Porto-Alegre RS
Brazil
http://sites.google.com/site/marceloperlin/
Escola de Administração - UFRGS
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Markov switching models, Financial econometrics, Matlab
Pairs Trading, Quantitative Strategy, Market Efficiency
exams, cheating, multiple choice, LaTeX, examdesign
high frequency data, Bovespa, market microstructure, R, reproducible research
B3, GetDFPData, R, financial reports, corporate events
market microstructure, investor attention, google trends, internet search volume
Predatory Publishing, Beall's List, Open Access, Lattes Platform
Arbitrage Opportunities, Negative Spreads, Market Microstructure, Market Efficiency
market microstructure, spillover effect, commonalities, liquidity, price impact of a trade
balance at risk, credit risk, personal finance
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3405454.pdf Size: 618K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
credit risk, balance at risk (BaR), personal finance, cashflow
tick test, market microstructure, sign of a trade, PIN
impact of news, market microstructure
Liquidity, Algorithmic trading, Spreads, Market microstructure
Odd lots, market microstructure, liquidity B M &F Bovespa
Payment systems, banks, network models, contagion, systemic risk, liquidity risk