Luis Goncalves-Pinto

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

http://luis.goncalvespinto.com/

SCHOLARLY PAPERS

9

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SSRN RANKINGS

Top 15,116

in Total Papers Downloads

6,167

SSRN CITATIONS
Rank 10,474

SSRN RANKINGS

Top 10,474

in Total Papers Citations

154

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market

Forthcoming in Management Science, FIRN Research Paper No. 2695145
Number of pages: 61 Posted: 24 Nov 2015 Last Revised: 05 Jun 2019
University of New South Wales (UNSW), RSFAS Australian National University, National University of Singapore (NUS) - Department of Finance, University of Melbourne - Department of Finance and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics
Downloads 2,153 (13,708)
Citation 1

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Price Pressure, Put-Call Parity, Return Predictability, Informed Trading

2.
Downloads 1,703 (19,745)
Citation 42

Strategic News Releases in Equity Vesting Months

Review of Financial Studies (RFS), Forthcoming, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 440/2014, NBER Working Paper No. w20476, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58 Posted: 30 Aug 2014 Last Revised: 11 Aug 2020
Alex Edmans, Luis Goncalves-Pinto, Moqi Groen-Xu and Yanbo Wang
London Business School - Institute of Finance and Accounting, University of New South Wales (UNSW), Queen Mary University of London and Sungkyunkwan University (SKK) Graduate School of Business
Downloads 1,639 (20,604)
Citation 17

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Voluntary Disclosure, Equity Vesting, CEO Incentives, News

Strategic News Releases in Equity Vesting Months

NBER Working Paper No. w20476
Number of pages: 49 Posted: 15 Sep 2014 Last Revised: 14 Jun 2023
Alex Edmans, Luis Goncalves-Pinto, Yanbo Wang and Moqi Groen-Xu
London Business School - Institute of Finance and Accounting, University of New South Wales (UNSW), Sungkyunkwan University (SKK) Graduate School of Business and Queen Mary University of London
Downloads 63 (653,015)

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Strategic News Releases in Equity Vesting Months

CEPR Discussion Paper No. DP10144
Number of pages: 51 Posted: 25 Sep 2014
Alex Edmans, Luis Goncalves-Pinto, Yanbo Wang and Moqi Groen-Xu
London Business School - Institute of Finance and Accounting, University of New South Wales (UNSW), Sungkyunkwan University (SKK) Graduate School of Business and Queen Mary University of London
Downloads 1 (1,181,121)
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CEO Incentives, Equity Vesting, News., Voluntary Disclosure

3.

How Does Illiquidity Affect Delegated Portfolio Choice?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, WFA 2010 Victoria Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 85 Posted: 16 Feb 2009 Last Revised: 12 Oct 2018
Min Dai, Luis Goncalves-Pinto and Jing Xu
The Hong Kong Polytechnic University, University of New South Wales (UNSW) and Renmin University of China - School of Finance
Downloads 638 (78,710)
Citation 1

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Mutual Funds, Risk Shifting, Portfolio Delegation, Stock Illiquidity

4.

Co-Insurance in Mutual Fund Families

Number of pages: 43 Posted: 17 Aug 2009 Last Revised: 07 Mar 2022
Luis Goncalves-Pinto, Breno Schmidt and Kiseo Chung
University of New South Wales (UNSW), Emory University - Goizueta Business School and Texas Tech University - Area of Finance
Downloads 443 (123,177)

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Mutual Fund Families, Internal Capital Markets, Asset Fire Sales, Price Impact, Stock Liquidity, Managerial Incentives, Co-Insurance, Implicit Contracts

5.

The Invisible Hand of Internal Markets in Mutual Fund Families

Journal of Banking and Finance, Vol. 89, 2018
Number of pages: 65 Posted: 10 Mar 2010 Last Revised: 05 Mar 2018
Luis Goncalves-Pinto, Juan M. Sotes-Paladino and Jing Xu
University of New South Wales (UNSW), Universidad de los Andes, Chile and Renmin University of China - School of Finance
Downloads 425 (129,300)
Citation 4

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Mutual Fund Families, Cross-Trading, Benchmarking, Stock Illiquidity

6.

Incomplete Information and the Liquidity Premium Puzzle

Management Science, forthcoming
Number of pages: 63 Posted: 14 Dec 2018 Last Revised: 27 May 2020
Yingshan Chen, Min Dai, Luis Goncalves-Pinto, Jing Xu and Cheng Yan
South China University of Technology, The Hong Kong Polytechnic University, University of New South Wales (UNSW), Renmin University of China - School of Finance and Durham Business School
Downloads 257 (221,677)
Citation 4

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Regime Shifts, Incomplete Information, Transaction Costs, Liquidity Premia

7.

Predictable Stock Returns, Transaction Costs, and the (Un)Informativeness of Option Prices

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 68 Posted: 09 Aug 2016 Last Revised: 06 Feb 2021
Luis Goncalves-Pinto and Jing Xu
University of New South Wales (UNSW) and Renmin University of China - School of Finance
Downloads 239 (238,057)
Citation 1

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Put-Call Parity, Predictable Stock Returns, Trading Costs, Informed Trading

8.

Convex Incentives and Liquidity Premia

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 57 Posted: 21 Dec 2018 Last Revised: 26 Oct 2022
Min Dai, Luis Goncalves-Pinto, Jing Xu and Cheng Yan
The Hong Kong Polytechnic University, University of New South Wales (UNSW), Renmin University of China - School of Finance and Durham Business School
Downloads 219 (258,730)

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Mutual Funds, Convex Incentives, Transaction Costs, Liquidity Premia

9.

Excess Volatility and Mispricing in the Presence of Sentiment and Institutional Investors

Number of pages: 54 Posted: 11 Dec 2022 Last Revised: 13 Jan 2024
Luis Goncalves-Pinto, Herve Roche and Juan M. Sotes-Paladino
University of New South Wales (UNSW), Universidad Adolfo Ibanez and Universidad de los Andes, Chile
Downloads 90 (524,681)

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Sentiment, Excess Volatility, Mispricing, Benchmarking, Institutional Investors.