Gustavo Xavier

Federal University of Paraiba

Professor of Finance

João Pessoa, Paraiba 58297-000

Brazil

http://www.ufpb.br/docente/gxavier

SCHOLARLY PAPERS

3

DOWNLOADS

136

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  I'm currently working on applications of Sentiment Analysis and Machine Learning in Asset Pricing.  ”

Scholarly Papers (3)

1.

The Impact of Foreign and Country-Specific Economic Policy Uncertainty on the Local Momentum Effect

Number of pages: 26 Posted: 25 Jun 2018 Last Revised: 22 Apr 2019
Gustavo Xavier and Lucas N. C. Vasconcelos
Federal University of Paraiba and Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration
Downloads 81 (330,191)

Abstract:

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international finance; momentum strategy; economic policy uncertainty; time-series variation of momentum

2.

Anomalies and Investor Sentiment: Empirical Evidences in the Brazilian Market

BAR - Brazilian Administration Review, v. 14, p. 2, 2017
Number of pages: 25 Posted: 25 Sep 2017 Last Revised: 11 Dec 2017
Gustavo Xavier and Marcio Andre Veras Machado
Federal University of Paraiba and Federal University of Paraiba (UFPB)
Downloads 55 (405,008)
Citation 1

Abstract:

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investor sentiment index, value anomalies, long-short strategies

3.

Political Uncertainty and Risk Premium in the Brazilian Stock Market

FERREIRA, T. S. V.; XAVIER, G. C. MARTINS, O. S., Political Uncertainty and Risk Premium in the Brazilian Stock Market. JOURNAL OF FINANCIAL INNOVATION, 2018, Forthcoming.
Posted: 16 Jun 2018
Universidade Federal da Paraíba, Federal University of Paraiba and Federal University of Paraiba

Abstract:

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Political Uncertainty, Risk Premium, Emerging Markets