Autor

Nome:
Paulo Maio
Habilitações:
Doutoramento: Universidade Nova de Lisboa, Gestão, 2006
Mestrado: Universidade Nova de Lisboa, Economia, 1995
Licenciatura: Universidade Nova de Lisboa, Economia, 1993
e-mail:
paulofmaio@gmail.com
Artigos 10:

Short-Term Interest Rates and Stock Market Anomalies.
Paulo Maio, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 53, 2017, p. 927-961.

Cross-Sectional Return Dispersion and the Equity Premium
Paulo Maio
Journal Of Financial Markets, vol. 29, 2016, p. 87-109.

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

Macro Variables and the Components of Stock Returns
Paulo Maio, Dennis Philip
Journal Of Empirical Finance, vol. 33, 2015, p. 287-308.

Another Look at the Stock Return Response to Monetary Policy Actions
Paulo Maio
Review Of Finance, vol. 18, 2014, p. 321-371.

Don't Fight the Fed!
Paulo Maio
Review Of Finance, vol. 18, 2014, p. 623-679.

Interest Rate Risk and the Cross Section of Stock Returns
Abraham Lioui, Paulo Maio
Journal Of Financial And Quantitative Analysis, vol. 49, 2014, p. 483-511.

Return Decomposition and the Intertemporal CAPM
Paulo Maio
Journal of Banking and Finance, vol. 37, 2013, p. 4958-4972.

The 'Fed Model' and the Predictability of Stock Returns
Paulo Maio
Review Of Finance, vol. 17, 2013, p. 1489-1533.

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

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