Francisco Barillas

University of New South Wales

College Rd, Kensington

Sydney, 2052

Australia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 18,519

SSRN RANKINGS

Top 18,519

in Total Papers Downloads

5,057

SSRN CITATIONS
Rank 3,281

SSRN RANKINGS

Top 3,281

in Total Papers Citations

439

CROSSREF CITATIONS

95

Scholarly Papers (8)

1.
Downloads 1,722 (18,992)
Citation 151

Comparing Asset Pricing Models

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 22 Oct 2015 Last Revised: 06 Dec 2017
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 1,664 (19,662)
Citation 2

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Comparing Asset Pricing Models

NBER Working Paper No. w21771
Number of pages: 54 Posted: 07 Dec 2015 Last Revised: 28 Jun 2023
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 58 (670,564)
Citation 124

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2.
Downloads 1,263 (30,290)
Citation 80

Which Alpha?

Number of pages: 28 Posted: 27 May 2015 Last Revised: 11 Sep 2016
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 1,206 (31,923)

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Which Alpha?

NBER Working Paper No. w21698
Number of pages: 22 Posted: 09 Nov 2015 Last Revised: 16 Apr 2023
Francisco Barillas and Jay A. Shanken
University of New South Wales and Emory University - Goizueta Business School
Downloads 57 (676,506)
Citation 35

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3.

Model Comparison with Sharpe Ratios

Rotman School of Management Working Paper No. 3013149
Number of pages: 51 Posted: 04 Aug 2017 Last Revised: 13 Mar 2019
Francisco Barillas, Raymond Kan, Cesare Robotti and Jay A. Shanken
University of New South Wales, University of Toronto - Rotman School of Management, Imperial College Business School and Emory University - Goizueta Business School
Downloads 1,178 (33,538)
Citation 19

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4.

Can we Exploit Predictability in Bond Markets?

Number of pages: 56 Posted: 21 Mar 2011 Last Revised: 27 Feb 2013
Francisco Barillas
University of New South Wales
Downloads 371 (148,145)
Citation 2

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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
University of New South Wales and Universitat Pompeu Fabra
Downloads 240 (232,103)
Citation 3

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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 Nimark
University of New South Wales and Cornell University - Department of Economics
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Heterogenous information, Speculation, Survey data, Term structure of interest rates

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 Nimark
University of New South Wales and Cornell University - Department of Economics
Downloads 183 (299,604)
Citation 9

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

7.

Changing Beliefs About the Macroeconomy and Asset Prices

Number of pages: 25 Posted: 21 Mar 2011
Francisco Barillas
University of New South Wales
Downloads 100 (482,359)

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8.

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 Nimark
University of New South Wales and Cornell University - Department of Economics
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Citation 2
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