Cesario Mateus

Aalborg University Business School

Aalborg

Denmark

SCHOLARLY PAPERS

57

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23,182

SSRN CITATIONS
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SSRN RANKINGS

Top 13,896

in Total Papers Citations

70

CROSSREF CITATIONS

36

Scholarly Papers (57)

1.

Financing of SME's: An Asset Side Story

Number of pages: 47 Posted: 28 Feb 2008 Last Revised: 31 Aug 2009
Jan Bartholdy and Cesario Mateus
University of Aarhus - Aarhus School of Business - Department of Business Studies and Aalborg University Business School
Downloads 2,670 (9,532)
Citation 10

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Capital Structure, Pecking Order Theory

US Sector Rotation with Five-Factor Fama-French Alphas

Number of pages: 27 Posted: 19 Jun 2017
Sohan Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University Business School and City University London - The Business School
Downloads 2,038 (14,385)
Citation 1

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Fama-French Five Factor Model, US sectors, Performance, Sector Rotation

US Sector Rotation with Five-Factor Fama-French Alphas

Journal of Asset Management, Forthcoming
Number of pages: 31 Posted: 29 Nov 2017
Sohan Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University Business School and City University London - The Business School
Downloads 418 (128,589)

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Fama-French Five Factor Model, US Sectors, Performance, Sector Rotation

Debt and Taxes: Evidence from Bank-Financed Small and Medium-Sized Firms

Number of pages: 55 Posted: 26 Apr 2003
Jan Bartholdy and Cesario Mateus
University of Aarhus - Aarhus School of Business - Department of Business Studies and Aalborg University Business School
Downloads 1,647 (20,089)
Citation 2

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Capital Structure, Debt, Marginal Tax Rate, Taxation, Trade-off Theory

Debt and Taxes: Evidence from Bank-Financed Small and Medium-Sized Firms

Number of pages: 54 Posted: 24 Feb 2005
Jan Bartholdy and Cesario Mateus
University of Aarhus - Aarhus School of Business - Department of Business Studies and Aalborg University Business School
Downloads 766 (60,349)
Citation 9

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Capital structure, debt, marginal tax rate, trade-off theory

Does Trade Credit Facilitate Access to Bank Finance? An Empirical Evidence from Portuguese and Spanish Small Medium Size Enterprises

Number of pages: 23 Posted: 03 Dec 2008 Last Revised: 12 Nov 2013
University of Beira Interior, Aalborg University Business School and affiliation not provided to SSRN
Downloads 755 (61,523)
Citation 1

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Small firms finance, credit rationing, trade credit, asymmetric information, bank debt

Does Trade Credit Facilitate Access to Bank Finance? Empirical Evidence from Portuguese and Spanish Small Medium Size Enterprises

Number of pages: 35 Posted: 19 Feb 2009
University of Beira Interior, Aalborg University Business School and affiliation not provided to SSRN
Downloads 673 (71,430)
Citation 4

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5.

Taxes and Corporate Debt Policy: Evidence for Unlisted Firms of Sixteen European Countries

Number of pages: 108 Posted: 28 Feb 2008
Jan Bartholdy and Cesario Mateus
University of Aarhus - Aarhus School of Business - Department of Business Studies and Aalborg University Business School
Downloads 1,220 (32,020)
Citation 14

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Capital Structure, Debt, Trade-off Theory, Western Europe

6.

Financing of SMEs: Do They Match Their Assets and Liabilities?

Number of pages: 32 Posted: 09 Aug 2011
Jan Bartholdy, Cesario Mateus and Dennis Olson
University of Aarhus - Aarhus School of Business - Department of Business Studies, Aalborg University Business School and American University of Sharjah
Downloads 990 (43,156)
Citation 1

Abstract:

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Capital Structure, SME, Financial Institutions

7.

Bank Governance and Performance: A Survey of the Literature

Journal Banking Regulation, Forthcoming
Number of pages: 48 Posted: 10 Apr 2017
Polytechnic Institute of Braganca, University of Porto - Faculdade de Economia do Porto, Universidade do Porto - Faculdade de Economia (FEP) and Aalborg University Business School
Downloads 809 (56,887)
Citation 3

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Corporate Governance, Banks, Financial crises, Firm performance

8.

How Good are Equity Valuation Models in Predicting Stock Prices?

Number of pages: 17 Posted: 07 Nov 2013
Christoph Hukelmann, Cesario Mateus and Irina B. Mateus
BDO AG, Aalborg University Business School and Aalborg University
Downloads 543 (94,964)
Citation 1

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Accounting standards, Equity Valuation Models, Prediction Error, Value of Firm

Trade Credit Linkages Along a Supply Chain: Evidence for the Italian Textile Sector

Number of pages: 46 Posted: 19 Feb 2009
José Correia Guedes and Cesario Mateus
Catholic University of Portugal (UCP) - Faculty of Economic Science and Business Studies and Aalborg University Business School
Downloads 294 (189,650)
Citation 1

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Trade credit, Liquidity Shocks, Supply Chain, Panel Data

Trade Credit Linkages Along a Supply Chain: Evidence for the Italian Textile Sector

Number of pages: 46 Posted: 01 Dec 2008
José Correia Guedes and Cesario Mateus
Catholic University of Portugal (UCP) - Faculty of Economic Science and Business Studies and Aalborg University Business School
Downloads 242 (230,956)

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10.

Country Governance Structure and Financial Development as Determinants of Firms’ Capital Structure

Journal of Money, Investment and Banking, Issue 26, 2012
Number of pages: 19 Posted: 15 Nov 2013
Guilherme Kirch, Cesario Mateus and Paulo R. S. Terra
Universidade Federal do Rio Grande do Sul (UFRGS), Aalborg University Business School and FGV-EAESP
Downloads 523 (99,431)

Abstract:

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Capital Structure, Ownership Structure, Country Governance, Financial Development

11.

Corporate Governance Impact on Bank Performance: Evidence from Europe

Corporate Ownership & Control, Forthcoming
Number of pages: 31 Posted: 13 Jul 2016
salma belhaj and Cesario Mateus
University of Greenwich - Business School and Aalborg University Business School
Downloads 507 (103,324)
Citation 1

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Corporate governance, Bank performance, European countries, Board Size, board composition, Gender diversity, CEO duality.

12.

Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?

Number of pages: 18 Posted: 25 Sep 2014
Cesario Mateus and Yana Rahmani
Aalborg University Business School and University of Greenwich - Business School
Downloads 480 (110,412)

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exchange-traded funds, synthetic and physical ETFs, tracking error, tracking difference

13.

Leverage and the Maturity Structure of Debt in Emerging Markets

Journal of Mathematical Finance, 2013, 3, 46-59
Number of pages: 14 Posted: 14 Nov 2013
Cesario Mateus and Paulo R. S. Terra
Aalborg University Business School and FGV-EAESP
Downloads 456 (117,313)

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Capital Structure, Debt Maturity, Dynamic Panel Data Analysis, Latin America, Eastern Europe

Intraday Industry-Specific Spillover Effect in European Equity Markets

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 55 Posted: 19 Apr 2016
Cesario Mateus, V. L. Chinthalapati and Irina B. Mateus
Aalborg University Business School, University of Greenwich and Aalborg University
Downloads 244 (229,142)

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Financial Contagion, Consumer Confidence Index, European Stock markets, Spillover Effect

Intraday Industry-Specific Spillover Effect in European Equity Markets

Number of pages: 36 Posted: 08 Aug 2014
Cesario Mateus, V. L. Chinthalapati and Irina B. Mateus
Aalborg University Business School, University of Greenwich and Aalborg University
Downloads 179 (306,251)

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Financial Contagion, Consumer Confidence Index, European Stock markets, Spillover Effect

15.

Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum Premiums in the UK

Number of pages: 37 Posted: 22 Mar 2015
Sohan Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University Business School and City University London - The Business School
Downloads 354 (156,567)
Citation 1

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Size, Value and Momentum premiums, Markov Switching, Macroeconomic determinants, Trading strategy

16.

Do Smart Beta ETFs Deliver Persistent Performance?

Number of pages: 30 Posted: 29 May 2020
Marco Soggiu, Cesario Mateus and Irina B. Mateus
affiliation not provided to SSRN, Aalborg University Business School and Aalborg University
Downloads 325 (171,684)

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ETF, Performance, Performance Persistence, Bench-marking

17.

UK Equity Mutual Fund Alphas Make a Comeback

International Review of Financial Analysis, Forthcoming
Number of pages: 33 Posted: 13 Jan 2016
Irina B. Mateus, Cesario Mateus and Natasa Todorovic
Aalborg University, Aalborg University Business School and City University London - The Business School
Downloads 301 (186,135)
Citation 5

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Fama-French, Carhart, adjusted alphas, UK equity funds performance

18.

Cash Holdings and Earnings Quality; Evidence From the Main and Alternative UK Markets

International Review of Financial Analysis, Forthcoming
Number of pages: 60 Posted: 14 Feb 2018
Jorge Farinha, Cesario Mateus and Nuno Soares
University of Porto - Faculdade de Economia do Porto, Aalborg University Business School and Universidade do Porto
Downloads 282 (199,259)
Citation 3

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alternative markets, cash holdings, earnings quality, financial disclosure, information asymmetry

19.

Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum Premium in the UK

Number of pages: 28 Posted: 06 Jul 2014
Sohan Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University Business School and City University London - The Business School
Downloads 282 (199,259)
Citation 1

Abstract:

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Size, Value and Momentum premium, Markov Switching, Macroeconomic determinants

20.

Implied Idiosyncratic Volatility and Stock Return Predictability

Journal of Mathematical Finance, 2014, 4, 338-352
Number of pages: 16 Posted: 12 Dec 2016
Cesario Mateus and Worawuth Kongsilp
Aalborg University Business School and University of Greenwich - Business School
Downloads 270 (208,208)

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Options, Risk Premium, Stock, Volatility

21.

Impact of FOMC Announcement on Stock Price Index in Southeast Asian Countries

Number of pages: 23 Posted: 10 Jun 2016
Trung Bao and Cesario Mateus
Vietnam Maritime University and Aalborg University Business School
Downloads 270 (208,208)

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22.

Value-Added Tax: Portuguese Experience and Anticipated Impact on the Greek Tourism Industry

Number of pages: 32 Posted: 12 May 2016
Cesario Mateus and Irina B. Mateus
Aalborg University Business School and Aalborg University
Downloads 270 (208,208)

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Value-Added Tax, profitability, firm bankruptcy

23.

Supervisory Boards, Financial Crisis and Bank Performance: Does Board Characteristics Matter?

Number of pages: 32 Posted: 24 Dec 2015
Polytechnic Institute of Braganca, University of Porto - Faculdade de Economia do Porto, Universidade do Porto - Faculdade de Economia (FEP) and Aalborg University Business School
Downloads 265 (212,122)
Citation 4

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Corporate Governance, Performance, Banks, Financial Crisis

24.

The Impact of Corporate Governance in the Banking Sector Performance: The Case of the 2007-2008 Financial Crisis

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 22 Posted: 02 Dec 2010 Last Revised: 18 Apr 2016
Catarina Fernandes, Jorge Farinha and Cesario Mateus
Polytechnic Institute of Braganca, University of Porto - Faculdade de Economia do Porto and Aalborg University Business School
Downloads 264 (212,916)

Abstract:

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Corporate Governance, Banks, Financial Crises

25.

Determinants of European Banks' Bailouts Following the 2007-2008 Financial Crisis

Journal of International Economic Law, Forthcoming
Number of pages: 49 Posted: 29 Jun 2016
Polytechnic Institute of Braganca, University of Porto - Faculdade de Economia do Porto, Universidade do Porto - Faculdade de Economia (FEP) and Aalborg University Business School
Downloads 261 (215,340)
Citation 4

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26.

Do Small and Medium Sized Enterprises Match Their Assets and Liabilities? Evidence from Portugal

The International Journal of Business and Finance Research, v. 7 (4) p. 13-31
Number of pages: 20 Posted: 29 Jan 2013
Jan Bartholdy, Cesario Mateus and Dennis Olson
University of Aarhus - Aarhus School of Business - Department of Business Studies, Aalborg University Business School and American University of Sharjah
Downloads 258 (217,830)
Citation 1

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Asset-liability matching, SMEs, capital structure, sources and uses of funds

27.

Volatility Risk and Stock Return Predictability on Global Financial Crises

Number of pages: 32 Posted: 02 Feb 2016 Last Revised: 23 May 2016
Worawuth Kongsilp and Cesario Mateus
University of Greenwich - Business School and Aalborg University Business School
Downloads 253 (222,082)

Abstract:

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options, risk premium, stock, volatility

28.

Trade Credit in Europe: 'It is All Down to Culture'

Number of pages: 55 Posted: 15 Jul 2016
Yacine Belghitar, Cesario Mateus and Andrea Moro
Cranfield University - School of Management, Aalborg University Business School and Cranfield University - School of Management
Downloads 237 (236,790)
Citation 3

Abstract:

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Trade Credit, Culture, SMEs, Bank Credit

29.

A Tale of Two States: Asymmetries in the UK Small, Value and Momentum Premiums

Applied Economics, Forthcoming
Number of pages: 40 Posted: 29 Jun 2016
Sohan Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University Business School and City University London - The Business School
Downloads 237 (236,790)

Abstract:

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30.

Volatility Risk and Stock Return Predictability

Number of pages: 17 Posted: 26 Sep 2014
Cesario Mateus and Worawuth Kongsilp
Aalborg University Business School and University of Greenwich - Business School
Downloads 231 (242,641)

Abstract:

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Options, Risk Premium, stock, volatility

31.

Alphas in Disguise: A New Approach to Uncovering Them

Number of pages: 32 Posted: 22 Mar 2015 Last Revised: 29 Apr 2017
University of Greenwich, Aalborg University Business School and City University London - The Business School
Downloads 227 (246,828)

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Performance evaluation, non-zero benchmark alphas, optimisation algorithm, Fama-French (Carhart) factor adjustment

32.

The Impact of Benchmark Choice on US Mutual Fund Benchmark-Adjusted Performance and Ranking

Number of pages: 30 Posted: 07 Aug 2017
Irina B. Mateus, Cesario Mateus and Natasa Todorovic
Aalborg University, Aalborg University Business School and City University London - The Business School
Downloads 218 (256,416)

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Prospectus benchmark selection, Mutual fund benchmark mismatch, Benchmark-adjusted alphas, Performance ranking

33.

What Explains European Banks Risk-Taking? A Simultaneous Equations Approach

Number of pages: 37 Posted: 17 Jul 2017
Polytechnic Institute of Braganca, University of Porto - Faculdade de Economia do Porto, Universidade do Porto - Faculdade de Economia (FEP) and Aalborg University Business School
Downloads 216 (258,594)

Abstract:

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Corporate Governance, Banks, Financial Crisis, Risk, Simultaneous Equations Approach

34.

From Sovereigns to Banks: Evidence on Cross-Border Contagion

Journal of Banking Regulation, Forthcoming
Number of pages: 34 Posted: 15 Feb 2018
Alesia Kalbaska and Cesario Mateus
University of Siena and Aalborg University Business School
Downloads 213 (262,009)

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Contagion, Systemic risk, Furfine algorithm, Stress testing, GIIPS

35.

UK Mutual Fund Performance Persistence with Active Peer Benchmarks

Number of pages: 35 Posted: 03 Aug 2017
Irina B. Mateus, Cesario Mateus and Natasa Todorovic
Aalborg University, Aalborg University Business School and City University London - The Business School
Downloads 209 (266,646)

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UK Equity Mutual Funds, Active Peer Benchmark, Performance ranking, Performance persistence

36.

What Determines Cash Holdings at Privately Held and Publicly Traded Firms? Evidence from 20 Emerging Markets

International Review of Financial Analysis, 2013
Number of pages: 39 Posted: 11 Nov 2013 Last Revised: 01 Oct 2020
Thomas W. Hall, Cesario Mateus and Irina B. Mateus
Christopher Newport University, Aalborg University Business School and Aalborg University
Downloads 207 (269,022)
Citation 7

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Cash Holdings, Debt, Central and Eastern Europe

37.

Oil Prices, Stock Markets and Firm Performance: Evidence from Europe

Number of pages: 41 Posted: 31 May 2017
Miramir Bagirov and Cesario Mateus
University of Greenwich - Accounting and Finance and Aalborg University Business School
Downloads 187 (294,953)
Citation 4

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Oil Prices, Stock Market Returns, Vector Autoregressive Model, VAR-GARCH Model, Oil and Gas Firms, Firm Performance, Return on Equity, GMM Models

38.

Review of New Trends in the Literature on Factor Models and Mutual Fund Performance

Number of pages: 34 Posted: 17 Nov 2018
Irina B. Mateus, Cesario Mateus and Natasa Todorovic
Aalborg University, Aalborg University Business School and City University London - The Business School
Downloads 182 (302,104)
Citation 6

Abstract:

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Standard Factor Models, Mutual Fund Performance, Augmented Models, Benchmark-Adjusted Models, Peer-Group Adjusted Models

39.

Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads

Number of pages: 46 Posted: 25 Aug 2017
Ekaterina Klenina and Cesario Mateus
University of Greenwich - Accounting and Finance and Aalborg University Business School
Downloads 181 (303,546)
Citation 2

Abstract:

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Credit Default Swap, bonds, financial crisis, price discovery, market efficiency

40.

Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

Number of pages: 20 Posted: 15 Mar 2017 Last Revised: 23 Mar 2018
Asmerilda Hitaj, Cesario Mateus and Ilaria Peri
Università degli Studi di Milano-Bicocca - Dipartimento di Statistica e Metodi Quantitativi, Aalborg University Business School and University of London - Economics, Mathematics and Statistics
Downloads 180 (305,097)
Citation 2

Abstract:

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banking regulation, financial risk management, risk modelling, value at risk

41.

Price Discounts in Rights Issues: Why Do Managers Insist on What Investors Hate?

Number of pages: 27 Posted: 25 Sep 2014
Jorge Farinha, Cesario Mateus and Nuno Soares
University of Porto - Faculdade de Economia do Porto, Aalborg University Business School and Universidade do Porto
Downloads 169 (322,376)
Citation 3

Abstract:

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rights issues, market efficiency, equity financing

42.

Are Listed Firms Better Governed? Empirical Evidence on Board Structure and Financial Performance

Corporate Ownership & Control Volume 13, Issue 1, Autumn 2015
Number of pages: 29 Posted: 30 Nov 2015
Cesario Mateus, Thomas W. Hall and Irina B. Mateus
Aalborg University Business School, Christopher Newport University and Aalborg University
Downloads 155 (347,003)

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Directors, Network Centrality, Liquidity, Capital Structure, Firm Performance

43.

A Guide to Survival of Momentum in UK Style Portfolios

Number of pages: 43 Posted: 22 Jun 2017
Sohan Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University Business School and City University London - The Business School
Downloads 152 (352,778)

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Momentum survival, Style portfolios, Kaplan-Meier estimator, Trading strategies

44.

How Swap Execution Facilities Will Reshape the OTC Derivative Swap Market?

Faltoni and Mateus, J Stock Forex Trad 2015, 4:3
Number of pages: 6 Posted: 08 Dec 2015
Cesario Mateus and Fabio Faltoni
Aalborg University Business School and Grenoble Ecole de Management
Downloads 130 (399,120)

Abstract:

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45.

Board Characteristics and Corporate Governance: A Historical Review of The Banking Industry

Number of pages: 43 Posted: 12 Aug 2022
Trung Hoang and Cesario Mateus
University of Greenwich - Business School and Aalborg University Business School
Downloads 114 (443,388)

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Board Governance, Board Characteristics, Survey, Literature Review, Banking Industry

46.

Diversity on British Boards and Personal Traits That Impact Career Progression From AIM Towards FTSE 100

Mateus C., Mateus B. I. and Stojonovic A. (2020), Diversity on British Boards and personal traits that impact career progression from AIM towards FTSE100, Corporate Ownership and Control, forthcoming
Number of pages: 39 Posted: 07 Jul 2020
Cesario Mateus, Irina B. Mateus and Alex stojanovic
Aalborg University Business School, Aalborg University and University of Greenwich - Business School
Downloads 109 (455,461)

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Board composition, board diversity, personal characteristics, executive directors, remuneration, peer benchmarking

47.

Does Equity Mutual Fund Factor-Risk-Shifting Pay Off? Evidence from the US

Number of pages: 36 Posted: 04 Aug 2021
Cesario Mateus, Natasa Todorovic and Sohan Sarwar
Aalborg University Business School, City University London - The Business School and University of Greenwich - Business School
Downloads 102 (477,541)

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Structural breaks; style risk; risk shifting; performance; mutual funds

48.

Searching For Mutual Fund Winners? The Strategy Is To Outbid Both, The Benchmark and The Peer Group

Number of pages: 30 Posted: 10 Jan 2023
Cesario Mateus, Irina B. Mateus and Natasa Todorovic
Aalborg University Business School, Aalborg University and City University London - The Business School
Downloads 84 (540,533)

Abstract:

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US Equity Mutual Funds, Benchmark-adjusted alphas, Peer-group-adjusted alphas, Performance ranking

49.

Mutual Fund Performance: The Model for Selecting Persistent Winners

Number of pages: 15 Posted: 08 Jun 2023
Cesario Mateus, Irina B. Mateus and Natasha Todorovic
Aalborg University Business School, Aalborg University and affiliation not provided to SSRN
Downloads 78 (564,646)

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US equity mutual funds, Carhart model, Benchmark-adjusted alphas, Peer-group-adjusted alphas, Performance Persistence

50.

COVID-19 Pandemic in the V4 Countries: An Empirical Investigation of Variations across Firm Sizes and Business Sectors

Number of pages: 29 Posted: 08 Aug 2022
Cesario Mateus, Erika Jákia, Béla Kádár and Andrea Balla
Aalborg University Business School, Corvinus University of Budapest, Corvinus University of Budapest and University of Pécs
Downloads 78 (564,646)

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COVID-19, V4 countries, economic effects, European Commission

51.

National Culture and Small Firms’ Use of Trade Credit: Evidence from Europe

Global Finance Journal, Forthcoming
Number of pages: 48 Posted: 19 Jul 2021
Andrea Moro, Yacine Belghitar and Cesario Mateus
Cranfield University - School of Management, Cranfield University - School of Management and Aalborg University Business School
Downloads 59 (654,724)

Abstract:

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Trade Credit, Culture, SMEs, Bank Credit, Financial Flexibility

52.

Does a Vat Rise Harm the Tourism Industry? Portuguese Evidence

Tourism Management, Forthcoming
Number of pages: 37 Posted: 18 Nov 2020
Cesario Mateus and Irina B. Mateus
Aalborg University Business School and Aalborg University
Downloads 59 (654,724)

Abstract:

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Value-Added Tax, profitability, firm bankruptcy, Financial Crisis, VAT change, impact

53.

Understanding interlinkages between petroleum prices and equity markets: A comprehensive survey of empirical evidence

Number of pages: 50 Posted: 30 Nov 2023
Miramir Bagirov and Cesario Mateus
University of Greenwich - Accounting and Finance and Aalborg University Business School
Downloads 22 (923,457)

Abstract:

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Petroleum prices, Aggregate equity market returns, Equity sector returns, Petroleum price shocks, Volatility transmission, Petroleum exporters, Petroleum importers

54.

Return and Volatility Connectedness and Net Directional Patterns in Spillover Transmissions: East and Southeast Asian Equity Markets

International Review of Finance, Forthcoming
Number of pages: 33 Posted: 06 Dec 2023
Cesario Mateus, Miramir Bagirov and Irina B. Mateus
Aalborg University Business School, University of Greenwich - Accounting and Finance and Aalborg University
Downloads 19 (952,875)

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Return connectedness, directional return spillovers, contagion, market linkage, market integration, vector autoregression, Asian markets, Financial crisis, Covid-19

55.

The Business Cycle’s Influence on Share Repurchases of the UK

Journal of Economic Analysis | 3(3) 38-68 | Forthcoming
Number of pages: 31 Posted: 20 Dec 2023
University of Greenwich - Business School, Aalborg University Business School, Aalborg University and University of Greenwich - Business School
Downloads 14 (1,003,374)

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Repurchases, macroeconomy, business cycle, frequency

56.

Modelling Volatility Spillovers between Prices of Petroleum and Stock Sectors in Top Petroleum Exporting and Importing Nations: A Multivariate GARCH Comparison

Number of pages: 55 Posted: 18 Apr 2024
Cesario Mateus and Miramir Bagirov
Aalborg University Business School and University of Greenwich
Downloads 4 (1,092,321)

Abstract:

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Petroleum prices, Stock sector returns, Volatility transmission, Multivariate GARCH, Hedge ratios

57.

Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam

Asia Pacific Financial Markets, 2021
Posted: 09 Aug 2021 Last Revised: 27 Nov 2023
Cesario Mateus and Trung Bao
Aalborg University Business School and Vietnam Maritime University

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Foreign investment, Frontier markets, Hurst exponent, Liberalization, Market efficiency, Vietnam

Other Papers (2)

Total Downloads: 372
1.

Mutual Fund Performance: An Approach to Identifying the Top Performing Funds

Number of pages: 10 Posted: 16 Nov 2017
Irina B. Mateus, Cesario Mateus and Natasa Todorovic
Aalborg University, Aalborg University Business School and City University London - The Business School
Downloads 247 (173,022)

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US Equity Mutual Funds, Benchmark-Adjusted Alphas, Peer-Group-Adjusted Alphas, Performance Ranking

2.

Mutual fund performance: Shouldn’t clear winners outperform both, the benchmark and the peer-group?

Number of pages: 33 Posted: 08 Jul 2021
Cesario Mateus, Irina B. Mateus and Natasa Todorovic
Aalborg University Business School, Aalborg University and City University London - The Business School
Downloads 125 (397,370)

Abstract:

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US Equity Mutual Funds, Benchmark-adjusted alphas, Peer-group-adjusted alphas, Performance ranking