Melissa Porras Prado



Associate Professor in Finance
Nova School of Business and Economics

             

 Contact Information
Nova School of Business and Economics
Campus de Carcavelos
Rua da Holanda, 1
2775-405 Carcavelos, Portugal


 (Click on the link to view complete CV)


PUBLISHED PAPERS:
  1. Competition and Cooperation in Mutual Fund Families (with Richard B. Evans and Rafael Zambrana)  Forthcoming in the Journal of Financial Economics.
  2. An Analysis of Over-the-Counter and Centralized Stock Lending Markets (with Zsuzsa R. Huszar),  Forthcoming in the Journal of Financial Markets.
  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): pp. 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), pp. 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): pp. 775--804.

WORKING PAPERS: