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Pedro A García-Ares
Title
Cited by
Cited by
Year
Demand for lotteries: The choice between stocks and options
I Filippou, PA Garcia-Ares, F Zapatero
Available at SSRN 3016462, 2018
142018
Overcoming arbitrage limits: Option trading and momentum returns
A Abhyankar, I Filippou, PA Garcia-Ares
Journal of Financial and Quantitative Analysis, 1-24, 2024
52024
Betting on the Likelihood of a Short Squeeze
I Filippou, PA Garcia-Ares, F Zapatero
Available at SSRN, 2019
42019
Media Sentiment and the Cross-Section of Option Returns
I Filippou, PA Garcia-Ares
Available at SSRN 4054872, 2020
22020
Dividend Growth Predictability: Isn’t it there?
A Abhyankar, PA Garcia-Ares
Working Paper, 2013
22013
No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration
I Filippou, PA Garcia-Ares, F Zapatero
Boston University Questrom School of Business Research Paper, 2022
12022
Value, Momentum and Market Timing
I Filippou, PA Garcia-Ares
Available at SSRN 2565913, 2016
12016
Get the Option Rolling: Option Return Predictability around the Expiration Dates
PA Garcia-Ares
Available at SSRN 4595840, 2023
2023
Option Mispricing Around Expiration Dates
PA Garcia-Ares
Available at SSRN 4595840, 2023
2023
Short squeeze uncertainty and skewness
I Filippou, P Garcia-Ares, F Zapatero
SSRN Electronic Journal, 2019
2019
Overcoming Arbitrage Limits: Option Trading and Momentum Returns
P Garcia Ares, I Filippou, A Abhyankar, O Haykir
SSRN, 2018
2018
Substitution Effects and Lottery Demand
P Garcia Ares, F Zapatero, I Filippou
University of Exeter, 2018
2018
Uncovering Dividend Growth Predictability: New Evidence from the Post-WW II Period
A Abhyankar, PA Garcia-Ares
Available at SSRN 2239227, 2015
2015
Essays on Stock Return Predictability and Corporate Payout Policy
PAG Ares
PQDT-UK & Ireland, 2014
2014
Exploring the Anatomy of Firm Payouts: Who Pays, How Much and When?
PA Garcia-Ares
How Much and When, 2014
2014
No Max Pain, No Max Gain: Stock Price Predictability at Options Expiration
I FILIPPOU, PA GARCIA-ARES, F ZAPATERO
Do Managers Wipe out Momentum Profits?⇤
I Filippou, PA Garcia-Ares
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Articles 1–17