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Details about Marcelo Perlin

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Homepage:http://www.icmacentre.ac.uk/about_us/doctoral_research_staff/mr_marcelo_perlin

Access statistics for papers by Marcelo Perlin.

Last updated 2018-08-13. Update your information in the RePEc Author Service.

Short-id: ppe304


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Working Papers

2017

  1. The Brazilian scientific output published in journals: A study based on a large CV database
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2011

  1. System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
    Bank of England working papers, Bank of England Downloads View citations (3)

2010

  1. A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Evaluation of pairs trading strategy at the Brazilian financial market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  2. M of a kind: A Multivariate Approach at Pairs Trading
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

Journal Articles

2017

  1. Can We Predict the Financial Markets Based on Google's Search Queries?
    Journal of Forecasting, 2017, 36, (4), 454-467 Downloads View citations (6)
  2. Mispricing in the odd lots market in Brazil
    The North American Journal of Economics and Finance, 2017, 42, (C), 618-628 Downloads

2015

  1. The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform
    Brazilian Review of Finance, 2015, 13, (2), 162-199 Downloads

2014

  1. On the performance of the tick test
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 42-50 Downloads View citations (2)
  2. The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market
    Annals of Finance, 2014, 10, (3), 457-480 Downloads

2013

  1. Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market
    Brazilian Review of Finance, 2013, 11, (3), 375-398 Downloads
  2. The effects of the introduction of market makers in the Brazilian equity market
    Brazilian Review of Finance, 2013, 11, (2), 281-304 Downloads
 
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