Paulo Maio

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0681-9880

Hanken School of Economics, Department of Finance and Economics, Helsinki, Finland; Brazilian School of Public and Business Administration, Getulio Vargas Foundation, Brazil

Publications

• The volatility puzzle of the beta anomaly — Journal of Financial Economics 2025
• Is Long-Run Risk Really Priced? Revisiting Liu and Matthies (2022) — The Journal of Finance 2024
• Asset Growth, Profitability, and Investment Opportunities — Management Science 2019
• New Evidence on Conditional Factor Models — Journal of Financial and Quantitative Analysis 2019
• Short-Term Interest Rates and Stock Market Anomalies — Journal of Financial and Quantitative Analysis 2017
• Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks — Journal of Financial and Quantitative Analysis 2015
• Interest Rate Risk and the Cross Section of Stock Returns — Journal of Financial and Quantitative Analysis 2014
• Don’t Fight the Fed! — Review of Finance 2014
• Another Look at the Stock Return Response to Monetary Policy Actions — Review of Finance 2014
• Intertemporal CAPM with Conditioning Variables — Management Science 2013
• The “Fed Model” and the Predictability of Stock Returns — Review of Finance 2013
• Multifactor models and their consistency with the ICAPM — Journal of Financial Economics 2012