João Pedro Pereira

Nova School of Business and Economics

Assistant Professor of Finance

Campus de Carcavelos

Rua da Holanda, 1

Carcavelos, 2775-405

Portugal

  • Nova School of Business and Economics

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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19

CROSSREF CITATIONS

11

Scholarly Papers (10)

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1.

The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach

Number of pages: 69 Posted: 29 Apr 2008 Last Revised: 31 Jan 2010
Pedro Pires, João Pedro Pereira and Luis F. Martins
Nova School of Business and Economics, Nova School of Business and Economics and Pennsylvania State University - Department of Economics
Downloads 1,971 (11,607)
Citation 9

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Credit Default Swap, Quantile Regression, CDS Liquidity, Equity Options

2.

Stock Returns and the Volatility of Liquidity

EFA 2005 Moscow Meetings
Number of pages: 80 Posted: 25 Aug 2005 Last Revised: 16 Sep 2009
Harold H. Zhang and João Pedro Pereira
University of Texas at Dallas - Naveen Jindal School of Management and Nova School of Business and Economics
Downloads 814 (42,886)
Citation 6

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Liquidity premium, volatility of liquidity, price impact, dynamic portfolio selection

3.

Do Locals Know Better? A Comparison of the Performance of Local and Foreign Institutional Investors

Number of pages: 49 Posted: 18 Mar 2009 Last Revised: 16 Jun 2017
Miguel A. Ferreira, Pedro Matos, João Pedro Pereira and Pedro Pires
Nova School of Business and Economics, University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 462 (88,216)
Citation 10

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Mutual Funds, Domestic, Foreign, Holdings, Global, Local, Money managers

4.

Liquidity and Conditional Portfolio Choice: A Nonparametric Investigation

Number of pages: 40 Posted: 06 Jun 2003
Eric Ghysels and João Pedro Pereira
University of North Carolina Kenan-Flagler Business School and Nova School of Business and Economics
Downloads 290 (147,820)
Citation 1

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Conditional Portfolio Choice, Liquidity, Nonparametric

5.

The Stability and Accuracy of Credit Ratings

Number of pages: 38 Posted: 04 Oct 2014
Paulo Carvalho, Paul A. Laux and João Pedro Pereira
ISCTE, University of Delaware - Alfred Lerner College of Business and Economics and Nova School of Business and Economics
Downloads 283 (151,517)
Citation 2

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Credit ratings; Stability; Accuracy; Coordination

6.

Asset Pricing with a Bank Risk Factor

Number of pages: 48 Posted: 21 Dec 2011 Last Revised: 03 May 2017
João Pedro Pereira and Antonio Rua
Nova School of Business and Economics and Bank of Portugal - Economic Research Department
Downloads 165 (249,778)

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asset pricing, factor model, distance to default, banking

7.

Wind Balancing Costs in a Power System with High Wind Penetration – Evidence from Portugal

Number of pages: 41 Posted: 19 Dec 2018 Last Revised: 25 Mar 2019
Pedro Frade, João Pedro Pereira, J.J.E. Santana and J.P.S. Catalao
Instituto Superior Técnico (IST), Nova School of Business and Economics, University of Lisbon - Instituto Superior Técnico and University of Lisbon - Instituto Superior Técnico
Downloads 64 (468,370)

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Electricity, Wind, Balancing Cost, Portugal

8.

Tiny Prices in a Tiny Market - Evidence from Portugal on Optimal Share Prices

Downloads 46 (542,978)

Tiny Prices in a Tiny Market - Evidence from Portugal on Optimal Share Prices

Number of pages: 32 Posted: 20 Dec 2010
João Pedro Pereira and Teresa Cristina Varela Cutelo
Nova School of Business and Economics and Bank of Portugal
Downloads 46 (553,423)

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Price per share, liquidity, valuation, stock split

Tiny Prices in a Tiny Market: Evidence from Portugal on Optimal Share Prices

European Financial Management, Vol. 19, Issue 3, pp. 579-598, 2013
Number of pages: 20 Posted: 05 Jun 2013
João Pedro Pereira and Teresa Cristina Varela Cutelo
Nova School of Business and Economics and Bank of Portugal
Downloads 0

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price per share, liquidity, valuation, stock split

9.

Market Integration and the Persistence of Electricity Prices

Number of pages: 22 Posted: 19 Jun 2018
João Pedro Pereira, Vasco Pesquita, Paulo M.M. Rodrigues and Antonio Rua
Nova School of Business and Economics, Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
Downloads 12 (771,305)

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electricity prices, market integration, persistence change, long memory

10.

The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach

European Financial Management, Vol. 21, Issue 3, pp. 556-589, 2015
Number of pages: 34 Posted: 02 Jun 2015
Pedro Pires, João Pedro Pereira and Luis Filipe Martins
Nova School of Business and Economics, Nova School of Business and Economics and University Institute of Lisbon (IUL) - School of Business
Downloads 5 (841,300)
Citation 3

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credit default swap, credit risk, liquidity, quantile regression