Francisco Barillas

Emory University - Goizueta Business School

1300 Clifton Road

Atlanta, GA 30322-2722

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 25,423

SSRN RANKINGS

Top 25,423

in Total Papers Downloads

1,459

CITATIONS
Rank 28,869

SSRN RANKINGS

Top 28,869

in Total Papers Citations

8

Scholarly Papers (7)

1.
Downloads 566 ( 38,263)

Which Alpha?

Number of pages: 28 Posted: 27 May 2015 Last Revised: 11 Sep 2016
Francisco Barillas and Jay A. Shanken
Emory University - Goizueta Business School and Emory University - Goizueta Business School
Downloads 552 (38,998)

Abstract:

Which Alpha?

NBER Working Paper No. w21698
Number of pages: 22 Posted: 09 Nov 2015
Francisco Barillas and Jay A. Shanken
Emory University - Goizueta Business School and Emory University - Goizueta Business School
Downloads 14 (493,636)

Abstract:

2.
Downloads 549 ( 39,834)

Comparing Asset Pricing Models

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 22 Oct 2015 Last Revised: 17 Feb 2017
Francisco Barillas and Jay A. Shanken
Emory University - Goizueta Business School and Emory University - Goizueta Business School
Downloads 529 (41,221)

Abstract:

Comparing Asset Pricing Models

NBER Working Paper No. w21771
Number of pages: 54 Posted: 07 Dec 2015
Francisco Barillas and Jay A. Shanken
Emory University - Goizueta Business School and Emory University - Goizueta Business School
Downloads 20 (458,704)

Abstract:

3.

Can we Exploit Predictability in Bond Markets?

Number of pages: 56 Posted: 21 Mar 2011 Last Revised: 27 Feb 2013
Francisco Barillas
Emory University - Goizueta Business School
Downloads 95 (146,464)
Citation 5

Abstract:

Speculation and the Bond Market: An Empirical No-Arbitrage Framework

Number of pages: 55 Posted: 17 Jul 2012 Last Revised: 13 Apr 2017
Francisco Barillas and Kristoffer P. Nimark
Emory University - Goizueta Business School and Universitat Pompeu Fabra
Downloads 76 (265,937)
Citation 1

Abstract:

Asset Pricing Theory, Private Information, Term Sturcture of Interest Rates

Speculation, Risk Premia and Expectations in the Yield Curve

CEPR Discussion Paper No. DP9755
Number of pages: 61 Posted: 25 Nov 2013
Francisco Barillas and Kristoffer P. Nimark
Emory University - Goizueta Business School and Cornell University - Department of Economics
Downloads 0
Citation 1

Abstract:

Heterogenous information, Speculation, Survey data, Term structure of interest rates

5.

Changing Beliefs About the Macroeconomy and Asset Prices

Number of pages: 25 Posted: 21 Mar 2011
Francisco Barillas
Emory University - Goizueta Business School
Downloads 42 (315,184)

Abstract:

6.

Speculation and the Term Structure of Interest Rates

Number of pages: 33 Posted: 11 Feb 2016 Last Revised: 04 May 2016
Francisco Barillas and Kristoffer P. Nimark
Emory University - Goizueta Business School and Cornell University - Department of Economics
Downloads 0 (341,613)
Citation 2

Abstract:

Asset Pricing Theory, Private Information, Term Sturcture of Interest Rates

7.

Speculation and the Bond Market: An Empirical No-Arbitrage Framework

CEPR Discussion Paper No. DP10892
Number of pages: 61 Posted: 20 Oct 2015
Francisco Barillas and Kristoffer P. Nimark
Emory University - Goizueta Business School and Cornell University - Department of Economics
Downloads 0 (556,813)

Abstract: