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João Amaro de Matos
(Joao Amaro de Matos)

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Personal Details

First Name:Joao
Middle Name:
Last Name:Amaro de Matos
Suffix:
RePEc Short-ID:pam17
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http://docentes.fe.unl.pt/~amatos
Rua Marques de Fronteira, 20 1099-038 Lisbon Portugal
+351.21.382.2706

Affiliation

School of Business and Economics
Universidade Nova de Lisboa

Lisboa, Portugal
http://www.novasbe.unl.pt/
RePEc:edi:feunlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. João Amaro de Matos & Nuno Silva, 2012. "Consuming durable goods when stock markets jump: a strategic asset allocation approach," GEMF Working Papers 2012-01, GEMF, Faculty of Economics, University of Coimbra.
  2. Amaro de Matos, Joao & Dilao, Rui & Ferreira, Bruno, 2006. "The exact value for European options on a stock paying a discrete dividend," MPRA Paper 701, University Library of Munich, Germany.
  3. Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005. "Venture Capital as Human Resource Management," NBER Working Papers 11350, National Bureau of Economic Research, Inc.
  4. João Amaro de Matos, 2004. "Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets," Econometric Society 2004 Latin American Meetings 114, Econometric Society.
  5. Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing the Markov property with ultra high frequency financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 414, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  6. Matos, J. A. & Fernandes, M., 2000. "Market Microstructure Models and Markov Property," Finance Lab Working Papers flwp_29, Finance Lab, Insper Instituto de Ensino e Pesquisa.

Articles

  1. de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
  2. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November.
  3. João Amaro de Matos & Pedro Barros, 2004. "Social Norms and the Paradox of Elections’ Turnout," Public Choice, Springer, vol. 121(1), pages 239-255, October.
  4. Joao Amaro De Matos & Paula Antao, 2003. "Market illiquidity and bounds on European option prices," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 475-498.
  5. João Amaro de Matos, 2001. "MSM Estimators of European Options on Assets with Jumps," Mathematical Finance, Wiley Blackwell, vol. 11(2), pages 189-203, April.
  6. João Amaro de Matos & Paula Antão, 2001. "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-7.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Amaro de Matos, Joao & Dilao, Rui & Ferreira, Bruno, 2006. "The exact value for European options on a stock paying a discrete dividend," MPRA Paper 701, University Library of Munich, Germany.

    Cited by:

    1. Martina Nardon & Paolo Pianca, 2008. "An efficient binomial approach to the pricing of options on stocks with cash dividends," Working Papers 178, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    2. Martina Nardon & Paolo Pianca, 2012. "Extracting information on implied volatilities and discrete dividends from American options prices," Working Papers 2012_25, Department of Economics, University of Venice "Ca' Foscari".
    3. Alexander Buryak & Ivan Guo, 2014. "New analytic approach to address Put - Call parity violation due to discrete dividends," Papers 1407.7328, arXiv.org.

  2. Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005. "Venture Capital as Human Resource Management," NBER Working Papers 11350, National Bureau of Economic Research, Inc.

    Cited by:

    1. Balázs FazekasBalázs Fazekas, 2016. "Value-Creating Uncertainty – A Real Options Approach in Venture Capital," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 151-166.
    2. Fabio Bertoni & Tereza Tykvova, 2015. "Does governmental venture capital spur invention and innovation? Evidence from young European biotech companies," Post-Print hal-02313268, HAL.
    3. Sau Lino, 2007. "New Pecking Order Financing for Innovative Firms: an Overview," Department of Economics and Statistics Cognetti de Martiis. Working Papers 200702, University of Turin.
    4. Antonio Gledson De Carvalho & Humberto Gallucci-Netto & Eduardo M. R. Siqueira, 2017. "Determinants of success in venture capital investments: evidence from Brazil," Venture Capital, Taylor & Francis Journals, vol. 19(3), pages 147-161, July.
    5. Bertoni, Fabio & Tykvová, Tereza, 2013. "Which form of venture capital is most supportive of innovation? Evidence from European biotechnology companies," FZID Discussion Papers 69-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    6. Anne Stévenot & Loris Guéry, 2010. "Le rôle «d’entrepreneur institutionnel» des capitalinvestisseurs auprès des entreprises:des influences coercitives et cognitives liées à l’importance relative des ressources," Revue Finance Contrôle Stratégie, revues.org, vol. 13(2), pages 107-144., June.

Articles

  1. de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
    See citations under working paper version above.
  2. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November.

    Cited by:

    1. Su, Liangjun & White, Halbert, 2003. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series qt35v8g0fm, Department of Economics, UC San Diego.
    2. Chen, Bin & Hong, Yongmiao, 2012. "Testing For The Markov Property In Time Series," Econometric Theory, Cambridge University Press, vol. 28(1), pages 130-178, February.
    3. Laurini, Márcio Poletti & Furlani, Luiz Gustavo Cassilatti & Portugal, Marcelo Savino, 2008. "Empirical market microstructure: An analysis of the BRL/US$ exchange rate market," Emerging Markets Review, Elsevier, vol. 9(4), pages 247-265, December.
    4. Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012. "International market links and volatility transmission," Journal of Econometrics, Elsevier, vol. 170(1), pages 117-141.

  3. João Amaro de Matos & Pedro Barros, 2004. "Social Norms and the Paradox of Elections’ Turnout," Public Choice, Springer, vol. 121(1), pages 239-255, October.

    Cited by:

    1. Arye L. Hillman & Kfir Metsuyanim & Niklas Potrafke, 2015. "Democracy with Group Identity," CESifo Working Paper Series 5281, CESifo.
    2. Björn Kauder & Niklas Potrafke, 2014. "Just hire your spouse! Evidence from a political scandal in Bavaria," ifo Working Paper Series 194, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3. Fosco, Constanza & Laruelle, Annick & Sánchez, Angel, 2009. "Turnout Intention and Social Networks," IKERLANAK info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
    4. Massimiliano Landi & Mauro Sodini, 2010. "Conformism and Turnout," Working Papers 24-2010, Singapore Management University, School of Economics.
    5. Jeremy Clark & Abel François & Olivier Gergaud, 2024. "Social capital, social heterogeneity, and electoral turnout," Kyklos, Wiley Blackwell, vol. 77(4), pages 1142-1168, November.
    6. Yörük Bariş K., 2015. "Do Charitable Subsidies Crowd Out Political Giving? The Missing Link between Charitable and Political Contributions," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(1), pages 407-435, January.
    7. Landi, M. & Sodini, M., 2012. "An evolutionary analysis of turnout with conformist citizens," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1431-1447.
    8. Baris Yoruk, 2013. "Are Generous People More Likely to Vote?," Discussion Papers 13-10, University at Albany, SUNY, Department of Economics.
    9. Marco Giani & Pierre-Guillaume Méon, 2023. "Elections and norms of behaviour: a survey," Working Papers CEB 23-001, ULB -- Universite Libre de Bruxelles.
    10. Aggeborn, Linuz, 2016. "Voter turnout and the size of government," European Journal of Political Economy, Elsevier, vol. 43(C), pages 29-40.

  4. João Amaro de Matos & Paula Antão, 2001. "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-7.

    Cited by:

    1. Joao Amaro de Matos & Ana Lacerda, 2004. "Dry markets and superreplication bounds of American derivatives," Nova SBE Working Paper Series wp461, Universidade Nova de Lisboa, Nova School of Business and Economics.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2005-05-23
  2. NEP-ENT: Entrepreneurship (1) 2005-05-23
  3. NEP-FIN: Finance (1) 2005-05-23
  4. NEP-MIC: Microeconomics (1) 2004-10-30

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