Personer Paulo Fraga Martins Maio

Paulo Fraga Martins Maio

Title

Professor of finance, asset pricing

Mobile phone

+358 40 352 1455

Department

Finansiell ekonomi (Helsingfors)

Ekon. dr, annat eller okänt huvudämne, Universidade Nova de Lisboa, Portugal, 2006

Paulo Maio is professor of finance at Hanken.

17023 Factor Investing, Hki( - )
Valda publikationer
Paulo Fraga Martins Maio, Ilan Cooper2018,'New Evidence on Conditional Factor Models',Journal of Financial and Quantitative Analysis,vol. 54,no. 5,pp. 1975-2016.https://doi.org/10.1017/S0022109018001606
Paulo Fraga Martins Maio, Ilan Cooper2018,'Asset Growth, Profitability, and Investment Opportunities',Management Science,vol. 65,no. 9,pp. 3988-4010.https://doi.org/10.1287/mnsc.2018.3036
Paulo Fraga Martins Maio, Pedro Santa-Clara2017,'Short-Term Interest Rates and Stock Market Anomalies',Journal of Financial and Quantitative Analysis,vol. 52,no. 3,pp. 927-961.https://doi.org/10.1017/S002210901700028X
Paulo Fraga Martins Maio, Pedro Santa-Clara2015,'Dividend Yields, Dividend Growth, and Return Predictability in the Cross-Section of Stocks',Journal of Financial and Quantitative Analysis,vol. 50,no. 1/2,pp. 33-60.https://doi.org/10.1017/S0022109015000058
Paulo Fraga Martins Maio2014,'Don’t fight the Fed!',Review of Finance,vol. 18,no. 2,pp. 623-679.https://doi.org/10.1093/rof/rft005
Paulo Fraga Martins Maio, Abraham Lioui2014,'Interest Rate Risk and the Cross-Section of Stock Returns',Journal of Financial and Quantitative Analysis,vol. 49,no. 2,pp. 483-511.https://doi.org/10.1017/S0022109014000131
Paulo Fraga Martins Maio2014,'Another Look at the Stock Return Response to Monetary Policy Actions',Review of Finance,vol. 18,no. 1,pp. 321-371.https://doi.org/10.1093/rof/rfs050
Paulo Fraga Martins Maio2013,'Intertemporal CAPM with conditioning variables',Management Science,vol. 59,no. 1,pp. 122-141.https://doi.org/10.1287/mnsc.1120.1557
Paulo Fraga Martins Maio2013,'The “Fed Model” and the Predictability of Stock Returns',Review of Finance,vol. 17,no. 4,pp. 1489-1533.https://doi.org/10.1093/rof/rfs025
Paulo Fraga Martins Maio, Pedro Santa-Clara2012,'Multifactor models and their consistency with the ICAPM',Journal of Financial Economics,vol. 106,no. 3,pp. 586-613.https://doi.org/10.1016/j.jfineco.2012.07.001