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Henrique Ramos
Henrique Ramos
Professor of finance
在 ufrgs.br 的电子邮件经过验证
标题
引用次数
引用次数
年份
Liquidity, implied volatility and tail risk: A comparison of liquidity measures
HP Ramos, MB Righi
International Review of Financial Analysis 69, 101463, 2020
352020
GetHFData: AR package for downloading and aggregating high frequency trading data from Bovespa
M Perlin, H Ramos
Available at SSRN 2824058, 2016
232016
A garch tutorial with R
MS Perlin, M Mastella, DF Vancin, HP Ramos
Revista de Administração Contemporânea 25, e200088, 2020
222020
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
162017
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
82023
Liquidity and algorithmic trading in Brazil
H Ramos, M Perlin
SSRN Electronic Journal, 2019
22019
Proper Liquidity Measures
H Ramos, M Righi
Available at SSRN 3158806, 2018
22018
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
12023
Does algorithmic trading harm liquidity? Evidence from Brazil
HP Ramos, MS Perlin
The North American Journal of Economics and Finance 54, 101243, 2020
12020
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
12017
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
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