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)
Board
Structure and Price Informativeness
with
Daniel Ferreira and Clara Raposo, Journal of Financial Economics (2010),
forthcoming
Egon Zehnder 2008 Best Paper Prize, ECGI
Correlation
Dynamics of Global Industry Portfolios
with
Paulo Gama, Journal of Multinational Financial Management (2010), forthcoming
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
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)
Why
are U.S. Firms Using More Short-Term Debt?
with
Claudia Custodio and Luis Laureano, 2010
The
Geography of Mutual Funds: The Advantage of Having Distant Investors
with Massimo Massa and Pedro Matos,
2010
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
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 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