Miguel A. Ferreira

Nova School of Business and Economics

Campus de Campolide

Lisbon, 1099-032

Portugal

European Corporate Governance Institute (ECGI)

c/o ECARES ULB CP 114

B-1050 Brussels

Belgium

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

SCHOLARLY PAPERS

63

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47,127

SSRN CITATIONS
Rank 749

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Top 749

in Total Papers Citations

694

CROSSREF CITATIONS

517

Scholarly Papers (63)

Indexing and Active Fund Management: International Evidence

Number of pages: 73 Posted: 03 May 2011 Last Revised: 06 Jan 2015
Martijn Cremers, Miguel A. Ferreira, Pedro Matos and Laura T. Starks
University of Notre Dame, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - Department of Finance
Downloads 3,854 (2,436)
Citation 19

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Mutual funds, Active management, Index funds, Exchange-traded funds, Competition, Fees, Performance

Indexing and Active Fund Management: International Evidence

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2558724
Number of pages: 73 Posted: 03 Feb 2015
Martijn Cremers, Miguel A. Ferreira, Pedro Matos and Laura T. Starks
University of Notre Dame, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - Department of Finance
Downloads 1,690 (9,782)
Citation 10

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Mutual funds, Active management, Index funds, Exchange-traded funds, Competition, Fees, Performance

2.

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 3,154 (3,502)
Citation 22

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Mutual funds, Performance, Fund characteristics, Investor protection

Does Governance Travel around the World? Evidence from Institutional Investors

Fisher College of Business Working Paper No. 2009-008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 267/2018, Fourth Singapore International Conference on Finance 2010 Paper, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 72 Posted: 24 Mar 2009 Last Revised: 29 Oct 2018
Reena Aggarwal, Isil Erel, Miguel A. Ferreira and Pedro Matos
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 1,599 (10,732)
Citation 91

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Institutional Investors, Corporate Governance, Shareholder Activism

Does Governance Travel Around the World? Evidence from Institutional Investors

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66 Posted: 06 Jul 2010
Reena Aggarwal, Isil Erel, Miguel A. Ferreira and Pedro Matos
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 639 (41,199)

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Institutional Investors, Corporate Governance, Shareholder Activism

4.

Are US CEOs Paid More? New International Evidence

EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper, ECGI - Finance Working Paper No. 255/2009
Number of pages: 50 Posted: 12 Feb 2009 Last Revised: 19 Jun 2012
Nuno Fernandes, Miguel A. Ferreira, Pedro Matos and Kevin J. Murphy
University of Navarra, IESE Business School, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Southern California - Marshall School of Business
Downloads 1,902 (8,224)
Citation 31

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Executive compensation, CEO pay, International pay differences, Stock options, Corporate governance

5.

How Do Banks Manage Interest Rate Risk: Hedge or Bet?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 37 Posted: 17 Jul 2008
Luís Vasco Lourenço Pinheiro and Miguel A. Ferreira
ISEGI NOVA and Nova School of Business and Economics
Downloads 1,647 (10,408)
Citation 1

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Bank returns, Interest Risk Management, Duration Gap

6.
Downloads 1,545 ( 11,507)
Citation 22

Board Structure and Price Informativeness

ECGI - Finance Working Paper No. 160/2007, EFA 2008 Athens Meetings Paper
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 06 Jan 2009
Miguel A. Ferreira, Daniel Ferreira and Clara C. Raposo
Nova School of Business and Economics, London School of Economics - Department of Finance and Technical University of Lisbon (UTL) - School of Economics and Management
Downloads 1,168 (17,468)
Citation 20

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Corporate boards, Independent directors, Price informativeness, Monitoring

Board Structure and Price Informativeness

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 15 Apr 2010
Daniel Ferreira, Miguel A. Ferreira and Clara C. Raposo
London School of Economics - Department of Finance, Nova School of Business and Economics and Technical University of Lisbon (UTL) - School of Economics and Management
Downloads 377 (79,834)

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Corporate boards, Independent directors, Price informativeness, Monitoring

Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

AFA 2010 Atlanta Meetings Paper
Number of pages: 57 Posted: 22 Mar 2009 Last Revised: 25 Jul 2010
Miguel A. Ferreira and Pedro Santa-Clara
Nova School of Business and Economics and New University of Lisbon - Nova School of Business and Economics
Downloads 1,176 (17,280)
Citation 12

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Equity premium, forecasting, stock market, predictive regression

Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 19 Aug 2010
Miguel A. Ferreira and Pedro Santa-Clara
Nova School of Business and Economics and New University of Lisbon - Nova School of Business and Economics
Downloads 145 (207,884)

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Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

NBER Working Paper No. w14571
Number of pages: 34 Posted: 29 Dec 2008 Last Revised: 20 Jan 2009
Miguel A. Ferreira and Pedro Santa-Clara
Nova School of Business and Economics and New University of Lisbon - Nova School of Business and Economics
Downloads 62 (366,793)

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8.

The Real Effects of Credit Ratings: The Sovereign Ceiling Channel

Journal of Finance, Forthcoming
Number of pages: 75 Posted: 03 Nov 2013 Last Revised: 05 Oct 2017
Heitor Almeida, Igor Cunha, Miguel A. Ferreira and Felipe Restrepo
University of Illinois at Urbana-Champaign, University of Kentucky, Nova School of Business and Economics and University of Western Ontario - Richard Ivey School of Business
Downloads 1,350 (14,263)
Citation 10

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Credit ratings, Sovereign bonds, Sovereign ceiling, Cost of capital, Investment, Capital structure

9.
Downloads 1,290 ( 15,284)
Citation 9

Do General Managerial Skills Spur Innovation?

ECGI - Finance Working Paper No. 376/2013, Darden Business School Working Paper No. 2289701
Number of pages: 80 Posted: 06 Jul 2013 Last Revised: 02 Oct 2017
Claudia Custodio, Miguel A. Ferreira and Pedro Matos
Imperial College London, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 1,208 (16,585)
Citation 8

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General human capital, Innovation, Patents, R&D, Risk taking

Do General Managerial Skills Spur Innovation?

Management Science Forthcoming, Darden Business School Working Paper No. 3151444
Number of pages: 74 Posted: 02 Apr 2018
Claudia Custodio, Miguel A. Ferreira and Pedro Matos
Imperial College London, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 82 (312,911)
Citation 1

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General human capital, Innovation, Patents, R&D, Risk taking

10.

Cash Holdings and Business Conditions

Number of pages: 43 Posted: 25 Oct 2004
Miguel A. Ferreira, Claudia Custodio and Clara C. Raposo
Nova School of Business and Economics, Imperial College London and Technical University of Lisbon (UTL) - School of Economics and Management
Downloads 1,228 (16,481)
Citation 8

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Cash holdings, Liquidity, Business conditions

Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions

EFA 2007 Ljubljana Meetings Paper
Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 29 Jan 2009
Massimo Massa, Miguel A. Ferreira and Pedro Matos
INSEAD - Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 885 (26,307)
Citation 2

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Institutional investors, Mergers and acquisitions, Financial integration

Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions

Review of Financial Studies, Forthcoming, Marshall School of Business Working Paper No. FBE 28-09
Number of pages: 60 Posted: 01 Jul 2009 Last Revised: 09 Sep 2009
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business
Downloads 207 (151,537)
Citation 2

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Institutional investors, Mergers and acquisitions, Financial integration

Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions

The Review of Financial Studies, Vol. 23, Issue 2, pp. 601-644, 2009
Posted: 01 Feb 2010
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business

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G15, G23, G34

Asset Management within Commercial Banking Groups: International Evidence

Darden Business School Working Paper No. 2543175
Number of pages: 78 Posted: 28 Dec 2014 Last Revised: 15 Aug 2017
Miguel A. Ferreira, Pedro Matos and Pedro Pires
Nova School of Business and Economics, University of Virginia - Darden School of Business and Nova School of Business and Economics
Downloads 989 (22,360)
Citation 2

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Mutual funds, Fund performance, Conflicts of interest, Universal banking

Asset Management within Commercial Banking Groups: International Evidence

Journal of Finance, Forthcoming, Darden Business School Working Paper No. 3072196
Number of pages: 77 Posted: 20 Nov 2017
Miguel A. Ferreira, Pedro Matos and Pedro Pires
Nova School of Business and Economics, University of Virginia - Darden School of Business and Nova School of Business and Economics
Downloads 84 (308,187)
Citation 2

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Mutual funds, Fund performance, Conflicts of interest, Universal banking

The Colors of Investors' Money: The Role of Institutional Investors Around the World

Number of pages: 54 Posted: 21 Feb 2006
Miguel A. Ferreira and Pedro Matos
Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 1,053 (20,344)
Citation 97

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Institutional Investors, Monitoring, International Capital Markets

The Colors of Investors' Money: The Role of Institutional Investors Around the World

Journal of Financial Economics (JFE), Forthcoming
Posted: 24 Jul 2007
Miguel A. Ferreira and Pedro Matos
Nova School of Business and Economics and University of Virginia - Darden School of Business

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Institutional Investors, Monitoring, International Capital Markets

Are Foreign Investors Locusts? The Long-Term Effects of Foreign Institutional Ownership

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 468/2016, Darden Business School Working Paper No. 2640045
Number of pages: 81 Posted: 06 Aug 2015 Last Revised: 21 Dec 2016
Jan Bena, Miguel A. Ferreira, Pedro Matos and Pedro Pires
University of British Columbia - Sauder School of Business, Nova School of Business and Economics, University of Virginia - Darden School of Business and Nova School of Business and Economics
Downloads 567 (48,321)
Citation 19

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Corporate innovation, R&D, Patents, Institutional ownership, Financial globalization, Monitoring, Short-termism

Are Foreign Investors Locusts? The Long-Term Effects of Foreign Institutional Ownership

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2860849
Number of pages: 82 Posted: 29 Oct 2016
Jan Bena, Miguel A. Ferreira, Pedro Matos and Pedro Pires
University of British Columbia - Sauder School of Business, Nova School of Business and Economics, University of Virginia - Darden School of Business and Nova School of Business and Economics
Downloads 474 (60,634)
Citation 4

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Innovation, Institutional ownership, Investment, Monitoring, Patents

15.

Are US CEOs Paid More? New International Evidence

Review of Financial Studies, Forthcoming
Number of pages: 66 Posted: 10 Oct 2012 Last Revised: 27 Nov 2012
Nuno Fernandes, Miguel A. Ferreira, Pedro Matos and Kevin J. Murphy
University of Navarra, IESE Business School, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Southern California - Marshall School of Business
Downloads 1,040 (21,089)

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executive compensation, CEO pay, international pay differences, stock options, corporate governance

16.
Downloads 1,025 ( 21,564)
Citation 10

Creditor Control Rights and Board Independence

Journal of Finance, Forthcoming, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 443/2014
Number of pages: 104 Posted: 15 Mar 2012 Last Revised: 11 Oct 2017
Daniel Ferreira, Miguel A. Ferreira and Beatriz Mariano
London School of Economics - Department of Finance, Nova School of Business and Economics and Humboldt University of Berlin - Institute of Finance
Downloads 1,025 (21,189)
Citation 3

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Corporate boards, Corporate governance, Covenant violations

Creditor Control Rights and Board Independence

CEPR Discussion Paper No. DP11870
Number of pages: 84 Posted: 02 Mar 2017
Daniel Ferreira, Miguel A. Ferreira and Beatriz Mariano
London School of Economics - Department of Finance, Nova School of Business and Economics and Humboldt University of Berlin - Institute of Finance
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Citation 6
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Corporate Governance, Idiosyncratic Risk, and Information Flow

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 18 Nov 2004
Miguel A. Ferreira and Paul A. Laux
Nova School of Business and Economics and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 1,002 (21,927)
Citation 58

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Corporate governance, Takeovers, Idiosyncratic risk, Institutional investors, Capital budgeting

Corporate Governance, Idiosyncratic Risk, and Information Flow

Journal of Finance, Vol. 62, No. 2, pp. 951-990, April 2007
Posted: 08 May 2007
Miguel A. Ferreira and Paul A. Laux
Nova School of Business and Economics and University of Delaware - Alfred Lerner College of Business and Economics

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18.
Downloads 993 ( 22,617)
Citation 25

Insider Trading Laws and Stock Price Informativeness

EFA 2006 Zurich Meetings Paper, ECGI - Finance Working Paper No. 161/2007
Number of pages: 62 Posted: 26 May 2006
Nuno Fernandes and Miguel A. Ferreira
University of Navarra, IESE Business School and Nova School of Business and Economics
Downloads 993 (22,234)
Citation 25

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Insider trading laws, Market efficiency, Investor protection, Cost of equity

Insider Trading Laws and Stock Price Informativeness

Review of Financial Studies, Forthcoming
Posted: 08 May 2007
Nuno Fernandes and Miguel A. Ferreira
University of Navarra, IESE Business School and Nova School of Business and Economics

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Insider Trading Laws and Stock Price Informativeness

The Review of Financial Studies, Vol. 22, Issue 5, pp. 1845-1887, 2009
Posted: 13 Apr 2009
Miguel A. Ferreira and Nuno Fernandes
Nova School of Business and Economics and University of Navarra, IESE Business School

Abstract:

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G14, G38

19.

The Evolution of Earnings Management and Firm Valuation: A Cross-Country Analysis

EFA 2007 Ljubljana Meetings Paper
Number of pages: 39 Posted: 27 Feb 2007 Last Revised: 22 Oct 2007
Nuno Fernandes and Miguel A. Ferreira
University of Navarra, IESE Business School and Nova School of Business and Economics
Downloads 953 (24,037)
Citation 2

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Earnings management, investment opportunities, financial markets, firm valuation

20.
Downloads 688 ( 29,099)
Citation 38

Why Are U.S. Firms Using More Short-Term Debt?

Number of pages: 63 Posted: 18 Mar 2010 Last Revised: 19 Jun 2012
Claudia Custodio, Miguel A. Ferreira and Luis Laureano
Imperial College London, Nova School of Business and Economics and ISCTE - Lisbon University Institute - School of Business
Downloads 380 (79,114)
Citation 5

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Corporate debt maturity, Information asymmetry, Agency costs, New listings, Supply effects

Why are U.S. Firms Using More Short-Term Debt?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 19 Jun 2012
Claudia Custodio, Miguel A. Ferreira and Luis Laureano
Imperial College London, Nova School of Business and Economics and ISCTE - Lisbon University Institute - School of Business
Downloads 308 (100,627)
Citation 6

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corporate debt maturity, information asymmetry, agency costs, new listings, supply effects

Does International Cross-Listing Improve the Information Environment?

EFA 2005 Moscow Meetings
Number of pages: 53 Posted: 05 Mar 2005
Nuno Fernandes and Miguel A. Ferreira
University of Navarra, IESE Business School and Nova School of Business and Economics
Downloads 819 (29,350)
Citation 11

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Cross-listing, Firm-specific stock return variation, Emerging markets, Analyst coverage

Does International Cross-Listing Improve the Information Environment?

Journal of Financial Economics (JFE), Forthcoming
Posted: 24 Jul 2007
Nuno Fernandes and Miguel A. Ferreira
University of Navarra, IESE Business School and Nova School of Business and Economics

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Cross-listing, Firm-specific stock return variation, Emerging markets, Analyst coverage

22.

Lending Relationships and the Effect of Bank Distress: Evidence from the 2007-2009 Financial Crisis

Number of pages: 60 Posted: 24 Oct 2010 Last Revised: 05 Dec 2015
Daniel R. Carvalho, Miguel A. Ferreira and Pedro Matos
Indiana University - Kelley School of Business, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 817 (29,918)
Citation 16

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Lending Relationships, Bank Distress, Public Debt Markets, Financial Crisis

23.

Forecasting Spot Interest Rate Volatility

EFA 2000 Meetings Paper No. 0095
Number of pages: 54 Posted: 27 Mar 2000
Miguel A. Ferreira
Nova School of Business and Economics
Downloads 811 (30,227)
Citation 1

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Interest rates, Stochastic volatility, GARCH, Forecasting.

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 390/2014, Darden Business School Working Paper No. 2309117
Number of pages: 66 Posted: 13 Aug 2013 Last Revised: 07 Mar 2018
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 599 (44,941)
Citation 5

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Foreign direct investment, Corporate governance, Cross-border mergers and acquisitions, Spillovers

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

Review of Financial Studies Forthcoming, Darden Business School Working Paper No. 3151344
Number of pages: 62 Posted: 02 Apr 2018
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 152 (199,860)

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Foreign direct investment, Corporate governance, Cross-border mergers and acquisitions, Spillovers

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

CEPR Discussion Paper No. DP10917
Number of pages: 50 Posted: 04 Nov 2015
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
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Corporate governance, Cross-border mergers and acquisitions, Foreign direct investment, Spillovers

25.

Generalists versus Specialists: Lifetime Work Experience and CEO Pay

AFA 2012 Chicago Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 333/2012
Number of pages: 62 Posted: 15 Mar 2011 Last Revised: 23 Oct 2018
Claudia Custodio, Miguel A. Ferreira and Pedro Matos
Imperial College London, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 735 (34,596)
Citation 10

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Executive Compensation, Market for Executives, Human Capital

Why Do Firms Hold Cash? Evidence from Emu Countries

Number of pages: 43 Posted: 08 Nov 2004
Miguel A. Ferreira and António Vilela
Nova School of Business and Economics and University Institute of Lisbon (IUL) - School of Business
Downloads 677 (38,094)
Citation 33

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Cash holdings, liquidity, agency costs, corporate governance

Why Do Firms Hold Cash? Evidence from Emu Countries

European Financial Management, Vol. 10, No. 2, pp. 295-319, June 2004
Posted: 20 Jun 2004
Miguel A. Ferreira and António Vilela
Nova School of Business and Economics and University Institute of Lisbon (IUL) - School of Business

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Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility

AFA 2004 San Diego Meetings
Number of pages: 42 Posted: 31 Jul 2003
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra
Downloads 668 (38,790)
Citation 9

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Developed markets volatility, industry risk, country risk, international portfolio diversification

Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 26 Oct 2004
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra

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Developed markets volatility, industry risk, country risk, international portfolio diversification

28.

Information in the Idiosyncratic Volatility of Small Firms

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 3020
Number of pages: 59 Posted: 13 Dec 2004
David P. Brown and Miguel A. Ferreira
University of Wisconsin - Madison - Department of Finance, Investment and Banking and Nova School of Business and Economics
Downloads 648 (41,024)
Citation 20

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Idiosyncratic Risk, Systematic Risk, Small Firms

The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration

Number of pages: 84 Posted: 12 Dec 2014 Last Revised: 13 Mar 2017
Manuel Adelino, Igor Cunha and Miguel A. Ferreira
Duke University, University of Kentucky and Nova School of Business and Economics
Downloads 626 (42,391)
Citation 5

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Municipal bonds, Credit ratings, Local demand, Government employment, Private employment, Income

The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration

CEPR Discussion Paper No. DP11811
Number of pages: 87 Posted: 30 Jan 2017
Manuel Adelino, Igor Cunha and Miguel A. Ferreira
Duke University, University of Kentucky and Nova School of Business and Economics
Downloads 1 (703,841)
Citation 5
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Credit ratings, Government Employment, Income, Local Economy, Municipal Bonds, Private Employment, Public Finance

30.

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 620 (43,520)
Citation 1

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

31.

Correlation Dynamics of Global Industry Portfolios

Number of pages: 59 Posted: 16 Mar 2004
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra
Downloads 586 (46,873)
Citation 4

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Correlation, global industry portfolios, asymmetries, trends

32.

Fund Performance and Equity Lending: Why Lend What You Can Sell?

Review of Finance (2017) V21 (3), 1093-1121
Number of pages: 52 Posted: 06 Jul 2012 Last Revised: 07 Jun 2017
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 583 (47,195)
Citation 5

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Mutual funds, Index funds, Performance, Security lending

33.

Dividend Clienteles Around the World: Evidence from Institutional Holdings

Marshall School of Business Working Paper No. FBE 35-09
Number of pages: 54 Posted: 13 Aug 2009 Last Revised: 28 Jun 2010
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business
Downloads 520 (54,585)
Citation 7

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Payout policy, Institutional investors, Dividend clienteles, Transaction costs

34.
Downloads 516 ( 55,110)
Citation 3

Investor-Stock Decoupling in Mutual Funds

AFA 2013 San Diego Meetings Paper, Marshall School of Business Working Paper No. FBE 07-10
Number of pages: 57 Posted: 16 Mar 2010 Last Revised: 27 Sep 2016
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business
Downloads 424 (69,568)
Citation 1

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Mutual funds, Performance, Fund flows, Risk taking, Limits of arbitrage

Investor-Stock Decoupling in Mutual Funds

Management Science, Forthcoming, Darden Business School Working Paper No. 2844387, INSEAD Working Paper No. 2016/71/FIN
Number of pages: 57 Posted: 28 Sep 2016 Last Revised: 18 Dec 2016
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business
Downloads 65 (357,697)

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Mutual Funds, Performance, Fund Flows, Risk Taking, Limits to Arbitrage

Investor-Stock Decoupling in Mutual Funds

Management Science Forthcoming, Darden Business School Working Paper No. 3151441
Number of pages: 57 Posted: 02 Apr 2018
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business
Downloads 26 (518,077)

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Mutual funds, Performance, Fund flows, Risk taking, Limits to arbitrage

Investor-Stock Decoupling in Mutual Funds

CEPR Discussion Paper No. DP11476
Number of pages: 58 Posted: 06 Sep 2016
Miguel A. Ferreira, Massimo Massa and Pedro Matos
Nova School of Business and Economics, INSEAD - Finance and University of Virginia - Darden School of Business
Downloads 1 (703,841)
Citation 1
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Fund flows, Limits to Arbitrage, Mutual funds, Performance, Risk Taking

35.

Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades

Review of Financial Studies, Forthcoming
Number of pages: 76 Posted: 10 Jan 2014 Last Revised: 15 Jan 2016
Manuel Adelino and Miguel A. Ferreira
Duke University and Nova School of Business and Economics
Downloads 511 (55,786)
Citation 5

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Bank credit supply, Credit channel, Credit ratings, Sovereign debt

36.

Timing and Holding Periods for Common Stocks: A Duration-Based Analysis

Number of pages: 47 Posted: 26 Oct 2004
Jorge Diz Dias and Miguel A. Ferreira
European Central Bank (ECB) and Nova School of Business and Economics
Downloads 474 (61,279)

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Holding periods, Sequential financial decisions, Hazard models

37.

Generalists Versus Specialists: Lifetime Work Experience and CEO Pay

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2116525
Number of pages: 56 Posted: 26 Jul 2012
Claudia Custodio, Miguel A. Ferreira and Pedro Matos
Imperial College London, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 444 (66,329)

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Executive compensation, Market for executives, Human capital

38.

Do Locals Know Better? A Comparison of the Performance of Local and Foreign Institutional Investors

Number of pages: 49 Posted: 18 Mar 2009 Last Revised: 16 Jun 2017
Miguel A. Ferreira, Pedro Matos, João Pedro Pereira and Pedro Pires
Nova School of Business and Economics, University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 427 (69,586)
Citation 8

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Mutual Funds, Domestic, Foreign, Holdings, Global, Local, Money managers

39.

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 405 (74,229)
Citation 24

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

Forecasting the Comovements of Spot Interest Rates

Number of pages: 37 Posted: 17 Jan 2001
Miguel A. Ferreira
Nova School of Business and Economics
Downloads 403 (73,940)

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Interest rates, Covariance models, GARCH, Forecasting

Forecasting the Comovements of Spot Interest Rates

Journal of International Money and Finance, Forthcoming
Posted: 27 Oct 2004
Miguel A. Ferreira
Nova School of Business and Economics

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Interest rates, Covariance models, GARCH, Forecasting

41.

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 392 (77,056)
Citation 8

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Do Financial Markets Affect Election Outcomes? Evidence from Municipal Bond Ratings

Number of pages: 53 Posted: 18 Mar 2016 Last Revised: 09 Jan 2019
Igor Cunha, Miguel A. Ferreira and Rui Silva
University of Kentucky, Nova School of Business and Economics and London Business School - Department of Finance
Downloads 361 (84,083)
Citation 2

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Elections, Credit Ratings, Financial Constraints, Municipal Bonds, Government Spending, Economic Conditions

Can Credit Rating Agencies Affect Election Outcomes?

CEPR Discussion Paper No. DP12430
Number of pages: 62 Posted: 17 Nov 2017
Igor Cunha, Miguel A. Ferreira and Rui Silva
University of Kentucky, Nova School of Business and Economics and London Business School - Department of Finance
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Credit ratings, Economic Conditions, elections, Financial constraints, government spending, Municipal Bonds

43.

Capital Structure and Law Around the World

Journal of Multinational Financial Management 21 (2011) 119-150
Number of pages: 47 Posted: 04 Nov 2012 Last Revised: 26 Nov 2012
Paulo F. Pereira Alves and Miguel A. Ferreira
CMVM - Portuguese Securities and Exchange Commission, ISCAL and Lusofona University and Nova School of Business and Economics
Downloads 336 (91,976)

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Capital structure, Institutional environment, Market timing

44.

Tail Risk and Pk-Tail Risk

Number of pages: 29 Posted: 22 Dec 2004
Carlos Pedro dos Santos Gonçalves and Miguel A. Ferreira
Political and Strategic Studies Institute (ISCSP-IEPE) and Nova School of Business and Economics
Downloads 297 (105,316)

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Tail risk, pK-tail risk, Yaari's dual theory, distorted risk measures, premium principles

45.

Corporate Boards and SEOs: The Effect of Certification and Monitoring

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 22 Mar 2008 Last Revised: 06 Dec 2015
Miguel A. Ferreira and Paul A. Laux
Nova School of Business and Economics and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 287 (109,283)
Citation 4

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Equity offerings, Corporate boards, Announcement returns, Monitoring

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework

FRB of San Francisco Working Paper No. 2004-03
Number of pages: 56 Posted: 08 Dec 2003
Miguel A. Ferreira and Jose A. Lopez
Nova School of Business and Economics and Federal Reserve Bank of San Francisco
Downloads 272 (115,052)
Citation 4

Abstract:

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Interest rates, GARCH, Forecasting, Value-at-Risk

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework

Journal of Financial Econometrics, Vol. 3, No. 1, pp. 126-168, Winter 2005
Posted: 29 Feb 2008
Miguel A. Ferreira and Jose A. Lopez
Nova School of Business and Economics and Federal Reserve Bank of San Francisco

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covariance models, forecasting, GARCH, interest rates, risk management, value-at-risk

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework

Journal of Financial Econometrics, Forthcoming
Posted: 27 Oct 2004
Miguel A. Ferreira and Jose A. Lopez
Nova School of Business and Economics and Federal Reserve Bank of San Francisco

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Interest rates, Covariance models, GARCH, Forecasting, Value-at-Risk

The Importance of Industry and Country Effects in the Emu Equity Markets

Number of pages: 42 Posted: 27 May 2003
Miguel A. Ferreira and Miguel Angelo Ferreira
Nova School of Business and Economics and Banco Comercial Portugues
Downloads 214 (146,700)
Citation 2

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International equity markets, Diversification; Volatility, EMU

The Importance of Industry and Country Effects in the Emu Equity Markets

European Financial Management, Vol. 12, No. 3, pp. 341-373, June 2006
Number of pages: 34 Posted: 19 May 2006
Miguel A. Ferreira and Miguel Ângelo Ferreira
Nova School of Business and Economics and University Institute of Lisbon (IUL) - School of Business
Downloads 20 (556,660)
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The Importance of Industry and Country Effects in the Emu Equity Markets

European Financial Management Journal, Forthcoming
Posted: 20 Apr 2005
Miguel A. Ferreira and Miguel Angelo Ferreira
Nova School of Business and Economics and Banco Comercial Portugues

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International equity markets, Diversification; Volatility; EMU

48.

Does Institutional Ownership Matter for International Stock Return Comovement?

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 465/2016
Number of pages: 54 Posted: 12 Jun 2015 Last Revised: 27 Jun 2017
José Afonso Faias and Miguel A. Ferreira
Catholic University of Portugal (UCP) and Nova School of Business and Economics
Downloads 231 (136,625)
Citation 1

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Institutional investors, Comovements, International diversification, International capital markets

49.

Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk

Number of pages: 58 Posted: 21 Mar 2006
David P. Brown and Miguel A. Ferreira
University of Wisconsin - Madison - Department of Finance, Investment and Banking and Nova School of Business and Economics
Downloads 213 (147,725)
Citation 1

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Idiosyncratic risk, Entrepreneurial risk, Small firms

50.

Home Equity Bias and Industry Concentration

Number of pages: 61 Posted: 29 May 2007
Miguel A. Ferreira and Antonio F. Miguel
Nova School of Business and Economics and Instituto Universitário de Lisboa (ISCTE - IUL)
Downloads 209 (150,378)
Citation 3

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Investment allocation, Home Bias, Investor protection

51.

Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market

Review of Financial Studies, Forthcoming, Darden Business School Working Paper No. 2038027
Number of pages: 57 Posted: 14 Apr 2012
Miguel A. Ferreira and Pedro Matos
Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 195 (160,515)
Citation 4

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Universal banking, Syndicated loans, Corporate boards, Institutional ownership

52.

Portfolio Flows, Volatility and Growth

Number of pages: 42 Posted: 07 Dec 2003
Miguel A. Ferreira and Paul A. Laux
Nova School of Business and Economics and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 161 (189,998)
Citation 2

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Portfolio Flows, Financial Integration, Growth, Economic Development

53.

Identifying the Characteristics of Banks Proprietary Trading Style

Number of pages: 33 Posted: 19 Jul 2011
Luís Vasco Lourenço Pinheiro and Miguel A. Ferreira
ISEGI NOVA and Nova School of Business and Economics
Downloads 151 (200,555)

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Banks Proprietary Trading, Hedge Fund Strategies

54.

Who Owns the Largest Firms Around the World?

International Research Journal of Finance and Economics, No. 21, pp. 93-111, 2008
Number of pages: 19 Posted: 23 Jun 2008 Last Revised: 10 Apr 2012
Paulo F. Pereira Alves and Miguel A. Ferreira
CMVM - Portuguese Securities and Exchange Commission, ISCAL and Lusofona University and Nova School of Business and Economics
Downloads 145 (207,422)

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Corporate ownership, Pyramidal structures

55.

Entrepreneurship and Regional Windfall Gains: Evidence from the Spanish Christmas Lottery

Number of pages: 58 Posted: 20 Dec 2018 Last Revised: 12 Nov 2019
ESADE Business School, Nova School of Business and Economics, Columbia Business School - Finance and Economics and University of Notre Dame - Mendoza College of Business
Downloads 140 (213,443)
Citation 1

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Entrepreneurship, Firm creation, Regional income, Local demand, Financial constraints, Social-demographic, Economic activity, Self-employment

56.

How Global is Your Mutual Fund? International Diversification from Multinationals

Number of pages: 60 Posted: 19 Mar 2019 Last Revised: 03 Jun 2019
Irem Demirci, Miguel A. Ferreira, Pedro Matos and Clemens Sialm
Nova School of Business and Economics, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - McCombs School of Business
Downloads 116 (246,571)
Citation 1

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Home bias, Mutual funds, Performance, International diversification, Multinationals, Cross-border M&A

The Economic Costs of Financial Distress

Number of pages: 77 Posted: 08 Jan 2019 Last Revised: 24 Dec 2019
Claudia Custodio, Miguel A. Ferreira and Emilia Garcia-Appendini
Imperial College London, Nova School of Business and Economics and University of Zurich - Department of Banking and Finance
Downloads 86 (303,699)

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Financial Distress, Economic Distress, Real Estate Shocks, Supply Chain

The Economic Costs of Financial Distress

CEPR Discussion Paper No. DP13862
Number of pages: 70 Posted: 02 Aug 2019
Claudia Custodio, Miguel A. Ferreira and Emilia Garcia-Appendini
Imperial College London, Nova School of Business and Economics and University of Zurich - Department of Banking and Finance
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Economic distress, financial distress, Real estate prices, Supply Chain

58.

Surviving the Perfect Storm: Exports, Fiscal Austerity, and Firm Heterogeneity

Number of pages: 34 Posted: 27 Dec 2019
Duke University, Nova SBE, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 18 (550,330)

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Fiscal austerity, Exports, Investment opportunities, Financial crises

59.

Is There Performance Persistence After All? International Evidence

Posted: 06 Dec 2010 Last Revised: 06 Dec 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

60.

International Corporate Governance: Database for 23 Countries

Posted: 01 Nov 2010 Last Revised: 24 Feb 2012
Reena Aggarwal, Isil Erel, Miguel A. Ferreira and Pedro Matos
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business

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Institutional Investors, International Corporate Governance, Shareholder Activism

61.

Centre Rules the Markets

The Icfai Journal of Applied Finance, Vol. 14, No. 10, 2008
Posted: 23 Jul 2010 Last Revised: 21 Feb 2012
Paulo F. Pereira Alves and Miguel A. Ferreira
CMVM - Portuguese Securities and Exchange Commission, ISCAL and Lusofona University and Nova School of Business and Economics

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European integration

62.

The Determinants of Domestic and Foreign Bond Bias

Journal of Multinational Financial Management, Vol. 21, No. 5, 2011
Posted: 24 May 2007 Last Revised: 12 Jan 2012
Miguel A. Ferreira and Antonio F. Miguel
Nova School of Business and Economics and Instituto Universitário de Lisboa (ISCTE - IUL)

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Investment allocation, Home Bias, Investor protection

63.

Does Sovereign Debt Ratings News Spill Over to International Stock Markets?

Journal of Banking and Finance, Forthcoming
Posted: 08 May 2007
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra

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Other Papers (3)

Total Downloads: 311
1.

Does Sovereign Debt Ratings News Spillover to International Stock Markets?

Number of pages: 32 Posted: 25 Oct 2004
Miguel A. Ferreira and Paulo M. Gama
Nova School of Business and Economics and University of Coimbra
Downloads 162

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Sovereign ratings, spillover effects, stock market

2.

Testing Models of the Spot Interest Rate Volatility

Number of pages: 54 Posted: 27 Oct 2004
Miguel A. Ferreira
Nova School of Business and Economics
Downloads 105

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Interest rates, Stochastic volatility, GARCH

3.

Equity Lending and Mutual Fund Performance

Number of pages: 46 Posted: 11 Jun 2012
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 44

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mutual funds, Index funds, performance, security lending