Melissa Porras Prado

Associate Professor in Finance

NOVO BANCO Entrepreneurship & Technology Chair

Academic Director of the Master in Finance

Nova School of Business and Economics

I am a Research Affiliate at CEPR


Email: melissa.prado@novasbe.pt

Google Scholar

CURRICULUM VITAE

PUBLISHED PAPERS:

  1. Competition and Cooperation in Mutual Fund Families (with Richard B. Evans and Rafael Zambrana), Journal of Financial Economics, (2020) 136, 168-188

  2. An Analysis of Over-the-Counter and Centralized Stock Lending Markets (with Zsuzsa R. Huszar), Journal of Financial Markets, (2019) 43, 31-53.

  3. Basis-Momentum (with Martijn Boons), Journal of Finance, (2019) Vol. 74, (1), p.239-280. Replication Data

  4. Fund Performance and Equity Lending: Why Lend What You Can Sell? (with Richard B. Evans and Miguel Ferreira), Review of Finance, (2017) V21 (3), 1093-1121.

  5. Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets, (with Pedro Saffi and Jason Sturgess), The Review of Financial Studies, (2016), V29 (12): 3211-3244. Editor's choice.

  6. Future Lending Income and Security Value , Journal of Financial and Quantitative Analysis, (2015), 50 (04): 869-902.

  7. Short Sales and Fundamental Value: Explaining the REIT Premium to NAV (with D. Brounen and D. Ling), Real Estate Economics (2013), V41 (3): 32-46.

  8. Real Estate in an ALM Framework - The Case of Fair Value Accounting (with D. Brounen and M. Verbeek), Real Estate Economics (2010), V38 (4): 775-804.


WORKING PAPERS:

  1. How does Peer-to-Business Lending Affect Financial Policy of SMEs? (with Afonso Eça, Miguel Ferreira, A. Emanuele Rizzo)

  2. Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds (with Richard B. Evans, A. Emanuele Rizzo, and Rafael Zambrana) (CEPR Discussion Paper DP14305)

Presented at WFA (2020)

  1. Capital Commitment and Investment Decisions: The Role of Mutual Fund Charges (with Juan Pedro Gomez and Rafael Zambrana)

R&R JFQA

Presented at the Virtual Asset Management Conference



Contact Information

Nova School of Business and Economics

Campus de Carcavelos, Office D226

Rua da Holanda, 1

2775-405 Carcavelos, Portugal