Ruy Ribeiro

Insper

R Quata 300

Sao Paulo, 04542-030

Brazil

Santander Bank - Santander Asset Management

Av. Juscelino Kubitschek, 2041

São Paulo 04543-011

Brazil

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 27,589

SSRN RANKINGS

Top 27,589

in Total Papers Downloads

2,732

SSRN CITATIONS

3

CROSSREF CITATIONS

9

Scholarly Papers (7)

1.

Tradable Aggregate Risk Factors and the Cross-Section of Stock Returns

Number of pages: 41 Posted: 29 Apr 2013 Last Revised: 15 Dec 2016
Nikolay Doskov, Tapio Pekkala and Ruy Ribeiro
Norges Bank Investment Management (NBIM), Pacific Investment Management Company (PIMCO) and Insper
Downloads 1,249 (24,435)
Citation 3

Abstract:

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Asset Pricing; Factor model; Value premium; Size premium

2.

Term Structure(s) of the Equity Risk Premium

Number of pages: 91 Posted: 19 Mar 2018 Last Revised: 09 Jan 2019
Leandro Gomes and Ruy Ribeiro
Yale SOM and Insper
Downloads 394 (110,869)

Abstract:

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Equity Risk Premium, Term Structure, Dividend Swaps, Variance Swaps, Liquidity

3.

Gambling, Risk Appetite and Asset Pricing

Number of pages: 59 Posted: 30 Nov 2017 Last Revised: 17 Apr 2018
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, XP investimentos, Insper and Department of Economics, PUC-Rio
Downloads 303 (147,412)

Abstract:

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Asset Pricing, Cross-Section, Predictability, Factors, CAPM, Conditional Model, Gambling, Casino

4.

Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage

Number of pages: 50 Posted: 11 May 2018
Diego Brito, Marcelo C. Medeiros and Ruy Ribeiro
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Insper
Downloads 286 (156,424)
Citation 11

Abstract:

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realized covariance, factor models, shrinkage, Lasso, forecasting, portfolio allocation, big data

5.

Sentiment, Electoral Uncertainty and Stock Returns

Number of pages: 52 Posted: 11 Mar 2017 Last Revised: 19 Aug 2017
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Insper and Department of Economics, PUC-Rio
Downloads 225 (198,172)

Abstract:

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sentiment; stock returns; electoral uncertainty; event study; soccer

6.

Pre-FOMC Announcement Relief

Number of pages: 61 Posted: 14 Dec 2018
Vitor Martello and Ruy Ribeiro
Parcitas Investmentos and Insper
Downloads 200 (221,035)
Citation 1

Abstract:

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Asset Prices; Monetary Policy; FOMC; Pre-Announcement Drift; Risk Premium; Uncertainty

7.

The FOMC Announcement Reversal

Number of pages: 38 Posted: 17 Aug 2022
Tommaso Baglioni and Ruy Ribeiro
Insper and Insper
Downloads 75 (450,598)

Abstract:

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FOMC Announcements, Pre-FOMC Announcement Drift, Post-FOMC Announcement Return, Reversal.