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.

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

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

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

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 ⬇️

5) The dynamic relationship between Bitcoin and the foreign exchange market: A nonlinear approach to test causality between Bitcoin and currencies.- Finance Research Letters
6)It’s all in the timing again: simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market - Applied Economics Letters
Threads (in English):
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.

• • •

Missing some Tweet in this thread? You can try to force a refresh

Keep Current with Gerson Júnior

Gerson Júnior Profile picture

Stay in touch and get notified when new unrolls are available from this author!

Read all threads

This Thread may be Removed Anytime!


Twitter may remove this content at anytime! Save it as PDF for later use!

Try unrolling a thread yourself!

how to unroll video
  1. Follow @ThreadReaderApp to mention us!

  2. From a Twitter thread mention us with a keyword "unroll"
@threadreaderapp unroll

Practice here first or read more on our help page!

Did Thread Reader help you today?

Support us! We are indie developers!

This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3/month or $30/year) and get exclusive features!

Become Premium

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal

Thank you for your support!

Follow Us on Twitter!