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
197*2010
Evaluation of pairs-trading strategy at the Brazilian financial market
MS Perlin
Journal of Derivatives & Hedge Funds 15 (2), 122-136, 2009
1322009
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
222017
Is predatory publishing a real threat? Evidence from a large database study
MS Perlin, T Imasato, D Borenstein
Scientometrics 116 (1), 255-273, 2018
212018
M of a kind: A Multivariate Approach at Pairs Trading
M Perlin
Available at SSRN 952782, 2007
212007
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
132016
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
122017
MS_Regress–The MATLAB package for Markov regime switching models. 2012
M Perlin
Available at SSRN, 2014
112014
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
102016
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
102014
Os efeitos da introdução de agentes de liquidez no mercado acionário brasileiro
M Perlin
Revista Brasileira de Finanças 11 (2), 281-304, 2013
102013
Análise do Perfil dos Acadêmicos e de suas Publicações Científicas em Administração
T Imasato, MS Perlin, D Borenstein
RAC-Revista de Administração Contemporânea 21 (1), 62-83, 2017
82017
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
72013
CAPM e o mercado brasileiro
MS PERLIN, PS CERETTA
Anais do Congresso USP de Controladoria e Contabilidade 4, 2004
62004
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market
M Perlin, A Dufour, C Brooks
Annals of Finance 9 (33), 2013
52013
Non Parametric Modelling in Major Latin America Market Indexes: An Analysis of the Performance from the Nearest Neighbor Algorithm in Trading Strategies
MS Perlin
BALAS Conference, Lima, Peru, 2006
52006
Accessing financial reports and corporate events with GetDFPData
MS Perlin, G Kirch, D Vancin
Brazilian Review of Finance 17 (3), 85-108, 2019
42019
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
42019
The forecasting power of internet search queries in the Brazilian financial market
HP Ramos, KKM Ribeiro, MS Perlin
RAM. Revista de Administração Mackenzie 18 (2), 184-210, 2017
42017
THE FORECASTING POWER OF INTERNET SEARCH QUERIES IN THE BRAZILIAN FINANCIAL MARKET
HP RAMOS, KKM RIBEIRO, MS PERLIN
RAM. Revista de Administração Mackenzie 18 (2), 184-210, 2017
42017
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