This paper is set to investigate the existence of spillover effects for the trading process of correlated financial instruments. While the main literature in price impact models has focused mainly on multivariate processes for a unique asset, we argue that transitory spillover effects in such...

The focus of this paper is on the study of the drivers of a cross market arbitrage profit. Many papers have investigated the risk of trading arbitrage opportunities and the empirical existence of these events at the high frequency level for different markets. But none of the previous work has...

We assemble a massive sample of 180,000 CVs of Brazilian academic researchers of all disciplines from the Lattes platform. From the CVs we gather information on key variables related to the researchers and their publications. We find males are more productive in terms of quantity of...