Pedro Santa-Clara

Affiliations: 
University of California, Los Angeles, Los Angeles, CA 
Area:
Finance
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"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
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