Hélder Sebastião

529 total citations · 1 hit paper
17 papers, 353 citations indexed

About

Hélder Sebastião is a scholar working on Economics and Econometrics, Finance and Information Systems. According to data from OpenAlex, Hélder Sebastião has authored 17 papers receiving a total of 353 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Economics and Econometrics, 7 papers in Finance and 6 papers in Information Systems. Recurrent topics in Hélder Sebastião's work include Market Dynamics and Volatility (10 papers), Financial Markets and Investment Strategies (7 papers) and Blockchain Technology Applications and Security (6 papers). Hélder Sebastião is often cited by papers focused on Market Dynamics and Volatility (10 papers), Financial Markets and Investment Strategies (7 papers) and Blockchain Technology Applications and Security (6 papers). Hélder Sebastião collaborates with scholars based in Portugal, France and United States. Hélder Sebastião's co-authors include Pedro Godinho, Paulo Rupino da Cunha, Paulo Melo, Nuno Silva, Rui Pascoal, Pedro Torres and Sjur Westgaard and has published in prestigious journals such as SHILAP Revista de lepidopterología, Finance research letters and Future Internet.

In The Last Decade

Hélder Sebastião

16 papers receiving 339 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Forecasting and trading cryptocurrencies with machine learning under changing market conditions

2021 142 citations Hélder Sebastião, Pedro Godinho Financial Innovation profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Hélder Sebastião Portugal	7	218	216	106	94	41	17	353
Michail Basios United Kingdom	4	147 0.7×	186 0.9×	83 0.8×	79 0.8×	38 0.9×	9	298
Leslie Kanthan United Kingdom	5	159 0.7×	188 0.9×	84 0.8×	81 0.9×	38 0.9×	11	323
Fan Fang United States	4	147 0.7×	208 1.0×	83 0.8×	78 0.8×	39 1.0×	7	323
Soumya Basu United States	5	200 0.9×	421 1.9×	110 1.0×	82 0.9×	107 2.6×	12	518
Yinhong Yao China	9	242 1.1×	135 0.6×	92 0.9×	87 0.9×	113 2.8×	20	388
Jiří Švec Australia	9	237 1.1×	225 1.0×	199 1.9×	38 0.4×	38 0.9×	28	387
Martin Haferkorn Germany	7	260 1.2×	284 1.3×	165 1.6×	47 0.5×	61 1.5×	23	436
Julian Lorenz Switzerland	8	207 0.9×	116 0.5×	158 1.5×	84 0.9×	18 0.4×	19	331
Qing Bai United States	6	152 0.7×	188 0.9×	82 0.8×	70 0.7×	53 1.3×	10	312
Gianna Figà‐Talamanca Italy	10	223 1.0×	173 0.8×	135 1.3×	51 0.5×	21 0.5×	25	305

Countries citing papers authored by Hélder Sebastião

Since Specialization

Citations

This map shows the geographic impact of Hélder Sebastião's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hélder Sebastião with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hélder Sebastião more than expected).

Fields of papers citing papers by Hélder Sebastião

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hélder Sebastião. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hélder Sebastião. The network helps show where Hélder Sebastião may publish in the future.

Co-authorship network of co-authors of Hélder Sebastião

This figure shows the co-authorship network connecting the top 25 collaborators of Hélder Sebastião. A scholar is included among the top collaborators of Hélder Sebastião based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hélder Sebastião. Hélder Sebastião is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

17 of 17 papers shown

Sebastião, Hélder, et al.. (2024). Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. Computational Economics. 65(3). 1191–1230.

Sebastião, Hélder, Nuno Silva, Pedro Torres, & Pedro Godinho. (2024). Financial literacy bias: a comparison between students and nonstudents. Review of Behavioral Finance. 16(4). 620–642. 2 indexed citations

Silva, Nuno, et al.. (2023). Industry return lead-lag relationships between the US and other major countries. Financial Innovation. 9(1). 40–40. 10 indexed citations

Cunha, Paulo Rupino da, Paulo Melo, & Hélder Sebastião. (2021). From Bitcoin to Central Bank Digital Currencies: Making Sense of the Digital Money Revolution. Future Internet. 13(7). 165–165. 64 indexed citations

Sebastião, Hélder & Pedro Godinho. (2021). Forecasting and trading cryptocurrencies with machine learning under changing market conditions. Financial Innovation. 7(1). 3–3. 142 indexed citations breakdown →

Pascoal, Rui, et al.. (2021). Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis. Mathematics. 9(17). 2088–2088. 4 indexed citations

Sebastião, Hélder, et al.. (2020). Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures. SHILAP Revista de lepidopterología. 67(SI). 1–17. 1 indexed citations

Cunha, Paulo Rupino da, Hélder Sebastião, & Pedro Godinho. (2020). Cryptocurrencies and blockchain. Overview and future perspectives. International Journal of Economics and Business Research. 1(1). 1–1. 3 indexed citations

Sebastião, Hélder, et al.. (2020). International evidence on stock returns and dividend growth predictability using dividend yields. Revista Contabilidade & Finanças. 31(84). 473–489. 2 indexed citations

10.

Sebastião, Hélder & Pedro Godinho. (2019). Bitcoin futures: An effective tool for hedging cryptocurrencies. Finance research letters. 33. 101230–101230. 61 indexed citations

11.

Sebastião, Hélder, et al.. (2018). Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?. Scientific Annals of Economics and Business. 65(2). 97–117. 36 indexed citations

12.

Sebastião, Hélder, et al.. (2018). Where is the information on USD/Bitcoin hourly prices?. SHILAP Revista de lepidopterología. 7–25. 5 indexed citations

13.

Sebastião, Hélder, et al.. (2018). The Iberian electricity market: analysis of the risk premium in an illiquid market. Estudo Geral (Universidad de Coimbra). 11(2). 61–82. 3 indexed citations

14.

Sebastião, Hélder, et al.. (2017). Portfolio choice with high frequency data: CRRA preferences and the liquidity effect. Portuguese Economic Journal. 16(2). 65–86. 2 indexed citations

15.

Sebastião, Hélder, et al.. (2017). Portfolio management with higher moments: the cardinality impact. International Transactions in Operational Research. 26(6). 2531–2560. 9 indexed citations

16.

Sebastião, Hélder, et al.. (2016). Efficient skewness/semivariance portfolios. Journal of Asset Management. 17(5). 331–346. 7 indexed citations

17.

Sebastião, Hélder. (2009). The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts. European Journal of Finance. 16(7). 611–640. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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