Pedro Santa‐Clara
- Finance top 0.05%
- Economics and Econometrics top 0.1%
- General Economics, Econometrics and Finance top 0.5%
- Accounting top 1%
- Management Science and Operations Research top 0.5%
- Co-authors
- Rossen ValkanovAmit GoyalÉric GhyselsMichael W. BrandtPedro BarrosoMiguel A. FerreiraPaulo F. MaioShu Yan
- Topics
- Financial Markets and Investment Strategies (36 papers)Stochastic processes and financial applications (22 papers)Financial Risk and Volatility Modeling (19 papers)
- Partner nations
- United StatesUnited KingdomPortugal
In The Last Decade
Pedro Santa‐Clara
52 papers receiving 6.0k citations
Hit Papers
Peers
Comparison fields: 5 of 90
- Finance 5.4k
- Economics and Econometrics 3.7k
- General Economics, Econometrics and Finance 1.7k
- Accounting 1.2k
- Management Science and Operations Research 828
Countries citing papers authored by Pedro Santa‐Clara
This map shows the geographic impact of Pedro Santa‐Clara'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 Santa‐Clara with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pedro Santa‐Clara more than expected).
Fields of papers citing papers by Pedro Santa‐Clara
This network shows the impact of papers produced by Pedro Santa‐Clara. 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 Santa‐Clara. The network helps show where Pedro Santa‐Clara may publish in the future.
Co-authorship network of co-authors of Pedro Santa‐Clara
This figure shows the co-authorship network connecting the top 25 collaborators of Pedro Santa‐Clara. A scholar is included among the top collaborators of Pedro Santa‐Clara 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 Santa‐Clara. Pedro Santa‐Clara is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 28 | |
| 2 | 101 | |
| 3 | 12 | |
| 4 | Forecasting stock market returns: The sum of the parts is more than the wholebreakdown → | 331 |
| 5 | 1 | |
| 6 | 86 | |
| 7 | 134 | |
| 8 | 145 | |
| 9 | Predicting volatility: getting the most out of return data sampled at different frequenciesbreakdown → | 608 |
| 10 | There is a risk-return trade-off after allbreakdown → | 726 |
| 11 | 118 | |
| 12 | 37 | |
| 13 | 94 | |
| 14 | 179 | |
| 15 | Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment | 4 |
| 16 | 19 | |
| 17 | 28 | |
| 18 | Simulated Likelihood Estimation of Multivariate Diffusions with an Application to Interest Rates and Exchange Rates with Stochastic Volatility | 10 |
| 19 | 35 | |
| 20 | The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables | 17 |
About Pedro Santa‐Clara
Pedro Santa‐Clara is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 53 papers that have together received 6.4k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (36 papers), Stochastic processes and financial applications (22 papers) and Financial Risk and Volatility Modeling (19 papers). The work is most often cited by research in Finance (5.4k citations), General Economics, Econometrics and Finance (1.7k citations) and Economics and Econometrics (3.7k citations). Pedro Santa‐Clara has collaborated with scholars based in United States, United Kingdom and Portugal. Frequent co-authors include Rossen Valkanov, Amit Goyal, Éric Ghysels, Michael W. Brandt, Pedro Barroso, Miguel A. Ferreira, Paulo F. Maio, Shu Yan, Francis A. Longstaff and John H. Cochrane. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.
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.