José Afonso Faias

Catholic University of Portugal (UCP)

Assistant Professor

Palma de Cima

Lisboa, 1649-023

Portugal

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 28,612

SSRN RANKINGS

Top 28,612

in Total Papers Downloads

1,616

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Optimal Option Portfolio Strategies

AFA 2011 Denver Meetings Paper
Number of pages: 38 Posted: 14 Mar 2010 Last Revised: 11 Apr 2011
José Afonso Faias and Pedro Santa-Clara
Catholic University of Portugal (UCP) and New University of Lisbon - Nova School of Business and Economics
Downloads 487 (57,792)
Citation 4

Abstract:

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2.

Does the Market Recognize Which Analyst Reports are Influential?

Number of pages: 77 Posted: 08 Jan 2016 Last Revised: 20 Mar 2018
José Afonso Faias
Catholic University of Portugal (UCP)
Downloads 305 (99,729)

Abstract:

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Influential recommendations, Investment strategy, Prediction, Signaling

3.

Equity Risk Premium Predictability from Cross-Sectoral Downturns

Number of pages: 62 Posted: 12 Jun 2015 Last Revised: 11 Aug 2019
José Afonso Faias and Juan Arismendi Zambrano
Catholic University of Portugal (UCP) and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 263 (116,804)

Abstract:

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predictability, left tail dependence, asset pricing model

4.

Predicting Equity Risk Premium Using the Smooth Cross-Sectional Tail Risk: The Importance of Correlation

Number of pages: 45 Posted: 06 Sep 2015 Last Revised: 23 Mar 2018
José Afonso Faias and Pavel Onyshchnenko
Catholic University of Portugal (UCP) and EDP Renewables North America
Downloads 240 (128,323)

Abstract:

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Equity Premium, Prediction, Cross-sectional

5.

Does Institutional Ownership Matter for International Stock Return Comovement?

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 465/2016
Number of pages: 54 Posted: 12 Jun 2015 Last Revised: 27 Jun 2017
José Afonso Faias and Miguel A. Ferreira
Catholic University of Portugal (UCP) and Nova School of Business and Economics
Downloads 229 (134,441)
Citation 1

Abstract:

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Institutional investors, Comovements, International diversification, International capital markets

6.

The Diffusion of Complex Securities: The Case of CAT bonds

Number of pages: 41 Posted: 08 Jan 2016 Last Revised: 18 Jun 2017
José Afonso Faias and Jose Correa Guedes
Catholic University of Portugal (UCP) and Catholic University of Portugal (UCP)
Downloads 59 (362,275)

Abstract:

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Bayesian updating, Learning, Financial innovation, Reinsurance, CAT bonds

7.

Merger Waves and the Importance of Financial Advisors Reputation for Acquirers

Number of pages: 37 Posted: 19 Oct 2017
José Afonso Faias
Catholic University of Portugal (UCP)
Downloads 33 (456,836)

Abstract:

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Mergers and Acquisitions, Top-Tier Advisors