| Liquidity, implied volatility and tail risk: A comparison of liquidity measures HP Ramos, MB Righi International Review of Financial Analysis 69, 101463, 2020 | 35 | 2020 |
| GetHFData: AR package for downloading and aggregating high frequency trading data from Bovespa M Perlin, H Ramos Available at SSRN 2824058, 2016 | 23 | 2016 |
| A garch tutorial with R MS Perlin, M Mastella, DF Vancin, HP Ramos Revista de Administração Contemporânea 25, e200088, 2020 | 22 | 2020 |
| The forecasting power of internet search queries in the Brazilian financial market HP Ramos, KKM Ribeiro, MS Perlin RAM. Revista de Administração Mackenzie 18, 184-210, 2017 | 16 | 2017 |
| A comparison of risk measures for portfolio optimization with cardinality constraints HP Ramos, MB Righi, PC Guedes, FM Müller Expert Systems with Applications 228, 120412, 2023 | 8 | 2023 |
| Liquidity and algorithmic trading in Brazil H Ramos, M Perlin SSRN Electronic Journal, 2019 | 2 | 2019 |
| Proper Liquidity Measures H Ramos, M Righi Available at SSRN 3158806, 2018 | 2 | 2018 |
| Is there a risk premium? Evidence from thirteen measures LM Fracasso, FM Müller, HP Ramos, MB Righi The Quarterly Review of Economics and Finance 92, 182-199, 2023 | 1 | 2023 |
| Does algorithmic trading harm liquidity? Evidence from Brazil HP Ramos, MS Perlin The North American Journal of Economics and Finance 54, 101243, 2020 | 1 | 2020 |
| Mispricing in the odd lots market in Brazil HP Ramos, MS Perlin, MB Righi The North American Journal of Economics and Finance 42, 618-628, 2017 | 1 | 2017 |
| Essays on liquidity in financial markets HP Ramos | | 2020 |
| Um estudo sobre a previsibilidade dos preços de imóveis de Porto Alegre: evidências dos mercados de venda e de locação HP Ramos | | 2016 |
| A gestão na roda do chimarrão: os desafios da Estância dos Pampas BA Bittencourt, AC Zen, HP Ramos, APPV da Costa Revista Brasileira de Casos de Ensino em Administração, c6-c6, 2014 | | 2014 |
| Semi-deviation-based measures of liquidity HP Ramos, MB Righi | | |
Marcelo S. PerlinAssociate Professor of Finance, Federal University of Rio Grande do Sul在 ufrgs.br 的电子邮件经过验证
Marcelo S. PerlinAssociate Professor of Finance, Federal University of Rio Grande do Sul在 ufrgs.br 的电子邮件经过验证
Marcelo Brutti RighiUniversidade Federal do Rio Grande do Sul在 mail.ufsm.br 的电子邮件经过验证