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Ruy Ribeiro
Ruy Ribeiro
Verified email at econ.puc-rio.br
Title
Cited by
Cited by
Year
Longevity: A market in the making
J Loeys, N Panigirtzoglou, RM Ribeiro
JPMorgan Global Market Strategy, 2007
982007
Excess comovement of international stock markets in bad times: a rational expectations equilibrium model
R Ribeiro, P Veronesi
II Encontro Brasileiro de Finanças, 2008
842008
Forecasting large realized covariance matrices: The benefits of factor models and shrinkage
D Brito, MC Medeiros, R Ribeiro
Available at SSRN 3163668, 2018
202018
Longevity risk and portfolio allocation
R Ribeiro, V Di Pietro
Investment Strategies 57, 2009
172009
Stock resiliency and expected returns
NS Alan, J Hua, L Peng, RA Schwartz
Unpublished working paper, 2015
102015
Stock prices under pressure: How tax and interest rates drive returns at the turn of the tax year
J Kang, T Pekkala, C Polk, R Ribeiro
Financial Markets Group, London School of Economics and Political Science, 2011
82011
Predictable dividends and returns
R Ribeiro
Escola de Pós-Graduação em Economia da FGV, 2002
82002
Predictable dividends and returns: Identifying the effect of future dividends on stock prices
RM Ribeiro
University of Chicago, Graduate School of Business, 2004
72004
Tradable aggregate risk factors and the cross-section of stock returns
N Doskov, T Pekkala, R Ribeiro
Available at SSRN 2200889, 2016
62016
Commodity prices and futures positions
R Ribeiro, L Eagles, N Von Solodkoff
Research Note, Morgan JP, 2009
62009
Pre-fomc announcement relief
V Martello, R Ribeiro
Available at SSRN 3286745, 2018
52018
Term structure (s) of the equity risk premium
L Gomes, R Ribeiro
Available at SSRN 3144028, 2018
52018
Exploiting cross-market momentum
R Ribeiro, J Loeys
JPMorgan Investment, Strategy, 2006
52006
Sentiment, Electoral Uncertainty and Stock Returns
C Carvalho, R Ribeiro, E Zilberman
Available at SSRN 2930564, 2017
32017
Term structure (s) of equity risk premia
L Gomes, R Ribeiro
22019
A cadeia de suprimento agrícola e sua influência no comportamento dos preços
T Corbett Neto, DP Morgan, FJ Bentivegna, FT Camacho, MDXS Datz, ...
22002
The excess comovement of international stock markets in bad times
AREE Model, R Ribeiro, P Veronesi
12002
Gambling, risk appetite and asset pricing
C Carvalho, D Cordeiro, R Ribeiro, E Zilberman
Available at SSRN 3077859, 2018
2018
Choque de Notícia Falsa–um caso de persistência do ruído no apreçamento de ativos
RM Ribeiro
PUC-Rio, 2017
2017
Crédito privado e risco soberano: assimetrias na reação dos preços a revisões de rating e a divulgação de resultados financeiros
R Ribeiro
PUC-Rio, 2017
2017
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