Melissa Porras Prado

PUBLISHED PAPERS:

1. Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds (with Richard B. Evans, A. Emanuele Rizzo, and Rafael Zambrana) Management Science 2025 71:4, 3026-3051. doi: https://doi.org/10.1287/mnsc.2022.00544

2. Capital Commitment and Performance: The Role of Mutual Fund Charges (with Juan Pedro Gomez and Rafael Zambrana) Journal of Financial and Quantitative Analysis , Volume 59 , Issue 2 , March 2024 , pp. 727 - 758, DOI: https://doi.org/10.1017/S0022109022001235

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

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

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

6. 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.

7. 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.

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

9. 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. 

10. 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:

• Socially responsible investing and multinationals' environmental harm: Evidence from global remote sensing data (with Virginia Gianinazzi, Victoire Girard, and Mehdi Lehlali) (CEPR Discussion Paper DP19611)

• The Real Effects of FinTech Lending on SMEs: Evidence from Loan Applications (with Afonso Eça, Miguel Ferreira, A. Emanuele Rizzo) (CEPR Discussion Paper DP16684),

VoxEU article here

Contact Information

Nova School of Business and Economics

Campus de Carcavelos, Office D226

Rua da Holanda, 1

2775-405 Carcavelos, Portugal