Miguel A. Ferreira
Associate Professor
Universidade Nova de Lisboa
Faculdade de Economia
Campus de Capolide
1099-032 Lisboa - Portugal
Phone: +351
213801631
Fax: +351 213870933
Email: miguel.ferreira@fe.unl.pt
Web: docentes.fe.unl.pt/~mferreira
SSRN: ssrn.com/author=529208
Area of Research
Corporate
Finance, Corporate Governance, Institutional Investors, and International
Investments
Publications (working paper versions available at ssrn.com/author=529208)
Shareholders at the Gate:
Institutional Investors and Cross-Border Mergers and Acquisitions,
with Massimo Massa and Pedro Matos,
Review of Financial Studies (2009), forthcoming
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 Institutions’ 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 Papers (available
at ssrn.com/author=213659)
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
Does Governance Travel Around the
World? Evidence from Institutional Investors
with Reena Aggarwal, Isil Erel and
Pedro Matos, 2009
Universal Banks and Corporate Control:
Evidence from the Global Syndicated Loan Market
with Pedro Matos, 2009
Mutual Fund Industry Competition and
Concentration: International Evidence
with Sofia Ramos, 2009
The Flow-Performance Relationship
Around the World
with Aneel Keswani, Antonio Miguel and
Sofia Ramos, 2008
The Pay Divide: (Why) Are U.S. Top
Executives Paid More?
with Nuno
Fernandes, Pedro Matos and Kevin J. Murphy, 2008
Institutional Trading, Information,
and Executive Compensation
with Paul Laux and Garen Markarian,
2008
Forecasting Stock Market Returns: The
Sum of the Parts is More than the Whole
with Pedro Santa-Clara, 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
Board Structure and Price
Informativeness
with Daniel Ferreira and Clara Raposo,
2007
Egon
Zehnder 2008 Best Paper Prize, ECGI
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
The Determinants of Domestic and
Foreign Bond Bias
with Antonio Miguel, 2007
The Determinants of Mutual Fund
Performance: A Cross-Country Study
with
Antonio F. Miguel and Sofia Ramos, 2006
Capital Structure and Law Around the
World
with Paulo Alves, 2006
Idiosyncratic Risk of Small Public
Firms and Entrepreneurial Risk
with David P. Brown, 2005
Cash Holdings and Business Conditions
with
Claudia Custódio and Clara Raposo, 2004
Timing and Holding Periods for Common
Stocks: A Duration-based Analysis
with Jorge Dias, 2004
Correlation Dynamics of Global
Industry Portfolios
with Paulo Gama, 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, Undergraduate Program in Economics and Management, Spring Semester
2008-2009
Risk Management, Master in Finance,
Spring Semester 2008-2009