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Nelson Areal
Ph.D in Accounting and Finance (Lancaster University)
Department of Management
 
  Associate Professor
  nareal@eeg.uminho.pt
   253 601 923 , 253604550
I have a PhD in Accounting and Finance (Lancaster University, 2006; thesis title “Essays on FTSE-100 volatility and options valuation”); MSc in Business Administration with specialization in Corporate Finance (University of Minho, 1998); BSc in Management by the University of Minho (1992). My career also includes two years (1992-1994) as an Information Systems Auditor at Ernst & Young.
risk measurement and forecasting
option valuation using numerical methods
performance measurement
social responsible investments
sentiment measures
management education
Selected publications
Oliveira, N., Cortez, P., & Areal, N. (2017). The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices. Expert Systems with Applications, 73, 125–144. DOI
Carvalho, A., & Areal, N. (2016). Great Places to Work®: Resilience in Times of Crisis. Human Resource Management, 55(3), 479–498. DOI
Oliveira, N., Cortez, P., & Areal, N. (2016). Stock market sentiment lexicon acquisition using microblogging data and statistical measures. Decision Support Systems, 85, 62–73. DOI
Areal, N., & Rodrigues, A. (2014). Discrete dividends and the FTSE-100 index options valuation. Quantitative Finance, 14(10), 1765–1784. DOI
Portela, M. A., Areal, N. M. P. C., Sá, C., Alexandre, F., Cerejeira, J., Carvalho, A., & Rodrigues, A. (2008). Evaluating student allocation in the Portuguese public higher education system. Higher Education, 56(2), 185–203. DOI
Dissertation/Project
Master's
Financial econometrics
Master's
Financial Investments
Bachelor
Seminar
Doctorate