| Idiosyncratic risk matters! A Goyal, P Santa‐Clara The journal of finance 58 (3), 975-1007, 2003 | 1704 | 2003 |
| There is a risk-return trade-off after all E Ghysels, P Santa-Clara, R Valkanov Journal of financial economics 76 (3), 509-548, 2005 | 1374 | 2005 |
| Predicting volatility: getting the most out of return data sampled at different frequencies E Ghysels, P Santa-Clara, R Valkanov Journal of Econometrics 131 (1-2), 59-95, 2006 | 1094 | 2006 |
| The MIDAS touch: Mixed Data Sampling regression models E Ghysels Mimeo, 2004 | 1016 | 2004 |
| Momentum has its moments P Barroso, P Santa-Clara Journal of Financial Economics 116 (1), 111-120, 2015 | 941 | 2015 |
| The presidential puzzle: Political cycles and the stock market P Santa‐Clara, R Valkanov The Journal of Finance 58 (5), 1841-1872, 2003 | 770 | 2003 |
| Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns MW Brandt, P Santa-Clara, R Valkanov The Review of Financial Studies 22 (9), 3411-3447, 2009 | 621 | 2009 |
| Forecasting stock market returns: The sum of the parts is more than the whole MA Ferreira, P Santa-Clara Journal of Financial Economics 100 (3), 514-537, 2011 | 605 | 2011 |
| Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets MW Brandt, P Santa-Clara Journal of financial economics 63 (2), 161-210, 2002 | 469* | 2002 |
| A simulation approach to dynamic portfolio choice with an application to learning about return predictability MW Brandt, A Goyal, P Santa-Clara, JR Stroud The Review of Financial Studies 18 (3), 831-873, 2005 | 455 | 2005 |
| A structural model of default risk JC Hsu, J Saá-Requejo, P Santa-Clara Journal of Fixed Income 19 (3), 77, 2010 | 446* | 2010 |
| Crashes, volatility, and the equity premium: Lessons from S&P 500 options P Santa-Clara, S Yan The Review of Economics and Statistics 92 (2), 435-451, 2010 | 416 | 2010 |
| International risk sharing is better than you think, or exchange rates are too smooth MW Brandt, JH Cochrane, P Santa-Clara Journal of monetary economics 53 (4), 671-698, 2006 | 414 | 2006 |
| Flexible multivariate GARCH modeling with an application to international stock markets O Ledoit, P Santa-Clara, M Wolf Review of Economics and Statistics 85 (3), 735-747, 2003 | 359 | 2003 |
| Two trees JH Cochrane, FA Longstaff, P Santa-Clara The Review of Financial Studies 21 (1), 347-385, 2008 | 316 | 2008 |
| Multifactor models and their consistency with the ICAPM P Maio, P Santa-Clara Journal of Financial Economics 106 (3), 586-613, 2012 | 298 | 2012 |
| Dynamic portfolio selection by augmenting the asset space MW Brandt, P Santa‐Clara The journal of Finance 61 (5), 2187-2217, 2006 | 290 | 2006 |
| The relative valuation of caps and swaptions: Theory and empirical evidence FA Longstaff, P Santa‐Clara, ES Schwartz The Journal of Finance 56 (6), 2067-2109, 2001 | 260 | 2001 |
| Option strategies: Good deals and margin calls P Santa-Clara, A Saretto Journal of Financial Markets 12 (3), 391-417, 2009 | 249 | 2009 |
| The dynamics of the forward interest rate curve with stochastic string shocks P Santa-Clara, D Sornette The Review of Financial Studies 14 (1), 149-185, 2001 | 230 | 2001 |
