Cesario Mateus

University of Roehampton

Roehampton Lane

London, SW15 5PU

United Kingdom

SCHOLARLY PAPERS

44

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Scholarly Papers (44)

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 University of Roehampton
Downloads 2,537 (4,702)

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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 University of Roehampton
Downloads 1,633 (9,685)

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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 University of Roehampton
Downloads 762 (30,694)

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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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 1,148 (16,882)

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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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 370 (77,511)

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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, University of Roehampton and affiliation not provided to SSRN
Downloads 747 (31,558)

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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, University of Roehampton and affiliation not provided to SSRN
Downloads 666 (36,877)

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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 University of Roehampton
Downloads 1,211 (15,871)

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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, University of Roehampton and American University of Sharjah
Downloads 978 (21,847)

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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 University of Roehampton
Downloads 775 (30,444)

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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 University of Roehampton
Downloads 288 (102,886)

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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 University of Roehampton
Downloads 237 (126,166)

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9.

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), University of Roehampton and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 516 (52,179)

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Capital Structure, Ownership Structure, Country Governance, Financial Development

10.

How Good are Equity Valuation Models in Predicting Stock Prices?

Number of pages: 17 Posted: 07 Nov 2013
Christoph Hukelmann, Cesario Mateus and Irina Mateus
BDO AG, University of Roehampton and University of Greenwich - Accounting and Finance
Downloads 511 (52,819)

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

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 University of Roehampton
Downloads 483 (56,770)

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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
University of Roehampton and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 449 (62,117)

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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 Mateus
University of Roehampton, University of Greenwich and University of Greenwich - Accounting and Finance
Downloads 240 (124,562)

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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 Mateus
University of Roehampton, University of Greenwich and University of Greenwich - Accounting and Finance
Downloads 174 (169,279)

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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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 341 (85,936)

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

15.

UK Equity Mutual Fund Alphas Make a Comeback

International Review of Financial Analysis, Forthcoming
Number of pages: 33 Posted: 13 Jan 2016
Irina Mateus, Cesario Mateus and Natasa Todorovic
University of Greenwich - Accounting and Finance, University of Roehampton and City University London - Sir John Cass Business School
Downloads 292 (101,887)

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

16.

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

Number of pages: 18 Posted: 25 Sep 2014
Cesario Mateus and Yana Rahmani
University of Roehampton and University of Greenwich - Business School
Downloads 283 (105,394)

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

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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 276 (108,251)

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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 Mateus
University of Roehampton and University of Greenwich - Accounting and Finance
Downloads 269 (111,215)

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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 University of Roehampton
Downloads 262 (114,292)

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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
University of Roehampton and University of Greenwich - Business School
Downloads 257 (116,616)

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Options, Risk Premium, Stock, Volatility

21.

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, University of Roehampton and American University of Sharjah
Downloads 255 (117,578)

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

22.

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 University of Roehampton
Downloads 255 (117,578)

Abstract:

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Corporate Governance, Banks, Financial Crises

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 University of Roehampton
Downloads 248 (120,952)

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24.

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, University of Roehampton and Cranfield University - School of Management
Downloads 231 (129,945)

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Trade Credit, Culture, SMEs, Bank Credit

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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 231 (129,945)

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26.

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 University of Roehampton
Downloads 230 (130,505)

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options, risk premium, stock, volatility

27.

Volatility Risk and Stock Return Predictability

Number of pages: 17 Posted: 26 Sep 2014
Cesario Mateus and Worawuth Kongsilp
University of Roehampton and University of Greenwich - Business School
Downloads 222 (135,098)

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Options, Risk Premium, stock, volatility

28.

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, University of Roehampton and Universidade do Porto
Downloads 214 (139,861)

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

29.

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 University of Roehampton
Downloads 208 (143,725)

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

30.

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 University of Roehampton
Downloads 207 (144,372)

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

31.

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 Mateus
Christopher Newport University, University of Roehampton and University of Greenwich - Accounting and Finance
Downloads 203 (147,039)

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Cash Holdings, Debt, Central and Eastern Europe

32.

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

Number of pages: 30 Posted: 07 Aug 2017
Irina Mateus, Cesario Mateus and Natasa Todorovic
University of Greenwich - Accounting and Finance, University of Roehampton and City University London - Sir John Cass Business School
Downloads 197 (151,157)

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

33.

UK Mutual Fund Performance Persistence with Active Peer Benchmarks

Number of pages: 35 Posted: 03 Aug 2017
Irina Mateus, Cesario Mateus and Natasa Todorovic
University of Greenwich - Accounting and Finance, University of Roehampton and City University London - Sir John Cass Business School
Downloads 189 (157,059)

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

34.

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 University of Roehampton
Downloads 189 (157,059)

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Corporate Governance, Performance, Banks, Financial Crisis

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 University of Roehampton
Downloads 179 (164,972)

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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 University of Roehampton
Downloads 178 (165,760)

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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, University of Roehampton and University of London - Economics, Mathematics and Statistics
Downloads 177 (166,597)

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

38.

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 University of Roehampton
Downloads 165 (177,153)

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United Kingdom, Share Repurchases, Abnormal Returns, Determinants

39.

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, University of Roehampton and Universidade do Porto
Downloads 163 (178,999)

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rights issues, market efficiency, equity financing

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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 156 (185,764)

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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 Mateus
University of Roehampton, Christopher Newport University and University of Greenwich - Accounting and Finance
Downloads 148 (194,165)

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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, University of Roehampton and City University London - Sir John Cass Business School
Downloads 144 (198,457)

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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
University of Roehampton and Grenoble Ecole de Management
Downloads 127 (219,360)

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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 Mateus, Cesario Mateus and Natasa Todorovic
University of Greenwich - Accounting and Finance, University of Roehampton and City University London - Sir John Cass Business School
Downloads 47 (391,415)

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