Concepedia

Pedro Santa‐Clara

PS

Statistics

Publications

55

Citations

10.6K

H-Index

42

Active since

1993

Affiliations

National Bureau of Economic Research(Current)

Centre for Economic Policy Research

Universidade Nova de Lisboa

University of California, Los Angeles

Duke University

Pedro Santa‐Clara is an author at National Bureau of Economic Research specializing in finance, financial economics, and business.

Publications per year

1993–2017

55

Publications

55

Idiosyncratic Risk Matters!

Amit Goyal, Pedro Santa‐Clara · The Journal of Finance · 2003 · 1.2K citations · Full text

Management, Economics, Finance +17

There is a risk-return trade-off after all

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Financial Economics · 2005 · 1.1K citations

Business, Economics, Finance +12

Predicting volatility: getting the most out of return data sampled at different frequencies

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Econometrics · 2005 · 841 citations

Business, Data Science, Finance +14

Momentum has its moments

Pedro Barroso, Pedro Santa‐Clara · Journal of Financial Economics · 2014 · 695 citations

Natural Sciences, Physics, Stochastic Processes +4

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 · 574 citations · Full text

Social Sciences, Economics, Finance +17

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