Marcelo Scherer Perlin

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Research profile

author of:

• An Analysis of Academics and their Scientific Publications in the Field of Management (RePEc:abg:anprac:v:21:y:2017:i:1:1204)
  by Takeyoshi Imasato & Marcelo Scherer Perlin & Denis Borenstein
• A GARCH Tutorial with R (RePEc:abg:anprac:v:25:y:2021:i:1:1420)
  by Marcelo Scherer Perlin & Mauro Mastella & Daniel Francisco Vancin & Henrique Pinto Ramos
• System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis (RePEc:boe:boeewp:0427)
  by Perlin, Marcelo & Schanz, Jochen
• The effects of the introduction of market makers in the Brazilian equity market (RePEc:brf:journl:v:11:y:2013:i:2:p:281-304)
  by Marcelo Perlin
• Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market (RePEc:brf:journl:v:11:y:2013:i:3:p:375-398)
  by Fernanda Gomes Victor & Marcelo Scherer Perlin & Mauro Mastella
• The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform (RePEc:brf:journl:v:13:y:2015:i:2:p:162-199)
  by Marcelo Scherer Perlin & André Portela Santos
• Mispricing in the odd lots market in Brazil (RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628)
  by Ramos, Henrique P. & Perlin, Marcelo S. & Righi, Marcelo B.
• Does algorithmic trading harm liquidity? Evidence from Brazil (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406)
  by Ramos, Henrique Pinto & Perlin, Marcelo Scherer
• The determinants and impact of research grants: The case of Brazilian productivity scholarships (RePEc:eee:infome:v:18:y:2024:i:4:s1751157724000762)
  by Perlin, Marcelo & Borenstein, Denis & Imasato, Takeyoshi & Reichert, Marcos
• On the performance of the tick test (RePEc:eee:quaeco:v:54:y:2014:i:1:p:42-50)
  by Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso
• The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market (RePEc:kap:annfin:v:10:y:2014:i:3:p:457-480)
  by Marcelo Perlin & Alfonso Dufour & Chris Brooks
• A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market (RePEc:pra:mprapa:23380)
  by Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris
• The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market (RePEc:pra:mprapa:23381)
  by Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris
• The Brazilian scientific output published in journals: A study based on a large CV database (RePEc:pra:mprapa:79662)
  by Perlin, Marcelo & Santos, André & Imasato, Takeyoshi & Borenstein, Denis & Da Silva, Sergio
• Evaluation of pairs trading strategy at the Brazilian financial market (RePEc:pra:mprapa:8308)
  by Perlin, M.
• M of a kind: A Multivariate Approach at Pairs Trading (RePEc:pra:mprapa:8309)
  by Perlin, M.
• Can We Predict the Financial Markets Based on Google's Search Queries? (RePEc:wly:jforec:v:36:y:2017:i:4:p:454-467)
  by Marcelo S. Perlin & João F. Caldeira & André A. P. Santos & Martin Pontuschka