Luis García-Feijóo

Florida Atlantic University - Department of Finance

777 Glades Rd

Boca Raton, FL 33431

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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5,820

CITATIONS
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SSRN RANKINGS

Top 6,911

in Total Papers Citations

70

Scholarly Papers (13)

1.

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
Hong Kong University of Science & Technology (HKUST), AQR Capital Management and Florida Atlantic University - Department of Finance
Downloads 992 (12,115)
Citation 4

Abstract:

low-volatility, arbitrage

2.

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
Hong Kong University of Science & Technology (HKUST), AQR Capital Management and Florida Atlantic University - Department of Finance
Downloads 972 (11,458)
Citation 2

Abstract:

low-volatility stocks, market, risk, mispricing

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 and TIAA Institute - Covariance Capital Management
Downloads 750 (16,238)
Citation 1

Abstract:

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 611 (31,223)
Citation 57

Abstract:

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 602 (31,710)
Citation 6

Abstract:

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

6.

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 178 (135,200)

Abstract:

Contracting, managerial flexibility, security design, agency costs

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 160 (128,699)

Abstract:

Monetary Policy, Political Policy

8.

Momentum and Funding Conditions

Number of pages: 56 Posted: 04 Mar 2015 Last Revised: 09 Feb 2016
Luis García-Feijóo, Gerald R Jensen and Tyler K. Jensen
Florida Atlantic University - Department of Finance, Creighton University and Iowa State University - Department of Accounting and Finance
Downloads 137 (125,732)

Abstract:

Momentum, Funding Conditions, Asset Prices

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 132 (176,178)

Abstract:

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 114 (189,477)

Abstract:

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 73 (253,925)

Abstract:

Long-run price reversals, funding conditions, monetary policy

12.

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 2 (528,150)

Abstract:

13.

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

Abstract:

Sequential financing, warrants, real options