Access Statistics for Maria Rosa Borges

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Arbitrage Model for the Stock Price Adjustment in the Dividend Period 0 1 3 265 1 5 11 1,165
Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries 0 1 1 178 2 5 7 621
Efficient Market Hypothesis in European Stock Markets 0 0 4 908 1 5 18 2,564
Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt 0 0 0 7 1 1 1 61
Interbank Linkages and Contagion Risk in the Portuguese Banking System 0 0 0 46 3 3 6 137
Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence 0 1 1 10 0 1 2 47
Is the Dividend Puzzle Solved? 0 0 0 211 1 2 4 629
Modelling credit risk: evidence for EMV methodology on Portuguese mortgage data 0 3 6 61 0 3 13 218
Random Walk Tests for the Lisbon Stock Market 0 0 0 435 0 0 1 1,193
The Impact of Corporate Rebranding on the Firm's Market Value 1 1 3 206 3 7 17 889
Typological Classification, Diagnostics, and Measurement of Flights-to-Quality 0 0 0 23 0 1 2 116
Total Working Papers 1 7 18 2,350 12 33 82 7,640

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies 0 0 0 35 0 2 3 187
A model of stock price adjustment after dividends 0 0 0 87 0 0 1 550
Abnormal returns before acquisition announcements: evidence from Europe 0 1 3 102 1 2 9 454
Analysing The Efficiency Of The Greek Life Insurance Industry 0 0 1 32 0 1 6 217
Binary interest rate sensitivities of emerging market corporate bonds 0 0 0 3 0 0 0 21
Determinants of Bank Performance in the Context of Crisis: A Panel Data Analysis for Portugal 0 0 1 23 0 0 3 50
Efficient market hypothesis in European stock markets 1 1 7 224 4 5 20 621
Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal 0 0 1 137 0 0 5 400
Fiscal effect in dividend distributions 0 0 0 6 1 1 3 125
Interest rate, liquidity, and sovereign risk: derivative-based VaR 0 0 1 12 0 1 3 38
Measuring performance in the Portuguese banking industry with a Fourier regression model 0 0 0 42 2 2 2 137
Random walk tests for the Lisbon stock market 0 0 0 43 0 0 4 129
Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk 0 0 0 11 2 4 5 60
Switching interest rate sensitivity regimes of U.S. Corporates 0 0 2 4 1 1 5 17
Systemic risk in the Angolan interbank payment system – a network approach 0 0 0 3 1 1 4 22
The Ex-Dividend Day Stock Price Behavior: The Case of Portugal 0 0 0 97 0 1 4 355
The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets 0 0 2 10 0 0 2 46
The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach 0 1 3 22 6 10 22 79
Typology for flight-to-quality episodes and downside risk measurement 0 0 1 8 0 0 5 54
Underpricing of Initial Public Offerings: The Case of Portugal 0 0 0 11 1 1 4 55
Total Journal Articles 1 3 22 912 19 32 110 3,617
1 registered items for which data could not be found
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