@article{perlin2026,
  title = {The use of AI in 10-K filings: An empirical analysis},
  author = {Marcelo S. Perlin, Cristian R. Foguesatto, Aliki K. Galanos, Felipe Affonso},
  journal = {Finance Research Letters},
  year = {2026},
  doi = {10.1016/j.frl.2026.110161},
  issn = {1544-6131},
  url = {https://doi.org/10.1016/j.frl.2026.110161}
}
@article{perlin2026,
  title = {The academia downturn: the impact of COVID-19 in the Brazilian research productivity},
  author = {Marcelo S. Perlin, Denis Boreinstein, Takeyoshi Imasato, Cristian Foguesatto},
  journal = {Research Evaluation},
  year = {2026},
  doi = {10.1093/reseval/rvag019},
  issn = {0958-2029},
  url = {https://doi.org/10.1093/reseval/rvag019}
}
@article{reichert2025,
  title = {Using ChatGPT for Creating Multi-Language Finance Related Sentiment Dictionaries},
  author = {Marcos Reichert, Marcelo S. Perlin},
  journal = {Computational Economics},
  year = {2025},
  doi = {10.1007/s10614-025-11233-3},
  issn = {1572-9974},
  url = {https://link.springer.com/article/10.1007/s10614-025-11233-3}
}
@article{perlin2025,
  title = {Can AI beat a naive portfolio? An experiment with anonymized data},
  author = {Marcelo S. Perlin, Cristian Foguesato, Fernanda Muller, Marcelo Righi},
  journal = {Finance Research Letters},
  year = {2025},
  doi = {10.1016/j.frl.2025.107126},
  issn = {1544-6131},
  url = {https://doi.org/10.1016/j.frl.2025.107126}
}
@article{foguesato2025,
  title = {Profiling Brazil’s research elite: Insights from a cluster analysis of a large database},
  author = {Cristian Foguesato, Denis Boreinstein, Marcelo S. Perlin, Takeyoshi Imasato},
  journal = {Journal of Data and Information Science},
  year = {2025},
  doi = {10.2478/jdis-2025-0033},
  issn = {2543-683X},
  url = {https://doi.org/10.2478/jdis-2025-0033}
}
@article{galanos2025,
  title = {Understanding Financial Resilience through Innovation and Top Management},
  author = {Aliki Galanos, Marcelo S. Perlin},
  journal = {Revista Brasileira de Gestão de Negócios},
  year = {2025},
  doi = {10.7819/rbgn.v27i03.4302},
  issn = {1983-0807},
  url = {https://doi.org/10.7819/rbgn.v27i03.4302}
}
@article{mussoi2024,
  title = {Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers},
  author = {Lucas Mussoi, Fernanda Maria Müller, Marcelo S. Perlin},
  journal = {Computational Economics},
  year = {2024},
  doi = {10.1007/s10614-024-10585-6},
  issn = {1572-9974},
  url = {https://doi.org/10.1007/s10614-024-10585-6}
}
@article{mussoi2024,
  title = {Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets},
  author = {Lucas Mussoi, Marcelo S. Perlin, Fernanda Maria Muller},
  journal = {Journal of Economics and Business},
  year = {2024},
  doi = {10.1016/j.jeconbus.2024.106224},
  issn = {0148-6195},
  url = {https://doi.org/10.1016/j.jeconbus.2024.106224}
}
@article{perlin2024,
  title = {The determinants and impact of research grants: The case of Brazilian productivity scholarships},
  author = {Marcelo S. Perlin, Denis Boreinstein, Takeyoshi Imasato, Marcos Reichert},
  journal = {Journal of Informetrics},
  year = {2024},
  doi = {10.1016/j.joi.2024.101563},
  issn = {1875-5879},
  url = {https://doi.org/10.1016/j.joi.2024.101563}
}
@article{pereira2023,
  title = {What is the sustainable withdraw rate for Brazil?},
  author = {Lucas Pereira, Marcelo S. Perlin},
  journal = {Revista Brasileira de Finanças},
  year = {2023},
  doi = {10.12660/rbfin.v21n3.2023.89040},
  issn = {1984-5146},
  url = {https://doi.org/10.12660/rbfin.v21n3.2023.89040}
}
@article{perlin2022,
  title = {The Academic Inbreeding Controversy: Analysis and Evidence from Brazil},
  author = {Marcelo S. Perlin, Denis Boreinstein, Takeyoshi Imasato},
  journal = {Journal of Informetrics},
  year = {2022},
  doi = {10.1016/j.joi.2022.101287},
  issn = {1875-5879},
  url = {https://doi.org/10.1016/j.joi.2022.101287}
}
@article{perlin2022,
  title = {What drives the release of material facts for Brazilian stocks?},
  author = {Marcelo S. Perlin, Marcos Henrique Reichert},
  journal = {Revista Brasileira de Finanças},
  year = {2022},
  doi = {10.12660/rbfin.v20n2.2022.85378},
  issn = {1984-5146},
  url = {https://doi.org/10.12660/rbfin.v20n2.2022.85378}
}
@article{perlin2021,
  title = {O Impacto da Titulação Acadêmica de Conselheiros e Diretores sobre a Performance de Empresas Negociadas na B3},
  author = {Marcelo Perlin, Guilherme Kirch, Daniel Vancin, Mauro Mastella},
  journal = {Brazilian Business Review},
  year = {2021},
  doi = {10.15728/bbr.2021.18.5.5},
  issn = {1808-2386},
  url = {https://doi.org/10.15728/bbr.2021.18.5.5}
}
@article{mastella2021,
  title = {Board gender diversity: performance and risk of Brazilian firms},
  author = {Mauro Mastella, Daniel Vancin, Marcelo S. Perlin, Guilherme Kirch},
  journal = {Gender in Management},
  year = {2021},
  doi = {10.1108/GM-06-2019-0088},
  issn = {1754-2421},
  url = {https://doi.org/10.1108/GM-06-2019-0088}
}
@article{ramos2020,
  title = {Does algorithmic trading harm liquidity? Evidence from Brazil},
  author = {Henrique P. Ramos, Marcelo S. Perlin},
  journal = {North American Journal of Economics and Finance},
  year = {2020},
  doi = {10.1016/j.najef.2020.101243},
  issn = {1879-0860},
  url = {https://doi.org/10.1016/j.najef.2020.101243}
}
@article{perlin2020,
  title = {A GARCH Tutorial with R},
  author = {Marcelo S. Perlin, Mauro Mastella, Daniel Vancin, Henrique P. Ramos},
  journal = {Revista de Administração Contemporânea},
  year = {2020},
  doi = {10.1590/1982-7849rac2021200088},
  issn = {1982-7849},
  url = {https://doi.org/10.1590/1982-7849rac2021200088}
}
@article{perlin2019,
  title = {Accessing Financial Reports and Corporate Events with GetDFPData},
  author = {Marcelo S. Perlin, Guilherme Kirch, Daniel Vancin},
  journal = {Revista Brasileira de Finanças},
  year = {2019},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/78654}
}
@article{perlin2019,
  title = {A consumer credit risk structural model based on affordability: balance at risk},
  author = {Marcelo S. Perlin, Marcelo Brutti Righi, Tiago P. Filomena},
  journal = {Journal of Credit Risk},
  year = {2019},
  issn = {1755-9723},
  url = {https://www.risk.net/journal-of-credit-risk/6743521/a-consumer-credit-risk-structural-model-based-on-affordability-balance-at-risk}
}
@article{silva2018,
  title = {Lotka’s law for the Brazilian scientific output published in journals},
  author = {Sergio da Silva, Marcelo S. Perlin, Raul Matsushita, Takeyoshi Imasato, Denis Boreinstein},
  journal = {Journal of Information Science},
  year = {2018},
  doi = {10.1177/0165551518801813},
  issn = {1741-6485},
  url = {https://doi.org/10.1177/0165551518801813}
}
@article{perlin2018,
  title = {Is predatory publishing a real threat? Evidence from a large database study},
  author = {Marcelo S. Perlin, Takeyoshi Imasato, Denis Boreinstein},
  journal = {Scientometrics},
  year = {2018},
  doi = {10.1007/s11192-018-2750-6},
  issn = {1588-2861},
  url = {https://doi.org/10.1007/s11192-018-2750-6}
}
@article{caldeira2017,
  title = {Portfolio management using realized covariances: Evidence from Brazil},
  author = {João F. Caldeira, Guilherme V. Moura, Marcelo S. Perlin, André A. P. Santos},
  journal = {EconomiA},
  year = {2017},
  doi = {10.1016/j.econ.2017.05.001},
  issn = {2358-2820},
  url = {https://doi.org/10.1016/j.econ.2017.05.001}
}
@article{perlin2017,
  title = {Can we predict the financial markets based on Google's search queries?},
  author = {Marcelo S. Perlin, João F. Caldeira, André A. P. Santos, Martin Pontuschka},
  journal = {Journal of Forecasting},
  year = {2017},
  doi = {10.1002/for.2446},
  issn = {0277-6693},
  url = {https://doi.org/10.1002/for.2446}
}
@article{perlin2017,
  title = {The Brazilian scientific output published in journals: A study based on a large CV database},
  author = {Marcelo S. Perlin, André A. P. Santos, Takeyoshi Imasato, Denis Borenstein, Sergio da Silva},
  journal = {Journal of Informetrics},
  year = {2017},
  doi = {10.1016/j.joi.2016.11.002},
  issn = {1875-5879},
  url = {https://doi.org/10.1016/j.joi.2016.11.002}
}
@article{ramos2017,
  title = {Mispricing in the odd lots market in Brazil},
  author = {Henrique P. Ramos, Marcelo S. Perlin, Marcelo B. Righi},
  journal = {North American Journal of Economics and Finance},
  year = {2017},
  doi = {10.1016/j.najef.2017.08.006},
  issn = {1879-0860},
  url = {https://doi.org/10.1016/j.najef.2017.08.006}
}
@article{imasato2017,
  title = {Análise do Perfil dos Acadêmicos e de suas Publicações Científicas em Administração},
  author = {Takeyoshi Imasato, Marcelo S. Perlin, Denis Borenstein},
  journal = {RAC. Revista de Administração Contemporânea (Impresso)},
  year = {2017},
  doi = {10.1590/1982-7849rac2017150329},
  issn = {1982-7849},
  url = {https://doi.org/10.1590/1982-7849rac2017150329}
}
@article{ramos2017,
  title = {O poder preditivo de pesquisas na internet sobre o mercado financeiro brasileiro},
  author = {Henrique Pinto Ramos, Kadja Katherine Mendes Ribeiro, Marcelo S. Perlin},
  journal = {RAM. Revista de Administração Mackenzie (Impresso)},
  year = {2017},
  doi = {10.1590/1678-69712017/administracao.v18n2p184-210},
  issn = {1678-6971},
  url = {https://doi.org/10.1590/1678-69712017/administracao.v18n2p184-210}
}
@article{pontuschka2017,
  title = {Análise de Integração Financeira entre o Mercado Acionário Brasileiro e o Argentino: Uma Abordagem Dinâmica},
  author = {Martin Pontuschka, Marcelo S. Perlin},
  journal = {Revista Brasileira de Finanças},
  year = {2017},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/57891}
}
@article{oliveira2016,
  title = {A Multistage Stochastic Programming Asset-Liability Management Model - An Application to the Brazilian Pension Fund Industry},
  author = {Alan Delgado de Oliveira, Tiago Pascoal Filomena, Marcelo Scherer Perlin, Miguel Lejeune, Guilherme Ribeiro de Macedo},
  journal = {Optimization and Engineering},
  year = {2016},
  doi = {10.1007/s11081-016-9316-3?wt_mc=internal.event.1.SEM.ArticleAuthorOnlineFirst},
  issn = {1573-2924},
  url = {https://link.springer.com/article/10.1007/s11081-016-9316-3?wt_mc=internal.event.1.SEM.ArticleAuthorOnlineFirst}
}
@article{perlin2016,
  title = {A Microestrutura do Tesouro Direto: Sazonalidade do Fluxo de Ordens e a Formação de Spreads},
  author = {Marcelo S. Perlin},
  journal = {Revista Brasileira de Finanças},
  year = {2016},
  doi = {10.11606/1413-8050/ea140191},
  issn = {1984-5146},
  url = {https://doi.org/10.11606/1413-8050/ea140191}
}
@article{perlin2016,
  title = {GetHFData: A R package for downloading and aggregating high frequency trading data from Bovespa},
  author = {Marcelo S. Perlin, Henrique P. Ramos},
  journal = {Revista Brasileira de Finanças},
  year = {2016},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/64587}
}
@article{pontuschka2015,
  title = {A Estratégia de pares no Mercado Acionário Brasileiro: O Impacto da Frequência de Dados},
  author = {Martin Pontuschka, Marcelo S. Perlin},
  journal = {RAM. Revista de Administração Mackenzie (Impresso)},
  year = {2015},
  doi = {10.1590/1678-69712015/administracao.v16n2p188-213},
  issn = {1678-6971},
  url = {https://doi.org/10.1590/1678-69712015/administracao.v16n2p188-213}
}
@article{perlin2015,
  title = {Os pesquisadores, as publicações e os periódicos da área de Finanças no Brasil: Uma análise com base em currículos da plataforma Lattes.},
  author = {Marcelo S. Perlin, André Portela Santos},
  journal = {Revista Brasileira de Finanças},
  year = {2015},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/47157}
}
@article{perlin2014,
  title = {On the Performance of the Tick Test},
  author = {Marcelo S. Perlin, Chris Brooks, Alfonso Dufour},
  journal = {Quarterly Review of Economics and Finance},
  year = {2014},
  doi = {10.1016/j.qref.2013.07.001},
  issn = {1878-4259},
  url = {https://doi.org/10.1016/j.qref.2013.07.001}
}
@article{perlin2013,
  title = {The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market},
  author = {Marcelo S. Perlin, Alfonso Dufour, Chris Brooks},
  journal = {Annals of Finance},
  year = {2013},
  doi = {10.1007/s10436-013-0242-5},
  issn = {1614-2446},
  url = {https://doi.org/10.1007/s10436-013-0242-5}
}
@article{victor2013,
  title = {Comunalidades na Liquidez – Evidências e Comportamento Intradiário para o Mercado Brasileiro},
  author = {Fernanda Gomes Victor, Marcelo S. Perlin, Mauro Mastella},
  journal = {Revista Brasileira de Finanças},
  year = {2013},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/7434}
}
@article{perlin2013,
  title = {Os Efeitos da Introdução de Agentes de Liquidez no Mercado Acionário Brasileiro},
  author = {Marcelo S. Perlin},
  journal = {Revista Brasileira de Finanças},
  year = {2013},
  issn = {1984-5146},
  url = {https://periodicos.fgv.br/rbfin/article/view/4088}
}
@article{perlin2011,
  title = {System-Wide liquidity risk in the UK’s large-value payment system: an empirical analysis},
  author = {Marcelo S. Perlin, Jochen Schanz},
  journal = {Bank of England Working Paper Series},
  year = {2011},
  issn = {1368-5562},
  url = {https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2011/system-wide-liquidity-risk-in-the-uks-large-value-payment-system-an-empirical-analysis.pdf}
}
@article{perlin2009,
  title = {Evaluation of pairs-trading strategy at the Brazilian financial market},
  author = {Marcelo S. Perlin},
  journal = {Journal of Derivatives and Hedge Funds},
  year = {2009},
  doi = {10.1057/jdhf.2009.4},
  issn = {1753-965X},
  url = {https://link.springer.com/article/10.1057/jdhf.2009.4}
}
@article{perlin2007,
  title = {Non-Linear Modelling in the Brazilian Market: Evaluating the Forecasting Performance of NN Univariate Nearest Neighbor and SNN Simultaneous Nearest Neighbour Forecasting Algorithm},
  author = {Marcelo S. Perlin, Paulo S. Ceretta},
  journal = {REAd. Revista Eletrônica de Administração (Porto Alegre. Online)},
  year = {2007},
  issn = {1413-2311},
  url = {http://read.adm.ufrgs.br/}
}
@article{perlin2006,
  title = {Teoria do Caos aplicada aos Contratos de Café no Mercado de Derivativos},
  author = {Marcelo S. Perlin, Paulo S. Ceretta},
  journal = {READ - Revista Eletrônica da Administração (UFRGS)},
  year = {2006},
  issn = {1413-2311},
  url = {http://read.adm.ufrgs.br/}
}