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Marcelo S. Perlin
Marcelo S. Perlin
Associate Professor of Finance, Federal University of Rio Grande do Sul
Verified email at ufrgs.br - Homepage
Title
Cited by
Cited by
Year
Ms regress-the matlab package for markov regime switching models
M Perlin
Available at SSRN: http://ssrn. com/abstract 1714016, 2010
257*2010
Evaluation of pairs-trading strategy at the Brazilian financial market
MS Perlin
Journal of Derivatives & Hedge Funds 15 (2), 122-136, 2009
1562009
Is predatory publishing a real threat? Evidence from a large database study
MS Perlin, T Imasato, D Borenstein
Scientometrics 116 (1), 255-273, 2018
582018
Can we predict the financial markets based on Google's search queries?
MS Perlin, JF Caldeira, AAP Santos, M Pontuschka
Journal of Forecasting 36 (4), 454-467, 2017
422017
The Brazilian scientific output published in journals: A study based on a large CV database
MS Perlin, AAP Santos, T Imasato, D Borenstein, S Da Silva
Journal of Informetrics 11 (1), 18-31, 2017
292017
M of a kind: A Multivariate Approach at Pairs Trading
M Perlin
Available at SSRN 952782, 2007
262007
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
AD de Oliveira, TP Filomena, MS Perlin, M Lejeune, GR de Macedo
Optimization and Engineering, 1-20, 2016
252016
Accessing Financial Reports and Corporate Events with GetDFPdata
MS Perlin, G Kirch, D Vancin
SSRN Working Paper, 2018
242018
Accessing financial reports and corporate events with GetDFPData
M Perlin, G Kirch, D Vancin
Available at SSRN 3128252, 2018
242018
Parent in Science: the impact of parenthood on the scientific career in Brazil
LS Machado, M Perlin, RC Soletti, LKR e Silva, IVD Schwartz, A Seixas, ...
2019 IEEE/ACM 2nd International Workshop on Gender Equality in Software …, 2019
232019
Análise do Perfil dos Acadêmicos e de suas Publicações Científicas em Administração
T Imasato, MS Perlin, D Borenstein
Revista de administração contemporânea 21 (1), 62-83, 2017
232017
GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa
M Perlin, R Henrique
Brazilian Review of Finance 14 (3), 2016
192016
Comunalidades na liquidez: evidências e comportamento intradiário para o mercado brasileiro
FG Victor, MS Perlin, M Mastella
Revista brasileira de finanças. Rio de Janeiro, RJ. Vol. 11, n. 3 (set. 2013 …, 2013
16*2013
Os efeitos da introdução de agentes de liquidez no mercado acionário brasileiro
M Perlin
Revista Brasileira de Finanças 11 (2), 281-304, 2013
152013
BatchGetSymbols: Downloads and Organizes Financial Data for Multiple Tickers
M Perlin
CRAN Package (https://CRAN.R-project.org/package=BatchGetSymbols), 2016
13*2016
Lotka’s law for the Brazilian scientific output published in journals
S Da Silva, M Perlin, R Matsushita, AAP Santos, T Imasato, D Borenstein
Journal of Information Science 45 (5), 705-709, 2019
122019
On the Performance of the Tick Test
M Perlin, C Brooks, A Dufour
The Quarterly Review of Economics and Finance 54 (1), 42–50, 2014
122014
A GARCH Tutorial with R
MS Perlin, M Mastella, DF Vancin, HP Ramos
Revista de Administração Contemporânea 25, 2020
92020
Board gender diversity: performance and risk of Brazilian firms
M Mastella, D Vancin, M Perlin, G Kirch
Gender in Management: An International Journal 36 (4), 498-518, 2021
72021
Processamento e Análise de Dados Financeiros e Econômicos com o R
Perlin, M S.
72018
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