Luis García-Feijóo

Florida Atlantic University - Department of Finance

777 Glades Rd

Boca Raton, FL 33431

United States

SCHOLARLY PAPERS

15

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CITATIONS
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71

Scholarly Papers (15)

1.

The Low-Volatility Anomaly: Market Evidence on Systematic Risk versus Mispricing

Financial Analysts Journal 72 (1), 36-47, January/February 2016
Number of pages: 32 Posted: 13 Jan 2011 Last Revised: 16 Jul 2016
Xi Li, Rodney N Sullivan and Luis García-Feijóo
University of Arkansas - Department of Finance, AQR Capital Management, LLC and Florida Atlantic University - Department of Finance
Downloads 1,438 (11,198)
Citation 2

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low-volatility stocks, market, risk, mispricing

2.

The Limits to Arbitrage and the Low-Volatility Anomaly

Financial Analysts Journal 70 (1), 52-64, January/February 2014.
Number of pages: 31 Posted: 12 Jan 2011 Last Revised: 19 Oct 2014
Xi Li, Rodney N Sullivan and Luis García-Feijóo
University of Arkansas - Department of Finance, AQR Capital Management, LLC and Florida Atlantic University - Department of Finance
Downloads 1,315 (13,000)
Citation 4

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low-volatility, arbitrage

3.

Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 16 Aug 2013 Last Revised: 18 Dec 2014
Florida Atlantic University - Department of Finance, University of Virginia (UVA), Investment Management Company, AQR Capital Management, LLC and TIAA Institute - Covariance Capital Management
Downloads 1,096 (17,144)
Citation 1

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idiosyncratic risk, asset pricing, low-volatility anomaly, arbitrage, asset pricing

4.

Empirical Evidence on Capital Investment, Growth Options, and Security Returns

Number of pages: 38 Posted: 16 Aug 2002
Christopher W. Anderson and Luis García-Feijóo
University of Kansas - School of Business and Florida Atlantic University - Department of Finance
Downloads 700 (32,641)
Citation 58

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Expected returns, Book-to-market, Size effect, Anomalies, Capital investment

5.

Can Operating Leverage Be the Cause of the Value Premium?

Number of pages: 40 Posted: 24 Dec 2007
Luis García-Feijóo and Randy D. Jorgensen
Florida Atlantic University - Department of Finance and Creighton University
Downloads 681 (33,945)
Citation 6

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Expected returns, Book-to-market, Operating Leverage, Value premium, Anomalies

6.

Momentum and Funding Conditions

Number of pages: 56 Posted: 04 Mar 2015 Last Revised: 09 Feb 2016
Luis García-Feijóo, Gerald Jensen and Tyler Jensen
Florida Atlantic University - Department of Finance, Creighton University and Iowa State University - Department of Accounting and Finance
Downloads 217 (129,875)

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Momentum, Funding Conditions, Asset Prices

7.

What to Expect When You're Electing

Number of pages: 32 Posted: 20 Oct 2012
Scott Beyer, Luis García-Feijóo, Gerald R. Jensen and Robert R. Johnson
Univeristy of Wisconsin Oshkosh, Florida Atlantic University - Department of Finance, Northern Illinois University and Creighton University - College of Business Administration
Downloads 202 (138,908)

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Monetary Policy, Political Policy

8.

Financial Contracting and Managerial Flexibility

CORI Working Paper No. 03-10
Number of pages: 37 Posted: 13 Jan 2004
Luis García-Feijóo and John S. Howe
Florida Atlantic University - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 186 (150,043)

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Contracting, managerial flexibility, security design, agency costs

9.

Completely Predictable and Fully Anticipated? Step Ups in Warrant Exercise Prices

CORI Working Paper No. 2004-15
Number of pages: 15 Posted: 23 Dec 2004
Luis García-Feijóo, John S. Howe and Tie Su
Florida Atlantic University - Department of Finance, University of Missouri at Columbia - Department of Finance and University of Miami - Department of Finance
Downloads 137 (194,766)

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Warrants, Market Efficiency, Exercise Price, Step-up

10.

Risk Changes Around Calls of Convertible Debt

Number of pages: 49 Posted: 13 Jan 2006
Scott Beyer, Luis García-Feijóo and Robert R. Johnson
Univeristy of Wisconsin Oshkosh, Florida Atlantic University - Department of Finance and Creighton University - College of Business Administration
Downloads 126 (208,128)

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Convertible Debt, Systematic Risk, Growth Options

11.

Funding Conditions and the Long-Run Reversal in Stock Returns

Number of pages: 45 Posted: 18 Mar 2011 Last Revised: 20 Dec 2011
Luis García-Feijóo and Gerald R. Jensen
Florida Atlantic University - Department of Finance and Northern Illinois University
Downloads 82 (279,048)

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Long-run price reversals, funding conditions, monetary policy

12.

The Regulation of Mortgage Servicing: Lessons from the Financial Crisis

Forthcoming in Contemporary Economic Policy
Number of pages: 30 Posted: 17 Oct 2017
James E. McNulty, Luis García-Feijóo and Ariel Viale
Florida Atlantic University, Florida Atlantic University - Department of Finance and Palm Beach Atlantic University
Downloads 50 (360,906)

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13.

Dodd-Frank and the Regulation of Mortgage Servicing: Lessons from the Financial Crisis

Number of pages: 37 Posted: 10 Nov 2016
James E. McNulty, Luis García-Feijóo and Ariel Viale
Florida Atlantic University, Florida Atlantic University - Department of Finance and Palm Beach Atlantic University
Downloads 31 (430,312)

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14.

Risk Changes Around Calls of Convertible Bonds

Financial Review, Vol. 45, Issue 3, pp. 541-556, August 2010
Number of pages: 16 Posted: 13 Jul 2010
Luis García-Feijóo, Scott Beyer and Robert R. Johnson
Florida Atlantic University - Department of Finance, Univeristy of Wisconsin Oshkosh and Creighton University - College of Business Administration
Downloads 3 (579,601)
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15.

Matching Financial and Real Investment Options: Evidence from Warrant Calls

Journal of Financial Research, Forthcoming
Posted: 13 Dec 2004
Luis García-Feijóo and John S. Howe
Florida Atlantic University - Department of Finance and University of Missouri at Columbia - Department of Finance

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Sequential financing, warrants, real options