Helder Miguel Correia Virtuoso Sebastião : Citation Profile

Are you Helder Miguel Correia Virtuoso Sebastião?

Universidade do Coimbra

4

H index

4

i10 index

95

Citations

RESEARCH PRODUCTION:

19

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 6
   Journals where Helder Miguel Correia Virtuoso Sebastião has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 9 (8.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse235
   Updated: 2024-04-18    RAS profile: 2024-04-10    
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Relations with other researchers

Works with:

Godinho, Pedro (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Helder Miguel Correia Virtuoso Sebastião.

Is cited by:

GUPTA, RANGAN (4)

Jareño, Francisco (3)

Caporale, Guglielmo Maria (2)

Alves, José (2)

Goutte, Stéphane (2)

Spagnolo, Fabio (2)

monteiro, sofia (2)

Spagnolo, Nicola (2)

Afonso, Antonio (2)

Krištoufek, Ladislav (2)

Hunjra, Ahmed (1)

Cites to:

Roubaud, David (21)

Bouri, Elie (18)

Shephard, Neil (17)

Fernandez Bariviera, Aurelio (15)

Ait-Sahalia, Yacine (13)

Bollerslev, Tim (12)

Ledoit, Olivier (10)

Wolf, Michael (10)

Harvey, Campbell (9)

GUPTA, RANGAN (9)

lucey, brian (8)

Main data

Where Helder Miguel Correia Virtuoso Sebastião has published?

Journals with more than one article published# docs
Scientific Annals of Economics and Business (continues Analele Stiintifice)4
Notas Económicas4
Financial Innovation2
Scientific Annals of Economics and Business2

Working Papers Series with more than one paper published# docs
CeBER Working Papers / Centre for Business and Economics Research (CeBER), University of Coimbra7
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra6

Recent works citing Helder Miguel Correia Virtuoso Sebastião (2024 and 2023)

YearTitle of citing document
2023Cryptocurrency Return Prediction Using Investor Sentiment Extracted by BERT-Based Classifiers from News Articles, Reddit Posts and Tweets. (2022). Ider, Duygu. In: Papers. RePEc:arx:papers:2204.05781.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863.

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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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2023Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system. (2023). Maghsoodi, Abtin Ijadi. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001943.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023Directional predictability from central bank digital currency to cryptocurrencies and stablecoins. (2023). Guesmi, Khaled ; Ghabri, Yosra ; Ayadi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000351.

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2023The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model. (2023). Akdeniz, Cokun ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000946.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023.

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2023Hedging cryptocurrency options. (2023). Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-023-09194-6.

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2023Decoding the rise of Central Bank Digital Currency in China: designs, problems, and prospects. (2023). Cheng, Pangyue. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00193-5.

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2023eNaira central bank digital currency (CBDC) for financial inclusion in Nigeria. (2023). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:115781.

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2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

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2023Machine Learning for Intelligent Data Analysis and Automation in Cybersecurity: Current and Future Prospects. (2023). Sarker, Iqbal H. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:6:d:10.1007_s40745-022-00444-2.

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2023Empirical evidence on the ownership and liquidity of real estate tokens. (2023). Swinkels, Laurens. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00427-5.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Åžtefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023Markets in crypto-assets regulation: Does it provide legal certainty and increase adoption of crypto-assets?. (2023). Shirazi, Tina ; Linden, Tina. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00432-8.

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2023Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm. (2023). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00438-2.

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2023Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

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2023The transaction behavior of cryptocurrency and electricity consumption. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Zheng, Mingbo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7.

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2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

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2023Effect of blockchain technology initiatives on firms’ market value. (2023). Xie, Jingui ; Lou, Zhiyuan ; Jia, Feiyan ; Ali, Haji Suleman. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00456-8.

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2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

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2023Blockchain technology-based FinTech banking sector involvement using adaptive neuro-fuzzy-based K-nearest neighbors algorithm. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Rjoub, Husam. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00469-3.

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2023Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets. (2023). Yan, Jingzhou ; Xia, Xiaobao ; Pang, Tao ; Lv, Wujun. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00472-8.

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2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Blockchain-oriented approach for detecting cyber-attack transactions. (2023). Ma, Xiaochen ; Li, Yongli ; Feng, Zhiqi. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00490-6.

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2023Intelligent design: stablecoins (in)stability and collateral during market turbulence. (2023). Galati, Luca ; Webb, Alexander ; Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00492-4.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

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2023Bitcoin: a new proof-of-work system with reduced variance. (2023). Gangemi, Andrea ; Bazzanella, Danilo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00505-2.

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2023Exploring Consumer Sentiment on Central Bank Digital Currencies: A Twitter Analysis from 2021 to 2023. (2023). Leonardo, Marincean ; Dan-Cristian, Dabija ; Silvana, Prodan. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1085-1102:n:24.

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Works by Helder Miguel Correia Virtuoso Sebastião:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article13
2018Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?.(2018) In: CeBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?.(2018) In: Scientific Annals of Economics and Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
In: .
[Full Text][Citation analysis]		article0
2018On the Gains of Using High Frequency Data in Portfolio Selection.(2018) In: Scientific Annals of Economics and Business.
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This paper has nother version. Agregated cites: 0		article
In: .
[Full Text][Citation analysis]		article0
.() In: .
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2020Bitcoin futures: An effective tool for hedging cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article16
In: .
[Full Text][Citation analysis]		article11
In: .
[Full Text][Citation analysis]		article0
2017Where is the Information on USD/Bitcoin Hourly Prices? In: Notas Económicas.
[Full Text][Citation analysis]		article0
2017Where is the Information on USD/Bitcoin Hourly Prices? In: Notas Económicas.
[Full Text][Citation analysis]		article0
2021IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008 In: Notas Económicas.
[Full Text][Citation analysis]		article0
2020IPO patterns in Euronext after the global financial crisis of 2007-2008.(2020) In: CeBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Native Market Factors for Pricing Cryptocurrencies In: Notas Económicas.
[Full Text][Citation analysis]		article0
2017On the gains of using high frequency data and higher moments in Portfolio Selection In: CeBER Working Papers.
[Full Text][Citation analysis]		paper1
2017Where is the information on USD/Bitcoins hourly price movements? In: CeBER Working Papers.
[Full Text][Citation analysis]		paper0
2018The Iberian electricity market:Price dynamics and risk premium in an illiquid market In: CeBER Working Papers.
[Full Text][Citation analysis]		paper1
2018Predictability of stock returns and dividend growth using dividend yields: An international approach In: CeBER Working Papers.
[Full Text][Citation analysis]		paper0
2020The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market In: CeBER Working Papers.
[Full Text][Citation analysis]		paper0
2008The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2012As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação In: GEMF Working Papers.
[Full Text][Citation analysis]		paper0
2012The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery In: GEMF Working Papers.
[Full Text][Citation analysis]		paper2
2015Efficient Skewness/Semivariance Portfolios In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2015Portfolio Management With Higher Moments: The Cardinality Impact In: GEMF Working Papers.
[Full Text][Citation analysis]		paper2
2016Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect In: GEMF Working Papers.
[Full Text][Citation analysis]		paper0
2021Cryptocurrencies and blockchain. Overview and future perspectives In: International Journal of Economics and Business Research.
[Full Text][Citation analysis]		article0
2016Efficient skewness/semivariance portfolios In: Journal of Asset Management.
[Full Text][Citation analysis]		article3
2021Forecasting and trading cryptocurrencies with machine learning under changing market conditions In: Financial Innovation.
[Full Text][Citation analysis]		article40
2023Industry return lead-lag relationships between the US and other major countries In: Financial Innovation.
[Full Text][Citation analysis]		article2
2017Portfolio choice with high frequency data: CRRA preferences and the liquidity effect In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article1
2010The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts In: The European Journal of Finance.
[Full Text][Citation analysis]		article1

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