Pedro Barroso

Finance · 2015

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 41 citations into it; #6,200 of 10,518 by trust here, #5,014 by citations
• Economics and Econometrics — 35 citations into it; #13,475 of 23,481 by trust here, #12,444 by citations
• Management Science and Operations Research — 9 citations into it

Whom Pedro Barroso trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. J. Lewellen
2. Andrew W. Lo
3. Robert J. Barro
4. Akindynos-Nikolaos Baltas
5. Narasimhan Jegadeesh
6. Sheridan Titman
7. Mark Grinblatt
8. J. Okunev
9. Robert Kosowski
10. David A. Lesmond

Who trusts Pedro Barroso overall

1. Saejoon Kim
2. Alan Moreira
3. Amit Goyal
4. N. Baltas
5. Bryan Lim
6. Tyler Muir

Papers from Pedro Barroso's perspective

Ordered by how strongly the researchers Pedro Barroso trusts endorse each paper. Same corpus, a different order for every researcher.

1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
2. The Persistence of Mutual Fund Performance
3. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
4. Size, Value, and Momentum in International Stock Returns
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. The Cross Section of Expected Stock Returns
7. Rare Disasters and Asset Markets in the Twentieth Century
8. Market efficiency from an evolutionary perspective.
9. The Illusory Nature of Momentum Profits
10. The Crisis in the Foreign Exchange Market (Social Science Research Network)

Their papers

• Momentum has its moments (2015) — 618 citations
• Beyond the Carry Trade: Optimal Currency Portfolios (2015) — 156 citations