Paulo Jorge Ferreira : Citation Profile


Are you Paulo Jorge Ferreira?

Universidade de Évora (10% share)

4

H index

0

i10 index

49

Citations

RESEARCH PRODUCTION:

47

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 4
   Journals where Paulo Jorge Ferreira has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 31 (38.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe193
   Updated: 2020-05-16    RAS profile: 2020-05-04    
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Relations with other researchers


Works with:

PEREIRA, EDER JOHNSON DE AREA (4)

Krištoufek, Ladislav (3)

Vieira, Isabel (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo Jorge Ferreira.

Is cited by:

Lee, Chien-Chiang (2)

Škrinjarić, Tihana (2)

Gómez, David (2)

Gherghina, Ştefan (1)

armeanu, dan (1)

Badea, Leonardo (1)

Panait, Iulian (1)

Fernandez-Macho, Javier (1)

Schasfoort, Joeri (1)

McAleer, Michael (1)

Hassan, Arshad (1)

Cites to:

PEREIRA, EDER JOHNSON DE AREA (29)

ausloos, marcel (23)

Tabak, Benjamin (22)

Cajueiro, Daniel (21)

Fama, Eugene (20)

Krištoufek, Ladislav (17)

Wang, Gang-Jin (16)

Wang, Yudong (14)

Bekaert, Geert (11)

Wang, Yudong (10)

Zhou, Wei-Xing (10)

Main data


Where Paulo Jorge Ferreira has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Sustainability4
Economies2
Portuguese Economic Journal2
Journal of Business Research2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Paulo Jorge Ferreira (2020 and 2019)


YearTitle of citing document
2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

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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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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2019Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model. (2019). Ozkan, Aydin ; Grillini, Stefano ; Sharma, Abhijit. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:145-158.

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2019Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash. (2019). Hassan, Arshad ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s154461231930683x.

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2017Long-range correlation and market segmentation in bond market. (2017). Wang, Zhongxing ; Chen, Xiaosong ; Yan, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:477-485.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018DCCA cross-correlation coefficients reveals the change of both synchronization and oscillation in EEG of Alzheimer disease patients. (2018). Song, Zhenxi ; Deng, Bin ; Cai, Lihui ; Chen, Yingyuan ; Wang, Jiang ; Yu, Haitao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:171-184.

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2018Statistical test for ΔρDCCA cross-correlation coefficient. (2018). Guedes, E F ; Zebende, G F ; da Silva, A M ; de Castro, A. P. N., ; Fernandez, B F ; Oliveira, F M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:134-140.

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2018Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices. (2018). Mitra, Subrata Kumar ; Chattopadhyay, Manojit ; Charan, Parikshit ; Jana, R K ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:671-678.

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2018Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries. (2018). Li, Jianxuan ; Cao, Guangxi ; Shi, Yingying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151.

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2019Multifractal characterization of air polluted time series in China. (2019). Wang, Qizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:167-180.

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2019The influence of a scaling exponent on ρDCCA: A spatial cross-correlation pattern of precipitation records over eastern China. (2019). Shen, Chenhua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:579-590.

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2019Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis. (2019). Trela, Zenon ; Tadla, Adrian ; Mikiewicz, Janusz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:72-81.

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2019Illusion of persistence in NBA 1995–2018 regular season data. (2019). Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:250-256.

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2019Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?. (2019). Gultekin, Havva ; Canolu-Eki, Ayegul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:978-990.

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

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2019Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2019Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2018Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets. (2018). Škrinjarić, Tihana. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:140-:d:188230.

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2018Higher Education Input, Technological Innovation, and Economic Growth in China. (2018). Zhou, Guangyou ; Luo, Sumei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2615-:d:159992.

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2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117.

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2019A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Ştefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534.

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2020Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets. (2020). Booc, Claudiu ; Barna, Flavia Mirela ; Milo, Marius Cristian ; Haiegan, Cornel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:535-:d:307486.

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2020A Study on the Similarities and Differences of the Conventional Gasoline Spot Price Fluctuation Network between Different Harbors. (2020). Zhen, Zaili ; Wan, Bingyue ; Yan, XU ; Zhang, Wenbin ; Tian, Lixin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:710-:d:310393.

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2019Risks and Opportunities in the Cryptocurrency Market. (2019). Schipor, Georgiana-Loredana. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xix:y:2019:i:2:p:879-883.

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2018Long-term memory in Euronext stock indexes returns: an econophysics approach. (2018). Luis , ; Jose , . In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:4:p:862-881.

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2019Further evidence on the validity of purchasing power parity in selected African countries. (2019). Gyamfi, E N ; Appiah, E F. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9449-7.

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Works by Paulo Jorge Ferreira:


YearTitleTypeCited
2017Assessment of 48 Stock markets using adaptive multifractal approach In: Papers.
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2017Assessment of 48 Stock markets using adaptive multifractal approach.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2008Voters dissatisfaction, abstention and entropy: analysis in European countries 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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2012Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece 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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2016The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument In: CEFAGE-UE Working Papers.
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2019The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices In: Economics Bulletin.
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2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
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2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
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2016What are the conditions for good innovation results? A fuzzy-set approach for European Union In: Journal of Business Research.
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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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2016Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes? 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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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications.
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2018Efficiency or speculation? A time-varying analysis of European sovereign debt 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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2018What detrended fluctuation analysis can tell us about NBA results In: Physica A: Statistical Mechanics and its Applications.
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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis 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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2018Cross-correlation analysis on Brazilian gasoline retail market In: Physica A: Statistical Mechanics and its Applications.
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2018Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
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2019Assessing the relationship between dependence and volume in stock markets: A dynamic analysis In: Physica A: Statistical Mechanics and its Applications.
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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis 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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2019Multiscale network for 20 stock markets using DCCA In: Physica A: Statistical Mechanics and its Applications.
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2019Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications.
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2019ρx,y between open-close stock markets In: Physica A: Statistical Mechanics and its Applications.
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2020The relationship between oil prices and the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
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2019Energy consumption as a condition for per capita carbon dioxide emission growth: The results of a qualitative comparative analysis in the European Union In: Renewable and Sustainable Energy Reviews.
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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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2019Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies In: Economies.
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2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies In: International Journal of Financial Studies.
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2019Contagion Effect in Cryptocurrency Market 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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2019Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market In: Sustainability.
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2020An Econophysics Study of the S&P Global Clean Energy Index In: Sustainability.
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2020The Exposure of European Union Productive Sectors to Oil Price Changes In: Sustainability.
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2015Entropy, competitiveness and UEFA football ranking In: MPRA Paper.
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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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2016Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? In: Econometric Research in Finance.
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2020Dynamic long-range dependences in the Swiss stock market In: Empirical Economics.
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2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach In: Portuguese Economic Journal.
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2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
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2014Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: Applied Financial Economics.
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2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
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2020Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies.
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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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