2017 and Forthcoming
Anjos, F., & Kang, C. M. (2017). Managerial myopia, financial expertise, and executive-firm matching. Journal of Corporate Finance, 43, 464-479.
Faias, J. A., & Santa-Clara, P. (2017). Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing. Journal of Financial and Quantitative Analysis. 52(1), 277-303.
Major, M. J. (2017). Positivism and "alternative" research in accounting. Revista Contabilidade & Finanças, 28(74), 173-178.
Major, M. J., & Vieira, R. (2017). Contabilidade e Controlo de Gestão: Teoria, Metodologia e Prática. (2ª ed.) Escolar Editora.
Paligorova, T., & Santos, J. A. C. (2017). Monetary policy and bank risk-taking: Evidence from the corporate loan market. Journal of Financial Intermediation. 30, 35-49.
Santos, J. A. C., & Wilson, K. E. (2017). Does Banks’ Corporate Control Lower Funding Costs? Evidence from US Banks’ Control Over Firms’ Voting Rights. Journal of Financial Services Research, 51(3), 283-311.
2016 and Forthcoming
Adelino, Manuel, and Miguel Ferreira, 2016, Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades, Review of Financial Studies, forthcoming.
Almeida, Heitor, Igor Cunha, Miguel Ferreira, and Felipe Restrepo, 2016, The Real Effects of Credit Ratings: The Sovereign Ceiling Channel, Journal of Finance, forthcoming.
Amaro de Matos, J., & Lacerda, A. (2016). Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets. Journal of Mathematical Finance.
Anjos, F. (2016). Resource configuration, inter-firm networks, and organizational performance. Mathematical Social Sciences.
Boons, M. (2016). State variables, macroeconomic activity, and the cross section of individual stocks. Journal Of Financial Economics.
Brown, D. P., & Ferreira, M. A. (2016). Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk. Quarterly Journal of Finance
Clegg, S., & de Matos, J. A. (2016). Sustainability and organizational change management. (1st ed.) London: Routledge.
Cremers, M., Ferreira, M. A., Matos, P., & Starks, L. (2016). Indexing and active fund management: International evidence. Journal Of Financial Economics.
Cruz, I., & Major, M. J. (2016). Challenges of the New Public Management in a Public Hospital. In J. Leitão, & H. Alves (Eds.), Entrepreneurial and Innovative Practices in Public Institutions: A Quality of Life Approach. (pp. 237-260). (Applying Quality of Life Research). SPRINGER INTERNATIONAL PUBLISHING.
Fernandes, A., Burnett, S., Major, M. J., & Figueiredo, M. (2016). The National Health System in Portugal: From Expansion to Crisis. Revista de Ciências Empresariais e Jurídicas, 27, 85-101.
Ferreira, M. A., & Laux, P. (2016). Corporate Boards and SEOs: The Effect of Certification and Monitoring. Journal of Financial and Quantitative Analysis.
Lopes, I. T., & Ferraz, D. P. (2016). The value of intangibles and diversity on boards looking towards economic future returns: Evidence from non-financial Iberian business organisations. International Journal of Business Excellence.
Lopes, I. T., Ferraz, D. P., & Martins, M. M. (2016). The influence of diversity on boards on profitability: An overview across Iberian non-financial listed companies. Corporate Ownership & Control, 13(2CONT2), 454-460.
Lopes, I. T., Ferraz, D. P., & Rodrigues, A. M. G. (2016). The drivers of profitability in the top 30 major airlines worldwide. Measuring Business Excellence, 20(2), 26-37.
Major, M. J. (2016). Book Review: Inside Accounting: The Sociology of Financial Reporting and Auditing, by David Leung, Gower Publishing: Surrey, European Accounting Association Newsletter.
Nunes, C., Peixinho, R., & Major, M. J. (2016). O Activity-Based Costing no Setor Hospitalar: O Caso do Serviço de Ortopedia do Hospital de Faro. Contabilidade Gestão, 18(Março), 55-84.
Pimentel, L., & Major, M. J. (2016). Key success factors for quality management implementation: evidence from the public sector. Total Quality Management & Business Excellence, 27(9-10), 997-1012.
Porras Prado, M., Saffi, P. A. C., & Sturgess, J. (2016). Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets. Review Of Financial Studies, 29(12), 3211-3244.
Rangvid, J., Santa-Clara, P., & Schmeling, M. (2016). Capital market integration and consumption risk sharing over the long run. Journal Of International Economics, 103, 27-43.
Villiers, C., & Marques, A. (2016). Corporate social responsibility, country-level predispositions, and the consequences of choosing a level of disclosure. Accounting and Business Research, 46(2), 167-195
Barroso, Pedro, and Pedro Santa-Clara, 2015, Momentum Has Its Moments, Journal of Financial Economics 116, 111-120.
Boons, Martijn, 2015, State Variables, Macroeconomic Activity and the Cross-Section of Individual Stocks, Journal of Financial Economics, forthcoming.
Ferreira, Miguel, and Paul Laux, 2015, Corporate Boards and SEOs: The Effect of Certification and Monitoring, Journal of Financial and Quantitative Analysis, forthcoming.
Ferreira, Miguel, Daniel Carvalho, and Pedro Matos, 2015, Lending Relationships and the Effect of Bank Distress: Evidence from the 2007-2008 Financial Crisis, Journal of Financial and Quantitative Analysis, forthcoming.
Ferreira, Miguel, Martijn Cremers, Pedro Matos, and Laura Starks, 2015, Indexing and Active Fund Management: International Evidence, Journal of Financial Economics, forthcoming.
Maio, Paulo, and Pedro Santa-Clara, 2015, Dividend Yelds, Dividend Growth, and Return Predictability in the Cross Section of Stocks, Journal of Financial and Quantitative Analysis 50, 33-60.
Prado, Melissa, 2015, Future Lending Income and Security Value, Journal of Financial and Quantitative Analysis, forthcoming.
Santa-Clara, Pedro, and Jose Faias, 2015, Optimal Option Portfolio Strategies, Journal of Financial and Quantitative Analysis, forthcoming.
Santa-Clara, Pedro, and Pedro Barroso, 2015, Beyond the Carry Trade: Optimal Currency Portfolios, Journal of Financial and Quantitative Analysis, forhcoming.
Marques, Ana, and Helena Isidro, 2015, The Role of Institutional and Economic Forces in the Strategic Use of Non-GAAP Disclosures to Beat Earnings Benchmarks, European Accounting Review 24, 95-128.
Santos, Joao C. and Vitaly M. Bord, 2015, Does Securitization of Corporate Loans Lead to Riskier Lending? Journal of Money, Credit and Banking 47, 415-44.
Silva, Andre, Daniel Ferreira, and Gustavo Manso, 2014, Incentives to Innovate and the Decision to Go Public or Private, Review of Financial Studies 27, 256-300.
Almeida, Heitor, Murillo Campello, Igor Cunha, and Michael. Weisbach, 2014, Corporate Liquidity Management: A Conceptual Framework and Survey, Annual Review of Financial Economics 6, 135-162.
Matos, Joao Amaro, and Nuno Silva, 2014, Consuming Durable Goods When Stock Markets Jump: A Strategic Asset Allocation Approach, Journal of Economic Dynamics and Control 42, 86-104.
Santos, Joao, and Vitaly Bord, 2014, Banks’ Liquidity and the Cost of Liquidity to Corporations, Journal of Money, Credit and Banking 46, 13-45.
Santos, João, 2014, Evidence from the Bond Market on Banks’ Too-Big-to-Fail Subsidy, Federal Reserve Bank of New York Economic Policy Review 20, 29-39.
Santos, João, and Galina Hale, 2014, Do Banks Propagate Shocks to the Debt Market?, Journal of Financial Economic Policy 6, 270-310.
Santos, João, Gara Afonso, and James Traina, 2014, Do Too-Big-to-Fail Banks Take on More Risk? Federal Reserve Bank of New York Economic Policy Review 20, 41-58.
Santos, João, Ivan Ivanov, and Thu Vo, 2014, The Introduction of Market-Based Pricing in Corporate Lending, Journal of Financial Perspectives 2, 1-10.
Brounen, Dirk, Melissa Porras Prado, and David Ling, 2013, Short Sales and Fundamental Value: Explaining the REIT Premium to NAV, Real Estate Economics 41, 481-516.
Fernandes, Nuno, Miguel Ferreira, Pedro Matos, and Kevin J. Murphy, 2013, Are U.S. CEOS Paid More? New International Evidence, Review of Financial Studies 26, 323-367.
Ferreira, Miguel, Claudia Custódio, and Luis Laureano, 2013, Why Are U.S. Firms Using More Short-Term Debt?, Journal of Financial Economics 108, 182-212.
Ferreira, Miguel, Aneel Keswani, António Miguel, and Sofia Ramos, 2013, The Determinants of Mutual Fund Performance: A Cross-Country Study, Review of Finance 17, 483-525.
Ferreira, Miguel, Claudia Custodio, and Pedro Matos, 2013, Generalists versus Specialists: Lifetime Work Experience and CEO Pay, Journal of Financial Economics 108, 471-492.
Marques, Ana, and Helena Isidro, 2013, The Effects of Compensation and Board Quality on Non-GAAP Reporting Decisions, International Journal of Accounting 48, 289-317.
Marques, Ana, and Ross Jennings, 2013, Amortized Cost for Operating Lease Assets, Accounting Horizons 27, 51-74.
Ferreira, Miguel, and Pedro Matos, 2012, Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market, Review of Financial Studies 25, 2703-2744.
Ferreira, Miguel, and Aneel Keswani, Antonio Miguel and Sofia Ramos, 2012, The Flow-Performance Relationship Around the World, Journal of Banking and Finance 36, 1759-1780.
Maio, Paulo, and Pedro Santa-Clara, 2012, Multifactor models and their consistency with the ICAPM, Journal of Financial Economics 106, 586-613.
Silva, Andre, 2012, Rebalancing Frequency and the Welfare Cost of Inflation, American Economic Journal: Macroeconomics 4, 153-183.
Ferreira, Miguel, and Pedro Santa-Clara, 2011, Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole, Journal of Financial Economics 100, 514-537.
Aggarwal, Reena, Isil Erel, Miguel Ferreira, and Pedro Matos, 2011, Does Governance Travel Around the World? Evidence from Institutional Investors, Journal of Financial Economics 100, 154-181.
Ferreira, Daniel, Miguel Ferreira, and Clara Raposo, 2011, Board Structure and Price Informativeness, Journal of Financial Economics 99, 523-545
Ferreira, Miguel, and Antonio Miguel, 2011, The Determinants of Domestic and Foreign Bond Bias, Journal of Multinational Financial Management 21 (2011), 279-300
Alves, Paulo, and Miguel Ferreira, Capital Structure and Law Around the World, 2011, Journal of Multinational Financial Management 21, 119-150.
Ferreira, Miguel, Massimo Massa, and Pedro Matos, 2010, Shareholders at the Gate: Institutional Investors and Cross-Border Mergers and Acquisitions, Review of Financial Studies 23, 601-644.
Ferreira, Miguel, and Paulo Gama, Correlation Dynamics of Global Industry Portfolios, Journal of Multinational Financial Management 20, 35-47.
Santa-Clara, Pedro, and Shu Yan, 2010, Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options, Review of Economics and Statistics 92, 435-451.
Silva, Andre, 2010, Managerial Ability and Capital Flows, Journal of Development Economics 93, 126-136.
Hsu, Jason, Jesús Saá-Requejo, and Pedro Santa-Clara, 2010, A Structural Model of Default Risk, Journal of Fixed Income, Winter, 77-94.
Santa-Clara, Pedro, and Alessio Saretto, 2009, Option Strategies: Good Deals and Margin Calls, Journal of Financial Markets 12, 391-417.
Brandt, Michael, Pedro Santa-Clara, and Rossen Valkanov, 2009, Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns, Review of Financial Studies 22, 3411-3447.