Personer Paulo Fraga Martins Maio

Paulo Fraga Martins Maio

Titel

Professor

Telefon:

+358 40 352 1455

E-post:

paulo.maio@hanken.fi

Department

Finansiell ekonomi (Helsingfors)

Paulo F. Maio is a Professor of Finance at Hanken School of Economics. He holds a PhD in Finance from Nova School of Business and Economics. His research interests are in the field of Asset Pricing, covering different topics such as the predictability of asset returns; multifactor models and cross-sectional asset pricing; present-value relations; macro-finance; and the interplay between financial markets and the economy. His research has been published in academic outlets such as Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Money, Credit and Banking, Management Science, Review of Asset Pricing Studies, and Review of Finance. He has presented his research in numerous conferences, workshops, and seminars.

Till forskningsdatabasen

Languages

Engelska

Publikationer

Valda publikationer

New Evidence on Conditional Factor Models

2018,Journal of Financial and Quantitative Analysis,vol. 54,no. 5,pp. 1975-2016.

Asset Growth, Profitability, and Investment Opportunities

2018,Management Science,vol. 65,no. 9,pp. 3988-4010.

Short-Term Interest Rates and Stock Market Anomalies

2017,Journal of Financial and Quantitative Analysis,vol. 52,no. 3,pp. 927-961.

Dividend Yields, Dividend Growth, and Return Predictability in the Cross-Section of Stocks

2015,Journal of Financial and Quantitative Analysis,vol. 50,no. 1/2,pp. 33-60.

Another Look at the Stock Return Response to Monetary Policy Actions

2014,Review of Finance,vol. 18,no. 1,pp. 321-371.

Don’t fight the Fed!

2014,Review of Finance,vol. 18,no. 2,pp. 623-679.

Interest Rate Risk and the Cross-Section of Stock Returns

2014,Journal of Financial and Quantitative Analysis,vol. 49,no. 2,pp. 483-511.

Intertemporal CAPM with conditioning variables

2013,Management Science,vol. 59,no. 1,pp. 122-141.

The “Fed Model” and the Predictability of Stock Returns

2013,Review of Finance,vol. 17,no. 4,pp. 1489-1533.

Multifactor models and their consistency with the ICAPM

2012,Journal of Financial Economics,vol. 106,no. 3,pp. 586-613.