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Dissecting market epectations in the cross-section of book-to-market ratios
Souza, Thiago de Oliveira - In: Critical finance review 11 (2022) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10013457291
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The size premium and intertemporal risk
Souza, Thiago de Oliveira - 2016
Persistent link: https://www.econbiz.de/10011526301
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The X-value factor
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012321736
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Dollar carry timing
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012383860
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Two out-of-sample forecasting models of the equity premium
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012383865
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Externalities, incentives, government failure, and the Coronavirus outbreak
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012383868
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Observable implications of the conditional CAPM
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012383870
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Macro-finance and factor timing : time-varying factor risk and price of risk premiums
Souza, Thiago de Oliveira - 2019
Persistent link: https://www.econbiz.de/10012098285
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Predictability concentrates in bad times : and so does disagreement
Souza, Thiago de Oliveira - 2019
Persistent link: https://www.econbiz.de/10012098303
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A critique of momentum anomalies
Souza, Thiago de Oliveira - 2019
Persistent link: https://www.econbiz.de/10011993159