@ARTICLE{ManelaMoreiraNVIX,
author = {Asaf Manela and Alan Moreira},
title = {News Implied Volatility and Disaster Concerns},
year = {2017},
journal = {Journal of Financial Economics}}
@ARTICLE{MoreiraSavovShadowMacro,
author = {Alan Moreira and Alexi Savov},
title = {The Macroeconomics of Shadow Banking },
year = {2017},
journal = {Journal of Finance}}
@ARTICLE{MoreiraMuirVolportfolios,
author = {Alan Moreira and Tyler Muir},
title = {Volatility Managed Portfolios},
year = {December, 2017},
journal = {Journal of Finance}}
@ARTICLE{MoreiraMuirportfoliochoice,
author = {Alan Moreira and Tyler Muir},
title = {Should Long-Term Investors Time Volatility?},
year = {February, 2019},
journal = {Journal of Financial Economics}}
@ARTICLE{Moreira_capitalimmobility,
author = {Alan Moreira},
title = {Capital Immobility and the Reach for Yield},
year = {September, 2019},
journal = {Journal of Economic Theory}}
@article {DrechslerMoreiraSavov2018,
title = {Liquidity Creation as Volatility Risk},
journal = {Working paper},
year = {2018},
author = {Itamar Drechsler and Alan Moreira and Alexi Savov}
}
@article {MoreiraLinnaimna2017,
title = {Hedge Funds, Signaling, and Optimal Lockups},
journal = {Working paper},
year = {2018},
author = {Juhani T. Linnainmaa and Alan Moreira}}