Pedro Angel Garcia-Ares

University of Notre Dame - Mendoza College of Business

Notre Dame, IN 46556-5646

United States

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

  • University of Notre Dame - Mendoza College of Business

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 16,218

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Top 16,218

in Total Papers Downloads

6,574

TOTAL CITATIONS

5

Scholarly Papers (11)

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1.

No Max Pain, No Max Gain: A Case of Predictable Reversal

Boston University Questrom School of Business Research Paper No. 4140487
Number of pages: 55 Posted: 27 Jun 2022 Last Revised: 30 Sep 2024
Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero
Florida State University, University of Notre Dame - Mendoza College of Business and Boston University - Questrom School of Business
Downloads 2,115 (16,207)

Abstract:

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Max Pain, stock price pressure, manipulation, option expiration, reversal, return predictability

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
Florida State University, University of Notre Dame - Mendoza College of Business and Boston University - Questrom School of Business
Downloads 1,131 (41,718)

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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, Florida State University and University of Notre Dame - Mendoza College of Business
Downloads 723 (77,020)
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
Florida State University and University of Notre Dame - Mendoza College of Business
Downloads 582 (101,584)

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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
Florida State University, University of Notre Dame - Mendoza College of Business and Boston University - Questrom School of Business
Downloads 564 (105,682)
Citation 3

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Lottery-payoffs, Option Trading, Lottery Stocks

6.

Equity Option Return Predictability and Expiration Days

Number of pages: 49 Posted: 31 Oct 2023 Last Revised: 14 Mar 2025
Pedro Angel Garcia-Ares
University of Notre Dame - Mendoza College of Business
Downloads 396 (161,781)

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Option returns, option anomalies, expiration rollover, intermediary asset pricing

7.

0DTE Index Options and Market Volatility: How Large is Their Impact?

Number of pages: 48 Posted: 10 Feb 2025
Aurelio Vasquez, Diego Amaya, Neil D. Pearson and Pedro Angel Garcia-Ares
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Wilfrid Laurier University, University of Illinois at Urbana-Champaign - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 324 (202,473)

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0DTE options, SPX options, S&P 500 index options, hedge rebalancing, gamma squeeze, options trading

8.

Media Sentiment and the Cross-Section of Option Returns

Number of pages: 60 Posted: 14 Apr 2022
Ilias Filippou and Pedro Angel Garcia-Ares
Florida State University and University of Notre Dame - Mendoza College of Business
Downloads 290 (226,532)

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

9.

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 University of Notre Dame - Mendoza College of Business
Downloads 242 (272,126)
Citation 1

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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

10.

From Options to Fractions: The Effects of Fractional Trading on the Options Market

Number of pages: 26 Posted: 10 Feb 2025
Julio A. Crego and Pedro Angel Garcia-Ares
Nova School of Business & Economics and University of Notre Dame - Mendoza College of Business
Downloads 129 (481,421)

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Fractional trading, Options, Information.

11.

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

Number of pages: 101 Posted: 07 Oct 2014
Pedro Angel Garcia-Ares
University of Notre Dame - Mendoza College of Business
Downloads 78 (671,034)

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Dividends, Repurchases, Payouts, Concentration