Juan M. Sotes-Paladino

Universidad de los Andes, Chile

Chile

SCHOLARLY PAPERS

11

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3,513

TOTAL CITATIONS
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Top 35,093

in Total Papers Citations

27

Scholarly Papers (11)

1.

The Value of Growth: Changes in Profitability and Future Stock Returns

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference, Journal of Banking and Finance, Forthcoming
Number of pages: 54 Posted: 10 Aug 2016 Last Revised: 06 Nov 2023
Bryan Lim, Juan M. Sotes-Paladino, George Jiaguo Wang and Chelsea Yaqiong Yao
University of Melbourne - Department of Finance, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 563 (106,406)
Citation 2

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Profitability Growth; Firm Size; Stock Returns

2.

Short of capital: Stock Market Implications of Short Sellers’ Losses

Number of pages: 70 Posted: 11 Feb 2019 Last Revised: 08 May 2023
Antonio Gargano, Juan M. Sotes-Paladino and Patrick Verwijmeren
University of Houston - C.T. Bauer College of Business, Universidad de los Andes, Chile and Erasmus University Rotterdam (EUR)
Downloads 536 (113,238)
Citation 2

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Short Selling, Profits and Losses, Limits to Arbitrage, Informed Trading

3.

The Invisible Hand of Internal Markets in Mutual Fund Families

Journal of Banking and Finance, Vol. 89, 2018
Number of pages: 65 Posted: 10 Mar 2010 Last Revised: 05 Mar 2018
Luis Goncalves-Pinto, Juan M. Sotes-Paladino and Jing Xu
University of New South Wales (UNSW), Universidad de los Andes, Chile and Renmin University of China - School of Finance
Downloads 437 (144,779)
Citation 4

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Mutual Fund Families, Cross-Trading, Benchmarking, Stock Illiquidity

4.

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

Journal of Banking and Finance, Forthcoming, 29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 49 Posted: 10 Aug 2015 Last Revised: 16 Dec 2017
New York University - Stern School of Business, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 434 (145,925)
Citation 3

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Mutual funds; performance evaluation; seasonality; benchmark index

5.

Out of Sync: Dispersed Short Selling and the Correction of Mispricing

Number of pages: 62 Posted: 17 Dec 2019 Last Revised: 31 May 2022
Antonio Gargano, Juan M. Sotes-Paladino and Patrick Verwijmeren
University of Houston - C.T. Bauer College of Business, Universidad de los Andes, Chile and Erasmus University Rotterdam (EUR)
Downloads 310 (212,109)
Citation 4

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Short Selling, Limits to Arbitrage, Synchronization Risk

6.

Riding the Bubble with Convex Incentives

Marshall School of Business Working Paper No. FBE 06.14
Number of pages: 53 Posted: 25 Jul 2014 Last Revised: 16 Apr 2018
Juan M. Sotes-Paladino and Fernando Zapatero
Universidad de los Andes, Chile and Boston University - Questrom School of Business
Downloads 305 (215,854)
Citation 7

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money management, convex incentives, benchmarking, mispricing

7.

Carrot and Stick: A Role for Benchmark-Adjusted Compensation in Active Fund Management

Number of pages: 73 Posted: 26 Sep 2016 Last Revised: 06 May 2022
Juan M. Sotes-Paladino and Fernando Zapatero
Universidad de los Andes, Chile and Boston University - Questrom School of Business
Downloads 254 (260,801)
Citation 2

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Portfolio delegation, benchmarking, fulcrum fees, asymmetric information, passive management

8.

Optimal Trading in Correlated Anomalies

Number of pages: 35 Posted: 06 Sep 2017 Last Revised: 04 Apr 2025
Juan M. Sotes-Paladino
Universidad de los Andes, Chile
Downloads 217 (304,222)
Citation 3

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Asset allocation, market timing, stock selection, asset mispricing, mean reversion

9.

(Dis)Incentive Effects of Fund Flows in Money Management

Number of pages: 64 Posted: 20 Aug 2012 Last Revised: 16 Dec 2019
Juan M. Sotes-Paladino
Universidad de los Andes, Chile
Downloads 191 (342,855)

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Portfolio delegation, mutual funds, incomplete information, fund flows, herding, performance evaluation

10.

A Battle of Wills: The Joint Impact of Sentiment and Benchmarking on Volatility and Mispricing

Number of pages: 66 Posted: 11 Dec 2022 Last Revised: 31 Mar 2025
Luis Goncalves-Pinto, Herve Roche and Juan M. Sotes-Paladino
University of New South Wales (UNSW), Universidad Adolfo Ibanez and Universidad de los Andes, Chile
Downloads 151 (421,275)

Abstract:

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Sentiment, Excess Volatility, Mispricing, Benchmarking, Institutional Investors.

11.

Double Bonus? Implicit Incentives for Money Managers with Explicit Incentives

Number of pages: 39 Posted: 06 Jun 2017 Last Revised: 23 Jun 2023
Vincent Gregoire and Juan M. Sotes-Paladino
HEC Montreal - Department of Finance and Universidad de los Andes, Chile
Downloads 115 (522,814)

Abstract:

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money management, performance fees, fund flows, managerial incentives