Welcome / People / Research staff / Members with a PhD degree / Dionísio, Andreia Teixeira Marques
Andreia Teixeira Marques Dionísio
Assistant Professor (Universidade de Évora)

Vice-Director of CEFAGE

Ph.D. in Management (ISCTE, 2006), M.Sc. in Organization and Information Systems (U. Évora, 2001), B.A. in Business Management (U. Évora, 1997).

Research interests:

Econometrics; Econophysics; Financial Markets.

Articles published in selected journals (indexed in CEFAGE ranking)

Ferreira, P., A. Dionísio (forthcoming), "Using QCA to explain business demography in the European Union", Journal of Business Research.
Mothi, W., A. Dionísio, P. Ferreira, I. Vieira (forthcoming), "Frontier markets’ efficiency: mutual information and detrended fluctuation analyses", Journal of Economic Interaction and Coordination.
Morais, A., A. Fialho, A. Dionísio (2018), "Is the accounting quality after the mandatory adoption of IFRS a random walk? Evidence from Europe", Journal of Applied Accounting Research, 19(3), 334-350.
Dionisio, A., P. Ferreira (2016), "What are the conditions for good innovation results? A fuzzy-set approach for European Union", Journal of Business Research, 69(11), 5396–5400.
Ferreira, P., A. Dionísio, (2015), "Revisiting covered interest parity in the European Union: the DCCA approach", International Economic Journal, 29(4), 597-615.
Ferreira, P. A. Dionísio (2014), "Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece", Applied Financial Economics, 24(5), 319-331.
Pires, C., A. Dionísio, L. Coelho (2013), "Estimating utility functions using GME", Journal of Applied Statistics, 40(1), 221-234.
Coelho, L.A.G., C.P. Pires, A. Dionísio, A. Serrão (2012), "The impact of CAP policy in farmer's behavior - a modeling approach using the Cumulative Prospect Theory", Journal of Policy Modeling, 34(1), 81-98.
Rui Menezes, A. Dionisio, H. Hassani (2012), "On the globalization of stock markets: An application of vector error correction model, mutual information and singular spectrum analysis to the G7 countries", Quarterly Review of Economics and Finance, 52(4), 369-384.
Ramalho, E.A., A. Caleiro, A. Dionísio (2011), "Explaining Consumer Confidence in Portugal", Journal of Economic Psychology, 32(1), 25-32.

Articles published in ISI journals (not indexed in CEFAGE ranking)

Ferreira, P., A. Dionísio, J. Correia (2018), "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?", Physica A: Statistical Mechanics and its Applications, 505, 680-687.
Ferreira, P., A. Dionísio, E. Guedes, G. Zebende (2018), "A sliding windows approach to analyse the evolution of bank shares in the European Union", Physica A, 490, 1355-1367.
Ferreira, P., L. Loures, J. Nunes, A. Dionísio (2017), "The behaviour of share returns of football clubs: An econophysics approach", Physica A, 472, 136-144.
Ferreira, P., A. Dionísio (2017), "Long range dependence in G7 stock markets return rates using mutual information and detrended cross-correlation analysis", Studies in Economics and Econometrics, 41(1), 73 – 92.
Guedes, E., P. Zebende, P. Ferreira, A. Dionísio (2017), "DCCA cross-correlation in blue-chips companies: a view of the 2008 financial crisis in the Eurozone", Physica A: Statistical Mechanics and its Applications, 479, 38-47.
Ferreira, P., A. Dionísio, S. Movahed (2017), "Assessment of 48 Stock markets using adaptive multifractal approach", Physica A: Statistical Mechanics and its Applications, 486, 730-750.
Ferreira, P., A. Dionísio, G. Zebende (2016), "Why does the Euro fails? The DCCA approach", Physica A, 443, 543-554.
Ferreira, P., A. Dionísio (2016), "How long is the memory of the US stock market?", Physica A, 451, 502-506.
Felicio, J.A., V. Caldeirinha, A. Dionísio (2015), "The effect of port and container terminal characteristics on terminal performance", Maritime, Economics and Logistics, 17(4), 493-514.
Menezes, R., A. Dionísio (2011), "Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks", Chinese Science Bulletin, 56(34), 3707-3716.
Hassani, H., A. Dionísio, M. Ghodsi (2010), "The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets", Nonlinear Analysis: Real World Applications, 11(1), 492-502.
Ferreira, P., A. Dionísio, C. Pires (2010), "Adopt the Euro? The GME approach", Journal of Economic Interaction and Coordination, 5(2), 231-247.
Dionísio, A., A.H. Reis, L. Coelho (2008), "Utility function estimation: The entropy approach", Physica A, 385(15), 3862-3867.
Dionísio, A., R. Menezes, D.A. Mendes (2007), "On the integrated behaviour of non-stationary volatility in stock markets", Physica A, 382(1), 58-65.
Dionísio, A., R. Menezes, D.A. Mendes (2006), "Entropy-based independence test", Nonlinear Dynamics, 44(1/4), 351-357.
Dionísio, A., R. Menezes, D.A. Mendes (2006), "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market", European Physical Journal B, 50(1/2), 161-164.
Dionísio, A., R. Menezes, D.A. Mendes (2004), "Mutual information: a measure of dependency for nonlinear time series", Physica A, 344(1/2), 326-329.
Menezes, R., A. Dionísio, D.A. Mendes (2004), "Asymmetric price transmission within the Portuguese stock market", Physica A, 344(1/2), 312-316.

Articles published in other peer-review journals

Ferreira, P., A. Dionísio (2016), "GDP growth and convergence determinants in the European Union: a crisp-set analysis", Review of Economic Perspectives – Národohospodárský Obzor, 16(4), 279–296.
Ferreira, P., A. Dionísio (2016), "G7 Stock Markets: Who is The First to Defeat The DCCA Correlation?", Review of Socio-Economic Perspectives, 1(1), 107-120.
Ferreira, P., A. Dionísio (2016), "Entrepreneurship rates the fuzzy-set approach", Eastern European Business and Economics Journal, 2(2), 111-128.
Vicente, J.M., A. Dionísio, M. Oliveira, C. Simão (2014), "As potencialidades do mercado de aviação chinesa par o Aeroporto Internacional de Lisboa: análise de modelagem empírica", Journal of Transport Literature, 8(4), 252-278.
Ferreira, P., A. Dionísio (2013), "An application of General Maximum Entropy to Utility", International Journal of Applied Decision Sciences, 6(3), 228-244.
Ferreira, P., A. Dionísio (2012), "Electoral results: can entropy be a measure of the population dissatisfaction?", International Journal of Business and Management, 7(4), 2-12.
Menezes, R., A. Dionísio (2008), "Is price transmission symmetrical over transnational value chains for codfish products?", Journal of Applied Mathematics, 1(2), 433-444.
Dionísio, A., R. Menezes, D. Mendes, J.V. Silva (2007), "Nonlinear dynamics within macroeconomic factors and stock market, 1993-2003", Applied Econometrics and International Development, 7(2), 57-70.
Dionísio, A., R. Menezes, D.A. Mendes, J.V. Silva (2005), "Analysis of the relationship between stock market prices and macroeconomic and financial factors: a linear approach", Journal of International Finance and Economics, 1, 1-8.
Dionísio, A., A.H. Reis, A. Serrão (2003), "Teoria da carteira e teoria da informação: análise comparativa quanto à forma de medida da incerteza", Revista Economia Global e Gestão, 8, 49-72.
Dionísio, A., A.D. Mendes, R. Menezes (2003), "Entropic measures of information and goodness-of-fit in financial data", Review of Financial Markets, 2, 5-18.

Book articles and chapters

Ferreira, P., A. Dionísio, J. Caetano (2018), "The Risk of Incomplete Financial Integration in the European Union", in J. Caetano, M. Sousa (eds.), Challenges and Opportunities for Eurozone Governance Nova Science Publishers (ISBN: 978-1-53613-475-9).
Ferreira, P., A. Dionísio (2018), "The Relation Between Entrepreneurial Behaviour and Entrepreneurship Rates Over Time: An Approach Using Qualitative Comparative Analysis", in A.Tur Porcar, D. Ribeiro Soriano (eds.), Inside the Mind of the Entrepreneur - Cognition, Personality Traits, Intention, and Gender Behavior Springer International Publishing (ISBN: 978-3319624549).
Baltazar, M.S., I. Ramos, M.C. Rego, A. Dionísio, M.R. Lucas (2018), "Jovens, Migrações e Desenvolvimento Regional", in G.P. N. Rocha, R.L. Gonçalves, P.D. de Medeiros (eds.), Juventude(s): Pensar e Agir, Ribeirão: Húmus.
Reis, A.H., A. Dionísio (2009), "Constructal theory: a new approach to spatial economics and finance", in D. Mendes, L. Martins (eds.), Temas em Métodos Quantitativos 6, Lisboa: Edições Sílabo, 223-234 (ISBN: 978-972-618-540-6).
Dionísio, A., R. Menezes, D. Mendes (2009), "A hipótese de eficiência dos mercados revisitada: abordagem da dependência não-linear", in D. Mendes, L. Martins (eds.), Temas em Métodos Quantitativos 6, Lisboa: Edições Sílabo, 29-47 (ISBN: 978-972-618-540-6).
Dionísio, A., D.A. Mendes, R. Menezes (2006), "O princípio da máxima entropia", Temas em Métodos Quantitativos 5, in M.F. Salgueiro, M.J. Lopes, A. Teixeira (eds.), Lisboa: Edições Sílabo, 31-40 (ISBN: 972-778-092-X).
Dionísio, A., A.D. Mendes, R. Menezes (2004), "Informação mútua: uma medida de dependência não-linear", in M.A. Ferreira, R. Menez, F. Catanas (eds.), Temas em Métodos Quantitativos 4, Lisboa: Edições Sílabo, 62-87 (ISBN: 972-618-329-4).
Dionísio, A., A.D. Mendes, R. Menezes (2003), "Teoria da informação: ferramenta de análise da dependência estatística em sucessões cronológicas financeiras", in J.M.B. Fernandez, J.A.D. Castro, B.B. Fernandez Barreiro, E.R. Sanmartin, F.L. Pérez (eds.), Gestíon Cientifica Empresarial: Temas de Investigación Actuales, Coruña: Netbiblo, 281-292 (ISBN: 84-9745-051-5).
Dionísio, A., A.D. Mendes, R. Menezes (2003), "A entropia como medida de informação na modelação económica", in E. Reis e M.M. Hill (eds.), Temas em Métodos Quantitativos 3, Lisboa: Edições Sílabo, 194-215 (ISBN: 972-618-292-4).

Master theses

Projects funded by national science agencies

Fundação para a Ciência e a Tecnologia

08/2007-07/2010
86 372 €

Programa Operacional para a Competitividade e Internacionalização, Portugal 2020

2017-2019
651.310,69 €

Fundação para a Ciência e a Tecnologia

08/2007-07/2010
63 782 €

Projects funded by international industry-related programs

Programa Opracional para a Competitividade e Internacionalização, Portugal 2020

01/07/2015 – 01/07/2017
2.117.96,00€

Ph.D. thesis

Author: Agostinho Manuel Antunes da Silva
Supervisor(s): Andreia Dionísio; Luís A.G. Coelho
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2018
Author: Simone Pimenta Ayres
Supervisor(s): Andreia Dionísio, Maria Raquel Lucas
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2018
Author: Rui Manuel Teixeira Santos Dias
Supervisor(s): Andreia Dionísio, Jacinto Vidigal da Silva
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2018
Author: Margarida Vargues
Supervisor(s): Andreia Dionísio, António Calixto
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2016
Author: Duarte Xara Brasil
Supervisor(s): Andreia Dionísio, Cristina Marreiros
Degree: Ph.D. (Management)
Institution: University of Évora
Year: 2015
Author: Vítor Manuel dos Ramos Caldeirinha
Supervisor(s): José Augusto de Jesus Felício , Andreia Teixeira Dionísio
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2014
Author: Paulo Ferreira
Supervisor(s): Andreia Dionísio
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2012

M.Sc. thesis

Author: Sandro Trigueiros
Supervisor(s): Andreia Dionísio
Degree: M.Sc. thesis (Management)
Institution: Universidade de Évora
Year: 2018
Author: N’Diê Nobre Saloum Sy
Supervisor(s): Andreia Dionísio
Degree: M.Sc.(Management)
Institution: Universidade de Évora
Year: 2018
Author: Antonino José Fitas Canhão Camponês
Supervisor(s): Maria Raquel Lucas, Andreia Dionísio
Degree: M.Sc. (Management/Marketing)
Institution: Universidade de Évora
Year: 2017
Author: André Ventinhas
Supervisor(s): Margarida Saraiva, Andreia Dionísio
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2016
Author: Nuno M. T. Antunes
Supervisor(s): Fátima Jorge, Andreia Dionísio
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2016
Author: Dina Alexandra Arrifes Narciso
Supervisor(s): Elisabete G.S. Félix, Andreia Dionísio
Degree: M.Sc. (Management)
Institution: University of Évora
Year: 2015
Author: Bárbara Gaia
Supervisor(s): Andreia Dionísio, Marta Silvério
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2014
Author: César Augusto
Supervisor(s): Andreia Dionísio, António Guerreiro
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2012
Author: Tiago Simenta
Supervisor(s): Andreia Dionísio
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2012
Author: António Cachopas
Supervisor(s): António Calixto, Andreia Dionísio
Degree: M.Sc. (Archives, Libraries and Information Sciences)
Institution: Universidade de Évora
Year: 2012
Author: Célia Marmelo
Supervisor(s): Andreia Dionísio
Degree: M.Sc. (Statistical Modeling and Data Analysis)
Institution: Universidade de Évora
Year: 2011
Author: Rodrigo Pinto
Supervisor(s): Luís Martins, Andreia Dionísio
Degree: M.Sc. (Chemical Engineering)
Institution: Universidade de Évora
Year: 2011
Author: Alexandre Costa
Supervisor(s): Andreia Dionísio, Marta C. Silvério
Degree: M.Sc. (Business Management)
Institution: Universidade de Évora
Year: 2007