Vitor Dias Martins
Personal Details
First Name: | Vitor |
Middle Name: | |
Last Name: | Dias Martins |
Suffix: | |
RePEc Short-ID: | pdi637 |
[This author has chosen not to make the email address public] | |
Affiliation
Directorate-General Economic and Financial Affairs (ECFIN)
European Commission
Bruxelles/Brussel, Belgiumhttps://ec.europa.eu/info/departments/economic-and-financial-affairs_en
RePEc:edi:dg2ecbe (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- 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
- 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:
- 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.
- 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.
- 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.
- 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.
- Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
- Maria Rosa Borges, 2011.
"Random walk tests for the Lisbon stock market,"
Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
- Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics 2007/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- 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
Access and download statistics for all items
Co-authorship network on CollEc
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.- NEP-CBA: Central Banking (1) 2021-10-18
- NEP-EEC: European Economics (1) 2004-06-07
- NEP-FDG: Financial Development and Growth (1) 2021-10-18
- NEP-FIN: Finance (1) 2004-06-07
- NEP-FMK: Financial Markets (1) 2004-06-07
- NEP-MAC: Macroeconomics (1) 2021-10-18
- NEP-URE: Urban and Real Estate Economics (1) 2021-10-18
Corrections
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