André B.M. Souza

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

http://www.andrebmsouza.com

  • ESADE Business School

SCHOLARLY PAPERS

3

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TOTAL CITATIONS
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SSRN RANKINGS

Top 38,468

in Total Papers Citations

26

Scholarly Papers (3)

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1.

Directional Information in Equity Returns

Number of pages: 100 Posted: 13 Oct 2023 Last Revised: 08 Apr 2024
Luca Del Viva, Carlo Sala and André B.M. Souza
ESADE Business School, ESADE Business School and ESADE Business School
Downloads 1,402 (28,861)

Abstract:

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Sign predictability, biased expectations, mispricing, momentum, crashes

2.

Backtesting Global Growth-at-Risk

Number of pages: 69 Posted: 10 Oct 2019 Last Revised: 02 Nov 2020
Christian T. Brownlees and André B.M. Souza
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and ESADE Business School
Downloads 857 (58,180)
Citation 26

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Growth-at-Risk, Backtesting, Quantile Regression, GARCH

3.

Composite Absolute Value and Sign Forecasts

Number of pages: 47 Posted: 27 Jan 2021
André B.M. Souza
ESADE Business School
Downloads 253 (245,735)

Abstract:

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Forecasting, Directional Predictability, Machine Learning