Ricardo Lopez A.

Syracuse University - Whitman School of Management

Assistant Professor

721 University Ave

Syracuse, NY NY 13244

United States

http://www.ricardolopezaliouchkin.com/

  • Syracuse University - Whitman School of Management

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    • Tel: +13154433672
SCHOLARLY PAPERS

5

DOWNLOADS

1,485

TOTAL CITATIONS

13

Scholarly Papers (5)

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1.

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Downloads 535 (113,337)
Citation 11

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 06 Nov 2017 Last Revised: 04 Nov 2019
Bruno Feunou, Ricardo Lopez A., Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 405 (156,249)

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Cross-section of stocks, out-of-the-money options, variance risk premium

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 04 Jun 2018 Last Revised: 28 Oct 2019
Bruno Feunou, Ricardo Lopez A., Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 130 (476,373)
Citation 11

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Cross-section of stocks, out-of-the-money options, variance risk premium

2.

Downside Risk and the Cross-section of Corporate Bond Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 61 Posted: 27 Oct 2020
Patrick Augustin, Linxiao Francis Cong, Ricardo Lopez A. and Roméo Tédongap
McGill University, McGill University - Desautels Faculty of Management, Syracuse University - Whitman School of Management and ESSEC Business School
Downloads 356 (182,282)

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corporate bonds, cross-sectional asset pricing, credit, downside risk, volatility risk

3.

Homeowners' Risk Premia: Evidence from Zip Code Housing Returns

Number of pages: 83 Posted: 18 Jan 2019 Last Revised: 05 May 2020
Esther Eiling, Erasmo Giambona, Ricardo Lopez A. and Patrick Tuijp
University of Amsterdam - Amsterdam Business School, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Syracuse University - Whitman School of Management and Ortec Finance
Downloads 337 (194,730)
Citation 2

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Expected Housing Returns, Risk Premia, Underdiversification, Market Segmentation

4.

Board Gender Diversity and Buyer-Supplier Relationships

Number of pages: 57 Posted: 28 Feb 2024 Last Revised: 09 Dec 2024
Karca Aral, Erasmo Giambona, Ricardo Lopez A. and Ye Wang
Syracuse University - Department of Supply Chain Management, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Syracuse University - Whitman School of Management and School of Banking and Finance, University of International Business and Economics
Downloads 158 (404,860)

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board gender diversity, corporate diversity, supply chain base, buyer-supplier relationships, supply risk

5.

The Term Structures of Expected Loss and Gain Uncertainty

Number of pages: 76 Posted: 30 Aug 2019 Last Revised: 24 Mar 2020
Bruno Feunou, Ricardo Lopez A., Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 99 (582,459)

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Quadratic payoff, quadratic loss, quadratic gain, quadratic risk premium, options