Research
Batista and Fernandes (2023) Semivolatility-managed portfolios
Dias, Fernandes and Scherrer (2022) Time-varying price discovery
Corradi, Distaso, Fernandes, and Lunde (2020) Betting on conditional alphas
Dias, Fernandes and Scherrer (2020) Price discovery and market microstructure noise
Fernandes and Mendes (2020) Nonparametric testing of conditional independence using asymmetric kernels
Fernandes and Novaes (2020) The government as an active large shareholder: Impact on corporate governance
Distaso, Fernandes and Zikes (2017) Tailing tail risk in the hedge fund industry