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 0 1 4 54
Discount Rates, Market Frictions and the Mystery of the Size Premium 0 0 0 9 0 1 2 54
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 1 1 12 0 1 2 49
Dollar carry timing 0 0 0 8 0 0 0 25
Externalities, incentives, government failure, and the Coronavirus outbreak 0 0 3 15 0 0 5 40
Forecasting Investment-Grade Credit-Spreads. A Regularized Approach 0 0 0 30 0 0 2 97
Macro-finance and factor timing: Time-varying factor risk and price of risk premiums 0 0 0 32 2 2 4 91
Model risk pricing and hedging 0 0 3 3 0 0 10 10
Observable implications of the conditional CAPM 1 1 3 22 2 3 6 34
Predictability concentrates in bad times. And so does disagreement 0 0 0 13 0 1 2 58
Red tape asset pricing 0 0 0 11 0 0 0 29
Size-related premiums 0 0 0 16 0 1 5 72
Strategic Asset Allocation with Heterogeneous Beliefs 0 0 0 16 0 0 0 78
The X-value factor 0 0 0 3 1 1 1 52
The size premium and intertemporal risk 0 0 0 12 0 2 3 60
Two out-of-sample forecasting models of the equity premium 0 0 0 10 0 1 2 12
Total Working Papers 1 2 11 285 5 14 49 934


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 0 7 0 1 1 13
Total Journal Articles 0 0 0 7 0 1 1 13


Statistics updated 2025-10-06