José Joaquim Dias Curto

2.

Oliveira, L., Salen, T., Curto, J. D. & Ferreira, N. (2019). Market timing and selectivity: an empirical investigation of European mutual fund performance. International Journal of Economics and Finance. 11 (2)

3.

Paiva, I. S., Lourenço, I. C. & Curto, J. D. (2019). Earnings management in family versus non-family firms: the influence of analyst coverage. Revista Española de Financiación y Contabilidad - Spanish Journal of Finance and Accounting . 48 (2), 113-133

- Times Cited Web of Science®: 1 - Times Cited Scopus: 2

4.

Curto, J. D., Falcão, P. F. & Braga, A. A. (2018). Herd behaviour and market efficiency: evidence from the Iberian stock exchanges. Journal of Advanced Studies in Finance. 8 (2), 81-93

5.

Lourenço, I., Branco, M. C. & Curto, J. D. (2018). Timely reporting and family ownership: the Portuguese case.

Meditari Accountancy Research. 26 (1), 170-192- Times Cited Scopus: 1

6.

Curto, J. D., Oliveira, L. & Matilde, A. R. (2018). The Halloween effect in European equity mutual funds. The Open Journal of Economics and Finance. 2, 20-35

7.

Falcão, P. F., Cunha, M. P., Curto, J. & Oliveira, F. (2018). A inteligência emocional e o desempenho dos colaboradores: estudo empírico numa instituição financeira. Revista de Gestão de Países de Língua Portuguesa. 17 (3), 18-34

8.

Ribeiro, P. P. & Curto, J. D. (2017). Volatility spillover effects in interbank money markets. Review of World Economics. 153 (1), 105-136

9.

Ribeiro, P. P. & Curto, J. D. (2017). How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts. Empirical Economics. 54 (4), 1451-1475

10.

Ribeiro, P. P., Cermeño, R. & Curto, J. D. (2017). Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. Finance Research Letters. 21, 107-114

- Times Cited Web of Science®: 4 - Times Cited Scopus: 6

11.

Ferrão, J., Curto, J. D. & Gama, A. P. (2016). Low-leverage policy dynamics: an empirical analysis. Review of Accounting and Finance. 15 (4), 463-483

- Times Cited Web of Science®: 1 - Times Cited Scopus: 1

12.

Carrazedo, T., Curto, J. & Oliveira, L. (2016). The Halloween effect in European sectors. Research in International Business and Finance. 37, 489-500

- Times Cited Web of Science®: 4 - Times Cited Scopus: 2

13.

Quinaz, P. D. & Curto, J. D. (2016). Prudential regulation in an artificial banking system. Economics: the Open- Access, Open Assessment E-Journal. 10, 1-54

- Times Cited Web of Science®: 1 - Times Cited Scopus: 1

14.

Curto, J. & Pinto, J. (2014). The explanatory power tests: R-square based analysis. Advances in Computer Science and Engineering. 12 (1), 31-60

15.

Lourenço, I. C., Callen, J. L., Branco, M. C. & Curto, J. (2014). The value relevance of reputation for sustainability leadership. Journal of Business Ethics. 119 (1), 17-28

- Times Cited Web of Science®: 54 - Times Cited Scopus: 63

16.

Curto, J. D. & Vital, C. (2014). Socially responsible investment: a comparison between the performance of sustainable and traditional stock indexes. Journal of Reviews on Global Economics. 3, 349-363

17.

Silva, S. M. T., Morais, A. I. & Curto, J. (2013). Disclosure of R&D activities. Global Business Perspectives. 1 (4), 391-417

18.

Curto, J. & Marques, J (2013). How the U.S. capital markets volatility interacts with economic growth. Annals of

Economics and Finance. 14 (2), 419-450- Times Cited Scopus: 2

19.

Lourenço, I., Branco, M., Curto, J. & Eugénio, T. (2012). How does the market value corporate sustainability performance?. Journal of Business Ethics. 108 (4), 417-428

- Times Cited Web of Science®: 80 - Times Cited Scopus: 92

20.

Curto, J. & Pinto, J. (2012). Predicting the financial crisis volatility. Economic Computation And Economic Cybernetics Studies and Research Journal. 46 (1), 183-195

- Times Cited Web of Science®: 1 - Times Cited Scopus: 4

21.

Lourenço, I., Fernandes, S. & Curto, J. (2012). How does the market view interests in jointly controlled entities?. Revista Española de Financiación y Contabilidad - Spanish Journal of Finance and Accounting . 41 (153), 119- 142

- Times Cited Web of Science®: 3 - Times Cited Scopus: 5

22.

Oliveira, L., Curto, J. D. & Nunes, J. P. (2012). The determinants of sovereign credit spread changes in the Euro- zone. Journal of International Financial Markets, Institutions & Money. 22 (2), 278-304

- Times Cited Web of Science®: 35 - Times Cited Scopus: 41

23.

Curto, J. & Adragao, T. (2011). Ankle - Brachial Index, vascular calcifications and mortality in dialysis patients. Nephrology Dialysis and Transplantation. 27 (1), 318-325

- Times Cited Web of Science®: 61 - Times Cited Scopus: 68

24.

Curto, J., Pinto, J., Morais, A. & Lourenço, I. (2011). The heteroskedasticity-consistent covariance estimator in

accounting. Review of Quantitative Finance and Accounting. 37 (4), 427-449- Times Cited Scopus: 4

25.

Damian, D. S., Curto, J. D. & Pinto, J. C. (2011). The impact of anchor stores on the performance of shopping

centres: the case of Sonae Sierra. International Journal of Retail & Distribution Management. 39 (6), 456-475- Times Cited Scopus: 14

26.

Curto, J. D. & Pinto, J. C. (2011). The corrected VIF (CVIF). Journal of Applied Statistics. 38 (7), 1499-1507- Times Cited Web of Science®: 24 - Times Cited Scopus: 31

27.

Pinto, J., Ferreira da Silva, A. & Curto, J. (2010). Determinant values in the medical act of prescribing in the

Portuguese context. Journal of Medical Marketing. 10 (3), 213-230- Times Cited Scopus: 4

28.

Duarte, C., Esperança, J., Curto, J. D., Santos, M-C. & Carapeto, M. (2010). The determinants of gender pay gap

in Portuguese private firms. Gender in Management: An International Journal. 25 (6), 438-461- Times Cited Scopus: 2

29.

Duarte, C., Esperança, J., Curto, J. & Santos, M. (2010). Desmistificação do diferencial de remunerações nas empresas. A segregação como verdadeira determinante. ALCANCE. 17 (4), 383-400

30.

Curto, J. & Pinto, J. (2010). A P-norm diagnostic on influential observations. Portuguese Journal of Quantitative Methods. 1 (1), 25-30

31.

Lourenço, I. & Curto, J. (2010). Determinants of the accounting choice between alternative reporting methods for interests in jointly controlled entities. European Accounting Review. 19 (4), 739-773

- Times Cited Web of Science®: 7 - Times Cited Scopus: 12

32.

Curto, J. D., Tomás, J. A. & Pinto, J. C. (2009). A new approach to bad news effects on volatility: the Multiple- Sign-Volume sensitive regime EGARCH model (MSV-EGARCH). Portuguese Economic Journal. 8 (1), 23-36

- Times Cited Web of Science®: 2 - Times Cited Scopus: 1

33.

Curto, J., Pinto, J. C. & Tavares, G. N. (2009). Modeling stock markets' volatility using GARCH models with normal, Student's t and stable Paretian distributions. Statistical Papers. 50 (2), 311-321

- Times Cited Web of Science®: 18 - Times Cited Scopus: 24

34.

Adragao, T., Herberth, J., Monier-Faugere, M.-C., Branscum, A. J., Ferreira, A., Frazao, J. M....Malluche, H. H. (2009). Low bone volume - a risk factor for coronary calcifications in hemodialysis patients. Clinical Journal of the American Society of Nephrology. 4 (2), 450-455

- Times Cited Web of Science®: 54 - Times Cited Scopus: 66

35.

Morais, A. I. & Curto, J. D. (2009). Mandatory adoption of iasb standards: value relevance and country-specific factors. Australian Accounting Review. 19 (2), 128-143

- Times Cited Web of Science®: 17 - Times Cited Scopus: 23

36.

Adragao, T., Pires, A., Birne, R., Curto, J. D., Lucas, C., Gonçalves, M....Negrão, A. P. (2009). A plain X-ray vascular calcification score is associated with arterial stiffness and mortality in dialysis patients. Nephrology Dialysis and Transplantation. 24 (3), 997-1002

- Times Cited Web of Science®: 60 - Times Cited Scopus: 69

37.

Curto, J. & Pinto, J. (2009). The coefficient of variation asymptotic in case of non-iid random variables. Journal of Applied Statistics. 36 (1-2), 21-32

- Times Cited Web of Science®: 35 - Times Cited Scopus: 36

38.

Tavares, A. B., Curto, J. D. & Tavares, G. N. (2008). Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distributions. Nonlinear Dynamics. 51 (1-2), 231-243

- Times Cited Web of Science®: 16 - Times Cited Scopus: 18

39.

Pinto, J. C. & Curto, J. D. (2007). The organizational configuration concept as a contribution to the performance

explanation: the case of the pharmaceutical industry in Portugal. European Management Journal. 25 (1), 60-78- Times Cited Scopus: 10

40.

Curto, J. D. & Pinto, J. C. (2007). New multicollinearity indicators in linear regression models. International Statistical Review. 75 (1), 114-121

- Times Cited Web of Science®: 24 - Times Cited Scopus: 23

41.

Duarte, C., Esperança, J. P. & Curto, J. D. (2007). Determinantes da remuneração nas empresas portuguesas . Revista Portuguesa e Brasileira de Gestão. 6 (3), 62-80

42.

Duarte, C. M. C., Esperança, J. P. & Curto, J. D. (2006). Determinantes da remuneração variável nas empresas portuguesas. ALCANCE. 13 (3), 329-353

43.

Curto, J. & Pinto, J. (2006). The generalized method of moments: an application to the sharpe ratio. Temas em Métodos Quantitativos. 5, 119-132

44.

Curto, J. D., Pinto, J. C. & Fernandes, J. E. (2006). Word equity markets: a new approach for segmentation. Finance a Úver – Czech Journal of Economics and Finance. 56 (7-8), 344-360

45.

Curto, J., Reis, E. & Esperança, J. P. (2003). Stable paretian distributions: an unconditional model for PSI20, DAX and DJIA indexes. Revista de Mercados e Activos Financeiros. 5 (1), 5-18