Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Amaro de Matos, João"'
Publikováno v:
European Journal of Education. Mar2022, Vol. 57 Issue 1, p65-77. 13p.
Autor:
Amaro de Matos, João, Silva, Nuno
Publikováno v:
In Journal of Economic Dynamics and Control May 2014 42:86-104
Publikováno v:
Journal of Modelling in Management, 2009, Vol. 4, Issue 3, pp. 235-248.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/17465660911006468
Publikováno v:
In Journal of Econometrics 2007 141(1):44-64
Autor:
De Carvalho, Antonio Gledson, Amaro de Matos, João, Pinheiro, Douglas Beserra, De Sa Mello, Marcio
Banks that supply capital and simultaneously underwrite securities for the same clients may benefit themselves or their clients at the expenses of investors by overpricing securities. We investigate this issue by analyzing price stabilization and sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::4af2a3e57141d2b62cb68b69ffaddee7
https://hdl.handle.net/10362/82746
https://hdl.handle.net/10362/82746
Autor:
Amaro de Matos, João, Mergulhão, João
We provide evidence that the presence of bankers in the board of directors reduce information asymmetry between credit markets and firms. We show that the impact of the presence of bankers on leverage is driven by firms with low level of debt. This e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::7c3ffe675ed5b953a6e524ab35af4bc5
https://hdl.handle.net/10362/82743
https://hdl.handle.net/10362/82743
The alignment of collective goals and individual behavior has been extensively studied by economists under a principal-agent framework. Two main solutions have been presented: explicit incentive contracts and monitoring. These solutions correspond to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::9ffa870971a4e27bb9cd2c9ccc26b2e2
https://hdl.handle.net/10362/11128
https://hdl.handle.net/10362/11128
Autor:
Amaro de Matos, João, Lacerda, Ana
In the framework of incomplete markets, due to the non-existence of trade at some points in time, and using a partial equilibrium analysis, we show how the bid-ask spread of an European derivative is generated. We also find conditons for the existenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::78a4a001df523162abe58d374818c0bb
https://hdl.handle.net/10362/83087
https://hdl.handle.net/10362/83087
Autor:
Amaro de Matos, João, Lacerda, Ana
We derive statistical arbitrage bounds for the buying and selling price of European derivatives under incomplete markets. In this paper, incompleteness is generated due to the fact that the market is dry, i.e., the underlying asset cannot be transact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::2917ac578fabda375306fce1a1b8d210
https://hdl.handle.net/10362/83088
https://hdl.handle.net/10362/83088
Autor:
Amaro de Matos, João, Lacerda, Ana
This paper studies the impact of dry markets for underlying assets on the pricing of American derivatives, using a discrete time framework. Dry markets are characterized by the possibility of non-existence of trading at certain dates. Such non-existe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::065519cd7c0b75891fd91c0081c1e30b
https://hdl.handle.net/10362/83208
https://hdl.handle.net/10362/83208