Luis Goncalves-Pinto

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

http://luis.goncalvespinto.com/

  • University of New South Wales (UNSW)

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 15,805

SSRN RANKINGS

Top 15,805

in Total Papers Downloads

6,747

TOTAL CITATIONS
Rank 9,243

SSRN RANKINGS

Top 9,243

in Total Papers Citations

28

Scholarly Papers (9)

Actions:
Email selected abstracts
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
Luis Goncalves-Pinto, Bruce D. Grundy, Allaudeen Hameed, Thijs van der Heijden and Yichao Zhu
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 2,381 (13,400)
Citation 1

Abstract:

Loading...

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

2.

Strategic News Releases in Equity Vesting Months

Downloads 1,791 (21,099)
Citation 17

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 1,712 (22,181)
Citation 17

Abstract:

Loading...

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 78 (684,644)

Abstract:

Loading...

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 (1,400,045)
  • Add to Cart

Abstract:

Loading...

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 655 (87,744)
Citation 1

Abstract:

Loading...

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 491 (126,014)

Abstract:

Loading...

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 437 (144,779)
Citation 4

Abstract:

Loading...

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 291 (227,709)
Citation 4

Abstract:

Loading...

Regime Shifts, Incomplete Information, Transaction Costs, Liquidity Premia

7.

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 287 (230,185)

Abstract:

Loading...

Mutual Funds, Convex Incentives, Transaction Costs, Liquidity Premia

8.

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 263 (251,675)
Citation 1

Abstract:

Loading...

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

9.

A Battle of Wills: The Joint Impact of Sentiment and Benchmarking on Volatility and Mispricing

Number of pages: 66 Posted: 11 Dec 2022 Last Revised: 31 Mar 2025
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 151 (421,275)

Abstract:

Loading...

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