José Afonso Faias

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Pedro Santa ClaraMillennium bcp Professor of Finance, Nova School of Business and EconomicsVerified email at novasbe.pt
Miguel FerreiraBPI | Fundação "la Caixa" Professor of Responsible Finance at Nova School of Business and EconomicsVerified email at novasbe.pt
Rui AlbuquerqueBoston College Carroll School of ManagementVerified email at bc.edu
jose correia guedesUniversidade Católica PortuguesaVerified email at ucp.pt
Nelson CamanhoQueen Mary University of London, School of Economics and FinanceVerified email at qmul.ac.uk
Juan Arismendi-ZambranoAssistant Professor, UCD Smurfit Gradute Business SchoolVerified email at ucd.ie
Luis Catela NunesProfessor of Applied Econometrics, Nova School of Business and EconomicsVerified email at novasbe.pt

José Afonso Faias

Assistant Professor of Finance, Católica Lisbon School of Business and Economics

Verified email at clsbe.lisboa.ucp.pt - Homepage

Empirical Finance


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Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing JA Faias, P Santa-Clara Journal of Financial and Quantitative Analysis 52 (1), 277-303, 2017	62*	2017
Does institutional ownership matter for international stock return comovement? JA Faias, MA Ferreira Journal of International Money and Finance 78, 64-83, 2017	43	2017
Price elasticity of demand and risk-bearing capacity in sovereign bond auctions RA Albuquerque, JM Cardoso‐Costa, JA Faias Available at SSRN 4051070, 2022	10	2022
The diffusion of complex securities: The case of CAT bonds JA Faias, J Guedes Insurance: Mathematics and Economics 90, 46-57, 2020	9	2020
The Effects of Fund Flows on Corporate Investment: A Catering View N Camanho, J Faias	7	2015
Out-of-Sample Stock Return Prediction Using Higher-Order Moments JA Faias, T Castel-Branco International Journal of Theoretical and Applied Finance 21 (06), 1850043, 2018	6	2018
Testing Volatility Regime Switching J Faias, LC Nunes	5*
Equity Risk Premium Predictability from Cross-Sectoral Downturns JA Faias, JA Zambrano The Review of Asset Pricing Studies 12 (3), 808-842, 2022	2*	2022
Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation JA Faias Journal of Financial Markets, 100769, 2022	1	2022
Merger Waves and the Importance of Financial Advisors Reputation for Acquirers JA Faias Available at SSRN 3055582, 2017	1	2017
Credit Rating Impact on European Stock Markets J Faias, AM de Ferro, C Moreira EcoMod2013, 2013	1	2013
Predicting Influential Recommendation Revisions J Faias Available at SSRN, 2013		2013

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