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Jose Benzinho

Personal Details

First Name:Jose
Middle Name:
Last Name:Benzinho
Suffix:
RePEc Short-ID:pbe112
[This author has chosen not to make the email address public]
Coimbra Business School - Instituto Superior de Contabilidade e Administração de Coimbra Quinta Agricola - Bencanta 3040-316 Coimbra (Portugal)
+(351) 239 802 000

Affiliation

Instituto Superior de Contabilidade e Administração de Coimbra

Coimbra, Portugal
http://www.iscac.pt/
RePEc:edi:iscacpt (more details at EDIRC)

Research output

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Jump to: Working papers

Working papers

  1. Benzinho, José, 2004. "The dividend policy of the Portuguese corporations: Evidence from Euronext Lisbon," MPRA Paper 1137, University Library of Munich, Germany.
  2. José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, University Library of Munich, Germany.

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. Benzinho, José, 2004. "The dividend policy of the Portuguese corporations: Evidence from Euronext Lisbon," MPRA Paper 1137, University Library of Munich, Germany.

    Cited by:

    1. Andres, C. & Betzer, A. & Goergen, M. & Renneboog, L.D.R., 2008. "The Dividend Policy of German Firms," Other publications TiSEM e7c96e08-3c29-4f98-8719-f, Tilburg University, School of Economics and Management.
    2. Fernau, Erik & Hirsch, Stefan, 2019. "What drives dividend smoothing? A meta regression analysis of the Lintner model," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 255-273.
    3. Urszula Mrzyglod & Sabina Nowak & Magdalena Mosionek-Schweda & Jakub M. Kwiatkowski, 2021. "What drives the dividend decisions in BRICS countries?," Oeconomia Copernicana, Institute of Economic Research, vol. 12(3), pages 593-629, September.
    4. Andres, Christian & Betzer, André & Goergen, Marc & Renneboog, Luc, 2009. "Dividend policy of German firms: A panel data analysis of partial adjustment models," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 175-187, March.

  2. José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, University Library of Munich, Germany.

    Cited by:

    1. Ana Rita Gonzaga & Helder Sebastião, 2012. "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers 2012-02, GEMF, Faculty of Economics, University of Coimbra.
    2. Hiremath, Gourishankar S & Bandi, Kamaiah, 2012. "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper 48710, University Library of Munich, Germany.
    3. Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper 48518, University Library of Munich, Germany.
    4. Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics 2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    5. Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
    6. Hiremath, Gourishankar S & Bandi, Kamaiah, 2009. "On the random walk characteristics of stock returns in India," MPRA Paper 46499, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

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 1 paper 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-EEC: European Economics (1) 2004-06-07
  2. NEP-FIN: Finance (1) 2004-06-07
  3. NEP-FMK: Financial Markets (1) 2004-06-07

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