Biography

Dr. Sónia R. Bentes

ISCAL – Lisbon Institute of Management and Accounting, Portugal


Email: smbentes@iscal.ipl.pt


Qualifications

Ph.D., ISCTE – IUL – Lisbon Institute of Sciences and Management, Lisbon, Portugal

M.Sc., ISCTE – IUL – Lisbon Institute of Sciences and Management, Lisbon, Portugal

B.Sc., University of Algarve (UAL), Faro, Portugal


Publications (Selected)

  1. Bentes, Sónia R. and Rui Menezes (2013), On the long memory property of stock market volatility: An overview, International Journal of Academic Research Part A, 5 (1), January, 14-21.
  2. Bentes, Sónia R. and Navas, Raúl (2013), The fundamental analysis: An overview, International Journal of the Latest Trends in Finance and Economics Sciences, 3 (1) March, 389-393.
  3. Bentes, Sónia R., Menezes, Rui and Ferreira, Nuno B. (2013), On the asymmetric behaviour of stock market volatility: Evidence from three countries, International Journal of Academic Research Part A, 5 (4), July, 24-32.
  4. Cruz, Manuel and Bentes, R. Sónia (2013), The Seveso Directives and Their Application to Enterprise Risk Management, International Journal of the Latest Trends in Finance and Economics Sciences, 3 (3) September, in press.
  5. Bentes, Sónia R. and Menezes, Rui (2013), On the predictability of realized volatility using feasible GLS, Journal of Asian Economics (ACAES-FEG Special Issue: Econometrics of Financial Markets) 28, October, 58-66.
  6. Bentes, Sónia R. e Ferreira, Nuno B. (2013), A FIGARCH approach to stock market volatility: Evidence fromPortugal,Ireland,Italy,GreeceandSpain, International Journal of Academic Research Part A, 5 (6), November, 107-111.
  7. Bentes, Sónia R. e Vaz, Sílvia (2013) Relationship between implied volatility and the underlying in major international stock markets, International Journal of Academic Research Part A, 5 (6), November, in press.
  8. Bentes, Sónia R. and Rui Menezes (2012), Entropy: A new measure of stock market volatility? Journal of Physics – Conference Series 394, 012033.
  9. Bentes, Sónia R. and Kedarnath Banerjee (2011), On the limitations of Government Spending in Business Sustainability 2.0 – Management, Technology and Learning for Individuals, Organizations and Society in Turbulent Environments edited by Goran D. Putnik and Paulo Ávila, 23-29.
  10. Bentes, Sónia R. (2011), On the adequacy of entropy in assessing stock market volatility in Business Sustainability 2.0 – Management, Technology and Learning for Individuals, Organizations and Society in Turbulent Environments edited by Goran D. Putnik and Paulo Ávila, 99-104.1. Bentes, Sónia, S. Cortês, J. Esperança, and V. Simões, (1999), “The Development of the Venture Capital in Portugal”, IAPMEI.
  11. Bentes, Sónia, S. Cortês, J. Esperança, and V. Simões, (1999), “(Re) Birth of the Portuguese Venture Capital Industry”, IAPMEI, which has been distinguished with the “Best Paper Award”.
  12. Bentes, Sónia, R. Menezes and D. Mendes, (2008), “Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?”, Physica A, 387, 3826-3830.
  13. Bentes, Sónia, R. Menezes e D. Mendes, (2008), Stock market volatility: An approach based on Tsallis entropy, arXiv:0809.4570v1[q-fin.ST.]
  14. Bentes, Sónia, R. Menezes e D. Mendes, (2009), “Entropic measures in nonlinear dynamics”, Temas em Métodos Quantitativos 6, 235-250.
  15. Bentes, Sónia, (2010), Econophysics: A new discipline, Science and Culture, 76, 338-344. (Invited Review Paper).
  16. Bentes, Sónia (2010) A Statistical Physics Approach to Stock Market Volatility, Proceedings of the 1st Franco-Mongolian Workshop on Material Science, Oulan-Baatar.

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