Publications in International Journals
Ramos, Sofia B. e Helena Veiga, 2011, “Risk Factors in
Oil and Gas Industry Returns: International Evidence”,
Energy
Economics, Volume 33, Issue 3,
May 2011, Pages 525-542
Ramos, Sofia B., Dias, J.G., and
Vermunt, J.K.,2011 "When markets fall down: are emerging
markets all equal?", International Journal
of Finance and Economics, 16, 324-338.
Sofia B. Ramos, 2009, “The size and
structure of the world mutual fund industry”,
European Financial Management,
Volume 15, nº 1, pag. 145-180.
Sofia B. Ramos, 2009, “Competition
and stock market development”,
European Journal of Finance, vol.15
nº
1-2, 231-247.
Sofia B. Ramos
e E.-L. von Thadden,
2008,
“Stock Exchanges Competition in a Simple Model of
Capital Market equilibrium”, Journal of Financial
Markets, Journal of Financial Markets 11, nº3, pag.
284-307.
Paul Ehling e Sofia B.
Ramos, 2006, “Geographical versus Industrial
Diversification: constraints matter”, Journal of
Empirical Finance, issues 4-5, pag. 396-416.
Chapter of Books
Sofia B. Ramos,
2005, “Competition and Reforms on Stock
Exchanges”, in Stock Exchanges, IPO's and Mutual Funds,
Nova Science Publishers.
Dias, J.G., Vermunt, J.K., e Ramos,
Sofia B.,
2008, Heterogeneous hidden markov models. In Brito, P. (ed.),
Compstat 2008 Proceedings in Computational Statistics,
Heidelberg: Physica/Springer-Verlag.
Dias, J.G., Vermunt, J.K., and Ramos,
Sofia B., 2010, Mixture Hidden Markov Models in Finance
Research, Advances in Data Analysis, Data Handling and
Business intelligence,
Studies in Classification, Data Analysis, and Knowledge
Organization, 2010, Part 7, Berlim: Springer.
Author's Page:
SSRN :
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=327109
IDEAS: http://ideas.repec.org/f/pra296.html
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