Price discovery in dual‐class shares across multiple markets M Fernandes, CM Scherrer Journal of Futures Markets 38 (1), 129-155, 2018 | 24 | 2018 |
Price discovery in a continuous-time setting GF Dias, M Fernandes, CM Scherrer Journal of Financial Econometrics 19 (5), 985-1008, 2021 | 18 | 2021 |
Volatility discovery GF Dias, C Scherrer, F Papailias | 13 | 2016 |
Information processing on equity prices and exchange rate for cross-listed stocks CM Scherrer Journal of Financial Markets 54, 100634, 2021 | 10 | 2021 |
Price discovery and instantaneous effects among cross-listed stocks CM Scherrer School of Economics and Finance, Queen Mary University of London: Bethnal …, 2012 | 9 | 2012 |
Price discovery and market microstructure noise G Dias, M Fernandes, C Scherrer Working paper, Sao Paulo School of Economics, 2018 | 4 | 2018 |
The effect of voting rights on firm value CM Scherrer, M Fernandes International Review of Finance 21 (3), 1106-1111, 2021 | 3 | 2021 |
Improving on daily measures of price discovery GF Dias, M Fernandes, CM Scherrer | 2 | 2017 |
Disentangling the effect of private and public cash flows on firm value CM Scherrer, M Fernandes | 2 | 2017 |
A indústria siderúrgica brasileira: um estudo econométrico CM Scherrer | 2 | 2006 |
Cross listing: price discovery dynamics and exchange rate effects C Scherrer | 1 | 2014 |
Essays on Price Discovery. CM Scherrer Queen Mary University of London, 2013 | 1 | 2013 |
An econometric analysis of volatility discovery G Fruet Dias, F Papailias, C Scherrer Journal of Business & Economic Statistics, 1-12, 2024 | | 2024 |
Time-varying price discovery G Fruet Dias, M Fernandes, CM Scherrer Available at SSRN 4456630, 2022 | | 2022 |
Price Discovery and Market Microstructure Noise G Fruet Dias, M Fernandes, CM Scherrer Available at SSRN 3864966, 2021 | | 2021 |
Price discovery and market microstructure noise M Fernandes, GF Dias, CM Scherrer | | 2019 |
Component shares in continuous time GF Dias, M Fernandes, C Scherrer | | 2016 |
Price Discovery on Common and Preferred Shares Across Multiple Markets CM Scherrer, M Fernandes Midwest Finance Association 2012 Annual Meetings Paper, 2011 | | 2011 |
Supplementary Material to An Econometric Analysis of Volatility Discovery GF Dias, F Papailias, C Scherrer | | |
Information processing on equity prices and exchange rate for cross CM Scherrer Journal of Financial Markets., 0 | | |