.
2022
- Paulo Pereira da Silva & Victor Mendes & Margarida Abreu, 2022.
"The disposition effect among mutual fund participants: a re-examination,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(12), pages 1237-1256, August.
- Paulo Silva & Victor Mendes & Margarida Abreu, 2020. "The Disposition Effect Among Mutual Fund Participants: A Re-Examination," Working Papers REM 2020/0126, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Alves, Duarte & Alves, Paulo & Carvalho, Luis & Pais, Claudio, 2022. "Cash holdings: International evidence," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
2021
- da Silva, Paulo Pereira & Mendes, Victor, 2021. "Exchange-traded certificates, education and the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Pereira da Silva, Paulo, 2021. "Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment," Journal of Multinational Financial Management, Elsevier, vol. 59(C).
2020
- Ana Brochado & Margarida Abreu & Victor Mendes, 2020. "Correlates of Gambling," Economics Bulletin, AccessEcon, vol. 40(1), pages 456-462.
- Margarida Abreu & Victor Mendes, 2020. "Do individual investors trade differently in different financial markets?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(13), pages 1253-1270, July.
- Alves, Paulo & Carvalho, Luís, 2020.
"Recent evidence on international stock market’s overreaction,"
The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Alves, Paulo & Carvalho, Luís, 2020. "Recent Evidence on International Stock Markets Overreaction," MPRA Paper 97983, University Library of Munich, Germany.
- Paulo Pereira da Silva and Paulo Horta, 2020. "The Impact of Intermittent Power Generation on the Wholesale Electricity Prices of the MIBEL Iberian Market," Economics of Energy & Environmental Policy, International Association for Energy Economics, vol. 0(Number 2).
2019
- da Silva, Paulo Pereira, 2019. "Corporate governance, earnings quality and idiosyncratic crash risk during the 2007–2008 financial crisis," Journal of Multinational Financial Management, Elsevier, vol. 51(C), pages 61-79.
2018
- Abreu, Margarida & Mendes, Victor, 2018. "The investor in structured retail products: Advice driven or gambling oriented?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 1-9.
- Paulo, Alves, 2018.
"Abnormal retained earnings around the world,"
Journal of Multinational Financial Management, Elsevier, vol. 46(C), pages 63-74.
- Alves, Paulo, 2018. "Abnormal Retained Earnings Around the World," MPRA Paper 86660, University Library of Munich, Germany.
- Alves, Paulo & Silva, Paulo, 2017. "Abnormal Retained Earnings Around The World," MPRA Paper 80243, University Library of Munich, Germany.
- Paulo Pereira da Silva & Carlos Vieira & Isabel Vieira, 2018. "Central clearing and CDS market quality," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 731-753, June.
2016
- Alves, Carlos & Mendes, Victor & Silva, Paulo Pereira da, 2016. "Analysis of market quality before and during short-selling bans," Research in International Business and Finance, Elsevier, vol. 37(C), pages 252-268.
- Alves, Paulo & Couto, Eduardo Barbosa & Francisco, Paulo Morais, 2016.
"Executive pay and performance in Portuguese listed companies,"
Research in International Business and Finance, Elsevier, vol. 37(C), pages 184-195.
- Alves, Paulo & Couto, Eduardo & Francisco, Paulo, 2014. "Executive Pay And Performance In Portuguese Listed Companies," MPRA Paper 55189, University Library of Munich, Germany.
- Paulo Pereira da Silva, 2016. "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 322-353, August.
- Paulo Pereira da Silva, 2016. "Earnings surprises and the response of CDS markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(3), pages 377-402, August.
2015
- Carlos Alves & Victor Mendes & Paulo Pereira da Silva, 2015. "Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets," Applied Economics, Taylor & Francis Journals, vol. 47(12), pages 1213-1229, March.
- Alves, Paulo & Francisco, Paulo, 2015. "The impact of institutional environment on the capital structure of firms during recent financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 129-146.
- Alves, Paulo & Couto, Eduardo Barbosa & Francisco, Paulo Morais, 2015. "Board of directors’ composition and capital structure," Research in International Business and Finance, Elsevier, vol. 35(C), pages 1-32.
- Paulo ALVES, 2015.
"The Fees Of Mutual Funds And Real Estate Funds Their Determinants In A Small Market,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 6(1), pages 20-28.
- Alves, Paulo, 2015. "The Fees of Mutual Funds and Real Estate Funds: Their Determinants in a Small Market," MPRA Paper 65490, University Library of Munich, Germany.
- Pereira da Silva, Paulo & Vieira, Isabel & Vieira, Carlos, 2015. "M&A operations: Further evidence of informed trading in the CDS market," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 116-130.
- Paulo Silva, 2015. "The information content of the open interest of credit default swaps," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(4), pages 381-427, November.
- Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015. "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, vol. 21(C), pages 95-109.
2014
- Amaral, Andrea & Abreu, Margarida & Mendes, Victor, 2014. "The spatial Probit model—An application to the study of banking crises at the end of the 1990’s," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 251-260.
- Paulo Pereira Da Silva, 2014. "Sovereign Credit Risk and Stock Markets–Does the Markets’ Dependency Increase with Financial Distress?," IJFS, MDPI, vol. 2(1), pages 1-23, March.
- Paulo Pereira Da Silva, 2014. "Sovereign CDS and bond credit spread dynamics in the Euro zone: evidence of an asymmetric price transmission in sovereign debt markets," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 3(4), pages 293-321.
- da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2014.
"Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-27.
- da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013. "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers 2013-52, Kiel Institute for the World Economy (IfW Kiel).
2013
- Paulo Alves, 2013.
"The Fama French Model or the Capital Asset Pricing Model: International Evidence,"
The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 79-89.
- Alves, Paulo, 2013. "The Fama French Model or the capital asset pricing model: international evidence," MPRA Paper 51434, University Library of Munich, Germany, revised 2013.
- Rui Alpalhao & Paulo Alves, 2013.
"States as LBO Specialists: Evidence from Portugal,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(2), pages 68-76, April.
- Alpalhão, Rui & Alves, Paulo, 2013. "States as LBO Specialists: evidence from Portugal," MPRA Paper 51433, University Library of Munich, Germany, revised 2013.
2012
- Abreu, Margarida & Mendes, Victor, 2012.
"Information, overconfidence and trading: Do the sources of information matter?,"
Journal of Economic Psychology, Elsevier, vol. 33(4), pages 868-881.
- Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
2011
- Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011.
"Home country bias: Does domestic experience help investors enter foreign markets?,"
Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2330-2340, September.
- Margarida Abreu & Victor Mendes & João A. Santos, 2010. "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics 2010/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Carlos Alves & Victor Mendes, 2011. "Does performance explain mutual fund flows in small markets? The case of Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(2), pages 129-147, August.
- Alves, Paulo F. Pereira & Ferreira, Miguel A., 2011. "Capital structure and law around the world," Journal of Multinational Financial Management, Elsevier, vol. 21(3), pages 119-150, July.
2010
- Margarida Abreu & Victor Mendes, 2010. "Financial literacy and portfolio diversification," Quantitative Finance, Taylor & Francis Journals, vol. 10(5), pages 515-528.
2004
- Carlos Alves & Victor Mendes, 2004. "Corporate Governance Policy and Company Performance: the Portuguese case," Corporate Governance: An International Review, Wiley Blackwell, vol. 12(3), pages 290-301, July.
2003
- Victor Mendes & João Rebelo, 2003. "Structure and performance in the Portuguese banking industry in the nineties," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 2(1), pages 53-68, April.
2000
- João Rebelo & Victor Mendes, 2000. "Malmquist indices of productivity change in Portuguese banking: The deregulation period," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(3), pages 531-543, August.
1996
- Paulo Alves & João Duque, 1996. "Sobrejustamento no Mercado de capitais português," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 101-121.