| Liquidity, implied volatility and tail risk: A comparison of liquidity measures HP Ramos, MB Righi International Review of Financial Analysis 69, 101463, 2020 | 35 | 2020 |
| GetHFData: AR package for downloading and aggregating high frequency trading data from Bovespa M Perlin, H Ramos Available at SSRN 2824058, 2016 | 23 | 2016 |
| A garch tutorial with R MS Perlin, M Mastella, DF Vancin, HP Ramos Revista de Administração Contemporânea 25, e200088, 2020 | 20 | 2020 |
| The forecasting power of internet search queries in the Brazilian financial market HP Ramos, KKM Ribeiro, MS Perlin RAM. Revista de Administração Mackenzie 18, 184-210, 2017 | 14 | 2017 |
| A comparison of risk measures for portfolio optimization with cardinality constraints HP Ramos, MB Righi, PC Guedes, FM Müller Expert Systems with Applications 228, 120412, 2023 | 4 | 2023 |
| Proper Liquidity Measures H Ramos, M Righi Available at SSRN 3158806, 2018 | 2 | 2018 |
| Is there a risk premium? Evidence from thirteen measures LM Fracasso, FM Müller, HP Ramos, MB Righi The Quarterly Review of Economics and Finance 92, 182-199, 2023 | 1 | 2023 |
| Does algorithmic trading harm liquidity? Evidence from Brazil HP Ramos, MS Perlin The North American Journal of Economics and Finance 54, 101243, 2020 | 1 | 2020 |
| Liquidity and Algorithmic Trading in Brazil H Ramos, M Perlin Available at SSRN 3413130, 2019 | 1 | 2019 |
| Mispricing in the odd lots market in Brazil HP Ramos, MS Perlin, MB Righi The North American Journal of Economics and Finance 42, 618-628, 2017 | 1 | 2017 |
| Essays on liquidity in financial markets HP Ramos | | 2020 |
| Um estudo sobre a previsibilidade dos preços de imóveis de Porto Alegre: evidências dos mercados de venda e de locação HP Ramos | | 2016 |
| A gestão na roda do chimarrão: os desafios da Estância dos Pampas BA Bittencourt, AC Zen, HP Ramos, APPV da Costa Revista Brasileira de Casos de Ensino em Administração, c6-c6, 2014 | | 2014 |
| Semi-deviation-based measures of liquidity HP Ramos, MB Righi | | |
Marcelo S. PerlinAssociate Professor of Finance, Federal University of Rio Grande do SulVerified email at ufrgs.br
