Pedro Araujo de Santa Clara Gomes
AuthID: R-000-SHY
1
TITLE: Capital market integration and consumption risk sharing over the long run Full Text
AUTHORS: Jesper Rangvid; Pedro Santa Clara; Maik Schmeling;
PUBLISHED: 2016, SOURCE: JOURNAL OF INTERNATIONAL ECONOMICS, VOLUME: 103
AUTHORS: Jesper Rangvid; Pedro Santa Clara; Maik Schmeling;
PUBLISHED: 2016, SOURCE: JOURNAL OF INTERNATIONAL ECONOMICS, VOLUME: 103
2
TITLE: Momentum has its moments Full Text
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 116, ISSUE: 1
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 116, ISSUE: 1
3
TITLE: Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks Full Text
AUTHORS: Paulo Maio; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 1-2
AUTHORS: Paulo Maio; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 1-2
4
TITLE: Beyond the Carry Trade: Optimal Currency Portfolios Full Text
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 5
AUTHORS: Pedro Barroso; Pedro Santa Clara;
PUBLISHED: 2015, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 50, ISSUE: 5
5
TITLE: Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
AUTHORS: Pedro Santa-Clara; Shu Yan;
PUBLISHED: 2010, SOURCE: Review of Economics and Statistics, VOLUME: 92, ISSUE: 2
AUTHORS: Pedro Santa-Clara; Shu Yan;
PUBLISHED: 2010, SOURCE: Review of Economics and Statistics, VOLUME: 92, ISSUE: 2
6
TITLE: Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns Full Text
AUTHORS: Michael W Brandt; Pedro Santa Clara; Rossen Valkanov;
PUBLISHED: 2009, SOURCE: REVIEW OF FINANCIAL STUDIES, VOLUME: 22, ISSUE: 9
AUTHORS: Michael W Brandt; Pedro Santa Clara; Rossen Valkanov;
PUBLISHED: 2009, SOURCE: REVIEW OF FINANCIAL STUDIES, VOLUME: 22, ISSUE: 9
7
TITLE: Option strategies: Good deals and margin calls Full Text
AUTHORS: Pedro Santa-Clara; Alessio Saretto;
PUBLISHED: 2009, SOURCE: Journal of Financial Markets, VOLUME: 12, ISSUE: 3
AUTHORS: Pedro Santa-Clara; Alessio Saretto;
PUBLISHED: 2009, SOURCE: Journal of Financial Markets, VOLUME: 12, ISSUE: 3
8
TITLE: Predicting volatility: Getting the most out of return data sampled at different frequencies Full Text
AUTHORS: Ghysels, E; Santa Clara, P; Valkanov, R;
PUBLISHED: 2006, SOURCE: Journal of Econometrics, VOLUME: 131, ISSUE: 1-2
AUTHORS: Ghysels, E; Santa Clara, P; Valkanov, R;
PUBLISHED: 2006, SOURCE: Journal of Econometrics, VOLUME: 131, ISSUE: 1-2
9
TITLE: International risk sharing is better than you think, or exchange rates are too smooth Full Text
AUTHORS: Brandt, MW; Cochrane, JH; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Monetary Economics, VOLUME: 53, ISSUE: 4
AUTHORS: Brandt, MW; Cochrane, JH; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Monetary Economics, VOLUME: 53, ISSUE: 4
10
TITLE: Dynamic portfolio selection by augmenting the asset space Full Text
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Finance, VOLUME: 61, ISSUE: 5
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2006, SOURCE: Journal of Finance, VOLUME: 61, ISSUE: 5
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