4
H index
2
i10 index
55
Citations
Marcelo Perlin : Citation Profile
| RESEARCH PRODUCTION: 10 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2007 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Perlin. | Is cited by:
| Cites to:
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Main data
Where Marcelo Perlin has published?
| Journals with more than one article published | # docs |
|---|---|
| Brazilian Review of Finance | 3 |
| The North American Journal of Economics and Finance | 2 |
| RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration) | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 5 |
Recent works citing Marcelo Perlin (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724. Full description at Econpapers || Download paper |
| 2022 | Effect of Exchange-Traded Funds Arbitrage Transactions on their Underlying Holdings. (2022). Boadu-Sebbe, Gregory. In: CERGE-EI Working Papers. RePEc:cer:papers:wp738. Full description at Econpapers || Download paper |
| 2022 | Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.. (2022). Dimpfl, Thomas ; Bleher, Johannes. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:1-26. Full description at Econpapers || Download paper |
| 2022 | Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173. Full description at Econpapers || Download paper |
| 2022 | The Academic Inbreeding Controversy: Analysis and Evidence from Brazil. (2022). Imasato, Takeyoshi ; Perlin, Marcelo S ; Borenstein, Denis. In: Journal of Informetrics. RePEc:eee:infome:v:16:y:2022:i:2:s1751157722000396. Full description at Econpapers || Download paper |
| 2023 | The Relationship between Search Engines and Entrepreneurship Development: A Granger-VECM Approach. (2023). Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Olumekor, Michael. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5053-:d:1095542. Full description at Econpapers || Download paper |
| 2023 | Economic analysis through alternative data and big data techniques: what do they tell about Brazil?. (2023). Paiva, Carlos Augusto ; Ekel, Petr Iakovlevitch ; Liborio, Matheus Pereira. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00387-z. Full description at Econpapers || Download paper |
Works by Marcelo Perlin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | An Analysis of Academics and their Scientific Publications in the Field of Management In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 0 |
| 2021 | A GARCH Tutorial with R In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 1 |
| 2011 | System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The effects of the introduction of market makers in the Brazilian equity market In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Mispricing in the odd lots market in Brazil In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Does algorithmic trading harm liquidity? Evidence from Brazil In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | On the performance of the tick test In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Brazilian scientific output published in journals: A study based on a large CV database In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Evaluation of pairs trading strategy at the Brazilian financial market In: MPRA Paper. [Full Text][Citation analysis] | paper | 19 |
| 2007 | M of a kind: A Multivariate Approach at Pairs Trading In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Can We Predict the Financial Markets Based on Googles Search Queries? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team