Daniel Oliveira Cajueiro

Finance · 2004–2012

A researcher in the Science corpus: 11 papers; trusts 20 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Finance — 74 citations into it; #993 of 10,518 by trust here, #865 by citations
• Economics and Econometrics — 60 citations into it; #1,896 of 23,481 by trust here, #2,120 by citations
• Accounting — 36 citations into it; #6,626 of 8,970 by trust here, #6,386 by citations
• Statistical and Nonlinear Physics — 14 citations into it
• Management Science and Operations Research — 8 citations into it; #4,142 of 11,946 by trust here, #3,247 by citations
• Strategy and Management — 8 citations into it

Whom Daniel Oliveira Cajueiro trusts overall

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

1. Benjamin Miranda Tabak
2. T. Di Matteo
3. Robert F. Engle
4. Oâ Lan T. Henry
5. Tim Bollerslev
6. Stephen R. Bond
7. Jan Boone
8. G. Bruno
9. Tomaso Aste
10. Peter Blair Henry

Who trusts Daniel Oliveira Cajueiro overall

1. K. Lim
2. Aurelio Fernández Bariviera
3. Ladislav Kristoufek
4. R. Brooks
5. Yudong Wang
6. Benjamin Miranda Tabak
7. Luciano Zunino
8. Miloslav S. Vosvrda
9. Li Liu
10. Yu Wei

Papers from Daniel Oliveira Cajueiro's perspective

Ordered by how strongly the researchers Daniel Oliveira Cajueiro trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
2. What Drives Bank Competition? Some International Evidence
3. A Note on the Theme of Too Many Instruments
4. Bank concentration, competition, and crises: First results
5. Bank Governance, Regulation, and Risk Taking
6. Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
7. Capital Requirements, Market Power and Risk-Taking in Banking
8. Cost Efficiency of Banks in Transition: Evidence from 289 Banks in 15 Post-Communist Countries
9. Dynamic panel data models: a guide to micro data methods and practice
10. Creditor rights, information sharing, and bank risk taking

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
• 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
• 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
• 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