Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area
Jose Soares da Fonseca
vol. 70, 2020, p. 26-41.

Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
Joao Dionisio Monteiro, Ernesto Raul Ferreira
vol. 69, 2019, p. 384-414.

Is There Seasonality in Traded and Non-traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
Joao Dionisio Monteiro, José Luis Miralles Quirós, Jose P. Manso
vol. 68, 2018, p. 71-98.

Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?
Paulo Pereira da Silva
vol. 66, 2016, p. 322-354.

The Russian Stock Market during the Ukrainian Crisis: A Network Perspective
Harald Schmidbauer, Angi Rosch, Erhan Uluceviz, Narod Erkol
vol. 66, 2016, p. 478-509.

World Equity Markets: A New Approach for Segmentation
José Dias Curto, José Castro Pinto, João Eduardo Fernandes
vol. 56, 2006, p. 344-360.

Skewness in Financial Returns: Evidence from the Portuguese Stock Market
Carlos Machado Santos, Ana Cristina Fernandes
vol. 55, 2005, p. 460-470.

The Path towards Economic and Monetary Integration: The Portuguese Experience
João Amador
vol. 53, 2003, p. 413-429.