Evolution of bank efficiency in Brazil: A DEA approach RB Staub, GS e Souza, BM Tabak European journal of operational research 202 (1), 204-213, 2010 | 549 | 2010 |
The relationship between banking market competition and risk-taking: Do size and capitalization matter? BM Tabak, DM Fazio, DO Cajueiro Journal of Banking & Finance 36 (12), 3366-3381, 2012 | 532 | 2012 |
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient DO Cajueiro, BM Tabak Physica A: statistical mechanics and its applications 336 (3-4), 521-537, 2004 | 505 | 2004 |
A multifractal approach for stock market inefficiency L Zunino, BM Tabak, A Figliola, DG Pérez, M Garavaglia, OA Rosso Physica A: Statistical Mechanics and its Applications 387 (26), 6558-6566, 2008 | 345 | 2008 |
The effects of loan portfolio concentration on Brazilian banks’ return and risk BM Tabak, DM Fazio, DO Cajueiro Journal of Banking & Finance 35 (11), 3065-3076, 2011 | 306 | 2011 |
Forbidden patterns, permutation entropy and stock market inefficiency L Zunino, M Zanin, BM Tabak, DG Pérez, OA Rosso Physica A: Statistical Mechanics and its Applications 388 (14), 2854-2864, 2009 | 293 | 2009 |
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility BM Tabak, DO Cajueiro Energy Economics 29 (1), 28-36, 2007 | 273 | 2007 |
Ranking efficiency for emerging markets DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 22 (2), 349-352, 2004 | 271 | 2004 |
The dynamic relationship between stock prices and exchange rates: Evidence for Brazil BM Tabak International Journal of Theoretical and Applied Finance 9 (08), 1377-1396, 2006 | 254 | 2006 |
Determinants of bank efficiency: The case of Brazil PL Tecles, BM Tabak European Journal of Operational Research 207 (3), 1587-1598, 2010 | 248 | 2010 |
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency L Zunino, M Zanin, BM Tabak, DG Pérez, OA Rosso Physica A: Statistical Mechanics and its Applications 389 (9), 1891-1901, 2010 | 246 | 2010 |
Topological properties of stock market networks: The case of Brazil BM Tabak, TR Serra, DO Cajueiro Physica A: Statistical Mechanics and its Applications 389 (16), 3240-3249, 2010 | 219 | 2010 |
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions DO Cajueiro, BM Tabak Physica A: Statistical Mechanics and its Applications 342 (3-4), 656-664, 2004 | 216 | 2004 |
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange DO Cajueiro, P Gogas, BM Tabak International Review of Financial Analysis 18 (1-2), 50-57, 2009 | 201 | 2009 |
A macro stress test model of credit risk for the Brazilian banking sector F Vazquez, BM Tabak, M Souto Journal of Financial Stability 8 (2), 69-83, 2012 | 200 | 2012 |
Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore EJ Araújo Lima, BM Tabak Applied Economics Letters 11 (4), 255-258, 2004 | 183 | 2004 |
Testing for predictability in emerging equity markets EJ Chang, EJA Lima, BM Tabak Emerging Markets Review 5 (3), 295-316, 2004 | 176 | 2004 |
Ranking efficiency for emerging equity markets II DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 23 (2), 671-675, 2005 | 157 | 2005 |
The role of banks in the Brazilian interbank market: does bank type matter? DO Cajueiro, BM Tabak Physica A: Statistical Mechanics and its Applications 387 (27), 6825-6836, 2008 | 152 | 2008 |
Long-range dependence and multifractality in the term structure of LIBOR interest rates DO Cajueiro, BM Tabak Physica A: Statistical Mechanics and Its Applications 373, 603-614, 2007 | 145 | 2007 |