Sofia Brito Ramos

ESSEC

Associate professor

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX 95021

France

SCHOLARLY PAPERS

17

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6,834

SSRN CITATIONS
Rank 11,997

SSRN RANKINGS

Top 11,997

in Total Papers Citations

33

CROSSREF CITATIONS

41

Scholarly Papers (17)

1.

The Determinants of Mutual Fund Performance: A Cross-Country Study

Swiss Finance Institute Research Paper No. 31
Number of pages: 56 Posted: 26 Nov 2006 Last Revised: 29 Jul 2011
Nova School of Business and Economics, Faculty of Finance, Cass Business School, City University, London, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 3,125 (3,401)
Citation 17

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Mutual funds, Performance, Fund characteristics, Investor protection

2.

Competition between Stock Exchanges: A Survey

FAME Research Paper No. 77
Number of pages: 45 Posted: 16 Jul 2003
Sofia Brito Ramos
ESSEC
Downloads 1,055 (19,962)
Citation 3

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Stock Exchanges, Reforms, ECNs, Mergers, Demutualization, Cross-Listing

3.

Why Do Stock Exchanges Demutualize and Go Public?

Swiss Finance Institute Research Paper No. 06-10
Number of pages: 45 Posted: 13 Mar 2006
Sofia Brito Ramos
ESSEC
Downloads 975 (22,461)
Citation 2

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stock exchanges, competition, demutualization, going public, mergers

4.

The Flow-Performance Relationship Around the World

Number of pages: 58 Posted: 22 Mar 2009 Last Revised: 21 Sep 2010
Nova School of Business and Economics, Faculty of Finance, Cass Business School, City University, London, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 399 (72,996)
Citation 23

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Mutual funds, Flow-performance relationship, Mutual fund flows, Convexity

5.

Mutual Fund Industry Competition and Concentration: International Evidence

Number of pages: 54 Posted: 14 Feb 2009
Miguel A. Ferreira and Sofia Brito Ramos
Nova School of Business and Economics and ESSEC
Downloads 385 (76,037)
Citation 8

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6.

Stock Exchange Competition in a Simple Model of Capital Market Equilibrium

Number of pages: 36 Posted: 28 Feb 2004 Last Revised: 21 Oct 2008
Sofia Brito Ramos and Ernst-Ludwig von Thadden
ESSEC and Universitaet Mannheim
Downloads 334 (89,616)
Citation 1

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Stock exchange competition, capital markets equilibrium, transactions cost

7.

Geographic Versus Industry Diversification: Constraints Matter

ECB Working Paper No. 425
Number of pages: 52 Posted: 27 Apr 2005
Paul Ehling and Sofia Brito Ramos
BI - Norwegian Business School and ESSEC
Downloads 207 (146,955)

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Diversification gains, EMU, geographic diversification, industry diversification, block-bootstrap tests

8.

Uncertainty Avoidance and Mutual Funds

Number of pages: 56 Posted: 16 Jul 2016 Last Revised: 13 Sep 2019
Faculty of Finance, Cass Business School, City University, London, City University London - Sir John Cass Business School, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 181 (166,364)

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Mutual funds; Culture; Uncertainty Avoidance; Fund flows; Ambiguity; Knightian Uncertainty

9.

The Interrelationship between Financial and Energy Markets

S. Ramos and H. Veiga (eds.), The Interrelationship Between Financial and Energy Markets, Lecture Notes in Energy 54, Edited by Sofia B. Ramos and Helena Veiga, 2014, Springer-Verlag Berlin Heidelberg
Number of pages: 14 Posted: 11 Oct 2014
Sofia Brito Ramos and Helena Veiga
ESSEC and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Downloads 83 (298,462)

Abstract:

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Energy; Electricity, Oil; Markets; Transmissions

10.

Do Investors Price Industry Risk? Evidence from Commodity Dependent Industries

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 30 Posted: 16 Sep 2011 Last Revised: 23 Dec 2014
ESSEC, Universidad Carlos III de Madrid, Universidad Carlos III de Madrid - Department of Statistics and Econometrics and National Sun Yat-sen University - Department of Finance
Downloads 61 (353,800)

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Anomalies; Asset Pricing; Cross Sectional Tests; Growth Options; Oil and Natural Gas Industry; Oil Prices; Time Series Tests

11.

When Markets Fall Down: Are Emerging Markets All the Same?

Ramos, Sofia B., Dias, J.G., e Vermunt, J.K., 2011, 'When Markets Fall Down: are Emerging Markets all Equal', International Journal of Finance and Economics, vol 16, 324-338.
Number of pages: 40 Posted: 05 Mar 2008 Last Revised: 07 Jan 2013
Sofia Brito Ramos, Jeroen K. Vermunt and Jose G. Dias
ESSEC, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 24 (499,044)
Citation 1

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emerging markets, bull, bear, heterogeneity, switching-regime model

12.

The Size and Structure of the World Mutual Fund Industry

European Financial Management, Vol. 15, No. 1, pp. 145-180, January 2009
Number of pages: 36 Posted: 02 Jan 2009
Sofia Brito Ramos
ESSEC
Downloads 4 (622,212)
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13.

Do Investors Price Industry Risk? Evidence from the Cross-Section of the Oil Industry

Journal of Energy Markets, Forthcoming
Number of pages: 29 Posted: 19 Jan 2017
ESSEC, Durham University, Universidad Carlos III de Madrid - Department of Statistics and Econometrics and National Sun Yat-sen University
Downloads 1 (652,327)
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anomalies, asset pricing, cross-sectional tests, oil industry, oil prices, time series tests

14.

An Analysis of Industry Regimes Synchronization in the Eurozone

JCMS: Journal of Common Market Studies, Vol. 53, Issue 2, pp. 255-273, 2015
Number of pages: 19 Posted: 10 Feb 2015
José G. Dias and Sofia Brito Ramos
BRU-IUL and ESSEC
Downloads 0 (669,923)
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15.

Risk Factors in the Oil Industry: An Upstream and Downstream Analysis

The Interrelationship Between Financial and Energy Markets, Springer Lecture Notes in Energy 54, Edited by Sofia B. Ramos and Helena Veiga, 2014. Springer-Verlag Berlin Heidelberg
Posted: 11 Oct 2014
Sofia Brito Ramos, Helena Veiga and Chih-Wei Wang
ESSEC, Universidad Carlos III de Madrid - Department of Statistics and Econometrics and National Sun Yat-sen University - Department of Finance

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Asymmetric Effects; Oil and Natural Gas Companies; Oil Prices; Oil Volatility

16.

Risk Factors in Oil and Gas Industry Returns: International Evidence

Energy Economics, Vol. 33, No. 3, 2011
Posted: 06 Jan 2013
Sofia Brito Ramos and Helena Veiga
ESSEC and Universidad Carlos III de Madrid - Department of Statistics and Econometrics

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Asymmetric Effects, Commodity Price Risk, Multifactor Asset Pricing Models, Net Oil Prices, Oil Industry, Panel Data, Scaled Oil Prices

17.

Is There Performance Persistence After All? International Evidence

Posted: 06 Dec 2010 Last Revised: 02 Jun 2019
Faculty of Finance, Cass Business School, City University, London, Nova School of Business and Economics, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC

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Mutual fund persistence, Mutual fund flows, Returns to scale, Berk and Green model