Author Page for Luis García-Feijóo

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, University of Virginia, Darden Graduate School of Business and Florida Atlantic University - Department of Finance

Downloads 1,797 (16,721)

Citation 2

Abstract:

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, University of Virginia, Darden Graduate School of Business and Florida Atlantic University - Department of Finance

Downloads 1,483 (22,432)

Citation 8

Abstract:

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

Luis García-Feijóo, Lawrence Edward Kochard, Rodney N Sullivan and Peng Wang

Florida Atlantic University - Department of Finance, University of Virginia (UVA), Investment Management Company, University of Virginia, Darden Graduate School of Business and TIAA Institute - Covariance Capital Management

Downloads 1,316 (26,750)

Citation 3

Abstract:

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 911 (45,372)

Citation 62

Abstract:

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 824 (52,050)

Citation 10

Abstract:

6.

Hot-Stove Effects: The Impact of CEO Past Corporate Experiences on Dividend Policy

Number of pages: 49 Posted: 01 Mar 2020 Last Revised: 04 Jan 2021

Matthew Faulkner and Luis García-Feijóo

San Jose State University and Florida Atlantic University - Department of Finance

Downloads 649 (71,227)

Abstract:

7.

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 - Ivy College of Business - Department of Finance

Downloads 285 (184,591)

Citation 1

Abstract:

8.

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 245 (214,675)

Abstract:

9.

The Impact of CEO Past Corporate Experiences on Accounting Conservatism

Number of pages: 44 Posted: 15 Dec 2021

Matthew Faulkner, Tracie Frost and Luis García-Feijóo

San Jose State University, Hong Kong Polytechnic University and Florida Atlantic University - Department of Finance

Downloads 236 (222,689)

Citation 1

Abstract:

10.

International evidence on the association of leverage with stock returns and the value premium

García-Feijóo, L., & Jansen, B. A. (2022). International evidence on the association of leverage with stock returns and the value premium. Financial Review, 00, 1– 27. https://doi.org/10.1111/fire.12320

Number of pages: 40 Posted: 05 Aug 2020 Last Revised: 19 Jan 2023

Benjamin Jansen and Luis García-Feijóo

Middle Tennessee State University - Department of Economics and Finance and Florida Atlantic University - Department of Finance

Downloads 215 (243,288)

Abstract:

11.

Financial Contracting and Managerial Flexibility

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 207 (251,883)

Abstract:

12.

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 163 (312,570)

Abstract:

13.

Ten Years After: Reflections on the Global Financial Crisis

CFA Institute Research Foundation Briefs, May 2019, ISBN 978-1-944960-73-5

Number of pages: 44 Posted: 12 Nov 2019

Laurence B. Siegel and Luis García-Feijóo

CFA Institute Research Foundation and Florida Atlantic University - Department of Finance

Downloads 152 (329,775)

Abstract:

14.

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 143 (346,402)

Abstract:

15.

Operating leverage and stock returns under different aggregate funding conditions

Garcia-Feijoo, L., T.K. Jensen, and P.D. Koch. 2023. Operating leverage and stock returns under different aggregate funding conditions. The Accounting Review, forthcoming.

Number of pages: 61 Posted: 30 Jun 2021 Last Revised: 02 Dec 2023

Luis García-Feijóo, Tyler Jensen and Paul Koch

Florida Atlantic University - Department of Finance, Iowa State University - Ivy College of Business - Department of Finance and Iowa State University

Downloads 140 (352,210)

Abstract:

16.

Robert C. Merton and the Science of Finance: A Collection

CFA Institute Research Foundation Briefs, June 2020, ISBN 978-1-944960-99-5

Number of pages: 102 Posted: 07 Aug 2020

Luis García-Feijóo, Laurence B. Siegel and Timothy R. Kohn

Florida Atlantic University - Department of Finance, CFA Institute Research Foundation and vice president, heads Dimensional's US retirement distribution practice

Downloads 125 (384,095)

Abstract:

17.

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 123 (388,785)

Abstract:

18.

The Dynamics of Defined Outcome Exchange Traded Funds

Number of pages: 32 Posted: 02 Mar 2023

Luis García-Feijóo and Brian Silverstein

Florida Atlantic University - Department of Finance and Kansas State University

Downloads 115 (408,386)

Abstract:

19.

A Simple Robust Asset Pricing Model Under Statistical Ambiguity

Number of pages: 52 Posted: 03 Oct 2019 Last Revised: 12 Apr 2021

Luis García-Feijóo and Ariel Viale

Florida Atlantic University - Department of Finance and Palm Beach Atlantic University

Downloads 104 (439,094)

Abstract:

20.

Short-Term and Long-Term Shareholders: Allies or Foes? Evidence from Share Repurchases

Number of pages: 55 Posted: 15 Mar 2023 Last Revised: 20 Jul 2023

Luis García-Feijóo and Pedro Monteiro

Florida Atlantic University - Department of Finance and University of Scranton - Kania School of Management

Downloads 98 (457,390)

Abstract:

21.

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 97 (460,500)

Abstract:

22.

Equity Returns After Large Price Shocks: Global Evidence

Number of pages: 46 Posted: 03 Oct 2019 Last Revised: 12 Jun 2020

Kevin Brady, Luis García-Feijóo and Pedro Monteiro

Florida Atlantic University, Florida Atlantic University - Department of Finance and University of Scranton - Kania School of Management

Downloads 77 (530,752)

Abstract:

23.

CEO Social Capital and Stock Price Informativeness: US Perspective

Number of pages: 50 Posted: 12 Jul 2022

Artem Malinin and Luis García-Feijóo

Florida Polytechnic Univeristy and Florida Atlantic University - Department of Finance

Downloads 71 (555,485)

Abstract:

24.

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 65 (582,024)

Abstract:

25.

CEO Social Capital and Stock Price Informativeness: International Perspective

Number of pages: 63 Posted: 20 Jul 2022

Artem Malinin and Luis García-Feijóo

Florida Polytechnic Univeristy and Florida Atlantic University - Department of Finance

Downloads 62 (595,981)

Abstract:

26.

Middle East Capital Markets: Challenges and Opportunities

CFA Institute Research Foundation Briefs, July 2022, ISBN 978-1-952927-30-0

Number of pages: 112 Posted: 20 Jul 2022

Bogdan Bilaus and Luis García-Feijóo

CFA Institute and Florida Atlantic University - Department of Finance

Downloads 39 (728,625)

Abstract:

27.

Real Options and CEO Social Connections: The Role of Financial Flexibility

Number of pages: 42 Posted: 27 Nov 2023

Md Nazmul Hasan Bhuyan, Luis García-Feijóo and Tijana Rajkovic

North Carolina A&T State University, Florida Atlantic University - Department of Finance and San Jose State University

Downloads 8 (997,869)

Abstract:

28.

The Emerging Asia Pacific Capital Markets: Challenges and Opportunities

CFA Institute Research Foundation Briefs Forthcoming

Posted: 01 Apr 2021

Larry Cao and Luis García-Feijóo

CFA Institute and Florida Atlantic University - Department of Finance

Abstract:

29.

Matching Financial and Real Investment Options: Evidence from Warrant Calls

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

Luis García-Feijóo

Florida Atlantic University - Department of Finance

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