Andrei S. Gonçalves

Ohio State University (OSU) - Fisher College of Business

2100 Neil Avenue

Columbus, OH 43210-1144

United States

  • Ohio State University (OSU) - Fisher College of Business

SCHOLARLY PAPERS

12

DOWNLOADS

8,700

SSRN CITATIONS

114

CROSSREF CITATIONS

18

Scholarly Papers (12)

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1.

The Short Duration Premium

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 90 Posted: 17 Jun 2019 Last Revised: 02 Dec 2020
Andrei S. Gonçalves
Ohio State University (OSU) - Fisher College of Business
Downloads 1,358 (24,598)
Citation 9

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

2.

Reinvestment Risk and the Equity Term Structure

Fisher College of Business Working Paper No. 2017-03-014, Charles A. Dice Center Working Paper No. 2017-14, Kenan Institute of Private Enterprise Research Paper Forthcoming, Journal of Finance, Forthcoming
Number of pages: 118 Posted: 06 Jun 2017 Last Revised: 02 Dec 2020
Andrei S. Gonçalves
Ohio State University (OSU) - Fisher College of Business
Downloads 1,302 (26,143)
Citation 6

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Equity Term Structure, Reinvestment Risk, Intertemporal CAPM

3.

The Fundamental-to-Market Ratio and the Value Premium Decline

Kenan Institute of Private Enterprise Research Paper
Number of pages: 65 Posted: 13 Apr 2020 Last Revised: 18 Aug 2021
Andrei S. Gonçalves and Gregory Leonard
Ohio State University (OSU) - Fisher College of Business and University of North Carolina at Chapel Hill
Downloads 1,261 (27,438)
Citation 7

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Value Premium, Book-to-Market, Valuation Ratios, The Cross Section of Expected Returns

4.

Unsmoothing Returns of Illiquid Funds

Kenan Institute of Private Enterprise Research Paper No. 20-05, USC Lusk Center of Real Estate Working Paper Series
Number of pages: 70 Posted: 27 Feb 2020 Last Revised: 27 Nov 2020
Spencer J. Couts, Andrei S. Gonçalves and Andrea Rossi
University of Southern California - Sol Price School of Public Policy, Ohio State University (OSU) - Fisher College of Business and University of Arizona - Department of Finance
Downloads 848 (48,084)

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Illiquidity, Return Unsmoothing, Performance Evaluation, Hedge Funds, Commercial Real Estate

5.

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

Kenan Institute of Private Enterprise Research Paper No.20-08
Number of pages: 71 Posted: 16 Aug 2019 Last Revised: 15 Jul 2021
Andrei S. Gonçalves
Ohio State University (OSU) - Fisher College of Business
Downloads 761 (55,653)
Citation 2

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Equity Volatility; Equity Term Structure; Equity Strips; Equity Duration; Campbell-Shiller

6.

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 S. Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Ohio State University (OSU) - Fisher College of Business and Ohio State University (OSU) - Department of Finance
Downloads 592 (76,987)
Citation 4

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

7.

Aggregation, Capital Heterogeneity, and the Investment CAPM

Downloads 560 (82,541)
Citation 15

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 S. Gonçalves, Chen Xue and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 421 (115,211)
Citation 13

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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 S. Gonçalves, Chen Xue and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 108 (414,810)
Citation 1

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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 Last Revised: 01 May 2023
Andrei S. Gonçalves, Chen Xue and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 31 (780,111)

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8.

Corporate Deleveraging

Downloads 508 (93,160)

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 S. Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Ohio State University (OSU) - Fisher College of Business and Ohio State University (OSU) - Department of Finance
Downloads 461 (103,607)

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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 Last Revised: 18 May 2023
Harry DeAngelo, Andrei S. Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Ohio State University (OSU) - Fisher College of Business and Ohio State University (OSU) - Department of Finance
Downloads 47 (666,669)

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9.

An Intertemporal Risk Factor Model

Number of pages: 159 Posted: 01 Sep 2020 Last Revised: 23 Jan 2023
Fousseni Chabi-Yo, Andrei S. Gonçalves and Johnathan Loudis
University of Massachusetts Amherst - Isenberg School of Management, Ohio State University (OSU) - Fisher College of Business and University of Notre Dame - Mendoza College of Business
Downloads 410 (120,031)

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ICAPM, Intertemporal Risk, Long-term Investors, Factor Models

10.

The Subjective Risk and Return Expectations of Institutional Investors

Fisher College of Business Working Paper No. 2023-03-014, Charles A. Dice Center Working Paper No. 2023-14
Number of pages: 69 Posted: 25 May 2023
Spencer J. Couts, Andrei S. Gonçalves and Johnathan Loudis
University of Southern California - Sol Price School of Public Policy, Ohio State University (OSU) - Fisher College of Business and University of Notre Dame - Mendoza College of Business
Downloads 408 (120,664)

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Institutional Investors, Subjective Beliefs, Subjective Expected Returns, Subjective Risk, Subjective Risk Premia

11.

The Bond, Equity, and Real Estate Term Structures

Kenan Institute of Private Enterprise Research Paper Forthcoming
Number of pages: 67 Posted: 08 Oct 2020 Last Revised: 13 Oct 2020
Spencer Andrews and Andrei S. Gonçalves
Office of Financial Research, US Dept of the Treasury and Ohio State University (OSU) - Fisher College of Business
Downloads 348 (144,245)
Citation 2

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Cash Flow Duration, Risk Premia Term Structure, Bond Term Structure, Equity Term Structure, Real Estate Term Structure

12.

Leverage and Cash Dynamics

Downloads 344 (146,080)
Citation 1

Leverage and Cash Dynamics

Fisher College of Business Working Paper No. 2021-03-010, Charles A. Dice Working Paper No. 2021-10
Number of pages: 55 Posted: 22 Jun 2021
Harry DeAngelo, Andrei S. Gonçalves and René M. Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Ohio State University (OSU) - Fisher College of Business and Ohio State University (OSU) - Department of Finance
Downloads 332 (150,670)

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

Leverage and Cash Dynamics

NBER Working Paper No. w28970
Number of pages: 55 Posted: 28 Jun 2021 Last Revised: 23 Sep 2022
Harry DeAngelo, Andrei S. Gonçalves and René Stulz
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Ohio State University (OSU) - Fisher College of Business and Ohio State University (OSU) - Fisher College of Business
Downloads 12 (958,435)

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