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Select Publications

By Associate Professor Luis Filipe Goncalves-Pinto

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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