Frederico Belo

University of Minnesota

Associate Professor

19th Avenue South

Minneapolis, MN 55455

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 3,843

in Total Papers Downloads

8,401

CITATIONS
Rank 6,570

SSRN RANKINGS

Top 6,570

in Total Papers Citations

75

Scholarly Papers (14)

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
University of Minnesota, Ohio State University (OSU) - Fisher College of Business and Banco de México
Downloads 1,429 (7,198)
Citation 16

Abstract:

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
University of Minnesota, Ohio State University (OSU) - Fisher College of Business and University of Minnesota - Carlson School of Management
Downloads 878 (16,147)
Citation 7

Abstract:

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

3.

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
University of Minnesota, The Wharton School and University of Texas at Dallas
Downloads 813 (19,326)
Citation 17

Abstract:

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

4.

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
University of Minnesota
Downloads 807 (18,269)
Citation 14

Abstract:

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

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
University of Minnesota, Ohio State University (OSU) - Fisher College of Business, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 669 (30,147)

Abstract:

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
University of Minnesota, Ohio State University (OSU) - Fisher College of Business, University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto - Rotman School of Management
Downloads 5 (543,046)

Abstract:

6.

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
University of Minnesota and Ohio State University (OSU) - Fisher College of Business
Downloads 556 (32,027)
Citation 6

Abstract:

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

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: 53 Posted: 09 May 2014 Last Revised: 24 Mar 2017
Frederico Belo, Xiaoji Lin and Fan Yang
University of Minnesota, Ohio State University (OSU) - Fisher College of Business and University of Connecticut
Downloads 492 (45,250)

Abstract:

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
Frederico Belo, Xiaoji Lin and Fan Yang
University of Minnesota, Ohio State University (OSU) - Fisher College of Business and University of Connecticut
Downloads 7 (533,045)

Abstract:

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
University of Minnesota and Tsinghua University - PBC School of Finance
Downloads 491 (38,780)
Citation 2

Abstract:

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
University of Minnesota, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities
Downloads 392 (60,018)
Citation 3

Abstract:

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, University of Minnesota and Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 76 (266,216)
Citation 3

Abstract:

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

NBER Working Paper No. w18450
Number of pages: 59 Posted: 13 Oct 2012
University of Minnesota, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities
Downloads 7 (533,045)
Citation 3

Abstract:

10.
Downloads 278 ( 89,827)
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
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 141 (171,498)
Citation 1

Abstract:

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
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 117 (198,801)
Citation 1

Abstract:

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
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 20 (459,146)
Citation 1

Abstract:

11.

Brand Capital and Firm Value

Number of pages: 56 Posted: 18 Mar 2012
Xiaoji Lin, Frederico Belo and Maria Ana Vitorino
Ohio State University (OSU) - Fisher College of Business, University of Minnesota and University of Minnesota - Carlson School of Management
Downloads 169 (125,678)
Citation 7

Abstract:

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

12.

Complexity and Information Content of Financial Disclosures: Evidence from Evolution of Uncertainty Following 10-K Filings

11th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 44 Posted: 09 Dec 2014 Last Revised: 20 Oct 2016
Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
University of Minnesota, University of Texas at Dallas, Ohio State University (OSU) - Fisher College of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 141 (85,028)

Abstract:

Complexity; Information content; Financial disclosure; Volatility dynamics

13.

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
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 100 (176,099)
Citation 2

Abstract:

Valuation, Tobin's q, investment, structural estimation

14.

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
University of Minnesota, affiliation not provided to SSRN and The Wharton School
Downloads 0 (557,642)

Abstract: