Research Field: Finance & Accounting
Articles:
Costa, L.A.; Amaro de Matos, J. Attitude Change in Arbitrarily Large Organizations. Computational and Mathematical Organization Theory, (20):219–251, 2014.
Amaro de Matos, J.; Silva, N. Consuming Durable Goods when Stock Markets Jump: a strategic asset allocation approach, Journal of Economic Dynamics and Control, volume 42, 86–104, 2014.
Amaro de Matos, J.; Clegg, S. R. Sustainability and Organizational Change. Journal of Change Management, 12/2013; 14(4):382-386, 2013.
Amaro de Matos, J.; Mergulhão, J. .Directors' Network and the Method of Payment in Mergers and Acquisitions.SSRN Electronic Journal 09/2012, 2012.
Amaro de Matos, J.; Funchal, B. Investment in Education and Strategic Asset Allocation. SSRN Electronic Journal 07/2012, 2012.
Amaro de Matos, J.; Ferreira, M. A.; Matos, P. P.; Mergulhão, J. Article: The Network Centrality of Influential Bankers: a new capital structure determinant. SSRN Electronic Journal 08/2009, 2009.
Amaro de Matos, J.; Barros, P P.; Pereira, I. P. The Voting Paradox and Social Networks: an Empirical Analysis. SSRN Electronic Journal 03/2009, 2009.
Amaro de Matos, J.; Dilao, R.; Ferreira, B. On the Value of European Options on a Stock Paying a Discrete Dividend. Journal of Modelling in Management 10/2009; 4(3):235 - 248, 2009.
Gledson de Carvalho, A.; Calomiris, C. W.; Amaro de Matos, J. Venture Capital as Human Resource Management, Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255, 2008.
Lacerda, A.; Amaro de Matos, J. American Derivatives in Dry Markets. SSRN Electronic Journal 03/2008, 2008
Amaro de Matos, J.; Fernandes, M. Testing the Markov Property with High Frequency Data, Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November, 2007.
Amaro de Matos, J.; Antão P.; Lacerda, A. Market Equilibrium and the Bid-Ask Spread of European Derivatives in Dry Markets. SSRN Electronic Journal 02/2006, 2006
Amaro de Matos, J.; Lacerda, Ana. Dry Markets and Statistical Arbitrage Bounds for European Derivatives. SSRN Electronic Journal 02/2006, 2006.
Amaro de Matos, J.; Barros, P. P. Social Norms and the Paradox of Elections' Turnout, Public Choice, Volume 121, Issue 1-2, October, pp. 239-255, 2004.
Amaro de Matos, J.; Lacerda, Ana. Dry Markets and Superreplication Bounds of American Derivatives. SSRN Electronic Journal 02/2004, 2004.
Amaro de Matos, J.; Costa L. A,; Cunha, M. P. The Manager as Change Agent: Organizational Design and Attitude Change, International Studies in Management and Organizations, Winter 2003-4, Vol. 38, No. 4, 2003.
Amaro de Matos, J.; Antão, P. Market Illiquidity and the Bid-Ask Spread of Derivatives, European Journal of Finance, Vol. 9, issue 5, 475-498, 2003.
Amaro de Matos, J.; Antão, P. Market illiquidity and Bounds on European Option Prices. European Journal of Finance 02/2003; 9(5):475-498, 2003
Amaro de Matos, J. Costa, L.A. Towards an Organizational Model of Attitude Change, Computational and Mathematical Organization Theory, Vol. 8, No. 4, 315-335, 2002.
Amaro de Matos, J.; Rosário, J. S. Market Power and Feedback Effects from Hedging Derivatives, International Journal of Theoretical and Applied Finance, Vol. 5, No. 8, 845-875, 2002.
Amaro de Matos, J.; Rosário, J. S. The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic Financial Market. SSRN Electronic Journal 01/2000, 2000.
Amaro de Matos, J.; Antão, P.. Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid, Economics Bulletin, 7, 1-7, 2001.
Amaro de Matos, J. MSM Estimators of European Option Pricing Models on Assets with Jumps, Mathematical Finance, 11, 189-203, 2001.
Amaro de Matos, J.; Perez, J. F. Fluctuations in the Curie-Weiss Version of the Ising Model with Random Field - Erratum, Europhysics Letters, 18, 661-664, 1992.
Amaro de Matos, J.; Patrick, A.E; Zagrebnov, V. A. Random Infinite-Volume Gibbs States for the Curie-Weiss Random Field Ising Model, Journal of Statistical Physics, 66, 139-164, 1992.
Amaro de Matos, J.; Baeta Segundo, J. A.;Perez J. F. Fluctuations in the Dilute Antiferromagnets - Curie-Weiss Models, Journal of Physics A, 25, 2819-2830, 1992.
Amaro de Matos, J.; Perez J. F. Fluctuations in the Curie-Weiss Version of the Random Field Ising Model, Journal of Statistical Physics, 62, 587-608, 1991.
Amaro de Matos, J.; Perez J. F. Fluctuations in the Curie-Weiss Version of the Ising Model with Random Field, Europhysics Letters, 5, 277-281, 1988.
Books:
AMARO DE MATOS, JOÃO ; CLEGG, STEWART R. . Sustainability and Organizational Change Management. 1. ed. Oxon: Routledge, 2015.
Theoretical Foundations of Corporate Finance, Princeton University Press, 2001.
Book chapters:
AMARO DE MATOS, JOÃO ; CLEGG, STEWART R. . Sustainability and Organizational Change. In: Joao Amaro de Matos; Stewart Clegg. (Org.). Sustainability and Organizational Change. 1ed.Oxon: Routledge, 2015, v. 1, p. 1-5.
Fisica e Mercados Financeiros, in Fisica: Tendências e Perspectivas, pp.269-279, Ed. Livraria da Fisica, São Paulo, Brazil, 2005.
