Details about Luis Garcia-Feijoo

Access statistics for papers by Luis Garcia-Feijoo.

Last updated 2024-10-11. Update your information in the RePEc Author Service.

Short-id: pga1326

Working Papers

2020

1. Operating Leverage and Stock Returns: International Evidence
   Working Papers, Middle Tennessee State University, Department of Economics and Finance

Journal Articles

2024

1. 2023 Report to Readers
   Financial Analysts Journal, 2024, 80, (2), 5-6

2023

2. 2022 Report to Readers
   Financial Analysts Journal, 2023, 79, (2), 5-6

2022

3. 2021 Report to Readers
   Financial Analysts Journal, 2022, 78, (2), 5-7
4. A simple robust asset pricing model under statistical ambiguity
   Quantitative Finance, 2022, 22, (5), 861-869 View citations (1)
5. Growth options, risk dynamics, and cost of capital: Evidence from U.S. corporate control transactions
   The Quarterly Review of Economics and Finance, 2022, 84, (C), 562-576
6. Hot-Stove Effects: The Impact of CEO Past Corporate Experiences on Dividend Policy
   Journal of Financial and Quantitative Analysis, 2022, 57, (5), 1695-1726

2021

7. Managerial social capital and dividend smoothing
   Journal of Corporate Finance, 2021, 66, (C) View citations (5)

2020

8. The stock market’s reaction to macroeconomic news under ambiguity
   Financial Markets and Portfolio Management, 2020, 34, (1), 65-97

2019

9. Use of reference point theory to explain the price paid for private targets
   Review of Quantitative Finance and Accounting, 2019, 53, (2), 465-491 View citations (1)

2018

10. Momentum and funding conditions
    Journal of Banking & Finance, 2018, 88, (C), 312-329 View citations (12)

2017

11. Information content of analyst recommendations in the banking industry
    International Review of Financial Analysis, 2017, 49, (C), 35-47 View citations (5)
12. When do managers listen to the market? Impact of learning in acquisitions of private firms
    Review of Quantitative Finance and Accounting, 2017, 49, (2), 515-543 View citations (3)

2016

13. The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing
    Financial Analysts Journal, 2016, 72, (1), 36-47

2015

14. Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios
    Financial Analysts Journal, 2015, 71, (3), 47-60

2014

15. Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns
    The Review of Asset Pricing Studies, 2014, 4, (1), 118-159 View citations (6)
16. THE MONETARY ENVIRONMENT AND LONG-RUN REVERSALS IN STOCK RETURNS
    Journal of Financial Research, 2014, 37, (1), 3-26 View citations (3)
17. The Limits to Arbitrage and the Low-Volatility Anomaly
    Financial Analysts Journal, 2014, 70, (1), 52-63

2012

18. Impact of industry characteristics on the method of payment in mergers
    Journal of Economics and Business, 2012, 64, (4), 261-274 View citations (1)

2010

19. Can Operating Leverage Be the Cause of the Value Premium?
    Financial Management, 2010, 39, (3), 1127-1154 View citations (38)

2006

20. Empirical Evidence on Capital Investment, Growth Options, and Security Returns
    Journal of Finance, 2006, 61, (1), 171-194 View citations (103)

2005

21. Completely predictable and fully anticipated? Step ups in warrant exercise prices
    Applied Economics Letters, 2005, 12, (9), 561-565