Description: Description: Description: Description: Lg_NOVA_policrom_hrzt_low

Description: Description: Description: Miguel.Ferreira002small.jpgMiguel A. Ferreira

Banco BPI Professor of Finance

Nova School of Business and Economics††††††

Campus de Campolide†††††††††††††††††††††††††††††

1099-032 Lisboa - Portugal ††††††††††††††††††††††

E-mail: miguel.ferreira@novasbe.pt†††††††††

Phone: +351 213801631

Curriculum vitae

SSRN author page

Google Scholar page

ORCID††† ResearcherID††† Scopus

†††††††††††††††††††††††††††††††††††††††††††††††††

 

Miguel A. Ferreira holds the Banco BPI Chair in Finance at Nova School of Business and Economics. He is also a research associate.of the European Corporate Governance Institute (ECGI) and a consultant of the Financial Stability Department of the Bank of Portugal. He has a PhD in Finance from the University of Wisconsin-Madison, a Master in Economics from Nova School of Business and Economics, and a Licenciatura in Business from ISCTE. His research interests include international investments, institutional investors, and corporate governance. His research has been published in academic journals including the Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Review of Financial Studies. He has been a recipient of a European Research Council (ERC). He currently teaches corporate finance and risk management at the undergraduate and graduate level and also has an extensive experience of teaching in executive education programs.

 

Publications

Lending Relationships and the Effect of Bank Distress: Evidence from the 2007-2008 Financial Crisis

with Daniel Carvalho and Pedro Matos, Journal of Financial and Quantitative Analysis (2013), forthcoming

 

The Determinants of Mutual Fund Performance: A Cross-Country Study

with Aneel Keswani, Antonio Miguel and Sofia Ramos, Review of Finance 17 (2013), 483-525

 

Generalists versus Specialists: Lifetime Work Experience and CEO Pay

with Claudia Custodio and Pedro Matos, Journal of Financial Economics 108 (2013), 471-492

Data: General ability index

 

Why Are U.S. Firms Using More Short-Term Debt?

with Claudia Custodio and Luis Laureano, Journal of Financial Economics 108 (2013), 182-212

 

Are U.S. CEOs Paid More? New International Evidence

with Nuno Fernandes, Pedro Matos and Kevin J. Murphy, Review of Financial Studies 26 (2013), 323-267

 

Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market

with Pedro Matos, Review of Financial Studies 25 (2012), 2703-2744

 

The Flow-Performance Relationship Around the World

with Aneel Keswani, Antonio Miguel and Sofia Ramos, Journal of Banking and Finance 36 (2012), 1759-1780

 

Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

with Pedro Santa-Clara, Journal of Financial Economics 100 (2011), 514-537

 

Does Governance Travel Around the World? Evidence from Institutional Investors

with Reena Aggarwal, Isil Erel and Pedro Matos, Journal of Financial Economics 100 (2011), 154-181

Best Paper Award, China International Conference in Finance 2010

Data: International corporate governance index

 

Board Structure and Price Informativeness

with Daniel Ferreira and Clara Raposo, Journal of Financial Economics 99 (2011), 523-545

Egon Zehnder 2008 Best Paper Prize, ECGI

 

The Determinants of Domestic and Foreign Bond Bias

with Antonio Miguel, Journal of Multinational Financial Management 21 (2011), 279-300

 

Capital Structure and Law Around the World

with Paulo Alves, Journal of Multinational Financial Management 21 (2011), 119-150

 

Shareholders at the Gate: Institutional Investors and Cross-Border Mergers and Acquisitions

with Massimo Massa and Pedro Matos, Review of Financial Studies 23 (2010), 601-644

 

Correlation Dynamics of Global Industry Portfolios

with Paulo Gama, Journal of Multinational Financial Management 20 (2010), 35-47

 

Insider Trading Laws and Stock Price Informativeness

with Nuno Fernandes, Review of Financial Studies 22 (2009), 1845-1877

 

Portfolio Flows, Volatility, and Growth

with Paul Laux, Journal of International Money and Finance 28 (2009), 271-292

The Colors of Institutionsí Money: The Role of Institutional Investors Around the World

with Pedro Matos, Journal of Financial Economics 88 (2008), 499-533

 

Does International Cross-listing Improve the Information Environment

with Nuno Fernandes, Journal of Financial Economics 88 (2008), 216-244

 

Does Sovereign Debt Ratings News Spillover to International Stock Markets?

with Paulo Gama, Journal of Banking and Finance 31 (2007), 3162-3182

Corporate Governance, Idiosyncratic Risk, and Information Flow

with Paul Laux, Journal of Finance 62 (2007), 951-989

 

The Importance of Industry and Country Effects in the EMU Equity Markets

with Miguel Angelo Ferreira, European Financial Management 12 (2006), 341-373

 

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework

with Jose Lopez, Journal of Financial Econometrics 3 (2005), 126-168

 

Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility

with Paulo Gama, Journal of Financial and Quantitative Analysis 40 (2005), 195-222

 

Forecasting the Comovements of Spot Interest Rates

Journal of International Money and Finance 24 (2005), 766-792

Why Do Firms Hold Cash? Evidence from EMU Countries

with Antonio Vilela, European Financial Management 10 (2004), 295-319

 

Working Paper

Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades

with Manuel Adelino, 2014

 

The Real Effects of Credit Ratings: The Sovereign Ceiling Channel

with Heitor Almeida, Igor Cunha and Felipe Restrepo, 2013

 

Do General Managerial Skills Spur Innovation?

with Claudia Custodio and Pedro Matos, 2013

 

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

with Rui Albuquerque, Luis Marques and Pedro Matos, 2013

 

Equity Lending, Investment Restrictions, and Fund Performance

with Richard Evans and Melissa Prado, 2012

 

Investor-Stock Decoupling in Mutual Funds

with Massimo Massa and Pedro Matos, 2012

 

Board Structure and Capital Structure

with Daniel Ferreira and Beatriz Mariano, 2012.

 

Does Institutional Ownership Matter for International Stock Return Comovements?

with Josť Faias, Pedro Matos and Pedro Santa-Clara, 2012

 

The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance

with Martijn Cremers, Pedro Matos and Laura Starks, 2011

 

What Explains Mutual Fund Performance Persistence? International Evidence

with Aneel Keswani, Antonio Miguel and Sofia Ramos, 2011

 

Dividend Clienteles Around the World: Evidence from Institutional Holdings

with Massimo Massa and Pedro Matos, 2009

 

Do Foreigners Know Better? A Comparison of the Performance of Local and Foreign Mutual Fund Managers

with Pedro Matos and Joao Pereira, 2009

 

Mutual Fund Industry Competition and Concentration: International Evidence

with Sofia Ramos, 2009

 

Opacity and Executive Compensation

with Paul Laux and Garen Markarian, 2008

 

Corporate Boards and SEOs: The Effect of Certification and Monitoring

with Paul Laux, 2008

 

How Do Banks Manage Interest Rate Risk: Hedge or Bet?

with Luis Pinheiro, 2008

 

Identifying the Characteristics of Banks Proprietary Trading Style

with Luis Pinheiro, 2008

 

The Evolution of Earnings Management and Firm Valuation: A Cross-Country Analysis

with Nuno Fernandes, 2007

 

Home Equity Bias and Industry Concentration

with Antonio Miguel, 2007

 

Idiosyncratic Risk of Small Public Firms and Entrepreneurial Risk

with David P. Brown, 2005

 

Cash Holdings and Business Conditions

with Claudia Custodio and Clara Raposo, 2004

 

Timing and Holding Periods for Common Stocks: A Duration-based Analysis

with Jorge Dias, 2004

 

Beyond Coherence and Extreme Losses: Root Lower Partial Moment as a Risk Measure

with Antonio Barbosa, 2004

 

Tail Risk and pK-Tail Risk

with Carlos Goncalves, 2004

 

Forecasting Spot Interest Rate Volatility

2002

 

Testing Models of the Spot Interest Rate Volatility

2001

 

Teaching

Corporate Finance, Bachelor in Economics and Management

Risk Management, Master in Finance

 

 

Description: Description: Description: Description: wordpress counter