Logotipo NIPE

Pessoas

  • Membros integrados

Nelson Areal

Doutoramento em Contabilidade e Finanças Universidade de Lancaster

Sobre

Doutorado em Finanças e Contabilidade pela Universidade de Lancaster em 2006 (tese intitulada: “Essays on FTSE-100 volatility and options valuation”); Mestre em Gestão com especialização em Finanças Empresariais (Universidade do Minho, 1998); Licenciado em Gestão (Universidade do Minho, 1992). Inicou a carreira como Auditor Informático da Ernst & Young.

 

Áreas de interesse

Medidas de risco e sua previsão
Avaliação de opções através de métodos numéricos
Avaliação de desempenho
Investimentos socialmente responsáveis
Medidas de sentimento
Educação em gestão

Publicações

Taques, F H , Areal, N , & Basso, L F C (2022)

Benefits on Sales Generated by Innovation

International Journal of Innovation and Technology Management, 19(01), 2140010 DOI
Taques, F H , López, M G , Basso, L F , & Areal, N (2021)

Indicators used to measure service innovation and manufacturing innovation

Journal of Innovation and Knowledge, 6(1), 11–26 DOI
Adcock, C , Areal, N , Cortez, M C , Oliveira, B , & Silva, F (2020)

Does the choice of fund performance measure matter?

Investment Analysts Journal, 49(1), 53–77 DOI
Oliveira, N , Cortez, P , & Areal, N (2017)

The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices

Expert Systems with Applications, 73, 125–144 DOI
Carvalho, A , & Areal, N (2016)

Great Places to Work®: Resilience in Times of Crisis

Human Resource Management, 55(3), 479–498 DOI
Oliveira, N , Cortez, P , & Areal, N (2016)

Sentiment analysis of stock market behavior from Twitter using the R Tool

In M Hofmann & A Chisholm (Eds ), Text Mining and Visualization: Case Studies Using Open-Source Tools (1st ed , pp 223–240) CRC Press DOI
Oliveira, N , Cortez, P , & Areal, N (2016)

Stock market sentiment lexicon acquisition using microblogging data and statistical measures

Decision Support Systems, 85, 62–73 DOI
Areal, N , Oliveira, B & Sampaio, R (2015)

When times get tough, gold is golden

The European Journal of Finance, 21(6), 507-526 DOI
Areal, N , & Rodrigues, A (2014)

Discrete dividends and the FTSE-100 index options valuation

Quantitative Finance, 14(10), 1765–1784 DOI
Oliveira, N , Cortez, P , & Areal, N (2014)

Automatic creation of stock market lexicons for sentiment analysis using stocktwits data

In Proceedings of the 18th International Database Engineering and Applications Symposium, IDEAS 2014 (pp 115-123) ACM International Conference Proceeding Series Association for Computing Machinery DOI
Areal, N , & Rodrigues, A (2013)

Fast trees for options with discrete dividends

Journal of Derivatives, 21(1), 49–63 DOI
Areal, N , Cortez, M C , & Silva, F (2013)

The conditional performance of US mutual funds over different market regimes: Do different types of ethical screens matter?

Financial Markets and Portfolio Management, 27(4), 397–429 DOI
Oliveira, N , Cortez, P , & Areal, N (2013)

Some experiments on modeling stock market behavior using investor sentiment analysis and posting volume from twitter

In Proceedings of the 3rd International Conference on Web Intelligence, Mining and Semantics WIMS 2013ACM (No 31) International Conference Proceeding Series Association for Computing Machinery DOI
Oliveira, N , Cortez, P , & Areal, N (2013)

On the predictability of stock market behavior using StockTwits sentiment and posting volume

In Proceedings of the 16th Portuguese Conference on Artificial Intelligence, EPIA 2013 (Vol 8154, pp 355-365) Lecture Notes in Computer Science DOI
Adcock, C , Areal, N , Armada, M , Cortez, M C , Oliveira, B , & Silva, F (2012)

Tests of the Correlation between Portfolio Performance Measures

Journal of Financial Transformation, 35, 123–132 DOI
Cortez, M C , Silva, F , & Areal, N M P C (2012)

Socially responsible investing in the global market: The performance of US and European funds

International Journal of Finance and Economics, 17(3), 254–271 DOI
Carvalho, A , Areal, N , & Silva, J (2011) Students' perceptions of Blackboard and Moodle in a Portuguese university British journal of educational technology, 42(5), 824-841 DOI
Areal, N , & Rodrigues, A (2010)

On the dangers of a simplistic American option simulation valuation method

The European Journal of Finance, 16(4), 373-379 DOI
Cortez, M C , Silva, F , & Areal, N (2009)

The performance of european socially responsible funds

Journal of Business Ethics, 87, 573–588 DOI
Carvalho, A , Areal, N , & Silva, J (2009)

Blackboard vs Moodle: Students' perception of alternative Learning Management Systems

In Proceedings of the IADIS International Conference e-Learning 2009 (Vol 2, pp 115-119) IADIS Multi Conference on Computer Science and Information Systems DOI
Areal, N , Rodrigues, A , & Armada, M R (2008)

On improving the least squares Monte Carlo option valuation method

Review of Derivatives Research, 11(1), 119-151 DOI
Portela, M A , Areal, N M P C , Sá, C , Alexandre, F , Cerejeira, J , Carvalho, A , & Rodrigues, A (2008)

Evaluating student allocation in the Portuguese public higher education system

Higher Education, 56(2), 185–203 DOI
Areal, N , & Armada, M R (2002)

The long-horizon returns behaviour of the Portuguese stock market

European Journal of Finance, 8(1), 93–122 DOI
Areal, N , & Taylor, S J (2002)

The Realized Volatility of FTSE-100 Futures Prices

Journal of Futures Markets, 22(7), 627–648 DOI
Areal, N , & Armada, M R (1999)

Testes paramétricos e não paramétricos de reversão para a média da rendibilidade de índices do mercado accionista

Revista De Administração Contemporânea, 3(2), 7–28 DOI

Ensino

Análise Avançada de Dados Doutoramento
Análise de Dados e Competências Transversais Mestrado
Análise de Dados em Saúde Mestrado
Análise e Planeamento Financeiro Licenciatura
Gestão do Risco Mestrado
Investimentos Financeiros Licenciatura
Princípios de Finanças Empresariais Licenciatura

ODS