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On the performance of the tick test
Perlin, Marcelo; Brooks, Chris; Dufour, Alfonso - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 42-50
Persistent link: https://www.econbiz.de/10010468795
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The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market
Perlin, Marcelo; Dufour, Alfonso; Brooks, Chris - In: Annals of finance 10 (2014) 3, pp. 457-480
Persistent link: https://www.econbiz.de/10010399792
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Does algorithmic trading harm liquidity? : evidence from Brazil
Ramos, Henrique Pinto; Perlin, Marcelo Scherer - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012664485
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GetHFData: a R package for downloading and aggregating high frequency trading data from Bovespa
Perlin, Marcelo Scherer; Ramos, Henrique P. - In: Revista Brasileira de Finanças : RBFin 14 (2016) 3, pp. 443-478
Persistent link: https://www.econbiz.de/10011654254
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Can we predict the financial markets based on Google's search queries?
Perlin, Marcelo Scherer; Caldeira, João F.; Santos, … - In: Journal of forecasting 36 (2017) 4, pp. 454-467
Persistent link: https://www.econbiz.de/10011860470
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Mispricing in the odd lots market in Brazil
Ramos, Henrique P.; Perlin, Marcelo Scherer; Righi, … - In: The North American journal of economics and finance : a … 42 (2017), pp. 618-628
Persistent link: https://www.econbiz.de/10011938210