The Impact of Academic Titles of Board Member and Directors Over the Performance of Companies Traded at B3

Autor: Marcelo Perlin, Guilherme Kirch, Daniel Vancin, Mauro Mastella

Publikováno v: BBR: Brazilian Business Review, Vol 18, Iss 5, Pp 561-584 (2021)

Previous studies show that the academic qualification of directors affects the performance and risk of companies. However, such evidence is based on a restricted set of information regarding the academic background and scientific output of directors.

Externí odkaz: https://doaj.org/article/8b1fc66334eb47d9aa1a3f940fb5114d

The Microstructure of Tesouro Direto: The Sazonality of the Order Flow and the Formation of Spreads

Autor: Marcelo Perlin

Publikováno v: Economia Aplicada, Vol 20, Iss 3 (2016)

The objective of the study is to analyze the market microstructure of Tesouro Direto in two fronts: the dynamics of the order flow and the formation of the spreads. The results show a strong seasonality in the order flow of this market. This predicta

Externí odkaz: https://doaj.org/article/e74b5a65ccb847d9bbb186559c4e7da9

Board gender diversity: performance and risk of Brazilian firms

Autor: Guilherme Kirch, Mauro Mastella, Daniel Francisco Vancin, Marcelo Perlin

Publikováno v: Gender in Management: An International Journal. 36:498-518

Purpose This study aims to intend to check if female board representation affects performance and risk and to analyse the evolution of the demographic aspects of the presence of women on boards in Brazil. Design/methodology/approach The authors used

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5ea2fa6983112c6ba0a94cd52a27e1dc
https://doi.org/10.1108/gm-06-2019-0088

A GARCH Tutorial with R

Autor: Marcelo Perlin, Mauro Mastella, Henrique Pinto Ramos, Daniel Francisco Vancin

Publikováno v: RAC: Revista de Administração Contemporânea, Vol 25, Iss 1, Pp e200088-e200088 (2020)
Revista de Administração Contemporânea v.25 n.1 2021
RAC. Revista de Administração Contemporânea
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
instacron:ANPAD

Context: modeling volatility is an advanced technique in financial econometrics, with several applications for academic research. Objective: in this tutorial paper, we will address the topic of volatility modeling in R. We will discuss the underlying

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e367b44f2a77ed63b2a6fde7181c8f59
https://doi.org/10.1590/1982-7849rac2021200088

Lotka’s law for the Brazilian scientific output published in journals

Autor: André A. P. Santos, Raul Matsushita, Sergio Da Silva, Marcelo Perlin, Denis Borenstein, Takeyoshi Imasato

Publikováno v: Journal of Information Science. 45:705-709

Lotka’s law is a power law for the frequency of scholarly publications. We show that Lotka’s law cannot be dismissed after considering a massive sample of the number of publications of Brazilian researchers in journals listed on the SCImago Journ

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2f803233d8195e81ce51bf2a513c2111
https://doi.org/10.1177/0165551518801813