Out-of-Sample Stock Return Prediction Using Higher-Order Moments
José Afonso Faias, Tiago Castel-Branco
International Journal Of Theoretical And Applied Finance, vol. 21, 2018, p. 1-27.

Does Institutional Ownership Matter for International Stock Return Comovement?
José Afonso Faias, Miguel Almeida Ferreira
Journal of International Money and Finance, vol. 78, 2017, p. 64-83.

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