Pedro Araujo de Santa Clara Gomes


AuthID: R-000-SHY

Confirmed Publications: 5



1
TITLE: Multifactor models and their consistency with the ICAPM  Full Text
AUTHORS: Paulo Maio; Pedro Santa Clara ;
PUBLISHED: 2012, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 106, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
2
TITLE: Forecasting stock market returns: The sum of the parts is more than the whole  Full Text
AUTHORS: Miguel A Ferreira ; Pedro Santa Clara ;
PUBLISHED: 2011, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 100, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
3
TITLE: A structural model of default risk  Full Text
AUTHORS: Hsu, JC; Saa Requejo, J; Santa Clara, P ;
PUBLISHED: 2010, SOURCE: Journal of Fixed Income, VOLUME: 19, ISSUE: 3
INDEXED IN: Scopus CrossRef
IN MY: ORCID
4
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
INDEXED IN: Scopus WOS
IN MY: ORCID
5
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
INDEXED IN: Scopus WOS
IN MY: ORCID

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