Pedro Santa-Clara
Affiliations: | University of California, Los Angeles, Los Angeles, CA |
Area:
FinanceGoogle:
"Pedro Santa-Clara"
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Publications
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| Maio PF, Santa-Clara P. (2017) Short-Term Interest Rates and Stock Market Anomalies Journal of Financial and Quantitative Analysis. 52: 927-961 |
| Faias JA, Santa-Clara P. (2017) Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing Journal of Financial and Quantitative Analysis. 52: 277-303 |
| Rangvid J, Santa-Clara P, Schmeling M. (2016) Capital market integration and consumption risk sharing over the long run Journal of International Economics. 103: 27-43 |
| Barroso P, Santa-Clara P. (2015) Beyond the Carry Trade: Optimal Currency Portfolios Journal of Financial and Quantitative Analysis. 50: 1037-1056 |
| Maio PF, Santa-Clara P. (2015) Dividend Yields, Dividend Growth, and Return Predictability in the Cross-Section of Stocks Journal of Financial and Quantitative Analysis. 50: 33-60 |
| Barroso P, Santa-Clara P. (2015) Momentum has its moments Journal of Financial Economics. 116: 111-120 |
| Maio P, Santa-Clara P. (2012) Multifactor models and their consistency with the ICAPM Journal of Financial Economics. 106: 586-613 |
| Ferreira MA, Santa-Clara P. (2011) Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole Journal of Financial Economics. 100: 514-537 |
| Santa-Clara P, Yan S. (2010) Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options The Review of Economics and Statistics. 92: 435-451 |
| Hsu JC, Saá-Requejo J, Santa-Clara P. (2009) A Structural Model of Default Risk The Journal of Fixed Income. 19: 77-94 |