IDEAS home Printed from https://ideas.repec.org/e/pam17.html
   My authors  Follow this author

João Amaro de Matos

Personal Details

First Name:João
Middle Name:
Last Name:Amaro de Matos
Suffix:
RePEc Short-ID:pam17
http://docentes.fe.unl.pt/~amatos
Rua Marques de Fronteira, 20 1099-038 Lisbon Portugal
+351.21.382.2706

Affiliation

School of Business and Economics
Universidade Nova de Lisboa

Lisboa, Portugal
http://www.novasbe.unl.pt/

: (351) 21 3801638
(351) 21 3870933
Campus de Campolide, 1099-032 Lisboa
RePEc:edi:feunlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ariel Guerreiro & Joao Amaro de Matos, 2013. "Referenda outcomes and the influence of polls: a social network feedback process," FEUNL Working Paper Series wp578, Universidade Nova de Lisboa, Faculdade de Economia.
  2. Luis Almeida Costa & Joao Amaro de Matos, 2013. "Attitude Change in Arbitrarily Large Organizations," FEUNL Working Paper Series wp579, Universidade Nova de Lisboa, Faculdade de Economia.
  3. João Amaro de Matos & Nuno Silva, 2011. "Consuming durable goods when stock markets jump: a strategic asset allocation approach," GEMF Working Papers 2012-01, GEMF, Faculty of Economics, University of Coimbra.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing the Markov property with ultra high frequency financial data," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 414, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. 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.
  12. 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.
  13. Amaro de Matos, J. & Fernandes, M., 2000. "Market Microstructure Models and the Markov Property," Economics Working Papers eco2000/19, European University Institute.
  14. 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.
  15. Matos, J. A. & Fernandes, M., 2000. "Market Microstructure Models and Markov Property," Finance Lab Working Papers flwp_29, Finance Lab, Insper Instituto de Ensino e Pesquisa.

Articles

  1. de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
  2. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November.
  3. 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.
  4. Joao Amaro De Matos & Paula Antao, 2003. "Market illiquidity and bounds on European option prices," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 475-498.
  5. João Amaro de Matos, 2001. "MSM Estimators of European Options on Assets with Jumps," Mathematical Finance, Wiley Blackwell, vol. 11(2), pages 189-203.
  6. João Amaro de Matos & Paula Antão, 2001. "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-7.

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.

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.

    Cited by:

    1. Fajardo, José & Lacerda, Ana, 2010. "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, vol. 108(1), pages 81-84, July.

  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.

    Cited by:

    1. Martina Nardon & Paolo Pianca, 2008. "An efficient binomial approach to the pricing of options on stocks with cash dividends," Working Papers 178, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    2. Alexander Buryak & Ivan Guo, 2014. "New analytic approach to address Put - Call parity violation due to discrete dividends," Papers 1407.7328, arXiv.org.

  3. 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.

    Cited by:

    1. Bertoni, Fabio & Tykvová, Tereza, 2013. "Which form of venture capital is most supportive of innovation? Evidence from European biotechnology companies," FZID Discussion Papers 69-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    2. Bertoni, Fabio & Tykvová, Tereza, 2015. "Does governmental venture capital spur invention and innovation? Evidence from young European biotech companies," Research Policy, Elsevier, vol. 44(4), pages 925-935.
    3. Sau Lino, 2007. "New Pecking Order Financing for Innovative Firms: an Overview," Department of Economics and Statistics Cognetti de Martiis. Working Papers 200702, University of Turin.
    4. Anne Stévenot & Loris Guéry, 2010. "Le rôle «d’entrepreneur institutionnel» des capitalinvestisseurs auprès des entreprises:des influences coercitives et cognitives liées à l’importance relative des ressources," Revue Finance Contrôle Stratégie, revues.org, vol. 13(2), pages 107-144., June.

  4. 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.

    Cited by:

    1. Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing the Markov property with ultra high frequency financial data," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 414, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

Articles

  1. de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
    See citations under working paper version above.
  2. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November.

    Cited by:

    1. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    2. Laurini, Márcio Poletti & Furlani, Luiz Gustavo Cassilatti & Portugal, Marcelo Savino, 2008. "Empirical market microstructure: An analysis of the BRL/US$ exchange rate market," Emerging Markets Review, Elsevier, vol. 9(4), pages 247-265, December.
    3. Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012. "International market links and volatility transmission," Journal of Econometrics, Elsevier, vol. 170(1), pages 117-141.

  3. 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.

    Cited by:

    1. Arye L. Hillman & Kfir Metsuyanim & Niklas Potrafke, 2015. "Democracy with Group Identity," CESifo Working Paper Series 5281, CESifo Group Munich.
    2. Björn Kauder & Niklas Potrafke, 2014. "Just hire your spouse! Evidence from a political scandal in Bavaria," ifo Working Paper Series 194, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3. Baris Yoruk, 2013. "Are Generous People More Likely to Vote?," Discussion Papers 13-10, University at Albany, SUNY, Department of Economics.
    4. Fosco, Constanza & Laruelle, Annick & Sánchez, Angel, 2009. "Turnout Intention and Social Networks," IKERLANAK 2009-34, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
    5. Massimiliano Landi & Mauro Sodini, 2010. "Conformism and Turnout," Working Papers 24-2010, Singapore Management University, School of Economics.
    6. Yörük Bariş K., 2015. "Do Charitable Subsidies Crowd Out Political Giving? The Missing Link between Charitable and Political Contributions," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(1), pages 1-29, January.
    7. Landi, M. & Sodini, M., 2012. "An evolutionary analysis of turnout with conformist citizens," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1431-1447.
    8. Aggeborn, Linuz, 2016. "Voter turnout and the size of government," European Journal of Political Economy, Elsevier, vol. 43(C), pages 29-40.

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

    Cited by:

    1. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (4) 2005-12-20 2005-12-20 2006-02-05 2006-02-05
  2. NEP-CFN: Corporate Finance (3) 2005-12-20 2005-12-20 2005-12-20
  3. NEP-FIN: Finance (3) 2005-05-23 2005-12-20 2005-12-20
  4. NEP-BEC: Business Economics (2) 2005-05-23 2005-12-20
  5. NEP-ENT: Entrepreneurship (2) 2005-05-23 2005-12-20
  6. NEP-HRM: Human Capital & Human Resource Management (2) 2005-12-20 2014-01-17
  7. NEP-CDM: Collective Decision-Making (1) 2014-01-17
  8. NEP-COM: Industrial Competition (1) 2006-02-05
  9. NEP-CTA: Contract Theory & Applications (1) 2014-01-17
  10. NEP-ECM: Econometrics (1) 2005-12-20
  11. NEP-EEC: European Economics (1) 2006-02-05
  12. NEP-ETS: Econometric Time Series (1) 2005-12-20
  13. NEP-MIC: Microeconomics (1) 2004-10-30
  14. NEP-NET: Network Economics (1) 2014-01-17
  15. NEP-POL: Positive Political Economics (1) 2014-01-17
  16. NEP-RMG: Risk Management (1) 2006-02-05

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, João Amaro de Matos should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.