Published Articles in Finance

Stock Market Anomalies and Machine Learning Across the Globe (with Sebastian Kaiser and Sebastian Müller). Journal of Asset Management, 2023, 24, 419–441

Analysts’ Underreaction and Momentum Strategies. Journal of Economic Dynamics and Control, 2023,  146, 104560

Enhancing Stock Market Anomalies with Machine Learning (with Christopher Hoegner). Review of Quantitative Finance and Accounting, 2023, 60, 195-230

Earnings Forecasts: The Case for Combining Analysts’ Estimates with a Cross-Sectional Model (with Patrick Bielstein and Manuel Gerhart). Review of Quantitative Finance and Accounting, 2021, 56, 545–579

Investor Sentiment and the Time-Varying Sustainability Premium (with Christoph Kaserer and Lucila M.S. Campos). Journal of Asset Management, 2021, 22, 600–621

Published Articles in Interdisciplinary Projects

CO2 Emissions: A Quantitative Analysis Among the BRICS Nations (with Simone Sartori and Lucila M.S. Campos). Renewable and Sustainable Energy Reviews, 2018, 81, 107–115

Combination of Forecasts for the Price of Crude Oil on the Spot Market (with Lucila M. S. Campos). International Journal of Production Research, 2016, 54, 5219–5235

Corporate Sustainability and Asset Pricing Models: Empirical Evidence for the Brazilian Stock Market (with André A. P. Santos and Lucila M.S. Campos). Production, 2016, 26, 516–526