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Nelson Areal

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Nelson Areal

Doutoramento em Contabilidade e Finanças Universidade de Lancaster

nareal@eeg.uminho.pt

Campus de Gualtar - Edificio 8 - 3.29

ORCID

Página pessoal

Researcher ID

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

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)

Stock market sentiment lexicon acquisition using microblogging data and statistical measures

Decision Support Systems, 85, 62–73 DOI

Cortez, M C , Silva, F , & Areal, N M P C (2009)

The performance of european socially responsible funds

Journal of Business Ethics, 87(4), 573–588 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

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 (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

Areal, N , Oliveira, B , & Sampaio, R (2015)

When times get tough, gold is golden

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

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

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 M P C , & Rodrigues, A (2010)

On the dangers of a simplistic American option simulation valuation method

European Journal of Finance, 16(4), 373–379 DOI

Areal, N M P C , Rodrigues, A , & Armada, M R R (2008)

On improving the least squares Monte Carlo option valuation method

Review of Derivatives Research, 11(1-2), 119–151 DOI

Areal, N M P B C , & Armada, M J D R (2002)

The long-horizon returns behaviour of the Portuguese stock market

European Journal of Finance, 8(1), 93–122 DOI

Areal, N M P C , & Taylor, S J (2002)

The Realized Volatility of FTSE-100 Futures Prices

Journal of Futures Markets, 22(7), 627–648 DOI

de P B da Costa Areal, N M , & da Rocha Armada, M J (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

Mais publicações

Projectos

O impacto financeiro de prémios de boas-práticas

Financiamento: Fundação para a Ciência e Tecnologia

Duração: 2012-03-01 - 2014-02-28

Researchers and Team

Investigador responsável

Ana Carvalho

Equipa

Nelson Areal

Ensino

Análise de Dados e Competências Transversais Mestrado

Análise de Dados em Saúde Mestrado

Gestão do Risco Mestrado

Investimentos Financeiros Licenciatura