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Ruy M Ribeiro
Ruy M Ribeiro
Verified email at insper.edu.br
Title
Cited by
Cited by
Year
Longevity: A market in the making
J Loeys, N Panigirtzoglou, RM Ribeiro
JPMorgan Global Market Strategy, 2007
1062007
The excess comovement of international stock markets in bad times: A rational expectations equilibrium model
R Ribeiro, P Veronesi
Manuscript, University of Chicago, 2002
892002
Forecasting large realized covariance matrices: The benefits of factor models and shrinkage
D Brito
Forecasting Large Realized Covariance Matrices: The Benefits of Factor …, 2018
252018
Longevity risk and portfolio allocation
R Ribeiro, V Di Pietro
Investment Strategies 57, 2009
182009
Stock resiliency and expected returns
NS Alan, J Hua, L Peng, RA Schwartz
New York: Baruch College Zicklin School of Business, 2015
122015
Pre-FOMC announcement relief
V Martello, R Ribeiro
Available at SSRN 3286745, 2018
92018
Commodity prices and futures positions
R Ribeiro, L Eagles, N Von Solodkoff
JP Morgan Global Asset Allocation & Alternative Investments, December 16, 2009
92009
Stock prices under pressure: How tax and interest rates drive returns at the turn of the tax year
J Kang, T Pekkala, C Polk, R Ribeiro
Financial Markets Group, The London School of Economics and Political Science, 2011
82011
Predictable dividends and returns: Identifying the effect of future dividends on stock prices
RM Ribeiro
University of Chicago, Graduate School of Business, 2004
72004
Predictable dividends and returns
R Ribeiro
Escola de Pós-Graduação em Economia da FGV, 2002
72002
Term structure (s) of the equity risk premium
L Gomes, R Ribeiro
Available at SSRN 3144028, 2018
52018
Tradable aggregate risk factors and the cross-section of stock returns
N Doskov, T Pekkala, R Ribeiro
Available at SSRN 2200889, 2016
52016
Exploiting cross-market momentum
R Ribeiro, J Loeys
JPMorgan Investment, Strategy, 2006
52006
Corporate Bonds Distress and FOMC Announcement Returns
T Baglioni, R Ribeiro
Available at SSRN 4400095, 2023
42023
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage
DS deBrito, MC Medeiros, RM Ribeiro
Available at SSRN 3163668, 2018
42018
Liquidity Premium Around FOMC Announcements
T Baglioni, A Giannozzi, R Ribeiro, O Roggi
Available at SSRN 4304807, 2022
22022
The FOMC Announcement Reversal
T Baglioni, R Ribeiro
Available at SSRN 4182628, 2022
22022
Term structure (s) of equity risk premia
L Gomes, R Ribeiro
22019
A cadeia de suprimento agrícola e sua influência no comportamento dos preços
T Corbett Neto
22002
Sentiment, Electoral Uncertainty and Stock Returns
C Carvalho, R Ribeiro, E Zilberman
Available at SSRN 2930564, 2017
12017
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