Research
Publications
Publications
with Vicente J. Bermejo, Daniel Wolfenzon and Rafael Zambrana, Journal of Financial and Quantitative Analysis 60 (2025), 2229-2258
with Diana Bonfim, Francisco Queiro and Sujiao (Emma) Zhao, American Economic Review 115 (2025), 1896-1935
with Claudia Custodio and Emilia Garcia-Appendini, Review of Finance 27 (2023), 2233-2270
with Manuel Adelino, Mariassunta Giannetti and Pedro Pires, Review of Financial Studies 36 (2023), 3337-3372
with Irem Demirci, Pedro Matos and Clemens Sialm, Review of Financial Studies 35 (2022), 3337-3372
Finance Forum, Best Paper in Asset Management Award, 2019
with Igor Cunha and Rui Silva, Review of Finance 26 (2022), 937-969
with Claudia Custodio and Pedro Matos, Management Science 65 (2019), 459-476 (Lead Article)
with Rui Albuquerque, Luis Marques and Pedro Matos, Review of Financial Studies 32 (2019), 738-770
China International Conference in Finance, Best Paper Award, 2014
with Aneel Keswani, Antonio Miguel and Sofia Ramos, Financial Review 4 (2019), 1-30
with Pedro Matos and Pedro Pires, Journal of Finance 73 (2018), 2181-2227
with Daniel Ferreira and Beatriz Mariano, Journal of Finance 73 (2018), 2385-2423
with Massimo Massa and Pedro Matos, Management Science (2018), 1974-2471
with José Faias, Journal of International Money and Finance 78 (2017), 64-83
with Jan Bena, Pedro Matos and Pedro Pires, Journal of Financial Economics 126 (2017), 122-146
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​with Manuel Adelino, Review of Financial Studies 29 (2016), 1709-1746
with Paul Laux, Journal of Financial and Quantitative Analysis 51 (2016), 899-927
with Heitor Almeida, Igor Cunha and Felipe Restrepo, Journal of Finance 72 (2017), 249-290
with Richard Evans and Melissa Prado, Review of Finance 21 (2017), 1093-1121
with Pedro Matos, Joao Pereira and Pedro Pires, Journal of Banking and Finance 82 (2017), 151-164
with Manuel Adelino and Igor Cunha, Review of Financial Studies 30 (2017), 3223-3268
with Martijn Cremers, Pedro Matos and Laura Starks, Journal of Financial Economics 120 (2016), 539-560
S&P Dow Jones third annual SPIVA Award (runner up), 2014
with David P. Brown, 2006, Quarterly Journal of Finance 6 (2016), 1-59
with Daniel Carvalho and Pedro Matos, Journal of Financial and Quantitative Analysis 50 (2015), 1165-1197
with Aneel Keswani, Antonio Miguel and Sofia Ramos, Review of Finance 17 (2013), 483-525
with Claudia Custodio and Pedro Matos, Journal of Financial Economics 108 (2013), 471-492​
with Claudia Custodio and Luis Laureano, Journal of Financial Economics 108 (2013), 182-212
with Nuno Fernandes, Pedro Matos and Kevin J. Murphy, Review of Financial Studies 26 (2013), 323-267
with Pedro Matos, Review of Financial Studies 25 (2012), 2703-2744
with Aneel Keswani, Antonio Miguel and Sofia Ramos, Journal of Banking and Finance 36 (2012), 1759-1780
with Pedro Santa-Clara, Journal of Financial Economics 100 (2011), 514-537
with Reena Aggarwal, Isil Erel and Pedro Matos, Journal of Financial Economics 100 (2011), 154-181
China International Conference in Finance, Best Paper Award, 2010
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with Daniel Ferreira and Clara Raposo, Journal of Financial Economics 99 (2011), 523-545
Egon Zehnder Best Paper Prize, ECGI, 2008
with Antonio Miguel, Journal of Multinational Financial Management 21 (2011), 279-300
with Paulo Alves, Journal of Multinational Financial Management 21 (2011), 119-150
with Nuno Fernandes, Pedro Matos and Kevin J. Murphy, Review of Financial Studies 26 (2013), 323-267
with Paulo Gama, Journal of Multinational Financial Management 20 (2010), 35-47
with Nuno Fernandes, Review of Financial Studies 22 (2009), 1845-1877
with Paul Laux, Journal of International Money and Finance 28 (2009), 271-292
with Pedro Matos, Journal of Financial Economics 88 (2008), 499-533
with Nuno Fernandes, Journal of Financial Economics 88 (2008), 216-244
with Paulo Gama, Journal of Banking and Finance 31 (2007), 3162-3182
with Paul Laux, Journal of Finance 62 (2007), 951-989
with Miguel Angelo Ferreira, European Financial Management 12 (2006), 341-373
with Jose Lopez, Journal of Financial Econometrics 3 (2005), 126-168
with Paulo Gama, Journal of Financial and Quantitative Analysis 40 (2005), 195-222
Journal of International Money and Finance 24 (2005), 766-792
with Antonio Vilela, European Financial Management 10 (2004), 295-319