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Santa-Clara, Pedro


 SSRN Author Rank: 720 by Downloads
 Professor
 

New University of Lisbon - Nova School of Business and Economics


 Lisbon
 Portugal
 HOME PAGE: http://docentes.fe.unl.pt/~psc/
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States
 

Centre for Economic Policy Research (CEPR)


 77 Bastwick Street
 London, EC1V 3PZ
 United Kingdom
 email address

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. Santa-Clara, Pedro's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
20,787
Total
Citations
1,112
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Momentum Has Its Moments | Show Abstract | Download This Paper |
Journal of Financial Economics (JFE), Forthcoming
Number of Pages in PDF File: 39
Barroso, Pedro
UNSW Australia Business School, School of Banking and Finance
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
18 Apr 12
Last Revised:
10 Dec 14
3,509
(1,431)
3

2.  
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | Show Abstract | Download This Paper |
Anderson School at UCLA Working Paper #4-00
Number of Pages in PDF File: 45
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
09 Jun 00
1,398
(7,214)
45

3.  
Relative Pricing of Options with Stochastic Volatility | Show Abstract | Download This Paper |
University of California-Los Angeles Finance Working Paper 9-98
Number of Pages in PDF File: 11
Ledoit, Olivier
University of Zurich - Department of Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
01 Sep 98
1,360
(7,547)
26

4.  
Barroso, Pedro
UNSW Australia Business School, School of Banking and Finance
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
18 Apr 12
Last Revised:
23 Jan 14
1,331
(7,805)
6

5.   Incl. Electronic Paper
Ferreira, Miguel A.
Nova School of Business and Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
29 Dec 08
Last Revised:
19 Aug 10
1,156
(9,874)
28

6.  
Kishore, Runeet
Duke University - Fuqua School of Business
Brandt, Michael W.
Duke University - Fuqua School of Business
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Venkatachalam, Mohan
Duke University - Fuqua School of Business
Posted:
19 Jun 06
Last Revised:
25 Feb 08
1,142
(10,059)
17

7.  
Option Strategies: Good Deals and Margin Calls | Show Abstract | Download This Paper |
EFA 2006 Zurich Meetings
Number of Pages in PDF File: 40
Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
25 Mar 05
1,051
(11,504)
33

8.  
Hsu, Jason C.
Research Affiliates, LLC
Saa-Requejo, Jesus
Vega Asset Management LLC
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
01 Nov 04
949
(13,415)
25

9.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
02 Jul 99
920
(14,101)
25

10.   Incl. Electronic Paper
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Jun 04
Last Revised:
18 Sep 12
820
(16,827)
144

11.   Incl. Electronic Paper
Goyal, Amit
University of Lausanne
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
17 Oct 02
Last Revised:
04 Aug 03
780
(18,065)
206

12.  
Brandt, Michael W.
Duke University - Fuqua School of Business
Goyal, Amit
University of Lausanne
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
05 Jun 01
665
(22,731)
5

13.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
05 Oct 03
Last Revised:
18 Sep 12
653
(23,338)
72

14.   Incl. Electronic Paper
Ledoit, Olivier
University of Zurich - Department of Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Wolf, Michael
University of Zurich - Department of Economics
Posted:
15 Oct 02
Last Revised:
22 Sep 08
622
(24,939)
42

15.   Incl. Electronic Paper
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
ETH Zurich
Posted:
27 Mar 00
Last Revised:
23 Jul 01
555
(29,235)
30

16.  
Political Cycles and the Stock Market | Show Abstract | Download This Paper |
Anderson School of Management, UCLA, Working Paper
Number of Pages in PDF File: 56
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
25 Oct 00
521
(31,779)
69

17.  
Dividend Yields, Dividend Growth, and Return Predictability in the Cross-Section of Stocks | Show Abstract | Download This Paper |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 46
Maio, Paulo F.
Hanken School of Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
08 Oct 12
Last Revised:
02 Apr 15
518
(31,988)
3

18.   Incl. Electronic Paper
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Brandt, Michael W.
Duke University - Fuqua School of Business
Posted:
07 Mar 04
Last Revised:
28 Dec 04
449
(38,515)
34

19.   Incl. Electronic Paper
Brandt, Michael W.
Duke University - Fuqua School of Business
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
19 Jan 05
Last Revised:
29 Jul 10
327
(56,707)
33

20.  
Maio, Paulo F.
Hanken School of Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
17 Jan 12
Last Revised:
09 Oct 13
312
(59,876)
1

21.   Incl. Electronic Paper
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
ETH Zurich
Posted:
21 Aug 09
Last Revised:
02 Oct 09
296
(63,525)
6

22.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
27 Nov 03
Last Revised:
24 Aug 10
273
(69,489)
9

23.  
Optimal Option Portfolio Strategies | Show Abstract | Download This Paper |
AFA 2011 Denver Meetings Paper
Number of Pages in PDF File: 38
Faias, José
Catholic University of Portugal (UCP)
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
14 Mar 10
Last Revised:
11 Apr 11
261
(72,873)
 

24.  
A Structural Model of Default Risk | Show Abstract | Download This Paper |
Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Number of Pages in PDF File: 41
Hsu, Jason C.
Research Affiliates, LLC
Saa-Requejo, Jesus
Vega Asset Management LLC
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
20 Mar 10
Last Revised:
03 Nov 10
229
(83,804)
1

25.  
Does Institutional Ownership Matter for International Stock Return Comovement? | Show Abstract | Download This Paper |
Paris December 2011 Finance Meeting EUROFIDAI - AFFI, AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 43
Faias, José
Catholic University of Portugal (UCP)
Ferreira, Miguel A.
Nova School of Business and Economics
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Matos, Pedro P.
University of Virginia - Darden School of Business
Posted:
13 Oct 11
Last Revised:
16 Dec 12
216
(88,944)
1

26.   Incl. Electronic Paper
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Yan, Shu
University of South Carolina - Darla Moore School of Business
Posted:
08 Dec 04
Last Revised:
21 Mar 05
180
(106,081)
7

27.  
Rangvid, Jesper
Copenhagen Business School
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Schmeling, Maik
City University London - Sir John Cass Business School
Posted:
16 Jan 14
Last Revised:
23 Jul 14
75
(204,994)
 

28.   Incl. Electronic Paper
Brandt, Michael W.
Duke University - Fuqua School of Business
Goyal, Amit
University of Lausanne
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
15 Dec 04
Last Revised:
29 Jul 10
71
(211,548)
58

29.  
Fichtner, Luiz Paulo
New University of Lisbon - Faculdade de Economia
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
09 Apr 13
58
(235,364)
 

30.  
Brandt, Michael W.
Duke University - Fuqua School of Business
Cochrane, John H.
University of Chicago - Booth School of Business
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
29 Jul 01
35
(290,498)
60

31.  
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Brandt, Michael W.
Duke University - Fuqua School of Business
Posted:
26 Aug 01
32
(299,575)
54

32.  
The Presidential Puzzle: Political Cycles and the Stock Market | Show Abstract | Add to Cart |
Journal of Finance, Vol. 58, pp. 1841-1872, October 2003
Number of Pages in PDF File: 32
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
01 Nov 03
23
(332,822)
69

33.  
Two Trees | Show Abstract |
The Review of Financial Studies, Vol. 21, Issue 1, pp. 347-385, 2008
Cochrane, John H.
University of Chicago - Booth School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
26 Jun 08
 

34.  
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
De Jong, Frank
Tilburg University - Department of Finance
Posted:
30 Dec 98
 


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