Cesario Mateus

Aalborg University

Fredrik Bajers Vej 7E

Aalborg, DK-9220

Denmark

SCHOLARLY PAPERS

46

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20,677

SSRN CITATIONS
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Top 19,057

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13

CROSSREF CITATIONS

35

Scholarly Papers (46)

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
Downloads 2,559 (5,327)
Citation 10

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Capital Structure, Pecking Order Theory

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

EFMA 2003 Helsinki Meetings
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
Downloads 1,638 (11,008)
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

EFA 2005 Moscow Meetings Paper
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
Downloads 763 (34,292)
Citation 8

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

US Sector Rotation with Five-Factor Fama-French Alphas

Number of pages: 27 Posted: 19 Jun 2017
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University and City University London - Sir John Cass Business School
Downloads 1,283 (16,085)
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
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University and City University London - Sir John Cass Business School
Downloads 383 (82,715)

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

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 and affiliation not provided to SSRN
Downloads 751 (35,074)
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 and affiliation not provided to SSRN
Downloads 667 (41,170)
Citation 1

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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
Downloads 1,212 (17,857)
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 and American University of Sharjah
Downloads 980 (24,503)
Citation 1

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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
Downloads 791 (33,149)

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Corporate Governance, Banks, Financial crises, Firm performance

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
Downloads 288 (114,027)
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
Downloads 237 (139,595)

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9.

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 and Aalborg University
Downloads 521 (57,497)

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

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 and FGV-EAESP
Downloads 517 (58,078)

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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
Downloads 492 (61,811)
Citation 1

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

12.

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 and FGV-EAESP
Downloads 452 (68,564)

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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, University of Greenwich and Aalborg University
Downloads 242 (136,786)

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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, University of Greenwich and Aalborg University
Downloads 176 (184,767)

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

14.

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

Number of pages: 37 Posted: 22 Mar 2015
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University and City University London - Sir John Cass Business School
Downloads 344 (94,395)
Citation 1

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

15.

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 and University of Greenwich - Business School
Downloads 303 (108,573)

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

16.

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 and City University London - Sir John Cass Business School
Downloads 292 (112,984)
Citation 1

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

17.

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

Number of pages: 28 Posted: 06 Jul 2014
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University and City University London - Sir John Cass Business School
Downloads 277 (119,552)
Citation 1

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

18.

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 and Aalborg University
Downloads 269 (123,161)

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Value-Added Tax, profitability, firm bankruptcy

19.

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
Downloads 265 (125,139)

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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 and University of Greenwich - Business School
Downloads 261 (127,206)

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Options, Risk Premium, Stock, Volatility

21.

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
Downloads 258 (128,778)

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Corporate Governance, Banks, Financial Crises

22.

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 and American University of Sharjah
Downloads 255 (130,299)

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

23.

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
Downloads 253 (131,339)
Citation 1

Abstract:

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24.

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
Downloads 238 (139,542)

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options, risk premium, stock, volatility

25.

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
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University and City University London - Sir John Cass Business School
Downloads 233 (142,453)

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26.

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 and Universidade do Porto
Downloads 232 (143,104)

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

27.

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 and Cranfield University - School of Management
Downloads 232 (143,104)
Citation 1

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Trade Credit, Culture, SMEs, Bank Credit

28.

Volatility Risk and Stock Return Predictability

Number of pages: 17 Posted: 26 Sep 2014
Cesario Mateus and Worawuth Kongsilp
Aalborg University and University of Greenwich - Business School
Downloads 226 (146,757)

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Options, Risk Premium, stock, volatility

29.

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
Downloads 211 (156,598)

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

30.

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
Downloads 210 (157,276)

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

31.

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 and City University London - Sir John Cass Business School
Downloads 207 (159,506)

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

32.

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: 15 Nov 2017
Thomas W. Hall, Cesario Mateus and Irina B. Mateus
Christopher Newport University, Aalborg University and Aalborg University
Downloads 204 (161,653)

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Cash Holdings, Debt, Central and Eastern Europe

33.

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
Downloads 202 (163,126)

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Corporate Governance, Performance, Banks, Financial Crisis

34.

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 and City University London - Sir John Cass Business School
Downloads 198 (166,164)

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

35.

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
Downloads 182 (179,379)

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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

36.

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
Downloads 179 (182,124)
Citation 1

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

37.

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 and University of London - Economics, Mathematics and Statistics
Downloads 178 (182,996)

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

38.

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 and Universidade do Porto
Downloads 166 (194,315)
Citation 3

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rights issues, market efficiency, equity financing

39.

Share Repurchases, Institutional Framework and Globalisation: A UK-Specific Investigation

Number of pages: 62 Posted: 10 Aug 2017
Adi Sodhi and Cesario Mateus
University of Greenwich and Aalborg University
Downloads 165 (195,349)

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United Kingdom, Share Repurchases, Abnormal Returns, Determinants

40.

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 and City University London - Sir John Cass Business School
Downloads 162 (198,421)

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

41.

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, Christopher Newport University and Aalborg University
Downloads 150 (211,689)

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

42.

A Guide to Survival of Momentum in UK Style Portfolios

Number of pages: 43 Posted: 22 Jun 2017
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, Aalborg University and City University London - Sir John Cass Business School
Downloads 148 (214,033)

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

43.

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 and Grenoble Ecole de Management
Downloads 127 (241,494)

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44.

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 and City University London - Sir John Cass Business School
Downloads 65 (369,450)

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

45.

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 and Aalborg University
Downloads 33 (488,818)

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ETF, Performance, Performance Persistence, Bench-marking

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
Cesario Mateus, Irina B. Mateus and Alex stojanovic
Aalborg University, Aalborg University and affiliation not provided to SSRN
Downloads 0

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