Luis García-Feijóo

Florida Atlantic University - Department of Finance

777 Glades Rd

Boca Raton, FL 33431

United States

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 6,727

in Total Papers Downloads

7,116

SSRN CITATIONS
Rank 15,279

SSRN RANKINGS

Top 15,279

in Total Papers Citations

60

CROSSREF CITATIONS

6

Scholarly Papers (21)

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, University of Virginia, Darden Graduate School of Business and Florida Atlantic University - Department of Finance
Downloads 1,571 (12,041)

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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, University of Virginia, Darden Graduate School of Business and Florida Atlantic University - Department of Finance
Downloads 1,387 (14,699)
Citation 5

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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, University of Virginia, Darden Graduate School of Business and TIAA Institute - Covariance Capital Management
Downloads 1,183 (18,732)
Citation 3

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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 768 (34,852)
Citation 56

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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 716 (38,423)
Citation 10

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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 235 (142,583)
Citation 1

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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 207 (160,881)

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Monetary Policy, Political Policy

8.

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 189 (174,903)

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Contracting, managerial flexibility, security design, agency costs

9.

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

Number of pages: 47 Posted: 01 Mar 2020 Last Revised: 03 Mar 2020
Matthew Faulkner and Luis García-Feijóo
San Jose State University and Florida Atlantic University - Department of Finance
Downloads 166 (196,039)

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CEO experience, dividend policy, payout policy, behavioral finance

10.

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 140 (225,676)

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Warrants, Market Efficiency, Exercise Price, Step-up

11.

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 128 (242,206)

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Convertible Debt, Systematic Risk, Growth Options

12.

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 95 (298,640)

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13.

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 86 (317,967)

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Long-run price reversals, funding conditions, monetary policy

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 73 (353,904)

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The Regulation of Mortgage Servicing: Lessons from the Financial Crisis

Contemporary Economic Policy, Vol. 37, Issue 1, pp. 170-180, 2019
Number of pages: 11 Posted: 30 Nov 2018
James E. McNulty, Luis García-Feijóo and Ariel Viale
Florida Atlantic University, Florida Atlantic University - Department of Finance and Palm Beach Atlantic University
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15.

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 50 (425,765)

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16.

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 Florida Atlantic University
Downloads 40 (461,465)

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Overreaction, underreaction, overconfidence, conservatism, stock returns

17.

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 39 (465,721)

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18.

A Simple Robust Asset Pricing Model Under Statistical Ambiguity

Number of pages: 52 Posted: 03 Oct 2019
Luis García-Feijóo and Ariel Viale
Florida Atlantic University - Department of Finance and Palm Beach Atlantic University
Downloads 30 (508,049)

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asset pricing, CAPM, statistical ambiguity, robust Bayesian analysis, maximum entropy

19.

Operating Leverage and Stock Returns: International Evidence

Number of pages: 42 Posted: 05 Aug 2020
Benjamin Jansen and Luis García-Feijóo
Middle Tennessee State University - Department of Economics and Finance and Florida Atlantic University - Department of Finance
Downloads 10 (641,210)

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Operating Leverage, Stock Return, Value Premium, International

20.

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 (685,877)
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21.

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

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Sequential financing, warrants, real options