Work and citizenship: crises and alternatives

Enterprise and Work Innovation Studies, 5

A regulated response to mitochondrial dysfunction modulates longevity and rates of living

Aging is a long-standing biological question of tremendous social and cultural importance. Despite this, only in the last 15 years has biology started to make significant progress in understanding the underlying mechanisms that regulate aging. This progress stemmed mainly from the use of model organisms, which allowed the discovery of several genes directly modulating longevity. Interestingly, several of these longevity genes are necessary for normal mitochondrial function, and disruption of their activity delays the aging process. This is somewhat paradoxical, considering the importance of cellular respiration for energy production and viability of eukaryotic organisms. One possible rationalization for this is that by decreasing cellular respiration, reactive oxygen species (ROS) generation is also reduced, and in that way, cellular decay and aging are delayed.(...)

Fsp27/CIDEC is a CREB target gene induced during fasting and regulated by fatty acid oxidation rate

Dissertação para obtenção do Grau de Mestre em Biotecnologia

Price linkages in pharmaceutical markets

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics

Patterns in financial markets: Dynamic time warping

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

What are the effects of mass retailers on Lisbon’s municipal markets?

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Hope, change, and the financial markets: Can Obama's public speeches drive the U.S. Stock Market

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics

Making sense of the experimental evidence on endogenous timing in duopoly markets

The prediction of asymmetric equilibria with Stackelberg outcomes is clearly the most frequent result in the endogenous timing literature. Several experiments have tried to validate this prediction empirically, but failed to find support for it. By contrast, the experiments find that simultaneous-move outcomes are modal and that behavior in endogenous timing games is quite heterogeneous. This paper generalizes Saloner’s (1987) and Hamilton and Slutsky’s (1990) endogenous timing games by assuming that players are averse to inequality in payoffs. We explore the theoretical implications of inequity aversion and compare them to the empirical evidence. We find that this explanation is able to organize most of the experimental evidence on endogenous timing games. However, inequity aversion is not able to explain delay in Hamilton and Slutsky’s endogenous timing games.

Three essays in financial markets

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Macroeconomic impacts of politics and policy: Applications to financial and real markets

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Noise traders, rational traders, and the rest: A new approach to efficient financial markets

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Corporate finance in general equilibrium models with incomplete markets: A survey

A Masters Thesis, presented as part of the requirements for the award of a Research Masters Degree in Economics from NOVA – School of Business and Economics

Carbon prices. Dynamic analysis of European and Californian markets

Dissertação para obtenção do Grau de Doutor em Alterações Climáticas e Políticas de Desenvolvimento Sustentável

Tool for discovering sequential patterns in financial markets

The goal of this thesis is the study of a tool that can help analysts in finding sequential patterns. This tool will have a focus on financial markets. A study will be made on how new and relevant knowledge can be mined from real life information, potentially giving investors, market analysts, and economists new basis to make informed decisions. The Ramex Forum algorithm will be used as a basis for the tool, due to its ability to find sequential patterns in financial data. So that it further adapts to the needs of the thesis, a study of relevant improvements to the algorithm will be made. Another important aspect of this algorithm is the way that it displays the patterns found, even with good results it is difficult to find relevant patterns among all the studied samples without a proper result visualization component. As such, different combinations of parameterizations and ways to visualize data will be evaluated and their influence in the analysis of those patterns will be discussed. In order to properly evaluate the utility of this tool, case studies will be performed as a final test. Real information will be used to produce results and those will be evaluated in regards to their accuracy, interest, and relevance.

Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.