Access Statistics for Thiago de Oliveira Souza

Author contact details at EconPapers.

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 2 13 66
Discount Rates, Market Frictions and the Mystery of the Size Premium 0 0 0 9 0 2 7 61
Discount rates, market frictions and the mystery of the size premium 0 0 0 23 0 0 13 132
Discount rates, market frictions, and the mystery of the size premium 0 0 0 12 0 1 2 51
Dollar carry timing 0 0 0 8 1 1 13 38
Externalities, incentives, government failure, and the Coronavirus outbreak 0 0 1 16 0 4 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 0 2 17 106
Model risk pricing and hedging 0 0 0 3 0 1 9 19
Observable implications of the conditional CAPM 0 1 3 24 0 2 11 43
Predictability concentrates in bad times. And so does disagreement 0 0 0 13 0 0 9 67
Red tape asset pricing 0 0 0 11 0 1 4 33
Size-related premiums 0 0 0 16 0 0 7 79
Strategic Asset Allocation with Heterogeneous Beliefs 0 0 0 16 0 1 9 87
The X-value factor 0 0 0 3 1 1 10 61
The size premium and intertemporal risk 0 0 0 12 0 3 11 71
Two out-of-sample forecasting models of the equity premium 0 0 0 10 1 3 13 25
Total Working Papers 0 1 4 288 3 24 166 1,094


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 0 1 8 21
Total Journal Articles 0 0 1 8 0 1 8 21


Statistics updated 2026-08-07