Andres Donangelo

University of Texas at Austin - Department of Finance

Assistant Professor of Finance

Red McCombs School of Business

Austin, TX 78712

United States

http://faculty.mccombs.utexas.edu/donangelo/

SCHOLARLY PAPERS

5

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3,378

CITATIONS
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SSRN RANKINGS

Top 30,589

in Total Papers Citations

7

Scholarly Papers (5)

1.
Downloads 1,406 ( 11,757)
Citation 1

Product Market Competition and Industry Returns

Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 11 Nov 2012 Last Revised: 02 Aug 2017
Maria Cecilia Bustamante and Andres Donangelo
University of Maryland - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 1,108 (16,701)

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expected returns, product market competition, industry concentration, sample selection bias

Industry Concentration and Markup: Implications for Asset Pricing

Robert H. Smith School Research Paper No. RHS 2662691
Number of pages: 1 Posted: 18 Sep 2015 Last Revised: 02 Aug 2017
Maria Cecilia Bustamante and Andres Donangelo
University of Maryland - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 298 (93,816)
Citation 1

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expected returns, industry concentration, markup, sample selection bias, product market competition

2.
Downloads 1,069 ( 17,978)
Citation 6

Labor Mobility: Implications for Asset Pricing

2014, Journal of Finance, 63 (3), 1321-1346
Number of pages: 38 Posted: 26 Nov 2010 Last Revised: 30 Oct 2016
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 1,039 (18,374)
Citation 2

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Asset Pricing, Labor Mobility, Expected Returns, Cross-Section

Labor Mobility and the Cross-Section of Expected Returns

Number of pages: 63 Posted: 07 Oct 2015 Last Revised: 15 Feb 2017
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 30 (448,730)
Citation 6

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Asset Pricing, Labor Mobility, Expected Returns, Cross-Section

The Cross-Section of Labor Leverage and Equity Returns

Number of pages: 53 Posted: 13 May 2016 Last Revised: 15 Mar 2017
University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago, Duke University and Haskayne School of Business, University of Calgary
Downloads 412 (64,360)

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Labor Leverage, Capital-Labor Complementarity, Capital-Labor Elasticity of Substitution, Operating Leverage, Labor Share, Expected Returns

The Cross-Section of Labor Leverage and Equity Returns

FRB of Chicago Working Paper No. WP-2017-22
Number of pages: 60 Posted: 10 Nov 2017
University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago, Duke University and Haskayne School of Business, University of Calgary
Downloads 64 (326,927)

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Labor leverage, labor mobility, labor supply, wage, productivity

4.

Labor Leverage and the Value Premium

Number of pages: 73 Posted: 03 Oct 2015 Last Revised: 15 Feb 2017
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 340 (81,436)

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Value Premium, Labor Leverage, Operating Leverage, Labor Share, Expected Returns

5.

Untangling the Value Premium with Labor Shares

Number of pages: 64 Posted: 16 Nov 2017 Last Revised: 13 Mar 2018
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 87 (270,960)

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Labor Share, Labor Leverage, Operating Leverage, Value Premium, Value Spread, Growth Spread, Expected Returns