Paulo F. Maio
Paulo F. Maio
Professor of Finance, Hanken School of Economics
Geverifieerd e-mailadres voor hanken.fi - Homepage
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Multifactor models and their consistency with the ICAPM
P Maio, P Santa-Clara
Journal of Financial Economics 106 (3), 586-613, 2012
2062012
Dividend yields, dividend growth, and return predictability in the cross section of stocks
P Maio, P Santa-Clara
Journal of Financial and Quantitative Analysis, 33-60, 2015
842015
The “Fed model” and the predictability of stock returns
P Maio
Review of Finance 17 (4), 1489-1533, 2013
832013
Another look at the stock return response to monetary policy actions
P Maio
Review of Finance 18 (1), 321-371, 2014
802014
Interest rate risk and the cross section of stock returns
A Lioui, P Maio
Journal of Financial and Quantitative Analysis, 483-511, 2014
762014
Intertemporal CAPM with conditioning variables
P Maio
Management Science 59 (1), 122-141, 2013
722013
Macro variables and the components of stock returns
P Maio, D Philip
Journal of Empirical Finance 33, 287-308, 2015
542015
Short-term interest rates and stock market anomalies
PF Maio, P Santa-Clara
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 2017
432017
Don’t fight the fed!
P Maio
Review of Finance 18 (2), 623-679, 2014
432014
Cross-sectional return dispersion and the equity premium
P Maio
Journal of Financial Markets 29, 87-109, 2016
372016
Return decomposition and the Intertemporal CAPM
P Maio
Journal of Banking & Finance 37 (12), 4958-4972, 2013
282013
New evidence on conditional factor models
I Cooper, P Maio
Journal of Financial and Quantitative Analysis 54 (5), 1975-2016, 2019
272019
Economic activity and momentum profits: Further evidence
P Maio, D Philip
Journal of Banking & Finance 88, 466-482, 2018
272018
Asset growth, profitability, and investment opportunities
I Cooper, P Maio
Management Science 65 (9), 3988-4010, 2019
262019
Comparing asset pricing models with traded and macro risk factors
PF Maio
Available at SSRN 2535572, 2019
15*2019
Return dispersion and the predictability of stock returns
PF Maio
Hanken School of Economics Working Paper, 2013
142013
Stock market ambiguity and the equity premium
PC Andreou, A Kagkadis, PF Maio, D Philip
SSRN Electronic Journal, 1-43, 2014
122014
Intertemporal CAPM with time-varying risk aversion
P Maio
Working Paper available at http://ssrn. com/abstract= 889929, 2009
122009
Managing the risk of the beta anomaly
P Barroso, P Maio
Available at SSRN 2876450, 2018
11*2018
Equity risk factors and the intertemporal CAPM
I Cooper, P Maio
BEROC Conference, 2016
112016
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Artikelen 1–20