Marcelo Cabus Klotzle : Citation Profile

Pontifícia Universidade Católica do Rio de Janeiro

8

H index

7

i10 index

262

Citations

RESEARCH PRODUCTION:

31

Articles

2

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 13
   Journals where Marcelo Cabus Klotzle has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 3 (1.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl209
   Updated: 2026-02-21    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Cabus Klotzle.

Is cited by:

Maghyereh, Aktham (5)

Gaglianone, Wagner (5)

Yarovaya, Larisa (4)

Miralles Quirós, José (4)

Corbet, Shaen (3)

Vidal-Tomás, David (3)

Oliveira, Fernando (3)

Bouri, Elie (3)

Härdle, Wolfgang (3)

Byrne, Joseph (2)

Ferreira, Paulo (2)

Cites to:

Bollerslev, Tim (14)

Engle, Robert (13)

French, Kenneth (13)

Fama, Eugene (12)

Svensson, Lars (9)

Sarno, Lucio (9)

Irwin, Scott (9)

Shleifer, Andrei (9)

Goldfajn, Ilan (8)

Managi, Shunsuke (8)

Campbell, John (7)

Main data

Where Marcelo Cabus Klotzle has published?

Journals with more than one article published# docs
Brazilian Review of Finance6
Research in International Business and Finance4
International Journal of Financial Markets and Derivatives3
International Review of Financial Analysis2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Marcelo Cabus Klotzle (2025 and 2024)

YearTitle of citing document
2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2025Sustainability at the Crossroads: ESG Pathways in ASEANs Emerging Economies. (2025). Hussain, Wan Shafizah ; Nordin, Enylina ; Tanggamani, Vani ; Rahim, Azlina ; Ibrahim, Mohd Tarmizi ; Abdullah, Muhammad Syukri ; Rizat, Mohd Mas. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:10:p:3287-3305.

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2024Determinants of environmental, social, and governance disclosure: A systematic literature review. (2024). Chong, Richard Yeaw. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2314-2330.

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2024Threshold Analysis of the Stock Market Capitalization and Monetary Policy in South Africa: The Role of Investment in Artificial Intelligence. (2024). Ngepah, Nicholas ; Aromolaran, Opeyemi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-3.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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2025Cryptocurrency ownership and cognitive biases in perceived financial literacy. (2025). Carbo Valverde, Santiago ; Cuadros-Solas, Pedro J ; Carb-Valverde, Santiago ; Rodrguez-Fernndez, Francisco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001345.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2024Impact of ESG preferences on investments and emissions in a DSGE framework. (2024). Bian, Yuxiang ; Xiong, Xiong ; Wang, Ren. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000877.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Ibrahim, Masud Usman ; Hassan, Aminu ; Bala, Ahmed Jinjiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2024New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758.

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2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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2024Cross-border capital flows and low-carbon economic development: Examining the impact of foreign shareholding. (2024). Zhao, Keqing ; Yang, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005842.

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2024Near-term forward rate spread and commodity index relationship with real economic activity in Brazil. (2024). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Schlomer, Johnny Barrelli. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005130.

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2024The impact of director network distance on enterprise investment returns. (2024). Wang, Ying ; Zhao, Xing ; Li, Xiangqian. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400727x.

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2024A new perspective on how investor sentiment affects herding behavior in the cryptocurrency market. (2024). Nguyen, Huong Thi ; Chen, An-Sing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007670.

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2024Minimum wage standards and corporate short-term and long-term investment preferences. (2024). Zhang, Miao ; Long, Jiale. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008407.

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2024Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

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2025Herding behavior in African stock markets: A state-space assessment during times of crisis. (2025). Sy, Oumar ; Sne, Babacar ; Mbengue, Mohamed Lamine ; Assoe, Kodjovi. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004714.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449.

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2024The battle of factors. (2024). Sy, Oumar ; Attig, Najah ; Assoe, Kodjovi. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2025Cryptocurrencies and alternative bonds: Novel evidence on co-movement and risk sharing. (2025). Alkhazali, Osamah ; Kirimhan, Destan ; Rabbani, Mustafa Raza ; Billah, Syed Mabruk ; Shaik, Muneer. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000766.

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2024Herding in the cryptocurrency market: A transaction-level analysis. (2024). Gemayel, Roland ; Preda, Alex. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001750.

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2024Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

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2025Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?. (2025). Almeida, Alexandre ; Santos, Augusto Seabra. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000029.

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2024How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?. (2024). Wang, Hou ; Dizioli, Allan. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000012.

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2024Mechanisms of investors’ bounded rationality and market herding effect by the stochastic Ising financial model. (2024). Lan, Yun ; Fang, Wen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004564.

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2025Investigation of the intentional and spurious herding effects in the cryptocurrency market with global events. (2025). Tavares, Natalia Alves ; Klotzle, Marcelo Cabus ; Jordao, Paulo Vitor. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s106297692500033x.

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2025Control contestability, large shareholder identity, and corporate risk-taking: International evidence. (2025). López-Iturriaga, Félix ; Cid-Aranda, Carlos ; Lpez-Iturriaga, Flix. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:99:y:2025:i:c:s1062976924001637.

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2025ESG peer spillover effect in supply chain: Evidence from Taiwan semiconductor industry. (2025). Wang, Lie-Huey ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s105905602500245x.

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2024Anchoring effect, prospect value and stock return. (2024). Lin, Lei ; He, Fangyi ; Chen, Chun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1539-1556.

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2024A two-dimensional innovation activity factor and stock pricing: Evidence from the Chinese stock market. (2024). Lu, Zhao ; Meng, Qiaoran ; Wang, Guanying ; Liu, Dayong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:102-114.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2025Flight to Bitcoin (in)attention and herding in cryptocurrencies. (2025). Li, Xiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001777.

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2024Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Wang, Kangsheng ; Wen, Fenghua ; Zeng, Aiqing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916.

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2024Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight. (2024). Ali, Shoaib ; Naveed, Muhammad ; Xiaoyang, XU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400299x.

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2025Uncertainty and inequality preferences in the Ultimatum Game: A case study on Kenyan smallholder farmers. (2025). Schoors, Koen ; de Clercq, Michal ; Slosse, Wannes ; Dhaese, Marijke ; Mutuku, Kennedy Vaati ; Buysse, Jeroen. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:118:y:2025:i:c:s2214804325000904.

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2024Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach. (2024). Shahzad, Umer ; Si, Kamel ; ben Jabeur, Sami ; Hossain, Mohammad Razib. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005031.

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2024Volatility and Herding Bias on ESG Leaders’ Portfolios Performance. (2024). Gavrilakis, Nektarios ; Floros, Christos. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:77-:d:1339878.

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2024Testing and Ranking of Asset Pricing Models Using the GRS Statistic. (2024). Shi, Ruoyao ; Kamstra, Mark J. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:168-:d:1379260.

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2025Ensemble Learning and an Adaptive Neuro-Fuzzy Inference System for Cryptocurrency Volatility Forecasting. (2025). , Henri ; Rakotomarolahy, Patrick ; Mba, Jules Clement ; Nadarajah, Saralees. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:52-:d:1575689.

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2024Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets. (2024). Rehman, Mohd Ziaur ; Alhashim, Mohammed ; Nain, Md Zulquar ; Bhat, Javed Ahmad. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5340-:d:1420596.

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2024The ESG Patterns of Emerging-Market Companies: Are There Differences in Their Sustainable Behavior after COVID-19?. (2024). Cucerzan, Teodora ; Brugni, Talles Vianna ; Klotzle, Marcelo Cabus ; Cioca, Ionela Cornelia ; Rakos, Ileana-Sorina ; Barbu, Cristian-Marian ; Gonzaga, Barbara Rocha. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:2:p:676-:d:1317872.

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2025Revisión de la Literatura sobre el Rendimiento de la Inversión ESG: Un Estudio Bibliométrico. (2025). Castro, Arturo Morales ; Monzn, Rony Estuardo ; Tinoco, Jaime Daz. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:20:y:2025:i:1:a:8.

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2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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2025The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market. (2025). Li, Huashi ; Chen, Qi-An ; Lin, Jianyi ; Gao, Yunfeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-023-09940-5.

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2024Analyst optimism, information disclosure, and stock price collapse risk: Empirical insights from China’s A-share market. (2024). Wang, Ruixuan ; Ma, Rui ; Zhang, Yingchun ; Li, Yang. In: PLOS ONE. RePEc:plo:pone00:0297055.

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2025Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs. (2025). Ngoc, An Pham ; Crane, Martin ; Bezbradica, Marija ; Conlon, Thomas. In: PLOS ONE. RePEc:plo:pone00:0316332.

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2025Foreign exchange intervention and exchange rate exposure: evidence from South Africa and Japan. (2025). Bonga-Bonga, Lumengo ; Mpofu, Delani ; Nyambayo, Kudznai. In: MPRA Paper. RePEc:pra:mprapa:123763.

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2025Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531.

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2024Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments. (2024). Iannone, Barbara ; Gattone, Stefano Antonio ; Duttilo, Pierdomenico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-023-00487-7.

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2025The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy. (2025). Khalfaoui, Rabeh ; ben Jabeur, Sami ; Hammoudeh, Shawkat ; ben Arfi, Wissal. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04824-y.

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2025A machine learning based regulatory risk index for cryptocurrencies. (2025). Ni, Xinwen ; Xie, Taojun ; Zuo, Xiaorui ; Hrdle, Wolfgang Karl. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:7:d:10.1007_s00180-025-01629-y.

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2024Environmental, social, and governance disclosure in response to climate policy uncertainty: Evidence from US firms. (2024). Hoang, Huy Viet. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-022-02884-5.

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2024Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z.

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2024A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y.

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2024Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing. (2024). Cary, Michael. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00663-x.

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2024Enterprise risk management and firm performance: The mediating role of corporate social responsibility in the European Union region. (2024). Resende, Sergio ; Calvo, Nuria ; Monjeamor, Ariadna. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:2852-2864.

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2024Financial stability and sustainable development. (2024). Ozili, Peterson ; Iorember, Paul Terhemba. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2620-2646.

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2024Oil prices and geopolitical risk: Fresh insights based on Granger‐causality in quantiles analysis. (2024). Shahbaz, Muhammad ; Sharif, Arshian ; Jiao, Zhilun ; Hammoudeh, Shawkat ; Soliman, Alaa M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2865-2881.

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2025Sustainable investing in emerging markets: Evidence from the Sustainable Stock Exchanges initiative. (2025). Dai, Yuwen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2001-2015.

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2024High–low volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319.

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2024Sustainable investing and financing for sustainable development: A hybrid review. (2024). Mathur, Sachin ; Joshipura, Mayank ; Kedia, Nikita. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:5:p:4469-4485.

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Works by Marcelo Cabus Klotzle:

YearTitleTypeCited
2002Alianças estratégicas: conceito e teoria In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
[Full Text][Citation analysis]		article0
2017Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets In: Business Strategy and the Environment.
[Full Text][Citation analysis]		article49
2012Development of a Behavioral Performance Measure In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2013Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2015Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2008Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2010The Disposition Effect in the Brazilian Equity Fund Industry In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2011Hedge Effectiveness in the Brazilian US Dollar Futures Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2019Does the cryptocurrency market exhibits feedback trading? In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2019Herding behavior and contagion in the cryptocurrency market In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article80
2020The Fama-French’s five-factor model relation with interest rates and macro variables In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2018Size, value, profitability, and investment: Evidence from emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article16
2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2021Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2020Analyzing herding behavior in commodities markets – an empirical approach In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2018R&D investment and risk in Brazil In: Global Finance Journal.
[Full Text][Citation analysis]		article3
2016Evidence of risk premiums in emerging market carry trade currencies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2021Prospect theory and narrow framing bias: Evidence from emerging markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article5
2020Can we still blame index funds for the price movements in the agricultural commodities market? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2015Innovative intensity and its impact on the performance of firms in Brazil In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2017Estimating the credibility of Brazilian monetary policy using a Kalman filter approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2019Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
2021The impact of political risk on the currencies of emerging markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2017Teoria do prospecto: Uma análise paramétrica de formas funcionais no Brasil In: RAE - Revista de Administração de Empresas.
[Full Text][Citation analysis]		article0
2012Autocall structured products: a case study of Vale S.A. In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2015Smoothing the volatility smile using the Corrado-Su model In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2016Electricity prices forecast analysis using the extreme value theory In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2013Emotional balance and probability weighting In: Theory and Decision.
[Full Text][Citation analysis]		article5
2018Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article8
2020Political risk, fear, and herding on the Brazilian stock exchange In: Applied Economics Letters.
[Full Text][Citation analysis]		article2

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