Andreia Dionisio : Citation Profile


Are you Andreia Dionisio?

Universidade de Évora (50% share)
Universidade de Évora (50% share)

7

H index

4

i10 index

150

Citations

RESEARCH PRODUCTION:

30

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 8
   Journals where Andreia Dionisio has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 19 (11.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi152
   Updated: 2021-01-23    RAS profile: 2020-08-18    
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Relations with other researchers


Works with:

Ferreira, Paulo (19)

Vieira, Isabel (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreia Dionisio.

Is cited by:

Ferreira, Paulo (33)

PEREIRA, EDER JOHNSON DE AREA (7)

Brandouy, Olivier (5)

Krištoufek, Ladislav (5)

Fernandez-Macho, Javier (4)

Yoon, Seong-Min (4)

Piet, Laurent (3)

Bougherara, Douadia (3)

Johnston, Craig (2)

Corazza, Marco (2)

Zhou, Wei-Xing (2)

Cites to:

Ferreira, Paulo (42)

Bekaert, Geert (17)

Fama, Eugene (10)

Granger, Clive (10)

Maasoumi, Esfandiar (9)

Racine, Jeffrey (9)

Maasoumi, Esfandiar (9)

Tabak, Benjamin (9)

Cajueiro, Daniel (8)

Harvey, Campbell (8)

PEREIRA, EDER JOHNSON DE AREA (7)

Main data


Where Andreia Dionisio has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications14
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Econometrics / University Library of Munich, Germany2

Recent works citing Andreia Dionisio (2021 and 2020)


YearTitle of citing document
2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2020Entropy-Norm space for geometric selection of strict Nash equilibria in n-person games. (2020). Prataviera, G A ; Leoneti, A B. In: Papers. RePEc:arx:papers:2003.09225.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Information transfer between stock market sectors: A comparison between the USA and China. (2020). Zhou, Wei-Xing ; Batten, Jonathan A ; Fan, Yaodong ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.07612.

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2020Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759.

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2020A micro-to-macro approach to returns, volumes and waiting times. (2020). Petroni, Filippo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2007.06262.

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2020Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute. (2020). , Craig ; Guo, Jinggang. In: Staff Working Papers. RePEc:bca:bocawp:20-10.

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2020Characterization of time series through information quantifiers. (2020). Shang, Pengjian ; Liu, Zhengli ; Wang, Yuanyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305223.

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2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

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2020Reforming the European Common Agricultural Policy: From price & income support to risk management. (2020). Zheng, YU ; Gohin, Alexandre. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:712-727.

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2020Direct payments to Japanese farmers: Do they reduce rice income inequality? Lessons for other Asian countries. (2020). Yamamoto, Yasutaka ; Nitta, Atomu ; Sawauchi, Daisuke ; Kondo, Katsunobu. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:5:p:968-981.

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2020Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy. (2020). Shang, Pengjian ; Wang, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119314785.

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2020Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x.

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2020DCCA cross-correlation analysis in time-series with removed parts. (2020). Brito, A A ; Zebende, G F ; Castro, A P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319399.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020Entropy-norm space for geometric selection of strict Nash equilibria in n-person games. (2020). Prataviera, G A ; Leoneti, A B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843712030159x.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301503.

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2020Long-range correlation and predictability of Chinese stock prices. (2020). Liu, Lutao ; Wang, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s037843712030145x.

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2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300698.

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2021Statistical test for Multiple Detrended Cross-Correlation Coefficient. (2021). Guedes, E F ; de Castro, A. P. N., ; Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120306786.

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2021Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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2021Analysis of intentional lethal violent crimes: A sliding windows approach. (2021). Zebende, G F ; da Silva, A M ; Guedes, E F. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309511.

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2020The impact of institutional conditions on willingness to take contractual risk in port public-private partnerships of developing countries. (2020). Lee, Jasmine Siu ; Xiao, Zengqi. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:12-26.

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2020Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak. (2020). Ferreira, Paulo ; Mohti, Wahbeeah ; Aslam, Faheem . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:31-:d:363257.

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2020An Econophysics Study of the S&P Global Clean Energy Index. (2020). Loures, Luis Carlos ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:662-:d:309473.

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2020DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIA’S COCOA MARKET: EVIDENCE FROM THE 2008 GLOBAL FINANCIAL CRISIS AND THE 2011 EUROPEAN DEBT CRISIS. (2020). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Mukhlis, Mukhlis. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:217-233.

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2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

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2020Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99591.

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2020Dynamic long-range dependences in the Swiss stock market. (2020). Ferreira, Paulo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1549-x.

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2020Agricultural Adoption and Behavioral Economics: Bridging the Gap. (2020). Li, Tongzhe ; Pannell, David ; Palmforster, Leah H ; Banerjee, Simanti ; Kecinski, Maik ; Bell, Samuel D ; Streletskaya, Nadia A. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:42:y:2020:i:1:p:54-66.

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2020Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis. (2020). TILFANI, Oussama ; el Boukfaoui, My Youssef. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s021909151950022x.

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Works by Andreia Dionisio:


YearTitleTypeCited
2007Utility function estimation: the entropy approach In: Papers.
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2008Utility function estimation: The entropy approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Entropy and Uncertainty Analysis in Financial Markets In: Papers.
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2006On the integrated behaviour of non-stationary volatility in stock markets In: Papers.
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2007On the integrated behaviour of non-stationary volatility in stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
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2005An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market In: Papers.
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2006An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market.(2006) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
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2009Consumer Confidence in Portugal - What does it really matter? In: CEFAGE-UE Working Papers.
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2010GME versus OLS - Which is the best to estimate utility functions? In: CEFAGE-UE Working Papers.
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2010On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers.
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2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
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2013Effect of the container terminal characteristics on performance In: CEFAGE-UE Working Papers.
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2013The container terminal characteristics and customer’s satisfaction In: CEFAGE-UE Working Papers.
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2014Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers.
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2016Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2017Urban-Rural Connections and Development Perspectives In Portugal In: CEFAGE-UE Working Papers.
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2007NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 In: Applied Econometrics and International Development.
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2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
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2019Financial markets of the LAC region: Does the crisis influence the financial integration? In: International Review of Financial Analysis.
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2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
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2012The impact of CAP policy in farmers behavior – A modeling approach using the Cumulative Prospect Theory In: Journal of Policy Modeling.
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2004Asymmetric price transmission within the Portuguese stock market In: Physica A: Statistical Mechanics and its Applications.
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2004Mutual information: a measure of dependency for nonlinear time series In: Physica A: Statistical Mechanics and its Applications.
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2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
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2017The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications.
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2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone In: Physica A: Statistical Mechanics and its Applications.
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2017Assessment of 48 Stock markets using adaptive multifractal approach In: Physica A: Statistical Mechanics and its Applications.
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2018A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications.
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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications.
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2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications.
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2019?x,y between open-close stock markets In: Physica A: Statistical Mechanics and its Applications.
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2012On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries In: The Quarterly Review of Economics and Finance.
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2019Regional and global integration of Asian stock markets In: Research in International Business and Finance.
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2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies.
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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: Journal of Risk and Financial Management.
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2019City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability.
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2015The effect of port and container terminal characteristics on terminal performance In: Maritime Economics & Logistics.
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2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
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2017Equity Markets Integration in Asia In: Proceedings of International Academic Conferences.
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2019Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination.
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2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
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2016GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives.
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2003Mutual information: a dependence measure for nonlinear time series In: Econometrics.
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2004Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors In: Econometrics.
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