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 1 3 13 65
Discount Rates, Market Frictions and the Mystery of the Size Premium 0 0 0 9 0 2 6 59
Discount rates, market frictions and the mystery of the size premium 0 0 0 23 0 5 13 132
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 0 2 12 37
Externalities, incentives, government failure, and the Coronavirus outbreak 0 0 1 16 4 6 13 53
Forecasting Investment-Grade Credit-Spreads. A Regularized Approach 0 0 0 30 0 0 5 102
Macro-finance and factor timing: Time-varying factor risk and price of risk premiums 0 0 0 32 1 6 16 105
Model risk pricing and hedging 0 0 0 3 1 3 9 19
Observable implications of the conditional CAPM 0 0 2 23 1 2 11 42
Predictability concentrates in bad times. And so does disagreement 0 0 0 13 0 2 10 67
Red tape asset pricing 0 0 0 11 1 3 4 33
Size-related premiums 0 0 0 16 0 3 8 79
Strategic Asset Allocation with Heterogeneous Beliefs 0 0 0 16 0 2 8 86
The X-value factor 0 0 0 3 0 7 9 60
The size premium and intertemporal risk 0 0 0 12 2 3 12 70
Two out-of-sample forecasting models of the equity premium 0 0 0 10 1 4 12 23
Total Working Papers 0 0 4 287 12 53 163 1,082


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 3 9 21
Total Journal Articles 0 0 1 8 1 3 9 21


Statistics updated 2026-06-04