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A questão da dinâmica de preços de ativos financeiros

Fernandes, Marcelo - In: Revista brasileira de economia : RBE ; revista da … 48 (1994) 2, pp. 235-243

Persistent link: https://www.econbiz.de/10001176912

Barros, Carlos Felipe; Fernandes, Marcelo - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10011538682

Voting premium in the Brazilian equity market

Souza, Vitor Frango de; Fernandes, Marcelo - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 1, pp. 79-96

Persistent link: https://www.econbiz.de/10011538700

Improving on daily measures of price discovery

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, … - 2016

Persistent link: https://www.econbiz.de/10011541625

Anticipatory effects in the FTSE 100 index revisions

Fernandes, Marcelo; Mergulhão, João - In: Journal of empirical finance 37 (2016), pp. 79-90

Persistent link: https://www.econbiz.de/10011662945

Anticipatory effects in the FTSE 100 index revisions

Fernandes, Marcelo; Mergulhão, João - 2015

This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition, which employs publicly-known objective criteria to determine membership. Hence, it provides a natural context to investigate anticipatory trading effects. We propose a panel-regression...

Persistent link: https://www.econbiz.de/10011405289