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 1 1 50 1 2 2 52
Discount Rates, Market Frictions and the Mystery of the Size Premium 0 0 0 9 1 1 2 53
Discount rates, market frictions and the mystery of the size premium 0 0 0 23 0 0 1 119
Discount rates, market frictions, and the mystery of the size premium 0 0 0 11 0 0 1 48
Dollar carry timing 0 0 0 8 0 0 0 25
Externalities, incentives, government failure, and the Coronavirus outbreak 1 2 2 14 1 2 4 39
Forecasting Investment-Grade Credit-Spreads. A Regularized Approach 0 0 0 30 1 1 2 97
Macro-finance and factor timing: Time-varying factor risk and price of risk premiums 0 0 0 32 0 1 4 89
Model risk pricing and hedging 0 2 2 2 0 5 9 9
Observable implications of the conditional CAPM 1 2 3 21 1 3 7 31
Predictability concentrates in bad times. And so does disagreement 0 0 0 13 0 0 3 57
Red tape asset pricing 0 0 0 11 0 0 0 29
Size-related premiums 0 0 0 16 1 2 5 70
Strategic Asset Allocation with Heterogeneous Beliefs 0 0 0 16 0 0 0 78
The X-value factor 0 0 0 3 0 0 0 51
The size premium and intertemporal risk 0 0 1 12 0 0 2 58
Two out-of-sample forecasting models of the equity premium 0 0 0 10 0 0 1 11
Total Working Papers 2 7 9 281 6 17 43 916


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 2 7 0 0 4 12
Total Journal Articles 0 0 2 7 0 0 4 12


Statistics updated 2025-03-03