A microestrutura do Tesouro Direto : sazonalidade do fluxo de ordens e o processo de formação de spreads = The microstructure of Tesouro Direto : the sazonality of the order flow...

von Perlin, Marcelo Scherer
Veröffentlicht in Economia aplicada (-2016)

Processing and analyzing financial data with R

von Perlin, Marcelo Scherer
Veröffentlicht 2017

Analyzing financial and economic data with R

von Perlin, Marcelo Scherer
Veröffentlicht 2020

Does algorithmic trading harm liquidity? : evidence from Brazil

von Ramos, Henrique Pinto
Veröffentlicht in The North American journal of economics and finance (2020)

The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market

von Perlin, Marcelo
Veröffentlicht in Annals of finance (2014)

On the performance of the tick test

von Perlin, Marcelo
Veröffentlicht in The quarterly review of economics and finance (2014)

Mispricing in the odd lots market in Brazil

von Ramos, Henrique P.
Veröffentlicht in The North American journal of economics and finance (2017)

A consumer credit risk structural model based on affordability : balance at risk

von Perlin, Marcelo Scherer
Veröffentlicht in The journal of credit risk (2019)

Can we predict the financial markets based on Google's search queries?

von Perlin, Marcelo Scherer
Veröffentlicht in Journal of forecasting (2017)