Diogo Palhares

Independent

SCHOLARLY PAPERS

7

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Top 3,865

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17,111

SSRN CITATIONS
Rank 14,268

SSRN RANKINGS

Top 14,268

in Total Papers Citations

83

CROSSREF CITATIONS

13

Scholarly Papers (7)

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1.

Common factors in corporate bond returns

Forthcoming in the Journal of Investment Management
Number of pages: 51 Posted: 13 Mar 2015 Last Revised: 31 Aug 2017
Ronen Israel, Diogo Palhares and Scott A. Richardson
AQR Capital Management, LLC, Independent and London Business School
Downloads 5,547 (2,647)
Citation 34

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corporate bonds, mispricing

2.

Modeling Corporate Bond Returns

Number of pages: 66 Posted: 14 Dec 2020 Last Revised: 27 Aug 2021
Bryan T. Kelly, Diogo Palhares and Seth Pruitt
Yale SOM, Independent and Arizona State University (ASU) - Finance Department
Downloads 5,321 (2,855)
Citation 38

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corporate bond, factor model, bond portfolio, credit risk, IPCA

3.

Credit-Implied Volatility

Number of pages: 47 Posted: 11 Mar 2015 Last Revised: 05 Jun 2019
Bryan T. Kelly, Gerardo Manzo and Diogo Palhares
Yale SOM, Independent and Independent
Downloads 2,126 (12,867)
Citation 9

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CDS, credit risk, implied volatility

4.

Style Investing in Fixed Income

Journal of Portfolio Management, Forthcoming
Number of pages: 36 Posted: 06 Mar 2018
Jordan Brooks, Diogo Palhares and Scott A. Richardson
AQR Capital Management, LLC, Independent and London Business School
Downloads 1,429 (23,735)
Citation 3

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fixed income, style investing, government bonds, corporate bonds

5.

(Il)liquidity Premium in Credit Markets: A Myth?

Journal of Fixed Income, Forthcoming
Number of pages: 45 Posted: 06 Mar 2018 Last Revised: 30 Aug 2018
Diogo Palhares and Scott A. Richardson
Independent and London Business School
Downloads 1,410 (24,218)
Citation 3

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corporate bonds, liquidity, risk premium

6.

Looking under the Hood of Active Credit Managers

Financial Analysts Journal, 2020, 76( 2): 82–102
Number of pages: 41 Posted: 21 Jun 2019 Last Revised: 30 Apr 2020
Diogo Palhares and Scott A. Richardson
Independent and London Business School
Downloads 1,067 (36,324)
Citation 2

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corporate bonds, fixed income mutual funds, fixed income hedge funds

7.

Computing Corporate Bond Returns: A Word (or Two) of Caution

Forthcoming, Review of Accounting Studies
Number of pages: 35 Posted: 17 Apr 2023
Martina Andreani, Diogo Palhares and Scott A. Richardson
London Business School, Independent and London Business School
Downloads 211 (249,003)

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credit, fixed income, corporate bonds, returns