Frederico Belo

INSEAD

Associate Professor

Boulevard de Constance

77305 Fontainebleau Cedex

France

University of Minnesota

Faculty Fellow

19th Avenue South

Minneapolis, MN 55455

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

17

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11,182

SSRN CITATIONS
Rank 3,537

SSRN RANKINGS

Top 3,537

in Total Papers Citations

250

CROSSREF CITATIONS

87

Scholarly Papers (17)

1.

Labor Hiring, Investment, and Stock Return Predictability in the Cross Section

Fisher College of Business Working Paper No. 2012-03-17, Charles A. Dice Center Working Paper No. 2012-17
Number of pages: 52 Posted: 15 Sep 2008 Last Revised: 10 Feb 2014
Frederico Belo, Xiaoji Lin and Santiago Bazdresch
INSEAD, University of Minnesota and Banco de México
Downloads 2,132 (7,226)
Citation 88

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Labor Hiring, Investment, q-Theory, Cross-Sectional Asset Pricing, Production-Based Asset Pricing

2.

Brand Capital and Firm Value

Fisher College of Business Working Paper No. 2013-03-04, Charles A. Dice Center Working Paper No. 2013-04
Number of pages: 51 Posted: 09 Apr 2011 Last Revised: 27 Mar 2013
Frederico Belo, Xiaoji Lin and Maria Ana Vitorino
INSEAD, University of Minnesota and INSEAD
Downloads 1,227 (17,487)
Citation 14

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Intangible Capital, Q-theory, Return Predictability, Cross-Section of Stock Returns

3.

Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics, Vol. 57, No. 2, 2010
Number of pages: 31 Posted: 15 Mar 2006 Last Revised: 06 Sep 2010
Frederico Belo
INSEAD
Downloads 1,137 (19,623)
Citation 4

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Production-Based Asset Pricing, Production Under Uncertainty, Cross-Sectional Asset Pricing, Marginal Rate of Transformation

4.

Government Spending, Political Cycles and the Cross Section of Stock Returns

Number of pages: 54 Posted: 19 Mar 2010 Last Revised: 10 Oct 2011
Frederico Belo, Vito Gala and Jun Li
INSEAD, Pacific Investment Management Company - PIMCO and University of Texas at Dallas
Downloads 1,047 (22,188)
Citation 47

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Cross-Sectional Asset Pricing, Government Spending, Political Cycles, Input-Output Analysis.

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Number of pages: 58 Posted: 02 Oct 2012 Last Revised: 17 Dec 2016
Frederico Belo, Xiaoji Lin, Jun Li and Xiaofei Zhao
INSEAD, University of Minnesota, University of Texas at Dallas and Georgetown University - Robert Emmett McDonough School of Business
Downloads 1,001 (23,341)
Citation 12

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Labor Heterogeneity, Labor Skill, Labor Hiring, Investment, Stock Return Predictability, Cross-Sectional Asset Pricing, q-theory, Adjustment cost shocks

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

NBER Working Paper No. w21487
Number of pages: 56 Posted: 25 Aug 2015
Frederico Belo, Xiaoji Lin, Jun Li and Zhao xiaofei
INSEAD, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 11 (646,333)

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External Equity Financing Shocks, Financial Flows, and Asset Prices

Charles A. Dice Center Working Paper No. 2014-08, Fisher College of Business Working Paper No. 2014-03-08
Number of pages: 56 Posted: 11 Sep 2018
Frederico Belo, Xiaoji Lin and Fan Yang
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 785 (32,975)
Citation 4

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Issuance shocks, asset pricing, book-to-market, investment, costly external financing, collateral constraint

External Equity Financing Shocks, Financial Flows, and Asset Prices

NBER Working Paper No. w20210
Number of pages: 59 Posted: 16 Jun 2014 Last Revised: 17 Jun 2014
Frederico Belo, Xiaoji Lin and Fan Yang
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 64 (376,957)

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7.

The Inventory Growth Spread

Fisher College of Business Working Paper No. 201203-023, Charles A. Dice Center Working Paper No. 2012-023
Number of pages: 53 Posted: 22 Dec 2009 Last Revised: 26 Nov 2012
Frederico Belo and Xiaoji Lin
INSEAD and University of Minnesota
Downloads 757 (35,242)
Citation 13

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Cross-Sectional Asset Pricing, Stock Return Predictability, Q-theory, Accruals Anomaly

8.

Government Investment and the Stock Market

Number of pages: 39 Posted: 19 Nov 2009 Last Revised: 04 Oct 2012
Frederico Belo and Jianfeng Yu
INSEAD and Tsinghua University - PBC School of Finance
Downloads 618 (46,187)
Citation 20

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q-theory, public sector capital, return predictability

Dividend Dynamics and the Term Structure of Dividend Strips

AFA 2013 San Diego Meetings Paper
Number of pages: 62 Posted: 19 Mar 2012 Last Revised: 08 Mar 2014
INSEAD, Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 434 (71,314)
Citation 28

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Dividend Strips, Term Structure or Risk Premia

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Netspar Discussion Paper No. 03/2012-040
Number of pages: 46 Posted: 26 Nov 2012
University of Minnesota - Twin Cities - Carlson School of Management, INSEAD and Ecole Polytechnique Fédérale de Lausanne
Downloads 85 (320,139)

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Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

NBER Working Paper No. w18450
Number of pages: 59 Posted: 13 Oct 2012
INSEAD, Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 11 (646,333)

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10.

The Opposing Effects of Information Complexity and Information Content on Return Volatility

Number of pages: 51 Posted: 09 Dec 2014 Last Revised: 12 Jan 2018
Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 494 (61,419)
Citation 3

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Learning; Complexity; Information; Volatility dynamics

11.
Downloads 489 ( 62,217)
Citation 4

Decomposing Firm Value

Number of pages: 58 Posted: 27 Jan 2018 Last Revised: 21 Jul 2019
INSEAD, Pacific Investment Management Company - PIMCO, University of Minnesota - Twin Cities - Carlson School of Management and INSEAD
Downloads 463 (65,891)
Citation 4

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Valuation, Neoclassical Investment, Structural Estimation

Decomposing Firm Value

NBER Working Paper No. w26112
Number of pages: 59 Posted: 02 Aug 2019
INSEAD, Pacific Investment Management Company - PIMCO, University of Minnesota - Twin Cities - Carlson School of Management and INSEAD
Downloads 26 (540,715)
Citation 1
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12.
Downloads 306 (107,375)
Citation 1

Cross-Sectional Tobin's Q

AFA 2013 San Diego Meetings Paper
Number of pages: 43 Posted: 26 Feb 2012 Last Revised: 27 Feb 2012
Frederico Belo, Chen Xue and Lu Zhang
INSEAD, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 157 (203,928)
Citation 1

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Tobin's Q, investment, valuation, structural estimation

Cross-Sectional Tobin's Q

Number of pages: 43 Posted: 16 Mar 2010 Last Revised: 27 Feb 2012
Frederico Belo, Chen Xue and Lu Zhang
INSEAD, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 124 (246,573)

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Tobin's Q, the value spread, investment, valuation, structural estimation

Cross-Sectional Tobin's Q

NBER Working Paper No. w16336
Number of pages: 44 Posted: 07 Sep 2010
Frederico Belo, Chen Xue and Lu Zhang
INSEAD, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 25 (547,148)

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13.

Brand Capital and Firm Value

Number of pages: 56 Posted: 18 Mar 2012
Xiaoji Lin, Frederico Belo and Maria Ana Vitorino
University of Minnesota, INSEAD and INSEAD
Downloads 226 (146,653)
Citation 12

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intangible capital, q-theory, cross-section of stock returns

14.

A Supply Approach to Valuation

Review of Financial Studies, Forthcoming
Number of pages: 69 Posted: 08 Sep 2013
Frederico Belo, Chen Xue and Lu Zhang
INSEAD, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 181 (180,143)
Citation 3

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Valuation, Tobin's q, investment, structural estimation

15.

Priceless Consumption

Number of pages: 60 Posted: 11 Nov 2019 Last Revised: 05 May 2020
Frederico Belo and Andres Donangelo
INSEAD and University of Texas at Austin - Department of Finance
Downloads 109 (269,835)

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Consumption, NIPA, Demand System Estimation, Translog, Asset Pricing, C-CAPM

16.

What Drives Firms' Hiring Decisions? An Asset Pricing Perspective

Number of pages: 61 Posted: 30 Apr 2020
Frederico Belo, Andres Donangelo, Xiaoji Lin and Ding Luo
INSEAD, University of Texas at Austin - Department of Finance, University of Minnesota and City University of Hong Kong
Downloads 68 (360,644)

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Labor Hiring, Stock Returns, Dividend Growth, Simulated Method of Moments, Labor Adjustment Costs

17.

Executive Summary: Investment Strategy

Business Strategy Review, Vol. 24, Issue 2, pp. 76-77, 2013
Number of pages: 2 Posted: 15 May 2013
Frederico Belo, Jun Li and Vito Gala
INSEAD, affiliation not provided to SSRN and Pacific Investment Management Company - PIMCO
Downloads 0 (718,528)
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