Rocha Armada, Manuel Full Professor, U Minho PhD, U Manchester, UK, 1992.

e-mail: rarmada@eeg.uminho.pt
URL:

Full researcher
Finance Group

Biography

Professor of Finance at the Department of Management, School of Economics and Management of the University of, where he is the Scientific Coordinator and responsible for the Finance area and Director of MSc in Finance. He got a degree in Management from ISEG (Technical University of Lisbon), a Master degree in Management Science from the University of Kent - UK and the PhD degree in Business Administration from the Manchester Business School - UK. He has published, among others, in the European Journal of Finance, International Journal of Business, Finance India, European Financial Management Journal, Multinational Finance Journal, Global Finance Journal, The International Journal of Finance. He was a Member of Executive Committee of the European Finance Association and is Director of the Multinational Finance Society. He is also a member of the Mexican Academy of Administrative Sciences. He is a member of the Editorial Board of the European Journal of Finance, The International Journal of Business, Finance India, The International Journal of Banking and Finance, Brazilian Review of Finance, The Portuguese Journal of Management Studies, Portuguese Review of Financial Markets, Frontiers in Finance and Economics, Brazilian Administration Review. He has held visiting positions at The Wharton School, London Business School and Manchester Business School.

Research interests

Mutual Fund Performance Evaluation. Portfolio Management. Bond Markets, Real Options, Derivatives.

Selected publications

Armada, M. R., Kryzanowski, L. and Pereira, P. J. (2007) A modified finite-lived American exchange options methodology applied to real options valuation. Global Finance Journal, 17, 419-438.

Rodrigues, A. and Armada, M. J. R. (2007) The valuation of modular projects: A real options approach to the value of splitting. Global Finance Journal, 18(2), 205-227.

Oliveira, B. and Armada, M. J. R. (2005) Stractural changes of the conditional volatility of Portuguese stock market. Multinational Financial journal, 9(3/4), 189-214.

Silva, F., Cortez, M. C. and Armada, M. R. (2005) The persistence of European bond fund performance: Does conditioning information matter?. International Journal of Business, 4(10), 341-361.

Silva, F., Cortez, M. C. and Armada, M. J. R. (2004) Bond return predictability: The European market. The International Journal of Finance, 16(3), 3083-3114.

Silva, F., Cortez, M. C. and Armada, M. J. R. (2003) Conditioning information and European bond fund performance. European Financial Management, 9(2), 201-230.

Areal, N. and Armada, M. J. R. (2002) The long-horizon returns behaviour of the Portuguese stock market. European Journal of Finance, 8(1), 93-122.

Pinto, M. H. and Armada, M. J. R. (2002) An autoregressive approach of the APT to the Portuguese stock market. The International Journal of Business, 7(2), 37-52.

Oliveira, B. and Armada, M. J. R. (2001) The impact of the futures market´s introduction on the conditional volatility of the Portuguese stock market. Finance India, 15(4), 1251-1278.

Howell, S. and Armada, M. J. R. (2000) Variation and covariation between market timing and selectivity: an alternative to traditional meta-analysis. International Journal of Business, 4(2), 57-96.

Cortez, M. C., Paxson, D. and Armada, M. J. R. (1999) The persistence of Portuguese mutual fund performance. European Journal of Finance, 5(4), 342-365.