João Amaro de Matos holds a PhD in Physics from São Paulo University (Brazil) and a PhD in Management from INSEAD (Fontainebleau, France). He first worked in equilibrium statistical mechanics and disordered systems and then then moved to Econometric problems related to the test of American Option Pricing Models and problems in incomplete markets. He is now focused on modeling the impact of social interaction in different kinds of market mechanisms.
Artigos:
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.
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.; 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.
Livros:
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.
Capítulos de livros:
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.
