João Pedro Pereira

Nova School of Business and Economics

Assistant Professor of Finance

Campus de Campolide

Lisbon, 1099-032

Portugal

SCHOLARLY PAPERS

10

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CITATIONS
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in Total Papers Citations

16

Scholarly Papers (10)

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 1,879 (7,963)
Citation 3

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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 801 (29,487)
Citation 1

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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 421 (67,957)
Citation 5

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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 279 (108,275)

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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 208 (145,405)

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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 151 (193,271)

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asset pricing, factor model, distance to default, banking

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 45 (410,960)

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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
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price per share, liquidity, valuation, stock split

8.

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 T´ecnico and University of Lisbon - Instituto Superior T´ecnico
Downloads 19 (524,746)

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Electricity, Wind, Balancing Cost, Portugal

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, New University of Lisbon - Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
Downloads 6 (604,310)

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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 1 (648,295)
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credit default swap, credit risk, liquidity, quantile regression