Working Papers

Day Trading for a Living?
Chague, F., De-Losso, R. and Giovannetti, B.
Risk factor centrality and the cross-section of expected returns
De-Losso, R. and Moraes, F.
Risk factors' CPDAG roots and the cross-section of expected returns
De-Losso, R. and Moraes, F.
Dotcom Extreme Underpricing
Carvalho, A., Pinheiro, R. and Sampaio, J.
Chief Risk Officers and Firm Value: Empirical Evidence From the Insurance Industry
Sampaio, J., Silva, A., Silva, J. and Silva, V.
Conditional Betas and Investor Uncertainty
Chague, F.