Select Publications

Preprints

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

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

Goncalves-Pinto L; Xu J, How Does Stock Illiquidity Affect the Informational Role of Option Prices?, http://dx.doi.org/10.2139/ssrn.2820422

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

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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