Luis Goncalves-Pinto

Chinese University of Hong Kong - Department of Finance

Cheng Yu Tung Building

Shatin

Hong Kong

Hong Kong

SCHOLARLY PAPERS

9

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CITATIONS
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Top 40,523

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8

Scholarly Papers (9)

1.
Downloads 1,432 ( 12,294)
Citation 5

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
Number of pages: 58 Posted: 30 Aug 2014 Last Revised: 16 Oct 2018
Alex Edmans, Luis Goncalves-Pinto, Moqi Groen-Xu and Yanbo Wang
London Business School - Institute of Finance and Accounting, Chinese University of Hong Kong - Department of Finance, London School of Economics & Political Science (LSE) and Sungkyunkwan University (SKK) Graduate School of Business
Downloads 1,424 (12,155)
Citation 9

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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
Alex Edmans, Luis Goncalves-Pinto, Yanbo Wang and Moqi Groen-Xu
London Business School - Institute of Finance and Accounting, Chinese University of Hong Kong - Department of Finance, Sungkyunkwan University (SKK) Graduate School of Business and London School of Economics & Political Science (LSE)
Downloads 8 (612,493)

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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, Chinese University of Hong Kong - Department of Finance, Sungkyunkwan University (SKK) Graduate School of Business and London School of Economics & Political Science (LSE)
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CEO Incentives, Equity Vesting, News., Voluntary Disclosure

2.

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
Chinese University of Hong Kong - Department of Finance, University of Melbourne, 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 1,027 (20,459)
Citation 1

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

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
National University of Singapore (NUS) - Department of Mathematics, Chinese University of Hong Kong - Department of Finance and Renmin University of China - School of Finance
Downloads 504 (54,102)
Citation 1

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Mutual Funds, Risk Shifting, Portfolio Delegation, Stock Illiquidity

4.

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
Chinese University of Hong Kong - Department of Finance, Universidad de los Andes, Chile and Renmin University of China - School of Finance
Downloads 357 (82,055)
Citation 1

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

5.

Co-Insurance in Mutual Fund Families

Number of pages: 43 Posted: 17 Aug 2009 Last Revised: 10 Dec 2013
Luis Goncalves-Pinto and Breno Schmidt
Chinese University of Hong Kong - Department of Finance and Emory University - Goizueta Business School
Downloads 277 (108,511)
Citation 2

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

6.

How Does Stock Illiquidity Affect the Informational Role of Option Prices?

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 67 Posted: 09 Aug 2016 Last Revised: 04 May 2018
Luis Goncalves-Pinto and Jing Xu
Chinese University of Hong Kong - Department of Finance and Renmin University of China - School of Finance
Downloads 142 (201,989)
Citation 1

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Put-Call Parity, Stock Return Predictability, Option Replication, Short-Selling

7.

How Informationally Efficient Are Options Markets?

Number of pages: 48 Posted: 28 Dec 2018
Luis Goncalves-Pinto
Chinese University of Hong Kong - Department of Finance
Downloads 41 (415,463)

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Information Markets, Put-Call Parity, Synthetic Returns, Predictability

8.

Convex Incentives and Liquidity Premia

Number of pages: 75 Posted: 21 Dec 2018 Last Revised: 16 May 2019
Min Dai, Luis Goncalves-Pinto, Jing Xu and Cheng Yan
National University of Singapore (NUS) - Department of Mathematics, Chinese University of Hong Kong - Department of Finance, Renmin University of China - School of Finance and Durham Business School
Downloads 33 (447,909)

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Mutual Funds, Convex Flows, Bonuses, Transaction Costs, Liquidity Premia

9.

Incomplete Information and the Liquidity Premium Puzzle

Number of pages: 56 Posted: 14 Dec 2018
Yingshan Chen, Min Dai, Luis Goncalves-Pinto, Jing Xu and Cheng Yan
South China University of Technology, National University of Singapore (NUS) - Department of Mathematics, Chinese University of Hong Kong - Department of Finance, Renmin University of China - School of Finance and Durham Business School
Downloads 17 (532,825)
Citation 5

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Regime Shifts, Incomplete Information, Transaction Costs, Liquidity Premia