Henrique Ramos

Universidade Federal do Rio Grande do Sul (UFRGS)

Av. Carlos Gomes 1111

Porto Alegre, Rio Grande do Sul 90480-004

Brazil

SCHOLARLY PAPERS

4

DOWNLOADS
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in Total Papers Downloads

797

SSRN CITATIONS

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CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa

Number of pages: 33 Posted: 21 Aug 2016 Last Revised: 22 Nov 2016
Marcelo Perlin and Henrique Ramos
Escola de Administração - UFRGS and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 643 (39,965)
Citation 2

Abstract:

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high frequency data, Bovespa, market microstructure, R, reproducible research

2.

Proper Liquidity Measures

Number of pages: 37 Posted: 12 May 2018 Last Revised: 20 Aug 2018
Henrique Ramos and Marcelo Righi
Universidade Federal do Rio Grande do Sul (UFRGS) and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 89 (285,638)

Abstract:

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Generalized Deviation Measure, Liquidity, Implied Volatility, Tail Risk

3.

Mispricing in the Odd Lots Market in Brazil

Number of pages: 22 Posted: 22 Jun 2017
Henrique Ramos, Marcelo Perlin and Marcelo Righi
Universidade Federal do Rio Grande do Sul (UFRGS), Escola de Administração - UFRGS and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 45 (405,472)

Abstract:

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Odd lots, market microstructure, liquidity B M &F Bovespa

4.

Liquidity and Algorithmic Trading in Brazil

Number of pages: 13 Posted: 02 Jul 2019
Henrique Ramos and Marcelo Perlin
Universidade Federal do Rio Grande do Sul (UFRGS) and Escola de Administração - UFRGS
Downloads 20 (521,789)

Abstract:

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Liquidity, Algorithmic trading, Spreads, Market microstructure