Ruy Ribeiro

Insper

R Quata 300

Sao Paulo, 04542-030

Brazil

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 25,748

SSRN RANKINGS

Top 25,748

in Total Papers Downloads

4,249

TOTAL CITATIONS

13

Scholarly Papers (10)

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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 1,346 (31,980)
Citation 3

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Asset Pricing; Factor model; Value premium; Size premium

2.

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

Number of pages: 54 Posted: 11 May 2018 Last Revised: 28 Mar 2023
Rafael Alves, Diego Brito, Marcelo C. Medeiros and Ruy Ribeiro
affiliation not provided to SSRN, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, The University of Illinois at Urbana-Champaign and Insper
Downloads 679 (82,587)
Citation 9

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

3.

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 493 (123,418)

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

4.

Gambling, Risk Appetite and Asset Pricing

Number of pages: 59 Posted: 30 Nov 2017 Last Revised: 17 Apr 2018
Carlos Carvalho, Daniel Cordeiro, Ruy Ribeiro and Eduardo Zilberman
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, XP investimentos, Insper and Department of Economics, PUC-Rio
Downloads 387 (163,772)

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

5.

Sentiment, Electoral Uncertainty and Stock Returns

Number of pages: 52 Posted: 11 Mar 2017 Last Revised: 19 Aug 2017
Carlos Carvalho, Ruy Ribeiro and Eduardo Zilberman
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, Insper and Department of Economics, PUC-Rio
Downloads 352 (181,938)

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

6.

The FOMC Announcement Reversal

Number of pages: 41 Posted: 17 Aug 2022 Last Revised: 15 Feb 2025
Tommaso Baglioni and Ruy Ribeiro
Insper and Insper
Downloads 309 (209,394)

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

7.

Pre-FOMC Announcement Relief

Number of pages: 61 Posted: 14 Dec 2018
Vitor Martello and Ruy Ribeiro
Parcitas Investmentos and Insper
Downloads 279 (233,095)
Citation 1

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

8.

Firm Characteristics and Stock Returns in Brazil

Number of pages: 49 Posted: 23 Apr 2024
Ruy Ribeiro, Josué Costa, Mohammed Mehdi Kaebi, Igor Martins and Tomas Nobrega
Insper, Insper Institute of Education and Research, Insper Institute of Education and Research, Insper Institute of Education and Research and Insper Institute of Education and Research
Downloads 158 (398,399)

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asset pricing, stock characteristics, portfolio choice, machine learning

9.

Liquidity Premium Around FOMC Announcements

Number of pages: 35 Posted: 27 Dec 2022 Last Revised: 15 Feb 2025
Tommaso Baglioni, Alessandro Giannozzi, Ruy Ribeiro and Oliviero Roggi
Insper, University of Florence, Insper and University of Catania - Department of Economics and Business
Downloads 136 (450,074)

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FOMC Announcements, Liquidity Premium, Post-FOMC Announcement Return

10.

Corporate Bonds Distress and FOMC Announcement Returns

Number of pages: 36 Posted: 28 Apr 2023 Last Revised: 15 Feb 2025
Tommaso Baglioni and Ruy Ribeiro
Insper and Insper
Downloads 110 (530,520)

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Corporate Bonds Distress, Credit Channel, FOMC Announcements, Pre- FOMC Announcement Return