Concepedia

João F. Caldeira

JF

19

Publications

437

Citations

13

H-Index

2010

Active since

Affiliations

Universidade Federal do Rio Grande do Sul(Current)

Universidade Federal de Santa Catarina

João F. Caldeira is an author at Universidade Federal do Rio Grande do Sul specializing in business, finance, and economics.

ORCID

Top concepts

Publications per year

2010–2022

19

Publications

19

Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy

João F. Caldeira, Guilherme V. Moura · SSRN Electronic Journal · 2013 · 67 citations · Full text

Can We Predict the Financial Markets Based on Google's Search Queries?

Marcelo Perlin, João F. Caldeira, André Alves Portela Santos et al. · Journal of Forecasting · 2016 · 56 citations

, , +22

Capital Structure, Cash Holdings and Firm Value: A Study of Brazilian Listed Firms

João F. Caldeira, Tiago Loncan · SSRN Electronic Journal · 2013 · 42 citations · Full text

Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection

Leonardo Riegel Sant’Anna, Tiago Pascoal Filomena, João F. Caldeira · The Quarterly Review of Economics and Finance · 2016 · 30 citations

, , +13

Lasso-based index tracking and statistical arbitrage long-short strategies

Leonardo Riegel Sant’Anna, João F. Caldeira, Tiago Pascoal Filomena · The North American Journal of Economics and Finance · 2019 · 26 citations · Full text

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