Access Statistics for Thiago de Oliveira Souza

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A critique of momentum anomalies 0 0 0 50 0 4 10 62
Discount Rates, Market Frictions and the Mystery of the Size Premium 0 0 0 9 0 1 4 57
Discount rates, market frictions and the mystery of the size premium 0 0 0 23 0 7 8 127
Discount rates, market frictions, and the mystery of the size premium 0 0 1 12 0 0 2 50
Dollar carry timing 0 0 0 8 2 7 12 37
Externalities, incentives, government failure, and the Coronavirus outbreak 0 0 2 16 2 4 10 49
Forecasting Investment-Grade Credit-Spreads. A Regularized Approach 0 0 0 30 0 4 5 102
Macro-finance and factor timing: Time-varying factor risk and price of risk premiums 0 0 0 32 1 3 11 100
Model risk pricing and hedging 0 0 0 3 0 2 6 16
Observable implications of the conditional CAPM 0 0 2 23 1 5 10 41
Predictability concentrates in bad times. And so does disagreement 0 0 0 13 1 4 9 66
Red tape asset pricing 0 0 0 11 1 1 2 31
Size-related premiums 0 0 0 16 0 2 5 76
Strategic Asset Allocation with Heterogeneous Beliefs 0 0 0 16 0 3 6 84
The X-value factor 0 0 0 3 3 4 5 56
The size premium and intertemporal risk 0 0 0 12 1 4 10 68
Two out-of-sample forecasting models of the equity premium 0 0 0 10 3 6 11 22
Total Working Papers 0 0 5 287 15 61 126 1,044


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios 0 0 1 8 1 4 7 19
Total Journal Articles 0 0 1 8 1 4 7 19


Statistics updated 2026-04-09