Thread by @GersonJunior__

I am a finance researcher focused on: Behavioral Finance, Cryptocurrencies, and Portfolio Management.
This is a thread with my publications. Thus, I am able to publicize my papers and my research agenda.

1) Market Stress and Herding: A New Approach to the Cryptocurrency Market. - Journal of Behavioral Finance.

tandfonline.com/doi/full/10.10…

2) Analyzing herding behavior in commodities markets – an empirical approach - Finance Research Letters

sciencedirect.com/science/articl…

3) Cryptocurrencies: formation of returns from the CRIX index - Applied Economics Letters

tandfonline.com/doi/abs/10.108…

4) Political risk, fear, and herding on the Brazilian stock exchange - Applied Economics Letters

tandfonline.com/doi/abs/10.108…

My website:

sites.google.com/view/gersonjun…

My Résumé / CV:
drive.google.com/file/d/13cOIjM…

I'm going to start a project to make codes available (open code) for finance.
Therefore, I will post all the code links made available on this thread.
#opendata #opencode #opensience

@henriquecastror and I decided to start in the simplest way, with data manufactured by us in excel and doing a step by step in #R to create the Fama and French factors (FF3)
1st part about FF.
Link ⬇️

henriquemartins.net/post/2020-10-3…

5) The dynamic relationship between Bitcoin and the foreign exchange market: A nonlinear approach to test causality between Bitcoin and currencies.- Finance Research Letters
sciencedirect.com/science/articl…

6)It’s all in the timing again: simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market - Applied Economics Letters
tandfonline.com/doi/abs/10.108…

Threads (in English):

#AcademicChatter #Finance #phdlife
@AcademicChatter
#research #PhDstudents #phdforum #phdchat

https://twitter.com/_GJunior_/status/1346150193608208387

Threads in Portuguese:

https://twitter.com/_GJunior_/status/1341371440545853444?s=19

https://twitter.com/_GJunior_/status/1358873366225178626?s=20

https://twitter.com/_GJunior_/status/1359119229124042754

https://twitter.com/_GJunior_/status/1364284707798732800

https://twitter.com/_GJunior_/status/1367239480457977858

Henrique and I are working on several projects to foster Open Science in our research community. We are sharing in this post a code to create a map using open data from the World Bank. The code is simple, and you can pay all along with it.
henriquemartins.net/html/highchart…

https://twitter.com/_GJunior_/status/1378133536218185733?s=19

https://twitter.com/_GJunior_/status/1383448861474103305?s=19

https://twitter.com/_GJunior_/status/1380199458374356993?s=19