Pedro Angel Garcia-Ares

Instituto Tecnológico Autónomo de México (ITAM)

Assistant Professor

Av. Camino a Sta. Teresa 930

Col. Héroes de Padierna

Mexico City, D.F. 01000, Federal District 01080

Mexico

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 39,848

SSRN RANKINGS

Top 39,848

in Total Papers Downloads

2,124

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Value, Momentum and Market Timing

Number of pages: 60 Posted: 19 Feb 2015 Last Revised: 07 Jan 2021
Ilias Filippou and Pedro Angel Garcia-Ares
Washington University in St. Louis - John M. Olin Business School and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 518 (74,753)

Abstract:

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Value, Momentum, Market-timing, Asset Pricing.

2.

Overcoming Arbitrage Limits: Option Trading and Momentum Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 88 Posted: 24 Jul 2018 Last Revised: 28 Jan 2021
Abhay Abhyankar, Ilias Filippou and Pedro Angel Garcia-Ares
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona, Washington University in St. Louis - John M. Olin Business School and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 465 (85,308)
Citation 1

Abstract:

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Momentum Returns, Stock Option Trading, Short-Sale Constraints

3.

Betting on the Likelihood of a Short Squeeze

Number of pages: 62 Posted: 16 Aug 2019 Last Revised: 21 Feb 2022
Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero
Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Questrom School of Business, Boston University
Downloads 459 (114,063)

Abstract:

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Short Squeeze, Anomalies, Limits to Arbitrage, Options

4.

Demand for Lotteries: The Choice between Stocks and Options

Number of pages: 54 Posted: 11 Aug 2017 Last Revised: 10 Dec 2020
Ilias Filippou, Pedro Angel Garcia-Ares and Fernando Zapatero
Washington University in St. Louis - John M. Olin Business School, Instituto Tecnológico Autónomo de México (ITAM) and Questrom School of Business, Boston University
Downloads 300 (139,183)
Citation 3

Abstract:

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Lottery-payoffs, Option Trading, Lottery Stocks

5.

Uncovering Dividend Growth Predictability: New Evidence from the Post-WW II Period

Number of pages: 55 Posted: 25 Mar 2013 Last Revised: 23 Jun 2015
Abhay Abhyankar and Pedro Angel Garcia-Ares
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 218 (190,730)
Citation 1

Abstract:

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asset pricing, dividend growth predictability, present-value model, predictability of stock returns, weighting of firm dividends, changes in dividend payments, quintiles, earnings

6.

Media Sentiment and the Cross-Section of Option Returns

Number of pages: 60 Posted: 14 Apr 2022
Ilias Filippou and Pedro Angel Garcia-Ares
Washington University in St. Louis - John M. Olin Business School and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 115 (322,501)

Abstract:

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Media Sentiment, equity option returns, news releases, option trading

7.

Exploring the Anatomy of Firm Payouts: Who Pays, How Much and When?

Number of pages: 101 Posted: 07 Oct 2014
Pedro Angel Garcia-Ares
Instituto Tecnológico Autónomo de México (ITAM)
Downloads 49 (517,671)

Abstract:

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Dividends, Repurchases, Payouts, Concentration