Pedro Barroso

1.3k total citations · 1 hit paper
26 papers, 770 citations indexed

About

Pedro Barroso is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Pedro Barroso has authored 26 papers receiving a total of 770 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 14 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Pedro Barroso's work include Financial Markets and Investment Strategies (21 papers), Market Dynamics and Volatility (8 papers) and Financial Risk and Volatility Modeling (7 papers). Pedro Barroso is often cited by papers focused on Financial Markets and Investment Strategies (21 papers), Market Dynamics and Volatility (8 papers) and Financial Risk and Volatility Modeling (7 papers). Pedro Barroso collaborates with scholars based in Portugal, United States and Australia. Pedro Barroso's co-authors include Pedro Santa‐Clara, Andrew L. Detzel, Paulo F. Maio, Martijn Boons, Roger M. Edelen, Haoxu Wang, Sarah Frías-Torres, Joseph E. Serafy and Li Lin Yang and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Pedro Barroso

24 papers receiving 739 citations

Hit Papers

Momentum has its moments 2014 2026 2018 2022 2014 100 200 300 400
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Momentum has its moments
    2014 428 citations Pedro Barroso, Pedro Santa‐Clara Journal of Financial Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Pedro Barroso Portugal 10 699 501 170 157 128 26 770
Chayawat Ornthanalai Canada 14 925 1.3× 373 0.7× 203 1.2× 57 0.4× 98 0.8× 32 985
Alexander Kurshev United States 7 383 0.5× 338 0.7× 148 0.9× 49 0.3× 125 1.0× 8 498
Yaw‐Huei Wang Taiwan 14 728 1.0× 563 1.1× 87 0.5× 108 0.7× 189 1.5× 46 813
Fousseni Chabi-Yo United States 14 635 0.9× 409 0.8× 60 0.4× 64 0.4× 114 0.9× 46 696
Chung-Ying Yeh Taiwan 9 355 0.5× 230 0.5× 78 0.5× 77 0.5× 77 0.6× 16 439
Yinan Su United States 5 391 0.6× 274 0.5× 79 0.5× 173 1.1× 61 0.5× 5 458
Roberto Pascual Spain 12 369 0.5× 325 0.6× 111 0.7× 91 0.6× 80 0.6× 44 458
Tongshu Ma United States 10 405 0.6× 203 0.4× 229 1.3× 123 0.8× 80 0.6× 28 510
Robert Savickas United States 13 517 0.7× 359 0.7× 181 1.1× 44 0.3× 123 1.0× 29 595
Janne Äijö Finland 14 540 0.8× 587 1.2× 99 0.6× 45 0.3× 237 1.9× 30 724

Countries citing papers authored by Pedro Barroso

Since Specialization
Citations

This map shows the geographic impact of Pedro Barroso's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pedro Barroso with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pedro Barroso more than expected).

Fields of papers citing papers by Pedro Barroso

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pedro Barroso. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pedro Barroso. The network helps show where Pedro Barroso may publish in the future.

Co-authorship network of co-authors of Pedro Barroso

This figure shows the co-authorship network connecting the top 25 collaborators of Pedro Barroso. A scholar is included among the top collaborators of Pedro Barroso based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Pedro Barroso. Pedro Barroso is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Barroso, Pedro, Andrew L. Detzel, & Paulo F. Maio. (2025). The volatility puzzle of the beta anomaly. Journal of Financial Economics. 165. 103994–103994. 1 indexed citations
2.
Barroso, Pedro & Paulo F. Maio. (2024). The risk–return tradeoff among equity factors. Journal of Empirical Finance. 78. 101518–101518. 7 indexed citations
3.
Barroso, Pedro & Haoxu Wang. (2023). Facts, Momentum and Factor Momentum. SSRN Electronic Journal. 1 indexed citations
4.
Barroso, Pedro, et al.. (2021). Hedging with an Edge: Parametric Currency Overlay. Management Science. 68(1). 669–689. 15 indexed citations
5.
Barroso, Pedro, et al.. (2021). Crowding and Tail Risk in Momentum Returns. Journal of Financial and Quantitative Analysis. 57(4). 1313–1342. 10 indexed citations
6.
Barroso, Pedro & Andrew L. Detzel. (2021). Do limits to arbitrage explain the benefits of volatility-managed portfolios?. Journal of Financial Economics. 140(3). 744–767. 46 indexed citations
7.
Barroso, Pedro, Andrew L. Detzel, & Paulo F. Maio. (2021). The volatility puzzle of the low-risk anomaly. SSRN Electronic Journal. 5 indexed citations
8.
Barroso, Pedro & Haoxu Wang. (2020). What Explains Price Momentum and 52-Week High Momentum When They Really Work?. SSRN Electronic Journal. 5 indexed citations
9.
Barroso, Pedro, et al.. (2018). Do External Imbalances Matter in Explaining the Cross-Section of Currency Excess Returns?. SSRN Electronic Journal. 1 indexed citations
10.
Barroso, Pedro, et al.. (2018). Internet Appendix for Lest We Forget: Using Out-Of-Sample Forecast Errors in Portfolio Optimization. SSRN Electronic Journal. 1 indexed citations
11.
Barroso, Pedro & Andrew L. Detzel. (2018). Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios?. SSRN Electronic Journal. 13 indexed citations
12.
Barroso, Pedro, et al.. (2017). Time-Varying Predictability of Consumption Growth, Macro-Uncertainty, and Risk Premiums. SSRN Electronic Journal.
13.
Barroso, Pedro & Paulo F. Maio. (2017). The Risk-Return Tradeoff Among Equity Factors. SSRN Electronic Journal. 6 indexed citations
14.
Barroso, Pedro. (2017). Lest we forget: Using Out-Of-Sample Errors in Portfolio Optimization. SSRN Electronic Journal. 2 indexed citations
15.
Barroso, Pedro & Paulo F. Maio. (2016). Managing the Risk of the 'Betting-Against-Beta' Anomaly: Does It Pay to Bet Against Beta?. SSRN Electronic Journal. 2 indexed citations
16.
Barroso, Pedro & Pedro Santa‐Clara. (2015). Beyond the Carry Trade: Optimal Currency Portfolios. Journal of Financial and Quantitative Analysis. 50(5). 1037–1056. 101 indexed citations
17.
Barroso, Pedro & Pedro Santa‐Clara. (2014). Momentum has its moments. Journal of Financial Economics. 116(1). 111–120. 428 indexed citations breakdown →
18.
Barroso, Pedro. (2012). The Bottom-Up Beta of Momentum. SSRN Electronic Journal. 5 indexed citations
19.
Barroso, Pedro & Pedro Santa‐Clara. (2012). Managing the Risk of Momentum. SSRN Electronic Journal. 38 indexed citations
20.
Frías-Torres, Sarah, et al.. (2007). Activity patterns of three juvenile goliath grouper, Epinephelus itajara, in a mangrove nursery. Bulletin of Marine Science. 80(3). 587–594. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Chayawat Ornthanalai Breakdown of academic impact, for papers by Alexander Kurshev Breakdown of academic impact, for papers by Yaw‐Huei Wang Breakdown of academic impact, for papers by Fousseni Chabi-Yo Breakdown of academic impact, for papers by Chung-Ying Yeh Breakdown of academic impact, for papers by Yinan Su Breakdown of academic impact, for papers by Roberto Pascual Breakdown of academic impact, for papers by Tongshu Ma Breakdown of academic impact, for papers by Robert Savickas Breakdown of academic impact, for papers by Janne Äijö
Rankless by CCL
2026