Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing 21.34
José Afonso Faias, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 52, 2017, p. 277-303.

Short-Term Interest Rates and Stock Market Anomalies 21.34
Paulo Maio, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 52, 2017, p. 927-961.

Capital Market Integration and Consumption Risk Sharing over the Long Run 18.11
Jesper Rangvid, Pedro Santa Clara, Maik Schmeling
Journal of International Economics, vol. 103, 2016, p. 27-43.

Beyond the Carry Trade: Optimal Currency Portfolios 21.34
Pedro Barroso, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 50, 2015, p. 1037-1056.

Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 21.34
Paulo Maio, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 50, 2015, p. 33-60.

Multifactor Models and Their Consistency with the ICAPM 32.36
Paulo Maio, Pedro Santa Clara
Journal of Financial Economics, vol. 106, 2012, p. 586-613.

Forecasting Stock Market Returns: The Sum of the Parts Is More Than the Whole 32.36
Miguel Almeida Ferreira, Pedro Santa Clara
Journal of Financial Economics, vol. 100, 2011, p. 514-537.

Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options 30.19
Pedro Santa Clara, Shu Yan
Review of Economics and Statistics, vol. 92, 2010, p. 435-451.

Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 21.0
Michael Brandt, Pedro Santa Clara, Rossen Valkanov
Review Of Financial Studies, vol. 22, 2009, p. 3411-3447.

Two Trees 21.0
John Cochrane, Francis Longstaff, Pedro Santa Clara
Review Of Financial Studies, vol. 21, 2008, p. 347-385.