Time-frequency and time-scale characterisation of the beat-by-beat high-resolution electrocardiogram

Proceedings of the Sixth Portuguese Conference on Bioemedical Engineering faro, Portugal

Management of Costa Vicentina as tourism destination for foreign surf practitioner and beginners

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

Guincho surf center business plan viability: Case study

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

Searching for return: How Google search engine query data can beat the market

Throughout the last years technologic improvements have enabled internet users to analyze and retrieve data regarding Internet searches. In several fields of study this data has been used. Some authors have been using search engine query data to forecast economic variables, to detect influenza areas or to demonstrate that it is possible to capture some patterns in stock markets indexes. In this paper one investment strategy is presented using Google Trends’ weekly query data from major global stock market indexes’ constituents. The results suggest that it is indeed possible to achieve higher Info Sharpe ratios, especially for the major European stock market indexes in comparison to those provided by a buy-and-hold strategy for the period considered.

The Farol Deposit (Depósito do Farol) – a Pleistocene beach deposit from Cape Mondego (Figueira da Foz, West Central Portugal)*

Among the Pleistocene and Holocene units recorded near the marine cliffs of Cape Mondego (Figueira da Foz, West Central Portugal) stands out the Farol Deposit (Depósito do Farol), at an altitude of ±95 m above present sea level. It is a marine terrace with three exposures of interstratified conglomerates and sands, overlapped by calclititic-fanglomerates. This sedimentary setting indicates that deposition took place in a seashore environment influenced by the proximity of a marine palaeocliff. The deposit has an interesting subfossil fauna with abraded and fragmented shells of Nucella lapillus (LINNÉ, 1758), Patella vulgata (LINNÉ, 1758) and Littorina littorea (LINNÉ, 1758), suggesting the existence of an environment with colder surface seawater, when compared with the present day Portuguese seashore. These specimens belonged to marine communities adapted to live in intertidal rocky platforms, which have been exposed to the cyclic action of waves and tidal flows, on the swash and surf zones. The Farol Deposit can be related to an Early/Middle Pleistocene “cold-water” episode, earlier to the Isotopic Stages 7 and 11. This episode occurred before the deposition of the units Quiaios Sands (Areias de Quiaios) and Cantanhede Sands (Areias de Cantanhede) (Sicilian?), but later than the Arazede Sands (Areias de Arazede) and Marinha das Ondas Sands (Areias de Marinha das Ondas) (Early Pleistocene).

Cilia motility studies in zebrafish embryos

A thesis submitted in fulfilment of the requirements for the degree of Masters in Molecular Genetics and Biomedicine

Factor analysis in the stock market: An application to statistical arbitrage

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

Management of Costa Vicentina as a tourism destination for Portuguese surfers

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

Produção de misturas betuminosas com betumes modificados: compactabilidade e comportamento mecânico

Dissertação para obtenção do Grau de Mestre em Engenharia Civil - Perfil de Construção

Smells Like Spleen Spirit: O Decadentismo na América da Segunda Metade do Século XX

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Línguas Literaturas e Culturas

Using cilia mutants to study left-right asymmetry in zebrafish

A thesis submitted in fulfillment of the requirements for the degree of the Masters in Molecular Genetics and Biomedicine

Predictability of stock market returns: Evidence from Eurozone's banking sectors

This paper analyzes the in-, and out-of sample, predictability of the stock market returns from Eurozone’s banking sectors, arising from bank-specific ratios and macroeconomic variables, using panel estimation techniques. In order to do that, I set an unbalanced panel of 116 banks returns, from April, 1991, to March, 2013, to constitute equal-weighted country-sorted portfolios representative of the Austrian, Belgian, Finish, French, German, Greek, Irish, Italian, Portuguese and Spanish banking sectors. I find that both earnings per share (EPS) and the ratio of total loans to total assets have in-sample predictive power over the portfolios’ monthly returns whereas, regarding the cross-section of annual returns, only EPS retain significant explanatory power. Nevertheless, the sign associated with the impact of EPS is contrarian to the results of past literature. When looking at inter-yearly horizon returns, I document in-sample predictive power arising from the ratios of provisions to net interest income, and non-interest income to net income. Regarding the out-of-sample performance of the proposed models, I find that these would only beat the portfolios’ historical mean on the month following the disclosure of year-end financial statements. Still, the evidence found is not statistically significant. Finally, in a last attempt to find significant evidence of predictability of monthly and annual returns, I use Fama and French 3-Factor and Carhart models to describe the cross-section of returns. Although in-sample the factors can significantly track Eurozone’s banking sectors’ stock market returns, they do not beat the portfolios’ historical mean when forecasting returns.