On the Driving Forces of Real Exchange Rates: Is the Japanese Yen Different?
Paulo Maio, Ming Zeng
Journal Of Empirical Finance, vol. 74, 2023, p. .

What Does the Cross-Section Tell about Itself? Explaining Equity Risk Premia with Stock Return Moments
Ian Cooper, Liang Ma, Paulo Maio
Journal of Money, Credit and Banking, vol. 54, 2022, p. 73-118.

Asset Pricing Implications of Money: New Evidence
Paulo Maio, André C. Silva
Journal of Banking and Finance, vol. 120, 2020, p. .

Cash-Flow or Return Predictability at Long Horizons? The Case of Earnings Yield
Paulo Maio, Danielle Xu
Journal Of Empirical Finance, vol. 59, 2020, p. 172-192.

New Evidence on Conditional Factor Models
Ian Cooper, Paulo Maio
Journal of Financial and Quantitative Analysis, vol. 54, 2019, p. 1975-2016.

Economic Activity and Momentum Profits: Further Evidence
Paulo Maio, Dennis Philip
Journal of Banking and Finance, vol. 88, 2018, p. 466-482.

Short-Term Interest Rates and Stock Market Anomalies
Paulo Maio, Pedro Santa Clara
Journal of Financial and Quantitative Analysis, vol. 52, 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.