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 1 50 2 4 8 58
Discount Rates, Market Frictions and the Mystery of the Size Premium 0 0 0 9 0 2 4 56
Discount rates, market frictions and the mystery of the size premium 0 0 0 23 1 1 1 120
Discount rates, market frictions, and the mystery of the size premium 0 0 1 12 1 1 2 50
Dollar carry timing 0 0 0 8 2 5 5 30
Externalities, incentives, government failure, and the Coronavirus outbreak 1 1 4 16 3 5 8 45
Forecasting Investment-Grade Credit-Spreads. A Regularized Approach 0 0 0 30 1 1 2 98
Macro-finance and factor timing: Time-varying factor risk and price of risk premiums 0 0 0 32 2 6 9 97
Model risk pricing and hedging 0 0 1 3 4 4 7 14
Observable implications of the conditional CAPM 0 1 3 23 1 2 6 36
Predictability concentrates in bad times. And so does disagreement 0 0 0 13 2 4 5 62
Red tape asset pricing 0 0 0 11 1 1 1 30
Size-related premiums 0 0 0 16 2 2 6 74
Strategic Asset Allocation with Heterogeneous Beliefs 0 0 0 16 1 3 3 81
The X-value factor 0 0 0 3 0 0 1 52
The size premium and intertemporal risk 0 0 0 12 2 4 6 64
Two out-of-sample forecasting models of the equity premium 0 0 0 10 1 4 5 16
Total Working Papers 1 2 10 287 26 49 79 983


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 1 1 1 8 1 2 3 15
Total Journal Articles 1 1 1 8 1 2 3 15


Statistics updated 2026-01-09