5
H index
4
i10 index
121
Citations
Universidade do Coimbra | 5 H index 4 i10 index 121 Citations RESEARCH PRODUCTION: 20 Articles 16 Papers RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pse235 |
Works with: 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: | Cites to: |
Journals with more than one article published | # docs |
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Notas Económicas | 4 |
Scientific Annals of Economics and Business (continues Analele Stiintifice) | 4 |
Scientific Annals of Economics and Business | 2 |
Financial Innovation | 2 |
Working Papers Series with more than one paper published | # docs |
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GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra | 9 |
CeBER Working Papers / Centre for Business and Economics Research (CeBER), University of Coimbra | 7 |
Year | Title of citing document |
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2023 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper |
2023 | Beyond 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. Full description at Econpapers || Download paper |
2024 | The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067. Full description at Econpapers || Download paper |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper |
2024 | A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper |
2024 | Examining the impact of a central bank digital currency on the access to banking. (2024). Treku, Daniel N ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522. Full description at Econpapers || Download paper |
2024 | Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2023 | Risk spillovers of critical metals firms. (2023). Uribe, Jorge ; Ceballos, Juan Camilo ; Restrepo, Natalia. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008462. Full description at Econpapers || Download paper |
2024 | The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066. Full description at Econpapers || Download paper |
2023 | Futures 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. Full description at Econpapers || Download paper |
2023 | Directional 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper |
2023 | Connectedness 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. Full description at Econpapers || Download paper |
2023 | Relations 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Beyond 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. Full description at Econpapers || Download paper |
2024 | The pressure is on: how geopolitical tensions impact institutional fiscal and external stability responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03182024. Full description at Econpapers || Download paper |
2024 | Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach. (2024). Cai, Shaokang ; Weng, Tien-Hsiung ; Li, Kuan-Ching ; Han, Dezhi ; Zheng, Zibin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10378-3. Full description at Econpapers || Download paper |
2023 | Hedging 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. Full description at Econpapers || Download paper |
2023 | Decoding 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. Full description at Econpapers || Download paper |
2023 | eNaira central bank digital currency (CBDC) for financial inclusion in Nigeria. (2023). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:115781. Full description at Econpapers || Download paper |
2024 | Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. (2024). Dagar, Vishal ; Dagher, Leila ; Shobande, Olatunji ; Rao, Amar. In: MPRA Paper. RePEc:pra:mprapa:120582. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Machine 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. Full description at Econpapers || Download paper |
2023 | Empirical 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Markets 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. Full description at Econpapers || Download paper |
2023 | Online 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. Full description at Econpapers || Download paper |
2023 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Effect 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Fundamental 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. Full description at Econpapers || Download paper |
2023 | Blockchain 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Blockchain-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. Full description at Econpapers || Download paper |
2023 | Intelligent 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. Full description at Econpapers || Download paper |
2023 | Diversification 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | Artificial 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. Full description at Econpapers || Download paper |
2023 | Bitcoin: 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. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
2024 | Does digital payment induce economic growth in emerging economies? The mediating role of institutional quality, consumption expenditure, and bank credit. (2024). Sethi, Narayan ; Patra, Biswajit. In: Information Technology for Development. RePEc:taf:titdxx:v:30:y:2024:i:1:p:57-75. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 15 | |
2018 | Information 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: 15 | paper | |
2018 | Information 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: 15 | article | |
In: . [Full Text][Citation analysis] | article | 0 | |
2018 | On the Gains of Using High Frequency Data in Portfolio Selection.(2018) In: Scientific Annals of Economics and Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
In: . [Full Text][Citation analysis] | article | 0 | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | ||
2020 | Bitcoin futures: An effective tool for hedging cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
2024 | Financial literacy bias: a comparison between students and nonstudents In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 14 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2017 | Where is the Information on USD/Bitcoin Hourly Prices? In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
2017 | Where is the Information on USD/Bitcoin Hourly Prices? In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
2021 | IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008 In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
2020 | IPO 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 | |
2023 | Native Market Factors for Pricing Cryptocurrencies In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
2017 | On the gains of using high frequency data and higher moments in Portfolio Selection In: CeBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Where is the information on USD/Bitcoins hourly price movements? In: CeBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The Iberian electricity market:Price dynamics and risk premium in an illiquid market In: CeBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Predictability of stock returns and dividend growth using dividend yields: An international approach In: CeBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market In: CeBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | The 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] | paper | 1 |
2012 | As 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] | paper | 0 |
2012 | The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Efficient Skewness/Semivariance Portfolios In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Efficient skewness/semivariance portfolios.(2016) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | Efficient Skewness/Semivariance Portfolios In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Portfolio Management With Higher Moments: The Cardinality Impact In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Portfolio Management With Higher Moments: The Cardinality Impact In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Portfolio choice with high frequency data: CRRA preferences and the liquidity effect.(2017) In: Portuguese Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Cryptocurrencies and blockchain. Overview and future perspectives In: International Journal of Economics and Business Research. [Full Text][Citation analysis] | article | 0 |
2021 | Forecasting and trading cryptocurrencies with machine learning under changing market conditions In: Financial Innovation. [Full Text][Citation analysis] | article | 48 |
2023 | Industry return lead-lag relationships between the US and other major countries In: Financial Innovation. [Full Text][Citation analysis] | article | 8 |
2010 | The 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] | article | 1 |
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