Andrei S Gonçalves

Andrei S Gonçalves

University of North Carolina at Chapel Hill

H-index: 8

North America-United States

About Andrei S Gonçalves

Andrei S Gonçalves, With an exceptional h-index of 8 and a recent h-index of 8 (since 2020), a distinguished researcher at University of North Carolina at Chapel Hill, specializes in the field of Asset Pricing, Long-Term Investing, and Corporate Payout/Financing/Investment Policies.

His recent articles reflect a diverse array of research interests and contributions to the field:

Unsmoothing returns of illiquid funds

A First Look at the Historical Performance of the New NAV REITs

The fundamental-to-market ratio and the value premium decline

An intertemporal risk factor model

Payout-Based Asset Pricing

The subjective risk and return expectations of institutional investors

Leverage and cash dynamics

What moves equity markets? A term structure decomposition for stock returns

Andrei S Gonçalves Information

University

Position

Assistant Professor of Finance

Citations(all)

416

Citations(since 2020)

383

Cited By

122

hIndex(all)

8

hIndex(since 2020)

8

i10Index(all)

8

i10Index(since 2020)

8

Email

University Profile Page

University of North Carolina at Chapel Hill

Google Scholar

View Google Scholar Profile

Andrei S Gonçalves Skills & Research Interests

Asset Pricing

Long-Term Investing

and Corporate Payout/Financing/Investment Policies

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

See List of Professors in Andrei S Gonçalves University(University of North Carolina at Chapel Hill)