Market Integration and the Persistence of Electricity Prices
João Pedro Pereira, Vasco Pesquita, Paulo M. M. Rodrigues, António Rua
Empirical Economics, vol. 57, 2019, p. 1495-1514.

Wind Balancing Costs in a Power System with High Wind Penetration--Evidence from Portugal
Pedro M. S. Frade, João Pedro Pereira, João J. E. Santana, João P. S. Catalao
Energy Policy, vol. 132, 2019, p. 702-713.

Asset Pricing with a Bank Risk Factor
João Pedro Pereira, António Rua
Journal of Money, Credit and Banking, vol. 50, 2018, p. 993-1032.

Do Locals Know Better? A Comparison of the Performance of Local and Foreign Institutional Investors
Miguel Almeida Ferreira, Pedro Matos, João Pedro Pereira, Pedro Pires
Journal of Banking and Finance, vol. 82, 2017, p. 151-164.

The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach
Pedro Pires, João Pedro Pereira, Luis Martins
European Financial Management, vol. 21, 2015, p. 556-589.

Tiny Prices in a Tiny Market: Evidence from Portugal on Optimal Share Prices
João Pedro Pereira, Teresa Cutelo
European Financial Management, vol. 19, 2013, p. 579-598.

Stock Returns and the Volatility of Liquidity
João Pedro Pereira, Harold Zhang
Journal of Financial and Quantitative Analysis, vol. 45, 2010, p. 1077-1110.

Liquidity and Conditional Portfolio Choice: A Nonparametric Investigation
Eric Ghysels, João Pedro Pereira
Journal Of Empirical Finance, vol. 15, 2008, p. 679-699.