Melissa Porras Prado

Nova School of Business and Economics

Assistant Professor in Finance

Campus de Campolide

Lisbon, 1099-032

Portugal

SCHOLARLY PAPERS

7

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CITATIONS
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3

Scholarly Papers (7)

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 1,595 (9,940)

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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 698 (34,182)
Citation 2

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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 584 (42,728)

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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 (651,248)
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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 569 (44,833)

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Mutual funds, Index funds, Performance, Security lending

5.

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 316 (91,149)

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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 240 (121,507)

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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

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

7.

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 108 (241,395)

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

Other Papers (1)

Total Downloads: 43    Citations: 1
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 43
Citation 1

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mutual funds, Index funds, performance, security lending