Paulo Miguel Pereira da Silva

Research Staff Member with PhD Degree
(Gabinete de Estudos - CMVM)
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Ph.D in Economics (U.Évora, 2017), M.Sc. in Monetary and Financial Economics (ISEG/UTL, 2006), B.A. in Economics (ISEG/UTL, 2001).

Research Topics


Financial Markets; Corporate Finance; Financial Regulation.

Research output

Articles Published in Selected Journals (indexed in CEFAGE ranking)

2022

da Silva, P. P., Mendes, V. , (2022) , "Education and financial mistakes: The case of avoidable trading fees in stock markets" , Portuguese Economic Journal , 1-30 .

2021

Silva, P. P. and Vieira, I. , (2021) , "On the Effects of Capital Markets’ Regulation on Price Informativeness: an Assessment of EU Market Abuse Directive" , Financial Markets and Portfolio Management .
Silva, P. P., Mendes, V. , (2021) , "Exchange-traded certificates, education and the disposition effect" , Journal of Behavioral and Experimental Finance , 29 .
Silva, P. P., Mendes, V., Abreu, M. , (2021) , "The disposition effect among mutual fund participants: a re-examination" , The European Journal of Finance .

2020

Silva, P., Horta, P. , (2020) , "The impact of intermittent power generation on the wholesale electricity prices of the Mibel Iberian Market" , Economics of Energy & Environmental Policy , 9 .
Silva, P., P. , (2020) , "Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment" , Journal of Multinational Financial Management .

2019

Silva, P. P. , (2019) , "Corporate governance, earnings quality and idiosyncratic crash risk during the 2007–2008 financial crisis" , Journal of Multinational Financial Management , 51 , 61-79 .

2018

Silva, P. P. , (2018) , "Fragmentation and Market Quality: the case of European Markets" , De Economist , 166 , 179–206 .
Silva, P.P., C. Vieira, I. Vieira , (2018) , "Central clearing and CDS market quality" , Journal of Futures Markets , 38 , 731–753 .

2016

Alves, C., V. Mendes, P.P. Silva , (2016) , "Analysis of market quality before and during short-selling bans" , Research in International Business and Finance , 37 , 252–268 .
Silva, P.P., C. Vieira, I. Vieira , (2016) , "The EU ban on uncovered sovereign credit default swaps: assessing impacts on liquidity, volatility and price discovery" , Journal of Derivatives , 23 , 74-98 .

2015

Da Silva, P. P. , (2015) , "The information content of the open interest of credit default swaps" , Financial Markets and Portfolio Management , 29 , 381-427 .
Silva, P., C. Vieira., I. Vieira , (2015) , "M&A operations: further evidence f informed trading in the CDS market" , Journal of Multinational Financial Management , 32-33 , 116-130 .
Silva, P., C. Vieira., I. Vieira , (2015) , "The determinants of CDS open interest dynamics" , Journal of Financial Stability , 21 , 95-109 .

Articles Published in WoS Journals (not indexed in CEFAGE ranking)

2022

da Silva, P. P. , (2022) , "Crash risk and ESG disclosure" , Borsa Istanbul Review .

2021

da Silva, P. P. , (2021) , "Market efficiency and the capacity of stock prices to track a firm's future profitability" , Borsa Istanbul Review .

2019

Silva, P.P., Horta,P. , (2019) , "The effect of variable renewable energy sources on electricity price volatility: the case of the Iberian market" , International Journal of Sustainable Energy , 38 , 794-813 .

2018

Silva, P.P. , (2018) , "Did informed order flow move to multilateral trading facilities? Evidence for some Eurozone countries" , Investment Analysts Journal , 47 , 95-110 .

2016

Silva, P.P. , (2016) , "Common-wide information flow in CDS markets: The case of earnings surprises of industry leaders" , Investment Analysts Journal , 45 , 63-80 .
Silva, P.P. , (2016) , "Did investors seeking short exposure move to the CDS market after the 2011 short-sale bans in European financial stocks?" , Finance a Uver – Czech Journal of Economics and Finance , 66 , 322-353 .

Articles Published in Other Peer-review Journals

2016

Silva, P.P. , (2016) , "Earnings surprises and the response of CDS markets" , Studies in Economics and Finance , 33 , 377-402 .

2014

Da Silva, P. P., Rebelo, P. T., & Afonso, C. , (2014) , "Tail dependence of financial stocks and CDS markets–Evidence using copula methods and simulation-based inference" , Economics , 8 .