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Maria Rosa Borges

Personal Details

First Name:Maria
Middle Name:Rosa
Last Name:Borges
Suffix:
RePEc Short-ID:pbo298

Affiliation

(20%) Centro de Investigação sobre Economia Portuguesa (CISEP)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cisep/

: -351-21-3955745
-351-21-3967309
Rua Miguel Lupi 20, 1200 Lisboa
RePEc:edi:ciutlpt (more details at EDIRC)

(20%) Departamento de Economia
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://aquila5.iseg.ulisboa.pt/aquila/departamentos/EC

: +351-213 922 811
+ 351-213 922 808
Rua do Quelhas 6, 1200-781 LISBOA
RePEc:edi:deutlpt (more details at EDIRC)

(20%) Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://www.iseg.ulisboa.pt/

: +351-213 925 800
+351-213 925 850
Rua do Quelhas 6, 1200-781 LISBOA
RePEc:edi:isutlpt (more details at EDIRC)

(20%) Centro de Investigação em Economia Financeira (CIEF)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cief/

: +351-213 925 800
+351-213 925 850
+351-213 925 800
RePEc:edi:cfutlpt (more details at EDIRC)

(20%) Unidade de Estudos sobre Complexidade e Economia (UECE) - Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa (Research Unit on Complexity and Economics, School of Economics and Management)

http://www.iseg.utl.pt/~uece/
Portugal, Lisboa

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mariya Gubareva & Maria Rosa Borges, 2016. "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics 2016/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  2. Mariya Gubareva & Maria Rosa Borges, 2016. "Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt," Working Papers Department of Economics 2016/22, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  3. Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013. "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics 2013/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  4. Mariya Gubareva & Maria Rosa Borges, 2013. "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics 2013/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  5. Maria Rosa Borges & Ana Sofia Branca, 2010. "The Impact of Corporate Rebranding on the Firm's Market Value," Working Papers Department of Economics 2010/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  6. Rosa Borges, 2009. "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics 2009/37, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  7. Maria Rosa Borges, 2008. "Is the Dividend Puzzle Solved?," Working Papers Department of Economics 2008/38, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  8. Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics 2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  9. Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics 2007/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  10. Maria Rosa Borges, 2007. "An Arbitrage Model for the Stock Price Adjustment in the Dividend Period," Working Papers Department of Economics 2007/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

Articles

  1. Mariya Gubareva & Maria Rosa Borges, 2018. "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, vol. 266(1), pages 71-100, July.
  2. Pacheco Coelho, Manuel & Borges, Maria Rosa & Pires Manso, José, 2017. "Foreword/Presentación," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 35, pages 577-582, Agosto.
  3. Mariya Gubareva & Maria Rosa Borges, 2017. "Interest rate, liquidity, and sovereign risk: derivative-based VaR," Journal of Risk Finance, Emerald Group Publishing, vol. 18(4), pages 443-465, August.
  4. Mariya Gubareva & Maria Rosa Borges, 2016. "Typology for flight-to-quality episodes and downside risk measurement," Applied Economics, Taylor & Francis Journals, vol. 48(10), pages 835-853, February.
  5. Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa, 2015. "A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies," Energy Economics, Elsevier, vol. 48(C), pages 136-144.
  6. Maria Rosa Borges & Ricardo Gairifo, 2013. "Abnormal returns before acquisition announcements: evidence from Europe," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3723-3732, September.
  7. Carlos Pestana Barros & Maria Rosa Borges, 2011. "Measuring performance in the Portuguese banking industry with a Fourier regression model," Applied Economics Letters, Taylor & Francis Journals, vol. 18(1), pages 21-28.
  8. Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
  9. Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
  10. Maria Rosa Borges, 2009. "A model of stock price adjustment after dividends," Journal of Economic Studies, Emerald Group Publishing, vol. 36(5), pages 508-521, September.
  11. Maria Borges, 2008. "The Ex-Dividend Day Stock Price Behavior: The Case of Portugal," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 15-30, March.
  12. Maria Rosa Borges & Milton Nektarios & Carlos Pestana Barros, 2008. "Analysing The Efficiency Of The Greek Life Insurance Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 35-52.
  13. Maria Borges, 2007. "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(1), pages 65-80, February.
  14. Carlos Pestana Barros & Nazaré Barroso & Maria Rosa Borges, 2005. "Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 30(2), pages 244-267, April.
  15. Maria Rosa Borges, 2003. "Fiscal effect in dividend distributions," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 73-85.

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. Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013. "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics 2013/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

    Cited by:

    1. Shouwei Li & Jianmin He, 2016. "Loss distribution of systemic defaults in different interbank networks," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 27(10), pages 1-9, October.
    2. Shouwei Li & Minghui Zhang, 2016. "Money-center structures in dynamic banking systems," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 89(10), pages 1-7, October.

  2. Maria Rosa Borges & Ana Sofia Branca, 2010. "The Impact of Corporate Rebranding on the Firm's Market Value," Working Papers Department of Economics 2010/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

    Cited by:

    1. Козлова Антонина Алексеевна & Семенова Мария Владимировна, 2017. "Влияет Ли Название На Рыночную Дисциплину: Пример Иностранных Банков В России," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 21(1), pages 66-88.

  3. Rosa Borges, 2009. "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics 2009/37, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

    Cited by:

    1. Stavarek, Daniel & Heryan, Tomas, 2012. "Day of the week effect in central European stock markets," MPRA Paper 38431, University Library of Munich, Germany.
    2. Ayman Abdalmajeed Ahmad Al-Smadi & Mahmoud Khalid Almsafir & Nur Hanis Hazwani Binti Husni, 2018. "Trends And Calendar Effects In Malaysia’S Stock Market," Romanian Economic Business Review, Romanian-American University, vol. 13(2), pages 15-22, June.

  4. Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics 2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

    Cited by:

    1. Xu, Hedong & Tian, Cunzhi & Ye, Wenxing & Fan, Suohai, 2018. "Effects of investors’ power correlations in the power-based game on networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 424-432.
    2. Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.
    3. Ani Stoitsova-Stoykova, 2017. "Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 237-250, June.
    4. 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, Faculty of Economics, University of Coimbra.
    5. Feyyaz Zeren & Filiz Konuk, 2013. "Testing The Random Walk Hypothesis For Emerging Markets: Evidence From Linear And Non-Linear Unit Root Tests," Romanian Economic Business Review, Romanian-American University, vol. 8(4), pages 61-71, december.
    6. Ghada Abbas, 2014. "Testing Random Walk Behavior in the Damascus Securities Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(4), pages 317-325, October.
    7. Dumitru-Nicusor Carausu, 2016. "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 661-670, July.
    8. Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea, 2012. "Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 443-448, December.
    9. Azubuike Samuel Agbam, 2015. "Tests of Random Walk and Efficient Market Hypothesis in Developing Economies: Evidence from Nigerian Capital Market," International Journal of Management Sciences, Research Academy of Social Sciences, vol. 5(1), pages 1-53.
    10. Anna Górska & Monika Krawiec, 2016. "The Analysis of Weak-Form Efficiency in the Market of Crude Oil," European Journal of Economics and Business Studies Articles, European Center for Science Education and Research, vol. 5, May-Augus.
    11. Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014. "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, vol. 32(C), pages 50-59.
    12. Urquhart, Andrew & Hudson, Robert, 2013. "Efficient or adaptive markets? Evidence from major stock markets using very long run historic data," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 130-142.
    13. Andrew Urquhart, 2017. "How predictable are precious metal returns?," The European Journal of Finance, Taylor & Francis Journals, vol. 23(14), pages 1390-1413, November.
    14. Gábor Bóta & Mihály Ormos, 2015. "Development of stock market pricing in Central and Eastern Europe through two decades after the transition," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(4), pages 685-708, November.
    15. Yunus Kilic & Mehmet Fatih Bugan, 2016. "The Efficient Market Hypothesis: Evidence from Turkey," 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. 6(10), pages 262-272, October.
    16. Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018. "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, vol. 5(1), pages 103-117, March.
    17. Mensah, Justice T. & Pomaa-Berko, Maame & Adom, Philip Kofi, 2012. "Does Automation Improve Stock Market Efficiency? Evidence from Ghana," MPRA Paper 43642, University Library of Munich, Germany.
    18. Anderloni, Luisa & Tanda, Alessandra, 2017. "Green energy companies: Stock performance and IPO returns," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 546-552.
    19. 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.
    20. Xu, Hedong & Tian, Cunzhi & Xiao, Xinrong & Fan, Suohai, 2018. "Evolutionary investors’ power-based game on networks," Applied Mathematics and Computation, Elsevier, vol. 330(C), pages 125-133.
    21. Yang, Ann Shawing & Pangastuti, Airin, 2016. "Stock market efficiency and liquidity: The Indonesia Stock Exchange merger," Research in International Business and Finance, Elsevier, vol. 36(C), pages 28-40.
    22. Akber, Ushna & Muhammad, Nabeel, 2013. "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper 49128, University Library of Munich, Germany.
    23. Sensoy, Ahmet & Tabak, Benjamin M., 2015. "Time-varying long term memory in the European Union stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 147-158.
    24. Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad, 2012. "Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency," MPRA Paper 41834, University Library of Munich, Germany.
    25. Halime Temel Nalın & Sevinç Güler, 2015. "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(55), pages 129-148, March.
    26. Graham Smith, 2012. "The changing and relative efficiency of European emerging stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 18(8), pages 689-708, September.
    27. Aumeboonsuke, Vesarach & Dryver, Arthur L., 2014. "The importance of using a test of weak-form market efficiency that does not require investigating the data first," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 350-357.
    28. Graham, Michael & Peltomäki, Jarkko & Sturludóttir, Hildur, 2015. "Do capital controls affect stock market efficiency? Lessons from Iceland," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 82-88.
    29. Andrew Urquhart, 2014. "The Euro and European stock market efficiency," Applied Financial Economics, Taylor & Francis Journals, vol. 24(19), pages 1235-1248, October.
    30. Rico Belda, Paz, 2013. "No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 31, pages 555-576, Septiembr.
    31. A. Sensoy & Benjamin Miranda Tabak, 2013. "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series 342, Central Bank of Brazil, Research Department.
    32. Andreas Andrikopoulos & Aristeidis Samitas & Konstantinos Kougepsakis, 2014. "Volatility transmission across currencies and stock markets: GIIPS in crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 24(19), pages 1261-1283, October.

  5. Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics 2007/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

    Cited by:

    1. Graham Smith & Aneta Dyakova, 2014. "African Stock Markets: Efficiency and Relative Predictability," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 258-275, June.
    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, Faculty of Economics, University of Coimbra.
    3. Oleg Malafeyev & Achal Awasthi & Kaustubh S. Kambekar, 2017. "Random walks and market efficiency in Chinese and Indian equity markets," Papers 1709.04059, arXiv.org.
    4. Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper 48518, University Library of Munich, Germany.
    5. Aneta Dyakova & Graham Smith, 2013. "The evolution of stock market predictability in Bulgaria," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 805-816, May.
    6. Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo, 2010. "Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 1-26.
    7. Achal Awasthi & Oleg Malafeyev, 2015. "Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices," Papers 1510.03704, arXiv.org.
    8. Saralees Nadarajah & Bo Zhang & Stephen Chan, 2014. "Estimation methods for expected shortfall," Quantitative Finance, Taylor & Francis Journals, vol. 14(2), pages 271-291, February.
    9. Hiremath, Gourishankar S & Bandi, Kamaiah, 2009. "On the random walk characteristics of stock returns in India," MPRA Paper 46499, University Library of Munich, Germany.
    10. Qishui Chi & Jieyi Huo, 2017. "An Empirical Study on the Stock Price Volatility of Small and Medium Enterprise Board in China," Research in World Economy, Research in World Economy, Sciedu Press, vol. 8(2), pages 12-24, December.
    11. Graham Smith, 2012. "The changing and relative efficiency of European emerging stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 18(8), pages 689-708, September.
    12. Kim Oosterlinck & Jeremy Simon, 2015. "Financial Repression and Bond Market Efficiency: the Case of Italy during World War II," Working Papers CEB 15-001, ULB -- Universite Libre de Bruxelles.

Articles

  1. Mariya Gubareva & Maria Rosa Borges, 2016. "Typology for flight-to-quality episodes and downside risk measurement," Applied Economics, Taylor & Francis Journals, vol. 48(10), pages 835-853, February.

    Cited by:

    1. Mariya Gubareva & Maria Rosa Borges, 2018. "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, vol. 266(1), pages 71-100, July.

  2. Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa, 2015. "A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies," Energy Economics, Elsevier, vol. 48(C), pages 136-144.

    Cited by:

    1. Filippini, M. & Greene, W. & Masiero, G., 2018. "Persistent and transient productive inefficiency in a regulated industry: electricity distribution," Energy Economics, Elsevier, vol. 69(C), pages 325-334.
    2. Li, Hong-Zhou & Kopsakangas-Savolainen, Maria & Xiao, Xing-Zhi & Tian, Zhen-Zhen & Yang, Xiao-Yuan & Wang, Jian-Lin, 2016. "Cost efficiency of electric grid utilities in China: A comparison of estimates from SFA–MLE, SFA–Bayes and StoNED–CNLS," Energy Economics, Elsevier, vol. 55(C), pages 272-283.
    3. Zhang, Ning & Wang, Bing, 2015. "A deterministic parametric metafrontier Luenberger indicator for measuring environmentally-sensitive productivity growth: A Korean fossil-fuel power case," Energy Economics, Elsevier, vol. 51(C), pages 88-98.
    4. Zhang, Ning & Wang, Bing & Chen, Zhongfei, 2016. "Carbon emissions reductions and technology gaps in the world's factory, 1990–2012," Energy Policy, Elsevier, vol. 91(C), pages 28-37.
    5. Elwell, Clifford A. & Biddulph, Phillip & Lowe, Robert & Oreszczyn, Tadj, 2015. "Determining the impact of regulatory policy on UK gas use using Bayesian analysis on publicly available data," Energy Policy, Elsevier, vol. 86(C), pages 770-783.
    6. Thomas Geissmann & Massimo Filippini & William Greene, 2014. "Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector," CER-ETH Economics working paper series 16/251, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    7. Daniel Albalate & Jordi Rosell, 2016. "Persistent and transient efficiency on the stochastic production and cost frontiers – an application to the motorway sector," Working Papers XREAP2016-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2016.
    8. Mingyue Wang & Yu Liu & Yawen Liu & Shunxiang Yang & Lingyu Yang, 2018. "Assessing Multiple Pathways for Achieving China’s National Emissions Reduction Target," Sustainability, MDPI, Open Access Journal, vol. 10(7), pages 1-16, June.
    9. Khalili-Damghani, Kaveh & Tavana, Madjid & Santos-Arteaga, Francisco J. & Mohtasham, Sima, 2015. "A dynamic multi-stage data envelopment analysis model with application to energy consumption in the cotton industry," Energy Economics, Elsevier, vol. 51(C), pages 320-328.
    10. Li, Ke & Lin, Boqiang, 2017. "An application of a double bootstrap to investigate the effects of technological progress on total-factor energy consumption performance in China," Energy, Elsevier, vol. 128(C), pages 575-585.

  3. Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
    See citations under working paper version above.
  4. Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
    See citations under working paper version above.
  5. Maria Borges, 2008. "The Ex-Dividend Day Stock Price Behavior: The Case of Portugal," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 15-30, March.

    Cited by:

    1. Renata Legenzova & Otilija Jurakovaite & Agne Galinskaite, 2017. "The Analysis of Dividend Announcement Impact on Stock Prices of Baltic Companies," Central European Business Review, University of Economics, Prague, vol. 2017(1), pages 61-75.

  6. Maria Rosa Borges & Milton Nektarios & Carlos Pestana Barros, 2008. "Analysing The Efficiency Of The Greek Life Insurance Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 35-52.

    Cited by:

    1. Carlos Pestana Barros & Silvestre Dumbo & Peter Wanke, 2014. "Efficiency Determinants and Capacity Issues in Angolan Insurance Companies," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 455-467, September.
    2. Wanke, Peter & Barros, Carlos Pestana, 2016. "Efficiency drivers in Brazilian insurance: A two-stage DEA meta frontier-data mining approach," Economic Modelling, Elsevier, vol. 53(C), pages 8-22.

  7. Maria Borges, 2007. "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(1), pages 65-80, February.

    Cited by:

    1. Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016. "An examination of short-run performance of IPOs using Extreme Bounds Analysis," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 71-95, June.

  8. Carlos Pestana Barros & Nazaré Barroso & Maria Rosa Borges, 2005. "Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 30(2), pages 244-267, April.

    Cited by:

    1. Gonzalo Rodríguez‐Pérez & John Slof & Magda Solà & Margarita Torrent & Immaculada Vilardell, 2011. "Assessing the Impact of Fair‐Value Accounting on Financial Statement Analysis: A Data Envelopment Analysis Approach," Abacus, Accounting Foundation, University of Sydney, vol. 47(1), pages 61-84, March.
    2. Mahlberg, Bernhard & Url, Thomas, 2010. "Single Market effects on productivity in the German insurance industry," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1540-1548, July.
    3. Biener, Christian & Eling, Martin & Wirfs, Jan Hendrik, 2016. "The determinants of efficiency and productivity in the Swiss insurance industry," European Journal of Operational Research, Elsevier, vol. 248(2), pages 703-714.
    4. Milton Nektarios & Panos Xenos & George Nektarios & Kostas Poulakis & Michalis Chouzouris, 2015. "Efficiency Analysis of Lloyd’s Syndicates: A Comparison of DEA and SFA Approaches," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(1-2), pages 27-46, January-M.
    5. Maria Rosa Borges & Milton Nektarios & Carlos Pestana Barros, 2008. "Analysing The Efficiency Of The Greek Life Insurance Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 35-52.
    6. Brito, Duarte & Pereira, Pedro & Ramalho, Joaquim J.S., 2013. "Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 554-568.
    7. Sepideh Kaffash & Reza Kazemi Matin & Mohammad Tajik, 2018. "A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks," Annals of Operations Research, Springer, vol. 264(1), pages 213-234, May.
    8. Ana María Reyna & Hugo J. Fuentes, 2018. "A cost efficiency analysis of the insurance industry in Mexico," Journal of Productivity Analysis, Springer, vol. 49(1), pages 49-64, February.
    9. Fuentes-Castro, Hugo Javier. & Reyna-Bernal, Ana María., 2014. "Comparando con las grandes. Retos para las aseguradoras en reducción de costos," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(19), pages 7-32, segundo s.
    10. Barros, Carlos Pestana & Nektarios, Milton & Assaf, A., 2010. "Efficiency in the Greek insurance industry," European Journal of Operational Research, Elsevier, vol. 205(2), pages 431-436, September.
    11. Carlos Pestana Barrosa & Milton Nektariosb & Nicolas Peypochc, 2009. "A Luenberger Index for the Greek Life Insurance Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-18.
    12. Chen, Fu-Chiang & Liu, Z.-John & Kweh, Qian Long, 2014. "Intellectual capital and productivity of Malaysian general insurers," Economic Modelling, Elsevier, vol. 36(C), pages 413-420.
    13. Gustavo Ferro & Sonia León, 2018. "A Stochastic Frontier Analysis of Efficiency in Argentina’s Non-Life Insurance Market," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 158-174, January.
    14. Adnan Kasman & Evrim Turgutlu, 2011. "Performance of European insurance firms in the single insurance market," International Review of Applied Economics, Taylor & Francis Journals, vol. 25(3), pages 363-378.
    15. Jarraya, Bilel & Bouri, Abdelfettah, 2012. "Efficiency concept and investigations in insurance industry: A survey," MPRA Paper 53544, University Library of Munich, Germany, revised 2013.
    16. Wanke, Peter & Barros, Carlos Pestana, 2016. "Efficiency drivers in Brazilian insurance: A two-stage DEA meta frontier-data mining approach," Economic Modelling, Elsevier, vol. 53(C), pages 8-22.
    17. Cummins, J. David & Rubio-Misas, María & Vencappa, Dev, 2017. "Competition, efficiency and soundness in European life insurance markets," Journal of Financial Stability, Elsevier, vol. 28(C), pages 66-78.

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Featured entries

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  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 7 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-CFN: Corporate Finance (2) 2007-05-26 2007-05-26
  2. NEP-FMK: Financial Markets (2) 2007-05-26 2008-05-10
  3. NEP-BAN: Banking (1) 2013-12-15
  4. NEP-BEC: Business Economics (1) 2010-09-03
  5. NEP-EEC: European Economics (1) 2008-05-10
  6. NEP-MKT: Marketing (1) 2010-09-03
  7. NEP-RMG: Risk Management (1) 2008-05-10

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