M. Fabricio Perez
M. Fabricio Perez
Associate Professor of Finance, Wilfrid Laurier University
Verified email at wlu.ca - Homepage
TitleCited byYear
Illicit money flows as motives for FDI
MF Perez, JC Brada, Z Drabek
Journal of Comparative Economics 40 (1), 108-126, 2011
502011
The Effect of Home-country and Host-country Corruption on Foreign Direct Investment
MFP Josef C. Brada, Zdenek Drabek
Review of Development Economics 16 (4), 640-663, 2012
462012
Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis
P Carayannopoulos, MF Perez
The Geneva Papers on Risk and Insurance-Issues and Practice 40 (1), 1-28, 2015
222015
Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach
SC Ahn, C Gadarowski, MF Perez
Journal of Financial Econometrics, nbs006, 2012
20*2012
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
M Kalimipalli, S Nayak, MF Perez
Journal of Banking & Finance 37 (8), 2969-2990, 2013
172013
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
SC Ahn, MF Perez, C Gadarowski
Journal of Empirical Finance 20, 1-17, 2013
16*2013
GMM estimation of the number of latent factors: With application to international stock markets
SC Ahn, MF Perez
Journal of Empirical Finance 17 (4), 783-802, 2010
16*2010
Is there a missing factor? A canonical correlation approach to factor models
SC Ahn, S Dieckmann, MF Perez
Review of Financial Economics, 2017
14*2017
STOCK SPLIT SIGNALLING: EVIDENCE FROM SHORT INTEREST
MF Perez, A Shkilko, N Tang
7*2016
National levels of corruption and foreign direct investment
JC Brada, Z Drabek, JA Mendez, MF Perez
Journal of Comparative Economics, 2018
6*2018
Estimation of Multivariate Asset Models with Jumps
L Ballotta, A Loregian, G Fusai, MF Perez
Journal of Financial and Quantitative Analysis, 2018
3*2018
Catering through nominal share prices revisited
MF Perez, A Shkilko
Critical Finance Review 6 (1), 43-75, 2017
22017
Factor models for binary financial data
MF Perez, A Shkilko, K Sokolov
Journal of Banking & Finance 61, S177-S188, 2015
22015
Follow the Leader: Index Tracking with Factor Models
P Jiang, MF Perez
Available at SSRN 3406071, 2019
2019
How do the Labor Market Values of Managerial Traits Evolve?
S Li, MF Perez
Available at SSRN 2547738, 2018
2018
Pricing Dynamics in the Market for Catastrophe Bonds
P Carayannopoulos, O Kanj, MF Perez
Available at SSRN 3106496, 2018
2018
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Articles 1–16