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

6

DOWNLOADS

1,890

SSRN CITATIONS

24

CROSSREF CITATIONS

11

Scholarly Papers (6)

1.

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 426 (70,574)
Citation 6

Abstract:

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Term Structure of Risk Premia; Reinvestment Risk; Intertemporal CAPM

2.
Downloads 420 ( 71,415)

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 396 (75,854)

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 24 (532,891)

Abstract:

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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 370 (82,784)

Abstract:

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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
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 281 (111,738)
Citation 7

Abstract:

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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
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 45 (428,120)
Citation 2

Abstract:

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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
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 11 (621,957)

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 230 (137,928)
Citation 1

Abstract:

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

6.

What Moves Equity Markets? A Term Structure Decomposition for Stock Returns

Number of pages: 53 Posted: 16 Aug 2019 Last Revised: 11 Sep 2019
Andrei Gonçalves
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 107 (262,205)

Abstract:

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Equity Volatility, Campbell-Shiller Decomposition, Equity Term Structure, Dividend Strips