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Personal profile

Research interests

Melissa Porras Prado is an Assistant Professor of finance at Nova School of Business and Economics. She has a Ph.D. in Finance from RSM Erasmus University.

She currently teaches Financial Management and Real Estate Finance in the graduate program at Nova SBE. A primary theme of her research is to understand how market frictions affect institutional investor trading behavior and asset prices.

She published in leading academic journals such as the Review of Financial Studies and Journal of Financial and Quantitative Analysis. Her research has been presented at many international conferences, including the AFA and EFA meetings.

Current research interests include: Institutional Investment and Mutual Funds, Empirical asset pricing, Short Selling and Real Estate. 

Fingerprint Dive into the research topics where Melissa Prado is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output 2013 2019

  • 25 Citations
  • 3 h-Index
  • 6 Article
  • 1 Working paper
2 Citations (Scopus)

An analysis of over-the-counter and centralized stock lending markets

Huszár, Z. R. & Prado, M. P., Mar 2019, In : Journal Of Financial Markets. 43, p. 31-53

Research output: Contribution to journalArticle

Lending
Pricing efficiency
Liquidity
Short-sale constraints
Tokyo Stock Exchange

Basis-momentum

Boons, M. & Prado, M. P., Feb 2019, In : Journal of Finance. 74, 1, p. 239-279

Research output: Contribution to journalArticle

Momentum
Commodities
Predictors
Term structure
Market clearing

Competition and cooperation in mutual fund families

Evans, R., Prado, M. P. & Galacho, R. Z., 15 Jun 2017, (Submitted).

Research output: Working paper

Mutual funds
Cooperation and competition
Incentives
Managers
Advisors
3 Citations (Scopus)

Fund performance and equity lending: Why lend what you can sell?

Evans, R., Ferreira, M. A. & Prado, M. P., May 2017, In : Review Of Finance. 21, 3, p. 1093-1121 29 p.

Research output: Contribution to journalArticle

Fund performance
Equity
Lending
Short selling
Income
11 Citations (Scopus)

Ownership structure, limits to arbitrage, and stock returns: evidence from equity lending markets

Prado, M. P., Saffi, P. A. C. & Sturgess, J., 1 Jan 2016, In : Review Of Financial Studies. 29, 12, p. 3211-3244 34 p.

Research output: Contribution to journalArticle

Equity
Ownership structure
Limits to arbitrage
Lending
Stock returns

Press / Media

Fund firms with more competition outperform

Richard Evans, Melissa Prado & Rafael Zambrana Galacho

30/08/17

1 item of media coverage

Press/Media: Research