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Publications by Gonçalo Faria

Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts

Journal of Empirical Finance

English

A Closed-Form Solution for Options With Ambiguity About Stochastic Volatility

Review of Derivatives Research

English

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Evaluation of Forecasting Methods From Selected Stock Market Returns

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Forecasting the Tehran Stock Market by Artificial Neural Network

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Stock Returns and Fundamentals in the Australian Market

Asian Journal of Finance & Accounting

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Stock Returns Forecasting With Metals: Sentiment vs. Fundamentals

European Journal of Finance

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Multidimensional Analysis of Monthly Stock Market Returns

Annals of the Alexandru Ioan Cuza University - Economics

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Moon Phases, Mood and Stock Market Returns

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Sequential Parameter Nonstationarity in Stock Market Returns

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Stock Price Forecasting Incorporating Market State

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