Andrei Gonçalves

University of North Carolina (UNC) at Chapel Hill - Finance Area

Assistant Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,486

CITATIONS

7

Scholarly Papers (5)

1.
Downloads 407 ( 70,478)

Corporate Deleveraging

Fisher College of Business Working Paper No. 2016-03-021, Charles A. Dice Center Working Paper No. 2016-21
Number of pages: 68 Posted: 04 Nov 2016
Harry DeAngelo, Andrei Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 386 (74,278)

Abstract:

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deleveraging, capital structure, payout policy, cash balances, leverage dynamics, financial flexibility, financial distress

Corporate Deleveraging

NBER Working Paper No. w22828
Number of pages: 68 Posted: 14 Nov 2016
Harry DeAngelo, Andrei Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 21 (526,872)

Abstract:

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2.

Can Reinvestment Risk Explain the Dividend and Bond Term Structures?

Fisher College of Business Working Paper No. 2017-03-014, Charles A. Dice Center Working Paper No. 2017-14
Number of pages: 105 Posted: 06 Jun 2017 Last Revised: 09 May 2019
Andrei Gonçalves
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 360 (81,244)
Citation 1

Abstract:

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Term Structure of Risk Premia; Reinvestment Risk; Intertemporal CAPM

3.

Corporate Deleveraging and Financial Flexibility

Fisher College of Business Working Paper No. 2017-03-028, Charles A. Dice Working Paper No. 2017-03-028
Number of pages: 73 Posted: 17 Nov 2017
Harry DeAngelo, Andrei Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads 344 (85,677)
Citation 2

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deleveraging, financial flexibility, capital structure, payout policy, cash balances, leverage dynamics, financial distress

Aggregation, Capital Heterogeneity, and the Investment CAPM

Charles A Dice Center Working Paper No. 2017-19, Fisher College of Business Working Paper No. 2017-03-19
Number of pages: 98 Posted: 03 Oct 2017 Last Revised: 12 Jun 2019
Andrei Gonçalves, Chen Xue and Lu Zhang, 张橹
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 255 (117,808)
Citation 4

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The Investment Model of Asset Pricing, GMM, Structural Estimation, Anomalies, Joint Estimation

Aggregation, Capital Heterogeneity, and the Investment CAPM

Review of Financial Studies, Forthcoming
Number of pages: 97 Posted: 20 Jun 2019
Andrei Gonçalves, Chen Xue and Lu Zhang, 张橹
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 25 (501,952)

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The Investment CAPM, GMM, Aggregation, Working Capital, Value, Momentum, Investment, Profitability, Joint Estimation

Does the Investment Model Explain Value and Momentum Simultaneously?

NBER Working Paper No. w23910
Number of pages: 62 Posted: 09 Oct 2017
Andrei Gonçalves, Chen Xue and Lu Zhang, 张橹
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 8 (612,664)

Abstract:

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5.

The Short Duration Premium

Number of pages: 80 Posted: 17 Jun 2019
Andrei Gonçalves
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 87 (286,545)

Abstract:

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Equity Duration, Term Structure of Risk Premia, Intertemporal CAPM, Reinvestment Risk, Value Premium, Profitability Premium