Pedro Garcia-Ares

University of Exeter

Northcote House

The Queen's Drive

Exeter, Devon EX4 4QJ

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 41,401

SSRN RANKINGS

Top 41,401

in Total Papers Downloads

1,003

CITATIONS

3

Scholarly Papers (5)

1.

Value, Momentum and Market Timing

Number of pages: 60 Posted: 19 Feb 2015 Last Revised: 14 Mar 2016
Ilias Filippou and Pedro Garcia-Ares
Washington University in St. Louis - John M. Olin Business School and University of Exeter
Downloads 453 (61,785)

Abstract:

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Value, Momentum, Market-timing, Asset Pricing.

2.

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 Garcia-Ares
University of Exeter Business School, University of Exeter and University of Exeter
Downloads 209 (143,826)
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

3.

Overcoming Arbitrage Limits: Option Trading and Momentum Returns

Number of pages: 82 Posted: 24 Jul 2018 Last Revised: 08 May 2019
Abhay Abhyankar, Ilias Filippou, Pedro Garcia-Ares and Ozkan Haykir
University of Exeter Business School, University of Exeter, Washington University in St. Louis - John M. Olin Business School, University of Exeter and University of Exeter Business School - Department of Finance
Downloads 183 (162,509)

Abstract:

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Momentum Returns, Stock Option Trading, Short-Sale Constraints

4.

Demand for Lotteries: The Choice between Stocks and Options

Number of pages: 70 Posted: 11 Aug 2017 Last Revised: 31 Jul 2018
Ilias Filippou, Pedro Garcia-Ares and Fernando Zapatero
Washington University in St. Louis - John M. Olin Business School, University of Exeter and University of Southern California - Marshall School of Business
Downloads 112 (241,887)
Citation 2

Abstract:

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Lottery-payoffs, Option Trading, Lottery Stocks

5.

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

Number of pages: 101 Posted: 07 Oct 2014
Pedro Garcia-Ares
University of Exeter
Downloads 46 (396,866)

Abstract:

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Dividends, Repurchases, Payouts, Concentration