Trading the changes of stock market index composition: Evidence from European markets

This paper studies the changes in European stock market indexes composition from 1995 to 2015. It was found that there are mixed price effects producing abnormal returns around the effective replacement of added and deleted stocks. The price pressure hypothesis seems to hold for added stocks in some indexes but not for deleted stocks as there is not a clear inversion of behaviour after the replacement. Finally, the building and back testing of a trading strategy aiming to capture some of those abnormal returns shows it yields a Sharpe Ratio of 1.4 and generates an annualised alpha of 11%.

Estimation of vegetation carbon stock in Portugal using land use/ land cover data

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

The role of implicit contracts: Building public works in the 1840s in Portugal

Business History, Vol 50 No 2, p147-162

The influence of inherent properties of building limestones on their bioreceptivity to phototrophic microorganisms

Annals of Microbiology, 59 (4) 705-713 (2009)

Building information model - avaliação do seu potencial como solução para os principais atrasos e desperdícios na construção portuguesa

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Civil – perfil de Construção

Methodology for collaborative enterprise reference ontology building

Dissertation presented at Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa to obtain the Master degree in Electrical Engineering and Computer Science

Building information modeling: oportunidades e desafios para projectistas e donos de obra em Portugal

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Civil-Perfil de Construção

Building a knowledge and learning society in Portugal - Adult students in technological schools and higher education institutions

Chapter in Merrill, Barbara (ed.) (2009) Learning to Change? The Role of Identity and Learning Careers in Adult Education. Hamburg: Peter Lang Publishers. URL: http://www.peterlang.com/ index.cfm?vID=58279&vLang=E&vHR=1&vUR=2&vUUR=1

Stock photography: entre memória e esquecimento

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ciências da Comunicação, especialização em Comunicação e Artes

Building anonymised database samples

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Aplicação da metodologia DMAIC na redução do stock de bens alimentares. Caso de estudo na Nestlé

Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial

GIS capacity building for risk management to help developing countries:Case of climate change problem in Amhara rural region (Ethiopia)

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Design and implementation of 3D buildings integration for a Webgl-Based Virtual Globe: a case study of Valencian Cadastre and Fide Building Mode

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Building clusters for CRM strategies by mining airlines customer data

Trabalho de Projeto apresentado como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Effect of European Sovereign debt crisis on banks’ stock market performances: application to Portuguese data

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