Journal articles
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Adcock, C.; Areal, N.; Cortez, M.C.; Oliveira, B.; Silva, F. (2020) “Does the choice of fund performance measure matter?”, Investment Analysts Journal, 49(1), 53-77. DOI: http://dx.doi.org/10.1080/10293523.2020.1723865
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Oliveira, N.; Cortez, P.; Areal, N. (2017) “The impact of microblogging data for stock market prediction: using Twitter to predict returns, volatility, trading volume and survey sentiment indices”, Expert Systems with Applications, 73(1), 125–144. DOI: http://dx.doi.org/10.1016/j.eswa.2016.12.036
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Carvalho, A; Areal, N. (2016) “Great Places To Work®: Resilience In Times Of Crisis”, Human Resource Management, 55(3), 479-498.
DOI: http://dx.doi.org/10.1002/hrm.21676 -
Oliveira, N.; Cortez, P.; Areal, N. (2016) “Stock market sentiment lexicon acquisition using microblogging data and statistical measures”. Decision Support Systems, 85, 62–73.
DOI: http://doi.org/10.1016/j.dss.2016.02.013 -
Areal, N; Oliveira, B; Sampaio, R. (2015) “When times get tough, gold is golden”. European Journal of Finance, 21(6), pp. 507-526.
DOI: http://dx.doi.org/10.1080/1351847X.2013.854821 -
Areal, N.; Rodrigues, A. (2014), “Discrete dividends and the FTSE-100 index options valuation”, Quantitative Finance, 14(10), pp. 1765-1784.
DOI: http://dx.doi.org/10.1080/14697688.2011.618457 -
Areal, N.; Cortez, M. C.; Silva, F. (2013). “The Conditional Performance of U.S. Mutual Funds Over Different Market Regimes: Do Different Types of Ethical Screens Matter?", Financial Markets and Portfolio Management. 27(4), pp. 397-429.
DOI: http://dx.doi.org/10.1007/s11408-013-0218-5 -
Areal, N.; Rodrigues, A. (2013), “Fast Trees for Options with Discrete Dividends”, Journal of Derivatives, 21(1), pp. 49-63.
DOI: http://dx.doi.org/10.3905/jod.2013.21.1.049 -
Cortez, M. C.; Silva, F.; Areal, N. (2012), “Socially Responsible Investing In The Global Market: The Performance Of US And European Funds”, International Journal of Finance & Economics, 17(3), pp. 254-271.
DOI: http://dx.doi.org/10.1002/ijfe.454 -
Carvalho, A.; Areal, N.; Silva, J. (2011) “Students’ perceptions of Blackboard and Moodle in a Portuguese university”, British Journal of Educational Technology, 42(5), pp. 824-841.
DOI: http://dx.doi.org/10.1111/j.1467-8535.2010.01097.x -
Areal, N.; Rodrigues, A. (2010), “On the dangers of a simplistic American option simulation valuation method”, European Journal of Finance, 16(4), pp.373-379.
DOI: http://dx.doi.org/10.1080/13518470903314428 -
Cortez, M.C.; Silva, F.; Areal, N. (2009), “The performance of European socially responsible funds”, Journal of Business Ethics, 87(4), pp. 573-588.
DOI: http://dx.doi.org/10.1007/s10551-008-9959-x -
Areal, N.; Rodrigues, A.; Armada, M. R. (2008), “On improving the least squares Monte Carlo option valuation method”, Review of Derivatives Research, 11(1-2), pp. 119-151.
DOI: http://dx.doi.org/10.1007/s11147-008-9026-x -
Portela, M.; Areal, N.; Sá, C.; Alexandre, F.; Cerejeira, J.; Carvalho, A.; Rodrigues, A. (2008), “Evaluating student allocation in the Portuguese public higher education system”, Higher Education, 56(2), pp. 185–203.
DOI: http://dx.doi.org/10.1007/s10734-007-9097-x -
Areal, N.; Taylor, S. (2002), “The realized volatility of FTSE-100 futures prices”, Journal of Futures Markets, 22(7), pp. 627-648.
DOI: http://dx.doi.org/10.1002/fut.10018 -
Areal, N.; Armada, M. R. (2002), “The long-horizon returns behaviour of the Portuguese stock market”, European Journal of Finance, 8(1), pp. 93-122.
DOI: http://dx.doi.org/10.1080/13518470110076303 -
Areal, N.; Armada, M. R. (1999), “Testes paramétricos e não paramétricos de reversão para a média da rendibilidade de índices do mercado accionista”, Revista de Administração Contemporânea, 3(2), pp. 7-28.
Available at: http://anpad.org.br/periodicos/content/frame_base.php?revista=1