Melissa Porras Prado

Nova School of Business and Economics

Associate Professor in Finance

Campus de Campolide

Lisbon, 1099-032

Portugal

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 9,965

SSRN RANKINGS

Top 9,965

in Total Papers Downloads

4,593

CITATIONS
Rank 18,323

SSRN RANKINGS

Top 18,323

in Total Papers Citations

26

Scholarly Papers (9)

1.

Basis-momentum

Journal of Finance, Forthcoming
Number of pages: 82 Posted: 02 Apr 2015 Last Revised: 12 Dec 2017
Martijn Boons and Melissa Porras Prado
New University of Lisbon - Nova School of Business and Economics and Nova School of Business and Economics
Downloads 1,675 (9,533)
Citation 3

Abstract:

Loading...

Basis-momentum, term structure of commodity futures returns, maturity-specific price pressure, commodity factor pricing model, volatility risk

2.

Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets

Number of pages: 49 Posted: 17 Mar 2011 Last Revised: 10 Jul 2016
Melissa Porras Prado, Pedro A. C. Saffi and Jason Sturgess
Nova School of Business and Economics, University of Cambridge - Judge Business School and Queen Mary University of London
Downloads 712 (34,375)
Citation 11

Abstract:

Loading...

Limits to Arbitrage, Equity Lending Markets, Short Selling, Ownership Structure, Arbitrage Risk

Real Estate in an ALM Framework - The Case of Fair Value Accounting

Real Estate Economics, Vol. 38, No. 6, 2010
Number of pages: 33 Posted: 24 Oct 2007 Last Revised: 19 Aug 2010
Dirk Brounen, Melissa Porras Prado and Marno Verbeek
Erasmus University Rotterdam (EUR) - Department of Financial Management, Nova School of Business and Economics and Erasmus University - Rotterdam School of Management
Downloads 589 (43,762)

Abstract:

Loading...

Real Estate, Asset Liability Management, Liability Hedge Credit

Real Estate in an Alm Framework: The Case of Fair Value Accounting

Real Estate Economics, Vol. 38, No. 4, pp. 775-804, 2010
Number of pages: 30 Posted: 03 Jan 2011
Dirk Brounen, Melissa Porras Prado and Marno Verbeek
Erasmus University Rotterdam (EUR) - Department of Financial Management, Nova School of Business and Economics and Erasmus University - Rotterdam School of Management
Downloads 1 (675,099)
Citation 2
  • Add to Cart

Abstract:

Loading...

4.

Fund Performance and Equity Lending: Why Lend What You Can Sell?

Review of Finance (2017) V21 (3), 1093-1121
Number of pages: 52 Posted: 06 Jul 2012 Last Revised: 07 Jun 2017
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 573 (45,977)
Citation 8

Abstract:

Loading...

Mutual funds, Index funds, Performance, Security lending

5.

Competition and Cooperation in Mutual Fund Families

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2986304
Number of pages: 73 Posted: 15 Jun 2017 Last Revised: 02 Apr 2019
Richard B. Evans, Melissa Porras Prado and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 340 (86,723)
Citation 2

Abstract:

Loading...

Mutual fund, manager, compensation, incentives, competition, cooperation, cross-holding, performance, cross-subsidization, internal capital markets

6.

Future Lending Income and Security Value

Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, No. 4, 2015
Number of pages: 58 Posted: 14 Jun 2010 Last Revised: 15 Apr 2016
Melissa Porras Prado
Nova School of Business and Economics
Downloads 320 (92,743)
Citation 4

Abstract:

Loading...

Security Lending Income, Institutional Investors

Short Sales and Fundamental Value: Explaining the REIT Premium to NAV

Number of pages: 46 Posted: 07 Sep 2009 Last Revised: 24 May 2012
Dirk Brounen, David C. Ling and Melissa Porras Prado
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Florida - Hough Graduate School of Business Administration and Nova School of Business and Economics
Downloads 241 (124,712)
Citation 1

Abstract:

Loading...

REITs, NAV, Short Sales, Short Sale Constraint, Fundamental Value

Short Sales and Fundamental Value: Explaining the REIT Premium to NAV

Real Estate Economics, Forthcoming
Posted: 16 May 2012
Dirk Brounen, David C. Ling and Melissa Porras Prado
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Florida - Warrington College of Business Administration and Nova School of Business and Economics

Abstract:

Loading...

REITs, NAV, Short Sales, Short Sale Constraint, Fundamental Value, Differences

8.

An Analysis of Over-the-Counter and Centralized Stock Lending Markets

Number of pages: 54 Posted: 12 Sep 2013 Last Revised: 22 Sep 2018
Zsuzsa R. Huszar and Melissa Porras Prado
SP Jain School of Global Management and Nova School of Business and Economics
Downloads 118 (233,011)

Abstract:

Loading...

Centralized Stock Lending, OTC Stock Lending, Pricing Efficiency, Short Selling, Short-Sale Constraints

9.

Capital Commitment and Investment Decisions: The Role of Mutual Fund Charges

Number of pages: 59 Posted: 06 Apr 2019 Last Revised: 07 Jul 2019
Juan-Pedro Gomez, Melissa Porras Prado and Rafael Zambrana
IE Business School - IE University, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 24 (492,214)

Abstract:

Loading...

mutual fund, share classes, investment horizon

Other Papers (1)

Total Downloads: 44
1.

Equity Lending and Mutual Fund Performance

Number of pages: 46 Posted: 11 Jun 2012
Richard B. Evans, Miguel A. Ferreira and Melissa Porras Prado
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 44

Abstract:

Loading...

mutual funds, Index funds, performance, security lending