| Strategic news releases in equity vesting months A Edmans, L Goncalves-Pinto, M Groen-Xu, Y Wang The Review of Financial Studies 31 (11), 4099-4141, 2018 | 140 | 2018 |
| Why do option prices predict stock returns? The role of price pressure in the stock market L Goncalves-Pinto, BD Grundy, A Hameed, T van der Heijden, Y Zhu Management Science 66 (9), 3903-3926, 2020 | 73 | 2020 |
| Co-insurance in mutual fund families L Goncalves-Pinto, B Schmidt, K Chung Available at SSRN 1455929, 2022 | 29* | 2022 |
| The invisible hand of internal markets in mutual fund families L Goncalves-Pinto, J Sotes-Paladino, J Xu Journal of Banking & Finance 89, 105-124, 2018 | 13 | 2018 |
| Incomplete information and the liquidity premium puzzle Y Chen, M Dai, L Goncalves-Pinto, J Xu, C Yan Management Science 67 (9), 5703-5729, 2021 | 8 | 2021 |
| How does illiquidity affect delegated portfolio choice? M Dai, L Goncalves-Pinto, J Xu Journal of Financial and Quantitative Analysis 54 (2), 539-585, 2019 | 8 | 2019 |
| Convex incentives and liquidity premia M Dai, L Goncalves-Pinto, J Xu, C Yan Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022 | 3 | 2022 |
| How Does Stock Illiquidity Affect the Informational Role of Option Prices? L Goncalves-Pinto, J Xu | 1 | 2016 |
| Excess Volatility and Mispricing in the Presence of Sentiment and Institutional Investors L Goncalves-Pinto, H Roche, JM Sotes-Paladino Available at SSRN 4295275, 2023 | | 2023 |
| How Informationally Efficient Are Options Markets? L Goncalves-Pinto, C Sala Available at SSRN 3297953, 2022 | | 2022 |
Alex EdmansProfessor of Finance, London Business SchoolVerified email at london.edu
