Concepedia
Statistics
Publications
54
Citations
10.5K
H-Index
41
Active since
1993
Affiliations
National Bureau of Economic Research(Current)
Centre for Economic Policy Research
Universidade Nova de Lisboa
Anderson University - South Carolina
Duke University
Pedro Santa‐Clara is an author at National Bureau of Economic Research specializing in business, finance, and economics.
Top concepts
FinanceBusinessEconomicsAsset PricingFinancial EconomicsManagementStatisticsEconomic AnalysisEmpirical FinanceVolatility Modeling
Publications per year
1993–2017
Idiosyncratic Risk Matters!
Amit Goyal, Pedro Santa‐Clara · The Journal of Finance · 2003 · 1.1K citations · Full text
Empirical Finance, Volatility Modeling, Law +25
There is a risk-return trade-off after all
Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Financial Economics · 2005 · 1K citations
Economics, Asset Pricing, Financial Risk Management +5
Predicting volatility: getting the most out of return data sampled at different frequencies
Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Econometrics · 2005 · 825 citations
Forecasting Methodology, Volatility Modeling, Different Frequencies +8
Momentum has its moments
Pedro Barroso, Pedro Santa‐Clara · Journal of Financial Economics · 2014 · 677 citations
Probability Theory, Uncertainty Principle
The MIDAS Touch: Mixed Data Sampling Regression Models
Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Érudit documents and data repository (Érudit Consortium, University of Montreal) · 2004 · 575 citations · Full text
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