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Helder Miguel Correia Virtuoso Sebastião
(Helder Sebastiao)

Personal Details

First Name:Helder
Middle Name:Miguel Correia Virtuoso
Last Name:Sebastiao
Suffix:
RePEc Short-ID:pse235
[This author has chosen not to make the email address public]

Affiliation

Centre for Business and Economics Research (CeBER)
Faculdade de Economia
Universidade do Coimbra

Coimbra, Portugal
http://www.uc.pt/go/ceber
RePEc:edi:cebucpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nuno Silva & Hélder Sebastião & Diogo Henriques, 2020. "IPO patterns in Euronext after the global financial crisis of 2007-2008," CeBER Working Papers 2020-15, Centre for Business and Economics Research (CeBER), University of Coimbra.
  2. Hélder Sebastião & Pedro Godinho, 2020. "The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market," CeBER Working Papers 2020-02, Centre for Business and Economics Research (CeBER), University of Coimbra.
  3. Ana Sofia Monteiro & Hélder Sebastião & Nuno Silva, 2018. "Predictability of stock returns and dividend growth using dividend yields: An international approach," CeBER Working Papers 2018-10, Centre for Business and Economics Research (CeBER), University of Coimbra.
  4. Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers 2018-06, Centre for Business and Economics Research (CeBER), University of Coimbra.
  5. Márcio Ferreira & Hélder Sebastião, 2018. "The Iberian electricity market:Price dynamics and risk premium in an illiquid market," CeBER Working Papers 2018-02, Centre for Business and Economics Research (CeBER), University of Coimbra.
  6. Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the information on USD/Bitcoins hourly price movements?," CeBER Working Papers 2017-05, Centre for Business and Economics Research (CeBER), University of Coimbra.
  7. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2017. "On the gains of using high frequency data and higher moments in Portfolio Selection," CeBER Working Papers 2017-02, Centre for Business and Economics Research (CeBER), University of Coimbra.
  8. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect," GEMF Working Papers 2016-13, GEMF, Faculty of Economics, University of Coimbra.
  9. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015. "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers 2015-05, GEMF, Faculty of Economics, University of Coimbra.
  10. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015. "Portfolio Management With Higher Moments: The Cardinality Impact," GEMF Working Papers 2015-15, GEMF, Faculty of Economics, University of Coimbra.
  11. Helder Sebastião, 2012. "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers 2012-04, GEMF, Faculty of Economics, University of Coimbra.
  12. Ana Rita Gonzaga & Helder Sebastião, 2012. "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.
  13. 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, Faculty of Economics, University of Coimbra.
    repec:gmf:wpaper:2015-05. is not listed on IDEAS
    repec:gmf:wpaper:2015-15. is not listed on IDEAS
    repec:gmf:wpaper:2016-13. is not listed on IDEAS

Articles

  1. Helder Sebastião & Nuno Silva & Pedro Torres & Pedro Godinho, 2024. "Financial literacy bias: a comparison between students and nonstudents," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(4), pages 620-642, January.
  2. Tomé Lima & Helder Sebastião, 2023. "Native Market Factors for Pricing Cryptocurrencies," Notas Económicas, Faculty of Economics, University of Coimbra, issue 57, pages 71-85, December.
  3. Ana Monteiro & Nuno Silva & Helder Sebastião, 2023. "Industry return lead-lag relationships between the US and other major countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-48, December.
  4. Helder Miguel Correia Virtuoso Sebastião & Paulo José Osório Rupino Da Cunha & Pedro Manuel Cortesão Godinho, 2021. "Cryptocurrencies and blockchain. Overview and future perspectives," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 21(3), pages 305-342.
  5. Nuno Silva & Helder Sebastião & Diogo Henriques, 2021. "IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008," Notas Económicas, Faculty of Economics, University of Coimbra, issue 52, pages 137-155, july.
  6. Helder Sebastião & Pedro Godinho, 2021. "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
  7. Cristiana Vaz & Rui Pascoal & Helder Sebastião, 2021. "Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis," Mathematics, MDPI, vol. 9(17), pages 1-18, August.
  8. Paulo Rupino Cunha & Paulo Melo & Helder Sebastião, 2021. "From Bitcoin to Central Bank Digital Currencies: Making Sense of the Digital Money Revolution," Future Internet, MDPI, vol. 13(7), pages 1-19, June.
  9. Helder Sebastião & Pedro Godinho & Sjur Westgaard, 2020. "Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(4), pages 1-17, December.
  10. Sebastião, Helder & Godinho, Pedro, 2020. "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, vol. 33(C).
  11. Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 97-117, June.
  12. Rui Pedro Brito & Helder Sebastião & Pedro Godinho, 2018. "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(4), pages 365-383, December.
  13. R. P. Brito & H. Sebastião & P. Godinho, 2017. "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(2), pages 65-86, August.
  14. Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 7-25, December.
  15. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Efficient skewness/semivariance portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 331-346, September.
  16. 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.
    RePEc:gmf:journl:y:2017:i:45:p:1:19 is not listed on IDEAS

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki 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-MST: Market Microstructure (4) 2008-10-21 2012-03-28 2016-09-11 2017-02-26
  2. NEP-PAY: Payment Systems and Financial Technology (3) 2017-05-14 2018-07-23 2020-01-27
  3. NEP-UPT: Utility Models and Prospect Theory (3) 2015-08-13 2016-09-11 2017-02-26
  4. NEP-CFN: Corporate Finance (2) 2018-11-26 2020-08-17
  5. NEP-ENE: Energy Economics (1) 2018-07-23
  6. NEP-ETS: Econometric Time Series (1) 2020-01-27
  7. NEP-FMK: Financial Markets (1) 2018-11-26
  8. NEP-MON: Monetary Economics (1) 2018-07-23
  9. NEP-REG: Regulation (1) 2018-07-23

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