José Afonso de Carvalho Tavares Faias


AuthID: R-000-JTW

Confirmed Publications: 6



1
2
TITLE: Equity Risk Premium Predictability from Cross-Sectoral Downturns
AUTHORS: Faias, Jose Afonso ; Zambrano, Juan Arismendi;
PUBLISHED: 2022, SOURCE: REVIEW OF ASSET PRICING STUDIES, VOLUME: 12, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: CIÊNCIAVITAE
3
TITLE: The diffusion of complex securities: The case of CAT bonds
AUTHORS: Faias, JA ; Guedes, J;
PUBLISHED: 2020, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 90
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID | CIÊNCIAVITAE
4
TITLE: OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS
AUTHORS: Faias, JA ; Castel Branco, T;
PUBLISHED: 2018, SOURCE: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, VOLUME: 21, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef: 7
IN MY: ORCID | CIÊNCIAVITAE
5
TITLE: Does institutional ownership matter for international stock return comovement?
AUTHORS: Faias, JA ; Ferreira, MA ;
PUBLISHED: 2017, SOURCE: JOURNAL OF INTERNATIONAL MONEY AND FINANCE, VOLUME: 78
INDEXED IN: Scopus WOS CrossRef: 19
IN MY: ORCID | CIÊNCIAVITAE
6
TITLE: Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
AUTHORS: Faias, JA ; Santa Clara, P;
PUBLISHED: 2017, SOURCE: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, VOLUME: 52, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 34
IN MY: ORCID | CIÊNCIAVITAE

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