Miguel A. Ferreira

Nova School of Business and Economics

Campus de Campolide

Lisbon, 1099-032

Portugal

European Corporate Governance Institute (ECGI)

c/o the Royal Academies of Belgium

Rue Ducale 1 Hertogsstraat

1000 Brussels

Belgium

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

SCHOLARLY PAPERS

69

DOWNLOADS
Rank 492

SSRN RANKINGS

Top 492

in Total Papers Downloads

51,967

SSRN CITATIONS
Rank 617

SSRN RANKINGS

Top 617

in Total Papers Citations

1,179

CROSSREF CITATIONS

521

Scholarly Papers (69)

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 4,062 (2,976)
Citation 20

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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 1,804 (11,437)
Citation 21

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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 3,349 (4,211)
Citation 32

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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 1,679 (12,810)
Citation 127

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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 729 (43,469)
Citation 5

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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 1,945 (10,311)
Citation 46

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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 1,729 (12,461)
Citation 1

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Bank returns, Interest Risk Management, Duration Gap

6.
Downloads 1,581 ( 14,322)
Citation 30

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 ISEG Lisbon School of Economics & Management
Downloads 1,179 (22,027)
Citation 24

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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 ISEG Lisbon School of Economics & Management
Downloads 402 (91,845)
Citation 5

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Corporate boards, Independent directors, Price informativeness, Monitoring

7.

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 1,509 (15,417)
Citation 28

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

8.
Downloads 1,457 ( 16,326)
Citation 20

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 1,354 (17,902)
Citation 21

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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 103 (325,187)

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

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 1,202 (21,413)
Citation 4

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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 156 (237,455)

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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: 25 Oct 2021
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 94 (345,260)

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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 ISEG Lisbon School of Economics & Management
Downloads 1,290 (19,548)
Citation 13

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Cash holdings, Liquidity, Business conditions

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 605 (55,673)
Citation 41

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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 604 (55,772)
Citation 9

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Innovation, Institutional ownership, Investment, Monitoring, Patents

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 1,067 (25,546)
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 97 (338,412)
Citation 10

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

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 920 (31,601)
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 216 (177,562)
Citation 7

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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

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 1,107 (24,174)
Citation 143

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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

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 1,106 (24,610)

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

16.
Downloads 1,098 ( 24,905)
Citation 16

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 1,098 (24,492)
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 10
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17.

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 1,095 (25,006)
Citation 5

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Earnings management, investment opportunities, financial markets, firm valuation

18.
Downloads 1,047 ( 26,643)
Citation 34

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 1,047 (26,242)
Citation 34

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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

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G14, G38

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 1,038 (26,566)
Citation 70

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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

Abstract:

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20.
Downloads 715 ( 33,989)
Citation 51

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 397 (93,182)
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 318 (119,820)
Citation 19

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

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 628 (53,074)
Citation 10

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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 224 (171,400)
Citation 1

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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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Citation 1
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Corporate governance, Cross-border mergers and acquisitions, Foreign direct investment, Spillovers

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 841 (35,745)
Citation 19

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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

23.

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 834 (36,687)
Citation 18

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

24.

Forecasting Spot Interest Rate Volatility

Number of pages: 54 Posted: 27 Mar 2000
Miguel A. Ferreira
Nova School of Business and Economics
Downloads 820 (37,534)
Citation 2

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Interest rates, Stochastic volatility, GARCH, Forecasting.

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 793 (38,767)
Citation 48

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Cash holdings, liquidity, agency costs, corporate governance

Why Do Firms Hold Cash? Evidence from Emu Countries

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

Abstract:

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26.

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 779 (40,309)
Citation 13

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Executive Compensation, Market for Executives, Human Capital

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 727 (43,639)
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 (829,489)
Citation 11
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Credit ratings, Government Employment, Income, Local Economy, Municipal Bonds, Private Employment, Public Finance

28.

Information in the Idiosyncratic Volatility of Small Firms

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 679 (48,518)
Citation 19

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Idiosyncratic Risk, Systematic Risk, Small Firms

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

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 675 (48,254)
Citation 13

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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

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

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 646 (51,763)
Citation 1

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

31.

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 623 (54,300)
Citation 7

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Mutual funds, Index funds, Performance, Security lending

32.

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 620 (54,657)

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Holding periods, Sequential financial decisions, Hazard models

33.

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 598 (57,124)
Citation 4

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Correlation, global industry portfolios, asymmetries, trends

34.

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 557 (62,502)
Citation 10

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Payout policy, Institutional investors, Dividend clienteles, Transaction costs

35.
Downloads 552 ( 63,213)
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 438 (83,092)
Citation 2

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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 70 (412,530)

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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 43 (519,859)

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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 (829,489)
Citation 1
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Fund flows, Limits to Arbitrage, Mutual funds, Performance, Risk Taking

36.

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 537 (65,401)
Citation 12

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

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 526 (67,127)

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Executive compensation, Market for executives, Human capital

Trade Credit and the Transmission of Unconventional Monetary Policy

Swedish House of Finance Research Paper No. 20-16
Number of pages: 75 Posted: 24 Sep 2020 Last Revised: 11 May 2021
Duke University, Nova School of Business and Economics, Stockholm School of Economics and Nova School of Business and Economics
Downloads 493 (71,977)
Citation 1

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Monetary policy, Trade credit, Corporate bonds, Investment, Employment

Trade Credit and the Transmission of Unconventional Monetary Policy

CEPR Discussion Paper No. DP14639
Number of pages: 67 Posted: 08 May 2020
Duke University, Nova School of Business and Economics, Stockholm School of Economics and Nova School of Business and Economics
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Citation 2
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corporate bonds, employment, investment, monetary policy, trade credit

Trade Credit and the Transmission of Unconventional Monetary Policy

NBER Working Paper No. w27077
Number of pages: 65 Posted: 05 May 2020 Last Revised: 27 Jun 2021
Duke University, Nova School of Business and Economics, Stockholm School of Economics and Nova School of Business and Economics
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39.

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 458 (79,570)
Citation 9

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40.

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 453 (80,597)
Citation 10

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

41.
Downloads 439 ( 83,596)
Citation 2

Do Credit Rating Agencies Influence Elections?

Number of pages: 61 Posted: 18 Mar 2016 Last Revised: 17 Aug 2020
Igor Cunha, Miguel A. Ferreira and Rui Silva
University of Kentucky, Nova School of Business and Economics and NOVA School of Business and Economics
Downloads 439 (82,858)
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 NOVA School of Business and Economics
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Credit ratings, Economic Conditions, elections, Financial constraints, government spending, Municipal Bonds

42.

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 423 (87,365)
Citation 27

Abstract:

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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 408 (90,301)

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Interest rates, Covariance models, GARCH, Forecasting

Forecasting the Comovements of Spot Interest Rates

Posted: 27 Oct 2004
Miguel A. Ferreira
Nova School of Business and Economics

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Interest rates, Covariance models, GARCH, Forecasting

44.

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 372 (101,294)
Citation 1

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Capital structure, Institutional environment, Market timing

45.

Tail Risk and Pk-Tail Risk

Number of pages: 29 Posted: 22 Dec 2004
Carlos Pedro dos Santos Gonçalves and Miguel A. Ferreira
Lusophone University of Humanities and Technologies and Nova School of Business and Economics
Downloads 303 (126,840)

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

46.

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 301 (127,772)
Citation 6

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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 279 (137,613)
Citation 5

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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

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

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

Number of pages: 46 Posted: 20 Dec 2018 Last Revised: 26 Apr 2021
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 276 (139,197)
Citation 3

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Entrepreneurship, Firm Creation, Disposable Income, Regional Development, Place-Based Policy, Business Cycle

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

CEPR Discussion Paper No. DP14638
Number of pages: 61 Posted: 08 May 2020
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 2 (816,301)
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Aggregate income, entrepreneurship, Financial Development, firm creation, Local demand, public policy, Self-employment

How Global is Your Mutual Fund? International Diversification from Multinationals

Number of pages: 82 Posted: 19 Mar 2019 Last Revised: 25 Apr 2021
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 264 (145,824)
Citation 2

Abstract:

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Home bias, Mutual funds, Performance, International diversification, Multinationals

How Global is Your Mutual Fund? International Diversification from Multinationals

NBER Working Paper No. w27648
Number of pages: 73 Posted: 10 Aug 2020
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 6 (780,035)
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50.

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 254 (152,052)
Citation 1

Abstract:

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Institutional investors, Comovements, International diversification, International capital markets

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 219 (175,209)
Citation 2

Abstract:

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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 (663,335)
Citation 2
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The Importance of Industry and Country Effects in the Emu Equity Markets

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

52.

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 221 (174,035)
Citation 1

Abstract:

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Idiosyncratic risk, Entrepreneurial risk, Small firms

53.

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 219 (175,548)
Citation 3

Abstract:

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Investment allocation, Home Bias, Investor protection

54.

Economic Impact of Climate Change

Number of pages: 65 Posted: 09 Dec 2020 Last Revised: 12 Aug 2021
Imperial College London, Nova School of Business and Economics, University of Zurich - Department of Banking and Finance and Imperial College London
Downloads 213 (180,175)

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Climate change, Climate finance, Economic costs, Firm sales, Production networks, Productivity, Financial constraints

55.

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 209 (183,446)
Citation 6

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Universal banking, Syndicated loans, Corporate boards, Institutional ownership

56.

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 167 (223,664)

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Banks Proprietary Trading, Hedge Fund Strategies

57.

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 167 (223,664)
Citation 2

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Portfolio Flows, Financial Integration, Growth, Economic Development

The Economic Costs of Financial Distress

Number of pages: 89 Posted: 08 Jan 2019 Last Revised: 07 May 2021
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 163 (228,569)

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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

59.

Which Entrepreneurs are Financially Constrained?

Number of pages: 44 Posted: 10 Apr 2020 Last Revised: 19 Feb 2021
Nova School of Business and Economics, IZA Institute of Labor EconomicsNova School of Business and Economics, Nova School of Business and Economics and Banco de Portugal
Downloads 153 (240,706)
Citation 1

Abstract:

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Entrepreneurship, Unemployment insurance, Financial constraints, Incorporated firms

60.

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 149 (246,029)

Abstract:

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Corporate ownership, Pyramidal structures

How Do Firms Respond to Demand Shocks? Evidence from the European Sovereign Debt Crisis

Number of pages: 41 Posted: 27 Dec 2019 Last Revised: 16 Mar 2020
Duke University, NOVA School of Business and EconomicsISCAL - Lisbon Accounting and Business School, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 128 (278,024)

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Fiscal austerity, Exports, Investment opportunities, Financial crises

How Do Firms Respond to Demand Shocks? Evidence from the European Sovereign Debt Crisis

CEPR Discussion Paper No. DP14640
Number of pages: 44 Posted: 08 May 2020
Duke University, NOVA School of Business and EconomicsISCAL - Lisbon Accounting and Business School, Nova School of Business and Economics and Nova School of Business and Economics
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exports, financial crises, Fiscal austerity, Investment opportunities

62.

Hiding in Plain Sight: The Global Implications of Manager Disclosure

Darden Business School Working Paper No. 3858045
Number of pages: 34 Posted: 03 Jun 2021 Last Revised: 19 Oct 2021
Richard B. Evans, Miguel A. Ferreira, Pedro Matos and Michael Young
University of Virginia - Darden School of Business, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Missouri at Columbia - Department of Finance
Downloads 64 (427,288)

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Mutual Funds; Management Teams; Anonymous Managers; Performance; Obfuscation

63.

Sovereign-Bank Diabolic Loop: The Government Procurement Channel

Number of pages: 78 Posted: 08 Jul 2021
Diana Bonfim, Miguel A. Ferreira, Francisco Queiro and Sujiao Zhao
Banco de Portugal, Nova School of Business and Economics, Nova School of Business and Economics and Bank of Portugal - Department of Economics
Downloads 45 (500,735)

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Credit supply, Government procurement, Investment, Employment, Financial crises, Bank-sovereign loop, Fiscal policy

64.

Collateral Value and Entrepreneurship: Evidence from a Property Tax Reform

Number of pages: 31 Posted: 23 Mar 2020
Miguel A. Ferreira, João Pereira dos Santos and Ana Venâncio
Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 29 (582,258)

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Entrepreneurship, Property taxes, Real estate collateral, Savings

65.

The Real Effects of FinTech Lending

Number of pages: 39 Posted: 04 Mar 2021
NOVA School of Business and Economics, Nova School of Business and Economics, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 109

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FinTech, SMEs, Peer-to-Business lending, Small business lending

66.

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

Abstract:

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Institutional Investors, International Corporate Governance, Shareholder Activism

67.

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

68.

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

69.

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: 328
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 163

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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 109

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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 56

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mutual funds, Index funds, performance, security lending