António M.R.G. Barbosa

ISCTE-IUL - Instituto Universitário de Lisboa

Assistant Professor

Av. das Forcas Armadas

Lisbon, 1649-026

Portugal

SCHOLARLY PAPERS

7

DOWNLOADS

824

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Beyond Coherence and Extreme Losses: Root Lower Partial Moment as a Risk Measure

Number of pages: 34 Posted: 26 Oct 2004
António M.R.G. Barbosa and Miguel A. Ferreira
ISCTE-IUL - Instituto Universitário de Lisboa and Nova School of Business and Economics
Downloads 623 (44,224)
Citation 1

Abstract:

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Risk management, lower partial moment, expected shortfall, coherent risk measures

2.

Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning

Number of pages: 55 Posted: 23 Sep 2011
António M.R.G. Barbosa
ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 65 (359,099)
Citation 5

Abstract:

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post-announcement drift, momentum, differential interpretation, learning, explanation

3.

Manipulation and Information Acquisition

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 51 Posted: 27 Aug 2011 Last Revised: 31 Aug 2011
António M.R.G. Barbosa
ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 61 (370,988)

Abstract:

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manipulation, analyst recommendations, information, market efficiency, regulation

4.

Can Post-Earnings Announcement Drift and Momentum Explain Reversal?

Number of pages: 42 Posted: 31 Dec 2019
Ricardo Correia and António M.R.G. Barbosa
Bank of Portugal and ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 50 (406,909)

Abstract:

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Post-Earnings Announcement Drift, Momentum, Reversal, Information, Learning

5.

Optimal Learning, Overvaluation and Overinvestment

Number of pages: 50 Posted: 16 Dec 2019
António M.R.G. Barbosa
ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 15 (577,954)

Abstract:

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Learning, Investment Decision, Bubbles

6.

Optimal Value-at-Risk Disclosure

Number of pages: 60 Posted: 01 Jan 2020
Mário Seixas and António M.R.G. Barbosa
Bank of Portugal and ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 5 (645,182)

Abstract:

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Value-at-Risk, Regulatory Capital, Market Risk Charge, Optimal Disclosure, Dynamic Programming

7.

The Role of Information in the Discrepancy Between Average Prices and Expectations

Number of pages: 49 Posted: 31 Dec 2019
António M.R.G. Barbosa
ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 5 (645,182)

Abstract:

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Information, higher-order expectations, price bias, short and long term trading