Andrei S Gonçalves
University of North Carolina at Chapel Hill
H-index: 8
North America-United States
Top articles of Andrei S Gonçalves
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Unsmoothing returns of illiquid funds | The Review of Financial Studies | Spencer J Couts Andrei S Gonçalves Andrea Rossi | 2024/3/9 |
A First Look at the Historical Performance of the New NAV REITs | Fisher College of Business Working Paper | Spencer J Couts Andrei S Gonçalves | 2024 |
The fundamental-to-market ratio and the value premium decline | Journal of Financial Economics | Andrei S Gonçalves Gregory Leonard | 2023/2/1 |
An intertemporal risk factor model | Johnathan, An Intertemporal Risk Factor Model (January 23, 2023) | Fousseni Chabi-Yo Andrei S Gonçalves Johnathan Loudis | 2023/1/23 |
Payout-Based Asset Pricing | Fisher College of Business Working Paper | Andrei S Gonçalves Andreas Stathopoulos | 2023/9/22 |
The subjective risk and return expectations of institutional investors | Fisher College of Business Working Paper | Spencer J Couts Andrei S Gonçalves Johnathan Loudis | 2023/5/24 |
Leverage and cash dynamics | Review of Finance | Harry DeAngelo Andrei S Gonçalves René M Stulz | 2022/9/1 |
What moves equity markets? A term structure decomposition for stock returns | Kenan Institute of Private Enterprise Research Paper | Andrei S Gonçalves | 2021/7/15 |
Reinvestment risk and the equity term structure | The Journal of Finance | Andrei S Gonçalves | 2021/10 |
The short duration premium | Journal of Financial economics | Andrei S Gonçalves | 2021/9/1 |
The bond, equity, and real estate term structures | Kenan Institute of Private Enterprise Research Paper Forthcoming | Spencer Andrews Andrei S Gonçalves | 2020/10/6 |
Aggregation, capital heterogeneity, and the investment CAPM | The Review of Financial Studies | Andrei S Gonçalves Chen Xue Lu Zhang | 2020/6/1 |