By Associate Professor Luis Filipe Goncalves-Pinto

Journal articles

Chen Y; Dai M; Goncalves-Pinto L; Xu J; Yan C, 2021, 'Incomplete information and the liquidity premium puzzle', Management Science, 67, pp. 5703 - 5729, http://dx.doi.org/10.1287/mnsc.2020.3726

Goncalves-Pinto LF; Grundy B; Hameed A; Van Der Heijden T; Zhu Y, 2020, 'Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market', Management Science, 66, pp. 3799 - 4358

Dai M; Goncalves-Pinto L; Xu J, 2019, 'How Does Illiquidity Affect Delegated Portfolio Choice?', Journal of Financial and Quantitative Analysis, 54, pp. 539 - 585, http://dx.doi.org/10.1017/S0022109018000753

Edmans A; Goncalves-Pinto L; Groen-Xu M; Wang Y, 2018, 'Strategic news releases in equity vesting months', Review of Financial Studies, 31, pp. 4099 - 4141, http://dx.doi.org/10.1093/rfs/hhy070

Goncalves-Pinto L; Sotes-Paladino J; Xu J, 2018, 'The invisible hand of internal markets in mutual fund families', Journal of Banking and Finance, 89, pp. 105 - 124, http://dx.doi.org/10.1016/j.jbankfin.2018.02.001

Preprints

Goncalves-Pinto L; Sala C, 2025, Does Option Volume Convey Incremental Information? Evidence from Synthetic Stock Benchmarks, http://dx.doi.org/10.2139/ssrn.5341921

Dai M; Goncalves-Pinto L; Xu J; Yan C, 2018, Convex Incentives and Liquidity Premia, http://dx.doi.org/10.2139/ssrn.3288875

Goncalves-Pinto L; Sala C, 2018, How Informationally Efficient Are Options Markets?, http://dx.doi.org/10.2139/ssrn.3297953

Goncalves-Pinto L; Xu J, 2016, Predictable Stock Returns, Transaction Costs, and the (Un)Informativeness of Option Prices, http://dx.doi.org/10.2139/ssrn.2820422

Goncalves-Pinto L; Schmidt B, 2012, Co-Insurance in Mutual Fund Families, http://dx.doi.org/10.2139/ssrn.2121760

Roche H; Sotes-Paladino JM, Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors, http://dx.doi.org/10.2139/ssrn.4295275

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