Melissa Porras Prado

https://sites.google.com/site/melissaporrasprado/home/IMG_20191125_105140.jpg


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
             

 

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), 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:

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

On the 15th annual VSB Mid-Atlantic Research Conference Program


The Performance of Diverse Teams: Evidence from U.S. Mutual Funds(with Richard B. Evans, A. Emanuele Rizzo, and Rafael Zambrana) (CEPR Discussion Paper DP14305)

Presented at WFA (2020)