|
|
|
|
|
Marcelo S. Perlin,Guilherme Kirch,Daniel Vancin
Pág. 85 - 108
This paper presents and discusses the contributions and usage of GetDFPData, which is an open and free software for accessing corporate data from the Brazilian financial exchange, B3. The distribution and popularization of an open-source algorithm for ga...
ver más
|
|
|
|
|
|
|
|
|
|
|
Martin Pontuschka,Marcelo Scherer Perlin
Pág. 353?374
In this article we seek to verify the dynamics of financial integration between the Brazilian and the Argentinian stock index. We estimate a state space model by Kalman filter, which allowed the observation of the dynamics of the financial integration ov...
ver más
|
|
|
|
|
|
|
|
|
|
|
Marcelo Scherer Perlin,Henrique P. Ramos
Pág. 443 - 478
This paper introduces GetHFData, a R package for downloading, importing and aggregating high frequency trading data from the Brazilian financial market. Based on a set of user choices, the package GetHFData will download the required files directly from ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Marcelo Scherer Perlin,André Portela Santos
Pág. 162 - 199
This paper analyzes the scientific output of Finance researchers in Brazil. Using a proprietary software to download information directly from the Lattes platform it was possible to verify the profile and the tendencies of research in the area of Finance...
ver más
|
|
|
|
|
|
|
|
|
|
|
Fernanda Gomes Victor,Marcelo Scherer Perlin,Mauro Mastella
Pág. 375 - 398
The objective of this work is to study the intraday dynamics of liquidity in the Brazilian stock exchange from the perspective of co-movements (or commonalities). In the study we argue that this common factor in the liquidity of the stocks is affected by...
ver más
|
|
|
|
|
|
|
|
|
|
|
Marcelo Perlin
Pág. 281 - 304
The main objective of this study is to analyze the empirical effects of the introduction of market makers in the Brazilian stock exchange. By aggregating information regarding the dates of the market maker?s contract and the use of a privileged high freq...
ver más
|
|
|
|
|
|