Maria Rosa Borges : Citation Profile

Are you Maria Rosa Borges?

Universidade de Lisboa (20% share)
Universidade de Lisboa (20% share)
Universidade de Lisboa (20% share)
Universidade de Lisboa (20% share)

7

H index

6

i10 index

223

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 12
   Journals where Maria Rosa Borges has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 3 (1.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo298
   Updated: 2024-11-04    RAS profile: 2021-05-25    
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Relations with other researchers

Works with:

Gubareva, Mariya (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Rosa Borges.

Is cited by:

Umar, Zaghum (7)

Gubareva, Mariya (5)

HIREMATH, GOURISHANKAR (5)

Sebastião, Helder (3)

Mahdavi Ardekani, Aref (3)

Filippini, Massimo (3)

Zhang, Ning (3)

Greene, William (3)

ULUYOL, BURHAN (2)

Eling, Martin (2)

Sensoy, Ahmet (2)

Cites to:

Berger, Allen (10)

Szafarz, Ariane (10)

Zhou, Peng (10)

Ang, B.W. (6)

Drehmann, Mathias (6)

Brière, Marie (6)

Chapelle, Ariane (6)

Gubareva, Mariya (5)

Ritter, Jay (5)

Mester, Loretta (5)

FREIXAS, XAVIER (4)

Main data

Where Maria Rosa Borges has published?

Journals with more than one article published# docs
Applied Economics5
International Advances in Economic Research2
The European Journal of Finance2
European Research Studies Journal2

Working Papers Series with more than one paper published# docs
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa11

Recent works citing Maria Rosa Borges (2024 and 2023)

YearTitle of citing document
2024The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

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2023Calendar Month Effect in Bursa Malaysia: A Comparison between Shariah-Compliant Portfolio and Non-Shariah- Compliant Portfolio. (2023). Brijlal, Pradeep ; Rohuma, Hani Nuri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-2.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2024The effects of the EBAs stress testing framework on banks lending. (2024). Calice, Giovanni ; Ahmed, Kasim. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023On the performance of the United States nuclear power sector: A Bayesian approach. (2023). Bernstein, David ; Tsionas, Mike G ; Parmeter, Christopher F. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003821.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2023Does individual SREP results reveal real news?. (2023). Venturelli, Valeria ; Ferretti, Riccardo ; Azzaretto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005561.

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2024The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks. (2024). Keddad, Benjamin ; Gonzalez, Oliver. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012187.

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2024Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2024Determinants of deposits volatility: The case of the microfinance sector in gabon. (2024). Obiang, Jean Robert ; Keddad, Benjamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002349.

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2024When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866.

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2023.

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2023Inequality in Fossil Fuel Power Plants in China: A Perspective of Efficiency and Abatement Cost. (2023). Lee, Hyoungsuk ; Zhao, YU ; Ma, Yunning ; Choi, Yongrok. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4365-:d:1084165.

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2023Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts. (2023). Kar, Asim ; Pazarci, Sevket ; Kilic, Emre ; Kucukkaplan, Ilhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:1-18.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023The effects of supervisory stress testing on bank lending: examining large UK banks. (2023). Calice, Giovanni ; Ahmed, Kasim. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00195-3.

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2023History and development of the banking sector in Kosovo. (2023). Kovaci-Uruci, Fife ; Zogjani, Jeton . In: MPRA Paper. RePEc:pra:mprapa:115930.

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2023Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001.

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2023.

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2023Emerging markets financial sector debt: A Markov?switching study of interest rate sensitivity. (2022). Keddad, Benjamin ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3851-3863.

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2024Emerging market debt and the COVID?19 pandemic: A time–frequency analysis of spreads and total returns dynamics. (2023). Umar, Zaghum ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126.

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2023A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies. (2023). Li, Songsong ; Zhang, Weiqian ; Yang, Yizhe ; Guo, Zhichang. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1729-1749.

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Works by Maria Rosa Borges:

YearTitleTypeCited
2020Switching interest rate sensitivity regimes of U.S. Corporates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2015A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies In: Energy Economics.
[Full Text][Citation analysis]		article25
2009A model of stock price adjustment after dividends In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2017Interest rate, liquidity, and sovereign risk: derivative-based VaR In: Journal of Risk Finance.
[Full Text][Citation analysis]		article3
2008Analysing The Efficiency Of The Greek Life Insurance Industry In: European Research Studies Journal.
[Full Text][Citation analysis]		article6
2020Determinants of Bank Performance in the Context of Crisis: A Panel Data Analysis for Portugal In: European Research Studies Journal.
[Full Text][Citation analysis]		article2
2020Modelling credit risk: evidence for EMV methodology on Portuguese mortgage data In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2010The Impact of Corporate Rebranding on the Firms Market Value In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper3
2007Random Walk Tests for the Lisbon Stock Market In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper17
2011Random walk tests for the Lisbon stock market.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2013Typological Classification, Diagnostics, and Measurement of Flights-to-Quality In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2008Efficient Market Hypothesis in European Stock Markets In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper76
2010Efficient market hypothesis in European stock markets.(2010) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2016Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2016Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2013Interbank Linkages and Contagion Risk in the Portuguese Banking System In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper4
2009Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper4
2008Is the Dividend Puzzle Solved? In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper1
2007An Arbitrage Model for the Stock Price Adjustment in the Dividend Period In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2008The Ex-Dividend Day Stock Price Behavior: The Case of Portugal In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article1
2007Underpricing of Initial Public Offerings: The Case of Portugal In: International Advances in Economic Research.
[Full Text][Citation analysis]		article11
2019The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets In: International Advances in Economic Research.
[Full Text][Citation analysis]		article4
2017FOREWORD/PRESENTACIÓN In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]		article0
2005Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article32
2003Fiscal effect in dividend distributions In: Portuguese Journal of Management Studies.
[Full Text][Citation analysis]		article0
2018Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk In: Annals of Operations Research.
[Full Text][Citation analysis]		article6
2011Measuring performance in the Portuguese banking industry with a Fourier regression model In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2013Abnormal returns before acquisition announcements: evidence from Europe In: Applied Economics.
[Full Text][Citation analysis]		article1
2016Typology for flight-to-quality episodes and downside risk measurement In: Applied Economics.
[Full Text][Citation analysis]		article13
2020Systemic risk in the Angolan interbank payment system – a network approach In: Applied Economics.
[Full Text][Citation analysis]		article9
2021The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach In: Applied Economics.
[Full Text][Citation analysis]		article1
2018Binary interest rate sensitivities of emerging market corporate bonds In: The European Journal of Finance.
[Full Text][Citation analysis]		article3

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