| Well-connected short-sellers pay lower loan fees: A market-wide analysis F Chague, R De-Losso, A De Genaro, B Giovannetti Journal of Financial Economics 123 (3), 646-670, 2017 | 48 | 2017 |
| Short-sellers: Informed but restricted F Chague, R De-Losso, A De Genaro, B Giovannetti Journal of International Money and Finance 47, 56-70, 2014 | 30* | 2014 |
| Pricing interest rate derivatives under monetary policy changes A Genaro, M Avellaneda Available at SSRN 2039730, 2012 | 14* | 2012 |
| Detection and analysis of occurrences of spoofing in the Brazilian capital market L Mendonça, A De Genaro Journal of Financial Regulation and Compliance 28 (3), 369-408, 2020 | 12 | 2020 |
| Systematic multi-period stress scenarios with an application to CCP risk management A De Genaro Journal of Banking & Finance 67, 119-134, 2016 | 10 | 2016 |
| Properties of doubly stochastic Poisson process with affine intensity ADG Dario, A Simonis Statistical Papers - Springer, 2011 | 10* | 2011 |
| Apreçamento de ativos referenciados em volatilidade ADG Dario Brazilian Review of Finance 4 (2), 203-228, 2006 | 9 | 2006 |
| A Monte Carlo multi-asset option pricing approximation for general stochastic processes J Arismendi, A De Genaro Chaos, Solitons & Fractals 88, 75-99, 2016 | 8 | 2016 |
| Does the Lending Rate Impact ETF's Prices? A Genaro, M Avellaneda Available at SSRN 2044839, 2012 | 6 | 2012 |
| A tutorial on the Generalized Method of Moments (GMM) in finance A Genaro, P Astorino Revista de Administração Contemporânea 26, e210287, 2022 | 5 | 2022 |
| Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark F Cereda, F Chague, R De-Losso, A Genaro, B Giovannetti Journal of Financial Economics 143 (1), 569-592, 2022 | 5 | 2022 |
| Market power and banking regulations: Evidence from RDD application to the Brazilian banking market A De Genaro, PICA Salvador, IF Fernandes Economics Letters 202, 109821, 2021 | 4 | 2021 |
| Estimating “hedge and auction” liquidation costs in central counterparties: a closeout risk approach L Vicente, F Cerezetti, A De Genaro Journal of Financial Market Infrastructures, 2017 | 4 | 2017 |
| Índice de Volatilidade Para o Mercado Brasileiro de câMbio: FXvol ADD Genaro Resenha BM&F 172, 68-76, 2007 | 3 | 2007 |
| Short Selling and Inside Information FD Chague, R De-Losso, AD Genaro, BC Giovannetti FEA/USP, 2013 | 2 | 2013 |
| Opçoes com ajuste diário: Caracterısticas e apreçamento A Dario Resenha BM&F 167, 50-64, 2006 | 2 | 2006 |
| Asset pricing in a monetary open economy with incomplete markets: A general equilibrium approach A Dario, M Barossi-Filho Anais do 6o Encontro da Sociedade Brasileira de Finanças–Vitória, ES, 2006 | 2 | 2006 |
| Estimação de Modelos em Tempo Contínuo: Taxa de Juros de Curto Prazo e Simulações de Monte Carlo AG Darío, M Barossi-Filho Working Paper, Universidad de Säo Paulo, Brazil, 2002 | 2 | 2002 |
| Um Tutorial sobre o Método Generalizado dos Momentos (GMM) em Finanças A Genaro, P Astorino Revista de Administração Contemporânea 26, e210287, 2022 | 1 | 2022 |
| Internalizando a internalização de ordens (The Introduction of'Retail Liquidity Provider'Orders in Brazil: Impact on Market Quality) A Genaro, P Saffi Available at SSRN 3986368, 2021 | 1 | 2021 |
