Joao Manuel Goncalves Amaro de Matos
AuthID: R-000-74F
21
TITLE: Dry Markets and Statistical Arbitrage Bounds for European Derivatives
AUTHORS: Joao Amaro de Matos; Ana Lacerda;
PUBLISHED: 2006, SOURCE: SSRN Electronic Journal
AUTHORS: Joao Amaro de Matos; Ana Lacerda;
PUBLISHED: 2006, SOURCE: SSRN Electronic Journal
22
TITLE: Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets
AUTHORS: Joao Amaro de Matos; Ana Lacerda;
PUBLISHED: 2006, SOURCE: SSRN Electronic Journal
AUTHORS: Joao Amaro de Matos; Ana Lacerda;
PUBLISHED: 2006, SOURCE: SSRN Electronic Journal
23
TITLE: Dry Markets and Superreplication Bounds of American Derivatives
AUTHORS: Joao Amaro de Matos; Ana Lacerda;
PUBLISHED: 2005, SOURCE: SSRN Electronic Journal
AUTHORS: Joao Amaro de Matos; Ana Lacerda;
PUBLISHED: 2005, SOURCE: SSRN Electronic Journal
24
TITLE: Testing the Markov Property With Ultra-High Frequency Financial Data
AUTHORS: Joao Amaro de Matos; Marcelo Fernandes;
PUBLISHED: 2004, SOURCE: SSRN Electronic Journal
AUTHORS: Joao Amaro de Matos; Marcelo Fernandes;
PUBLISHED: 2004, SOURCE: SSRN Electronic Journal
25
TITLE: MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES Full Text
AUTHORS: JOÃO AMARO DE MATOS; JOÃO SOBRAL DO ROSÁRIO;
PUBLISHED: 2002, SOURCE: Int. J. Theor. Appl. Finan. - International Journal of Theoretical and Applied Finance, VOLUME: 05, ISSUE: 08
AUTHORS: JOÃO AMARO DE MATOS; JOÃO SOBRAL DO ROSÁRIO;
PUBLISHED: 2002, SOURCE: Int. J. Theor. Appl. Finan. - International Journal of Theoretical and Applied Finance, VOLUME: 05, ISSUE: 08
26
TITLE: Super-replicating bounds on European option prices when the underlying asset is illiquid
AUTHORS: de Matos, JA; Antao, P;
PUBLISHED: 2001, SOURCE: Economics Bulletin, VOLUME: 7, ISSUE: 1
AUTHORS: de Matos, JA; Antao, P;
PUBLISHED: 2001, SOURCE: Economics Bulletin, VOLUME: 7, ISSUE: 1
INDEXED IN: 
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ORCID27
TITLE: Market Illiquidity and the Bid-Ask Spread of Derivatives
AUTHORS: Joao Amaro de Matos; Paula Antão;
PUBLISHED: 2000, SOURCE: SSRN Electronic Journal
AUTHORS: Joao Amaro de Matos; Paula Antão;
PUBLISHED: 2000, SOURCE: SSRN Electronic Journal
28
TITLE: The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market
AUTHORS: Joao Amaro de Matos; Joao Rosario;
PUBLISHED: 2000, SOURCE: SSRN Electronic Journal
AUTHORS: Joao Amaro de Matos; Joao Rosario;
PUBLISHED: 2000, SOURCE: SSRN Electronic Journal
29
TITLE: Fluctuations in dilute antiferromagnets: Curie-Weiss models
AUTHORS: Amaro De Matos, JMG; Baeta Segundo, JA; Perez, JF;
PUBLISHED: 1992, SOURCE: Journal of Physics A: Mathematical and General, VOLUME: 25, ISSUE: 10
AUTHORS: Amaro De Matos, JMG; Baeta Segundo, JA; Perez, JF;
PUBLISHED: 1992, SOURCE: Journal of Physics A: Mathematical and General, VOLUME: 25, ISSUE: 10
30
TITLE: Fluctuations in the curie-weiss version of the ising model with random field
AUTHORS: Amaro M G A De Matos; Fernando F Perez;
PUBLISHED: 1988, SOURCE: EPL, VOLUME: 5, ISSUE: 3
AUTHORS: Amaro M G A De Matos; Fernando F Perez;
PUBLISHED: 1988, SOURCE: EPL, VOLUME: 5, ISSUE: 3
