Is Long-Run Risk Really Priced? Revisiting Liu and Matthies (2022) 50.0
Paulo Maio
Journal of Finance, vol. 79, 2024, p. 2885-2900.

The Risk-Return Tradeoff among Equity Factors 5.0
Pedro Barroso, Paulo Maio
Journal Of Empirical Finance, vol. 78, 2024, p. .

On the Driving Forces of Real Exchange Rates: Is the Japanese Yen Different? 5.0
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 6.67
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 10.0
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 5.0
Paulo Maio, Danielle Xu
Journal Of Empirical Finance, vol. 59, 2020, p. 172-192.

New Evidence on Conditional Factor Models 10.0
Ian Cooper, Paulo Maio
Journal of Financial and Quantitative Analysis, vol. 54, 2019, p. 1975-2016.

Economic Activity and Momentum Profits: Further Evidence 10.0
Paulo Maio, Dennis Philip
Journal of Banking and Finance, vol. 88, 2018, p. 466-482.

Short-Term Interest Rates and Stock Market Anomalies 10.0
Paulo Maio, Pedro Santa Clara
Journal of Financial and Quantitative Analysis, vol. 52, 2017, p. 927-961.

Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks 10.0
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 5.0
Paulo Maio, Dennis Philip
Journal Of Empirical Finance, vol. 33, 2015, p. 287-308.

Interest Rate Risk and the Cross Section of Stock Returns 10.0
Abraham Lioui, Paulo Maio
Journal of Financial and Quantitative Analysis, vol. 49, 2014, p. 483-511.

Return Decomposition and the Intertemporal CAPM 20.0
Paulo Maio
Journal of Banking and Finance, vol. 37, 2013, p. 4958-4972.

Multifactor Models and Their Consistency with the ICAPM 18.75
Paulo Maio, Pedro Santa Clara
Journal of Financial Economics, vol. 106, 2012, p. 586-613.