Details about Marcelo Scherer Perlin

Access statistics for papers by Marcelo Scherer Perlin.

Last updated 2024-12-16. Update your information in the RePEc Author Service.

Short-id: ppe304

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 View citations (6)

2011

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

2010

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

2007

5. Evaluation of pairs trading strategy at the Brazilian financial market
   MPRA Paper, University Library of Munich, Germany View citations (20)
6. M of a kind: A Multivariate Approach at Pairs Trading
   MPRA Paper, University Library of Munich, Germany View citations (8)

Journal Articles

2024

1. The determinants and impact of research grants: The case of Brazilian productivity scholarships
   Journal of Informetrics, 2024, 18, (4)

2021

2. A GARCH Tutorial with R
   RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2021, 25, (1), e200088

2020

3. Does algorithmic trading harm liquidity? Evidence from Brazil
   The North American Journal of Economics and Finance, 2020, 54, (C)

2017

4. An Analysis of Academics and their Scientific Publications in the Field of Management
   RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (1), 62-83
5. Can We Predict the Financial Markets Based on Google's Search Queries?
   Journal of Forecasting, 2017, 36, (4), 454-467 View citations (15)
6. Mispricing in the odd lots market in Brazil
   The North American Journal of Economics and Finance, 2017, 42, (C), 618-628 View citations (1)

2015

7. 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

2014

8. On the performance of the tick test
   The Quarterly Review of Economics and Finance, 2014, 54, (1), 42-50 View citations (4)
9. The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market
   Annals of Finance, 2014, 10, (3), 457-480 View citations (5)

2013

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