Melissa Porras Prado

Nova School of Business and Economics

Associate Professor in Finance

Campus de Carcavelos

Rua da Holanda 1

Carcavelos, 2775-405

Portugal

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

11

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6,230

SSRN CITATIONS
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SSRN RANKINGS

Top 16,640

in Total Papers Citations

52

CROSSREF CITATIONS

15

Scholarly Papers (11)

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
Tilburg University and Nova School of Business and Economics
Downloads 2,307 (7,569)
Citation 16

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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: 06 Dec 2019
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 806 (37,425)
Citation 12

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

3.

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 621 (53,166)
Citation 7

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Mutual funds, Index funds, Performance, Security lending

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 609 (53,860)

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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 (814,463)
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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 University of Notre Dame - Mendoza College of Business
Downloads 550 (61,966)
Citation 7

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

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

Number of pages: 59 Posted: 08 Jan 2020 Last Revised: 07 Jul 2021
University of Virginia - Darden School of Business, Nova School of Business and Economics, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 349 (105,486)
Citation 1

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 Mutual fund, Teams, Dispersion in Beliefs, Identity, Diversity, Labor incentives, Political Ideology, Campaign Contributions, Polarization, PACs

Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds

CEPR Discussion Paper No. DP14305
Number of pages: 62 Posted: 31 Jan 2020 Last Revised: 14 Jul 2021
University of Virginia - Darden School of Business, Nova School of Business and Economics, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 2 (801,176)
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7.

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: 23 Sep 2019
Melissa Porras Prado
Nova School of Business and Economics
Downloads 336 (110,916)
Citation 8

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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 258 (145,875)
Citation 1

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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

9.

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
National University of Singapore and Nova School of Business and Economics
Downloads 156 (231,722)
Citation 2

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

10.

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

Number of pages: 42 Posted: 06 Apr 2019 Last Revised: 30 Apr 2021
Juan-Pedro Gomez, Melissa Porras Prado and Rafael Zambrana
IE Business School - IE University, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 140 (253,117)

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mutual fund, intermediaries, investment horizon, liquidity management, fee structure

11.

How Does Peer-to-Business Lending Affect Financial Policy of SMEs?

Number of pages: 32 Posted: 04 Mar 2021
NOVA School of Business and Economics, Nova School of Business and Economics, Nova School of Business and Economics and Nova School of Business and Economics
Downloads 95 (333,190)

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FinTech, SMEs, Peer-to-Business lending, Small business lending

Other Papers (1)

Total Downloads: 56
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 56

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mutual funds, Index funds, performance, security lending