| Order Internalization: If You Can't Beat Them, Join Them |
|
2022 |
| Order Internalization: If You Can't Beat Them, Join Them |
|
2022 |
| Market Impact: Evidence from the Brazil stock market |
|
2019 |
| Market Impact: Evidence from the Brazil stock market |
|
2019 |
| Market Impact: Evidence from the Brazil stock market |
|
2019 |
| Why different short-sellers pay different loan fees? A Market-wide analysis. |
|
2016 |
| Well-connected short-sellers pay lower loan fees: a market-wide analysis. |
|
2016 |
| Well-connected short-sellers pay lower loan fees: a market-wide analysis. |
|
2016 |
| False illusion of safety: is a handful of stress scenarios enough? |
|
2016 |
| Short selling and inside information |
|
2014 |
| Testing the Effects of Short-Selling Restrictions on Asset Prices |
|
2013 |
| Testing the Effects of Short-Selling Restrictions on Asset Prices |
|
2013 |
| Testing the Effects of Short-Selling Restrictions on Asset Prices |
|
2013 |
| Testing the Effects of Short-Selling Restrictions on Asset Prices |
|
2013 |
| Short-Selling and Inside Information |
|
2013 |
| Short-sellers: informed but restricted |
|
2013 |
| Mitigating procyclicality in CCPs with stress testing: a hybrid approach |
|
2013 |
| Testing the Effects of Short-Selling Restrictions on Asset Prices |
|
2012 |
| Does the Lending Rate Impact ETF's Prices? |
|
2012 |
| Geração de cenários para a taxa de juros |
|
2009 |
| Pricing volatility derivatives using Heston model |
|
2008 |
| Apreçamento de ativos referenciados em Volatilidade |
|
2006 |
| Asset pricing a monetary open economy with incomplete markets: a general equilibrium approach |
|
2006 |
| Opções com ajuste diário: características e apreçamento |
|
2006 |
| Modelos em tempo contínuo e simulações de Monte Carlo: aplicação à taxa de juros de Curto Prazo |
|
2003 |
| Previsão do Retorno das Ações no Mercado Brasileiro: Uma Comparação entre as estimativas de Modelos de escolha discreta e de Redes Neurais |
|
2000 |
