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The effect of short-selling on the aggregation of information in an experimental asset market

Veiga, Helena; Vorsatz, Marc - 2008

Persistent link: https://www.econbiz.de/10010458370

Bayesian estimation of inefficiency heterogeneity in stochastic frontier models

Galán, Jorge E.; Veiga, Helena; Wiper, Michael P. - In: Journal of productivity analysis 42 (2014) 1, pp. 85-101

Persistent link: https://www.econbiz.de/10010429273

Risk factors in the oil industry : an upstream and downstream analysis

Ramos, Sofia B.; Veiga, Helena; Wang, Chih-Wei - In: The interrelationship between financial and energy markets, (pp. 3-32). 2014

Persistent link: https://www.econbiz.de/10010411181

Asymmetry, realised volatility and stock return risk estimates

Grané, Aurea; Veiga, Helena - In: Portuguese economic journal 11 (2012) 2, pp. 147-164

Persistent link: https://www.econbiz.de/10009581964

Information aggregation in experimental asset markets in the presence of a manipulator

Veiga, Helena; Vorsatz, Marc - In: Experimental economics : a journal of the Economic … 13 (2010) 4, pp. 379-398

Persistent link: https://www.econbiz.de/10009298608

Data cloning estimation for asymmetric stochastic volatility models

Bermudez, P. de Zea; Marín, J. Miguel; Veiga, Helena - In: Econometric reviews 39 (2020) 10, pp. 1057-1074

Persistent link: https://www.econbiz.de/10012406209

Limited attention, salience of information and stock market activity

Ramos, Sofia B.; Latoeiro, Pedro; Veiga, Helena - In: Economic modelling 87 (2020), pp. 92-108

Persistent link: https://www.econbiz.de/10012416402

Do investors price industry risk? : evidence from the cross-section of the oil industry

Ramos, Sofia B.; Taamouti, Abderrahim; Veiga, Helena; … - In: The journal of energy markets 10 (2017) 1, pp. 79-108

Persistent link: https://www.econbiz.de/10011999412

Efficiency evaluation of hotel chains : a Spanish case study

Deng, Yaguo; Veiga, Helena; Wiper, Michael P. - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 2, pp. 115-139

The tourism industry, in particular the hotel sector, is a highly competitive market. In this context, it is important that an hotel chain operates efficiently if it wants to improve or maintain its market position. The objective of this work is to compare the relative efficiency of hotel chains...

Persistent link: https://www.econbiz.de/10012033444

Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

Casas, Isabel; Mao, Xiuping; Veiga, Helena - 2018

Persistent link: https://www.econbiz.de/10011864851