Associate Professor in FinanceNOVO BANCO Entrepreneurship & Technology Chair Academic Director of the Master in Finance Nova School of Business and Economics
I am a Research Affiliate at CEPR
Contact Information Nova School of Business and Economics Campus de Carcavelos Rua da Holanda, 1 2775-405 Carcavelos, Portugal
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PUBLISHED PAPERS: - Competition and Cooperation in Mutual Fund Families (with Richard B. Evans and Rafael Zambrana), Journal of Financial Economics, (2020) 136, 168-188
- An Analysis of Over-the-Counter and Centralized Stock Lending Markets (with Zsuzsa R. Huszar), Journal of Financial Markets, (2019) 43, 31-53.
- Basis-Momentum (with Martijn Boons), Journal of Finance, (2019) Vol. 74, (1), p.239-280. Replication Data
- Fund Performance and Equity Lending: Why Lend What You Can Sell? (with Richard B. Evans and Miguel Ferreira), Review of Finance, (2017) V21 (3), 1093-1121.
- Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets, (with Pedro Saffi and Jason Sturgess), The Review of Financial Studies, (2016), V29 (12): 3211-3244. Editor's choice.
- Future Lending Income and Security Value , Journal of Financial and Quantitative Analysis, (2015), 50 (04): 869-902.
- Short Sales and Fundamental Value: Explaining the REIT Premium to NAV (with D. Brounen and D. Ling), Real Estate Economics (2013), V41 (3): 32-46.
- Real Estate in an ALM Framework - The Case of Fair Value Accounting (with D. Brounen and M. Verbeek), Real Estate Economics (2010), V38 (4): 775-804.
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