Marcos Perez, Wilfrid Laurier University

Research

price discovery factor models information shares fragmentation

Latest funding

Price discovery in the option market
SSHRC · 2022 · Co-investigator
$37,789
Price discovery in the option market
SSHRC · 2022 · Co-investigator
$67,641
Price discovery and market fragmentation
SSHRC · 2017 · Principal investigator
$129,800

All 4 grants and awards

Price discovery in the option market

Co-investigatorSSHRC2022Insight Grants

Principal investigators: Amaya, Diego

Keywords: options; price discovery; financial markets; derivatives; market efficiency

$37,789

Price discovery in the option market

Co-investigatorSSHRC2022Insight Grants

Principal investigators: Amaya, Diego

Keywords: options; price discovery; financial markets; derivatives; market efficiency

$67,641

Price discovery and market fragmentation

Principal investigatorSSHRC2017Insight Grants

Principal investigators: Perez, Marcos Fabricio

Keywords: price discovery; factor models; information shares; fragmentation

$129,800

The market valuation of managerial attributes and executive compensation

Principal investigatorSSHRC2012

Principal investigators: Perez, Marcos Fabricio

Keywords: executive compensation; CEO pay; latent managerial ability; human capital; fixed effects; manager fixed effects

$47,500

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Subject: Prospective PhD student: price discovery Dear Professor Perez, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on price discovery connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]