Benjamin Miranda Tabak

Finance · 2002–2012

A researcher in the Science corpus: 20 papers; trusts 39 researchers and is trusted by 53 researchers here, as inferred from the citation graph.

Subfields

• Finance — 126 citations into it; #814 of 10,518 by trust here, #480 by citations
• Economics and Econometrics — 116 citations into it; #1,436 of 23,481 by trust here, #1,222 by citations
• Accounting — 55 citations into it; #4,394 of 8,970 by trust here, #4,935 by citations
• Statistical and Nonlinear Physics — 34 citations into it; #6,456 of 10,127 by trust here, #2,503 by citations
• Management Science and Operations Research — 32 citations into it; #2,993 of 11,946 by trust here, #2,016 by citations
• Strategy and Management — 9 citations into it
• Signal Processing — 7 citations into it
• Statistics and Probability — 5 citations into it

Whom Benjamin Miranda Tabak trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Daniel Oliveira Cajueiro
2. Stephen R. Bond
3. Jan Boone
4. G. Bruno
5. Serena Ng
6. T. Di Matteo
7. S. Fries
8. Whitney K. Newey
9. J. Bos
10. Michele Tumminello

Who trusts Benjamin Miranda Tabak overall

1. K. Lim
2. Yudong Wang
3. Ladislav Kristoufek
4. Yong Tan
5. Aurelio Fernández Bariviera
6. Li Liu
7. E. H. Kim
8. R. Brooks
9. Luciano Zunino
10. Daniel Oliveira Cajueiro

Papers from Benjamin Miranda Tabak's perspective

Ordered by how strongly the researchers Benjamin Miranda Tabak trusts endorse each paper. Same corpus, a different order for every researcher.

1. What Drives Bank Competition? Some International Evidence
2. Bank performance, efficiency and ownership in transition countries
3. Cost Efficiency of Banks in Transition: Evidence from 289 Banks in 15 Post-Communist Countries
4. Bank Governance, Regulation, and Risk Taking
5. A Note on the Theme of Too Many Instruments
6. Bank concentration, competition, and crises: First results
7. Capital Requirements, Market Power and Risk-Taking in Banking
8. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
9. Globalization of Financial Institutions: Evidence from Cross-Border Banking Performance
10. Comparing financial systems.

Their papers

• Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility☆ (2007) — 235 citations
• Stock Returns and Volatility (2002) — 290 citations
• The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004) — 407 citations
• Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (2009) — 164 citations
• Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions (2004) — 185 citations
• Ranking efficiency for emerging markets (2004) — 203 citations
• Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (2010) — 204 citations
• Testing for time-varying long-range dependence in volatility for emerging markets (2005) — 127 citations
• Long-range dependence and multifractality in the term structure of LIBOR interest rates (2007) — 119 citations
• Ranking efficiency for emerging equity markets II (2005) — 122 citations
• Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore (2004) — 122 citations
• A multifractal approach for stock market inefficiency (2008) — 276 citations
• Testing for predictability in emerging equity markets (2004) — 114 citations
• Evolution of bank efficiency in Brazil: A DEA approach (2010) — 382 citations
• Forbidden patterns, permutation entropy and stock market inefficiency (2009) — 243 citations
• A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector (2010) — 110 citations
• The relationship between banking market competition and risk-taking: Do size and capitalization matter? (2012) — 390 citations
• The effects of loan portfolio concentration on Brazilian banks return and risk (2011) — 205 citations
• Topological properties of stock market networks: The case of Brazil (2010) — 162 citations
• THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (2006) — 129 citations