Personal information

Verified email domains

Activities

Employment (1)

ESSEC Business School: Cergy-Pontoise, FR

2015-09-01 to present | Professeur associé
Employment
Source: check_circle
ESSEC Business School via ORCID Member Portal

Works (25)

Do Sustainability Signals Diverge? An Analysis of Labeling Schemes for Socially Responsible Investments

Business & Society
2024-07 | Journal article
Contributors: Sofia Brito-Ramos; Maria Céu Cortez; Florinda Silva
Source: check_circle
Crossref

Star rating, fund flows and performance predictability: evidence from Norway

Financial Markets and Portfolio Management
2022-03 | Journal article
Contributors: Linn K. Aasheim; António F. Miguel; Sofia B. Ramos
Source: check_circle
Crossref

What determines fund performance persistence? International evidence

Financial Review
2019-11 | Journal article
Contributors: Miguel A. Ferreira; Aneel Keswani; António F. Miguel; Sofia B. Ramos
Source: check_circle
Crossref

Banking industry performance in the wake of the global financial crisis

International Review of Financial Analysis
2016-12 | Journal article
Contributors: Diptes C. Bhimjee; Sofia B. Ramos; José G. Dias
Source: check_circle
Crossref

An Analysis of Industry Regimes Synchronization in the Eurozone

2015 | Journal article
DOI:

10.1111/jcms.12197

EID:

2-s2.0-84924053881

Contributors: Dias, J.G.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier
grade
Preferred source (of 2)‎

Clustering financial time series: New insights from an extended hidden Markov model

2015 | Journal article
DOI:

10.1016/j.ejor.2014.12.041

EID:

2-s2.0-84923647183

Contributors: Dias, J.G.; Vermunt, J.K.; Ramos, S.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Correlations between oil and stock markets: A wavelet-based approach

Economic Modelling
2015-11 | Journal article
Contributors: Belén Martín-Barragán; Sofia B. Ramos; Helena Veiga
Source: check_circle
Crossref

Dynamic clustering of energy markets: An extended hidden Markov approach

2014 | Journal article
DOI:

10.1016/j.eswa.2014.05.030

EID:

2-s2.0-84905252116

Contributors: Dias, J.G.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Heterogeneous price dynamics in U.S. regional electricity markets

2014 | Journal article
DOI:

10.1016/j.eneco.2014.05.012

EID:

2-s2.0-84911912395

Contributors: Dias, J.G.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier
grade
Preferred source (of 2)‎

The aftermath of the subprime crisis: A clustering analysis of world banking sector

2014 | Journal article
DOI:

10.1007/s11156-013-0342-3

EID:

2-s2.0-84893709380

Contributors: Dias, J.G.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework

Energy
2014-04 | Journal article
DOI:

10.1016/j.energy.2014.01.077

Contributors: Sofia Ramos
Source: Self-asserted source
Sofia Ramos
grade
Preferred source (of 3)‎

A core-periphery framework in stock markets of the euro zone

2013 | Journal article
DOI:

10.1016/j.econmod.2013.07.013

EID:

2-s2.0-84882632799

Contributors: Dias, J.G.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Oil price asymmetric effects: Answering the puzzle in international stock markets

2013 | Journal article
DOI:

10.1016/j.eneco.2013.03.011

EID:

2-s2.0-84877067700

Contributors: Ramos, S.B.; Veiga, H.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

The Determinants of mutual fund performance: A cross-country study

2013 | Journal article
DOI:

10.1093/rof/rfs013

EID:

2-s2.0-84874284928

Contributors: Ferreira, M.A.; Keswani, A.; Miguel, A.F.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

The flow-performance relationship around the world

2012 | Journal article
DOI:

10.1016/j.jbankfin.2012.01.019

EID:

2-s2.0-84859650014

Contributors: Ferreira, M.A.; Keswani, A.; Miguel, A.F.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Risk factors in oil and gas industry returns: International evidence

2011 | Journal article
DOI:

10.1016/j.eneco.2010.10.005

EID:

2-s2.0-79953023643

Contributors: Ramos, S.B.; Veiga, H.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

The puzzle of asymmetric effects of oil: New results from international stock markets

2011 | Conference paper
DOI:

10.1109/EEM.2011.5953034

EID:

2-s2.0-80052134574

Contributors: Ramos, S.B.; Veiga, H.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

When markets fall down: Are emerging markets all the same?

2011 | Journal article
DOI:

10.1002/ijfe.431

EID:

2-s2.0-80053023498

Contributors: Ramos, S.B.; Vermunt, J.K.; Dias, J.G.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Mixture Hidden Markov Models in finance research

2010 | Conference paper
DOI:

10.1007/978-3-642-01044-6-41

EID:

2-s2.0-84879594395

Contributors: Dias, J.G.; Vermunt, J.K.; Ramos, S.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Competition and stock market development

2009 | Journal article
DOI:

10.1080/13518470802697311

EID:

2-s2.0-61649119065

Contributors: Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

The size and structure of the world mutual fund industry

2009 | Journal article
DOI:

10.1111/j.1468-036X.2007.00428.x

EID:

2-s2.0-58049168952

Contributors: Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Stock exchange competition in a simple model of capital market equilibrium

2008 | Journal article
DOI:

10.1016/j.finmar.2008.01.001

EID:

2-s2.0-47349086987

Contributors: Ramos, S.B.; von Thadden, E.-L.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Geographic versus industry diversification: Constraints matter

2006 | Journal article
DOI:

10.1016/j.jempfin.2006.04.001

EID:

2-s2.0-33747371432

Contributors: Ehling, P.; Ramos, S.B.
Source: Self-asserted source
Sofia Ramos via Scopus - Elsevier

Mutual Fund Industry Competition and Concentration: International Evidence

Journal article
DOI:

http://dx.doi.org/10.2139/ssrn.1343096

Source: Self-asserted source
Sofia Ramos

Why Do Stock Exchanges Demutualize and Go Public?

Journal article
DOI:

http://dx.doi.org/10.2139/ssrn.890268

Source: Self-asserted source
Sofia Ramos

Peer review (6 reviews for 4 publications/grants)

Review activity for Finance research letters. (1)
Review activity for International review of financial analysis. (2)
Review activity for Journal of commodity markets. (2)
Review activity for The Quarterly review of economics and finance (1)