User profiles for Nelson Areal
 | Nelson ArealUniversidade do Minho Verified email at eeg.uminho.pt Cited by 2706 |
The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices
In this paper, we propose a robust methodology to assess the value of microblogging data to
forecast stock market variables: returns, volatility and trading volume of diverse indices and …
forecast stock market variables: returns, volatility and trading volume of diverse indices and …
The performance of European socially responsible funds
Recent years have witnessed an increasing growth in mutual funds that invest according to
social criteria. As a consequence, the financial performance of these portfolios has attracted …
social criteria. As a consequence, the financial performance of these portfolios has attracted …
Students' perceptions of Blackboard and Moodle in a Portuguese university
The use of learning management systems (LMS) has grown considerably in universities around
the world. The University of Minho (UM) has pioneered in this area in Portugal, adopting …
the world. The University of Minho (UM) has pioneered in this area in Portugal, adopting …
[HTML][HTML] Indicators used to measure service innovation and manufacturing innovation
Innovation can be a source of competitive advantage for companies, either through the
improvement of methods and techniques capable of generating new products or services, or …
improvement of methods and techniques capable of generating new products or services, or …
The realized volatility of FTSE‐100 futures prices
NMPC Areal, SJ Taylor - Journal of futures markets: futures …, 2002 - Wiley Online Library
Five‐minute returns from FTSE‐100 index futures contracts are used to obtain accurate
estimates of daily index volatility from January 1986 to December 1998. These realized volatility …
estimates of daily index volatility from January 1986 to December 1998. These realized volatility …
Socially responsible investing in the global market: The performance of US and European funds
This paper investigates the style and performance of US and European global socially
responsible funds. Several specifications of the return‐generating process are applied as well as …
responsible funds. Several specifications of the return‐generating process are applied as well as …
Stock market sentiment lexicon acquisition using microblogging data and statistical measures
Lexicon acquisition is a key issue for sentiment analysis. This paper presents a novel and
fast approach for creating stock market lexicons. The approach is based on statistical …
fast approach for creating stock market lexicons. The approach is based on statistical …
On the predictability of stock market behavior using stocktwits sentiment and posting volume
In this study, we explored data from StockTwits, a microblogging platform exclusively
dedicated to the stock market. We produced several indicators and analyzed their value when …
dedicated to the stock market. We produced several indicators and analyzed their value when …
Great Places to Work®: Resilience in Times of Crisis
A Carvalho, N Areal - Human Resource Management, 2016 - Wiley Online Library
We study the resilience of the “100 Best Companies to Work for in America” in times of
financial crisis by analyzing their long‐term financial performance. Apart from implementing …
financial crisis by analyzing their long‐term financial performance. Apart from implementing …
The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?
We investigate the performance of US mutual funds that employ different ethical criteria:
religious, socially responsible, and irresponsible. Performance is evaluated over different market …
religious, socially responsible, and irresponsible. Performance is evaluated over different market …