Pedro Angel Garcia-Ares

Instituto Tecnológico Autónomo de México (ITAM)

Assistant Professor

Av. Camino a Sta. Teresa 930

Col. Héroes de Padierna

Mexico City, D.F. 01000, Federal District 01080

Mexico

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 20,504

SSRN RANKINGS

Top 20,504

in Total Papers Downloads

4,604

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration

Boston University Questrom School of Business Research Paper No. 4140487
Number of pages: 62 Posted: 27 Jun 2022 Last Revised: 09 Nov 2023
Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero
Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Boston University - Questrom School of Business
Downloads 1,330 (28,116)

Abstract:

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Max Pain, stock price pressure, manipulation, option expiration

2.

Betting on the Likelihood of a Short Squeeze

Number of pages: 62 Posted: 31 Oct 2023
Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero
Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Boston University - Questrom School of Business
Downloads 885 (50,252)

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Short Squeeze, Anomalies, Limits to Arbitrage, Options

3.

Overcoming Arbitrage Limits: Option Trading and Momentum Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 49 Posted: 24 Jul 2018 Last Revised: 31 May 2022
Abhay Abhyankar, Ilias Filippou and Pedro Angel Garcia-Ares
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona, Washington University in St. Louis - John M. Olin Business School and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 625 (79,359)
Citation 1

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Momentum Returns, Stock Option Trading, Short-Sale Constraints

4.

Value, Momentum and Market Timing

Number of pages: 60 Posted: 19 Feb 2015 Last Revised: 07 Jan 2021
Ilias Filippou and Pedro Angel Garcia-Ares
Washington University in St. Louis - John M. Olin Business School and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 563 (90,516)

Abstract:

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Value, Momentum, Market-timing, Asset Pricing.

5.

Demand for Lotteries: The Choice between Stocks and Options

Number of pages: 79 Posted: 11 Aug 2017 Last Revised: 28 Sep 2022
Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero
Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Boston University - Questrom School of Business
Downloads 463 (114,967)
Citation 3

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Lottery-payoffs, Option Trading, Lottery Stocks

6.

Uncovering Dividend Growth Predictability: New Evidence from the Post-WW II Period

Number of pages: 55 Posted: 25 Mar 2013 Last Revised: 23 Jun 2015
Abhay Abhyankar and Pedro Angel Garcia-Ares
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 234 (239,213)
Citation 1

Abstract:

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asset pricing, dividend growth predictability, present-value model, predictability of stock returns, weighting of firm dividends, changes in dividend payments, quintiles, earnings

7.

Media Sentiment and the Cross-Section of Option Returns

Number of pages: 60 Posted: 14 Apr 2022
Ilias Filippou and Pedro Angel Garcia-Ares
Washington University in St. Louis - John M. Olin Business School and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 230 (243,129)

Abstract:

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Media Sentiment, equity option returns, news releases, option trading

8.

Equity Option Return Predictability and Expiration Days

Number of pages: 68 Posted: 31 Oct 2023 Last Revised: 29 Feb 2024
Pedro Angel Garcia-Ares
Instituto Tecnológico Autónomo de México (ITAM)
Downloads 204 (272,009)

Abstract:

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Delta-hedged option returns, Straddles, Expiration day, Stock pinning, Rollover, Option return predictability, Option market efficiency, Option Factor Models.

9.

Exploring the Anatomy of Firm Payouts: Who Pays, How Much and When?

Number of pages: 101 Posted: 07 Oct 2014
Pedro Angel Garcia-Ares
Instituto Tecnológico Autónomo de México (ITAM)
Downloads 70 (598,631)

Abstract:

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Dividends, Repurchases, Payouts, Concentration