| Multifactor models and their consistency with the ICAPM P Maio, P Santa-Clara Journal of Financial Economics 106 (3), 586-613, 2012 | 288 | 2012 |
| Another look at the stock return response to monetary policy actions P Maio Review of Finance 18 (1), 321-371, 2014 | 118 | 2014 |
| Dividend yields, dividend growth, and return predictability in the cross section of stocks P Maio, P Santa-Clara Journal of Financial and Quantitative Analysis 50 (1-2), 33-60, 2015 | 108 | 2015 |
| The “Fed model” and the predictability of stock returns P Maio Review of Finance 17 (4), 1489-1533, 2013 | 103 | 2013 |
| Interest rate risk and the cross section of stock returns A Lioui, P Maio Journal of Financial and Quantitative Analysis 49 (2), 483-511, 2014 | 95 | 2014 |
| Intertemporal CAPM with conditioning variables P Maio Management Science 59 (1), 122-141, 2013 | 91 | 2013 |
| Macro variables and the components of stock returns P Maio, D Philip Journal of Empirical Finance 33, 287-308, 2015 | 75 | 2015 |
| Short-term interest rates and stock market anomalies P Maio, P Santa-Clara Journal of Financial and Quantitative Analysis 52 (3), 927-961, 2017 | 69 | 2017 |
| Cross-sectional return dispersion and the equity premium P Maio Journal of Financial Markets 29, 87-109, 2016 | 56 | 2016 |
| Asset growth, profitability, and investment opportunities I Cooper, P Maio Management Science 65 (9), 3988-4010, 2019 | 54 | 2019 |
| New evidence on conditional factor models I Cooper, P Maio Journal of Financial and Quantitative Analysis 54 (5), 1975-2016, 2019 | 53 | 2019 |
| Economic activity and momentum profits: Further evidence P Maio, D Philip Journal of Banking & Finance 88, 466-482, 2018 | 52 | 2018 |
| Don’t fight the fed! P Maio Review of Finance 18 (2), 623-679, 2014 | 52 | 2014 |
| Return decomposition and the Intertemporal CAPM P Maio Journal of Banking & Finance 37 (12), 4958-4972, 2013 | 40 | 2013 |
| Monetary policy and corporate bond returns H Guo, A Kontonikas, P Maio The Review of Asset Pricing Studies 10 (3), 441-489, 2020 | 33 | 2020 |
| Managing the risk of the beta anomaly P Barroso, AL Detzel, PF Maio 30th Australasian Finance and Banking Conference, 2017 | 26* | 2017 |
| The risk-return tradeoff among equity factors P Barroso, PF Maio Available at SSRN 2909085, 2023 | 22 | 2023 |
| Multifactor models and their consistency with the APT I Cooper, L Ma, P Maio, D Philip The Review of Asset Pricing Studies 11 (2), 402-444, 2021 | 20 | 2021 |
| Cash-flow or return predictability at long horizons? The case of earnings yield P Maio, D Xu Journal of Empirical Finance 59, 172-192, 2020 | 18 | 2020 |
| Comparing asset pricing models with traded and macro risk factors P Maio Working Paper, Hanken School of Economics, 2018 | 18* | 2018 |
Dennis PhilipDurham UniversityGeverifieerd e-mailadres voor durham.ac.uk
