Francisco Barillas
Assistant Professor of Finance

Contact Information
Goizueta Business School
Emory University
1300 Clifton Road
Atlanta, GA 30322
E-mail: francisco.barillas@emory.edu
Phone: +1 (404) 727-4825
Fax: +1 (404) 727-5238

Research Interests
Asset Pricing, Financial Econometrics, Macrofinance

Curriculum Vitae | SSRN Webpage



Published/Forthcoming Papers

-  Speculation and the Bond market: An Empirical No-Arbitrage Framework with Kris Nimark. Management Science, accepted


- Comparing Asset Pricing Models with Jay Shanken Journal of Finance, forthcoming


- Speculation and the Term Structure of Interest Rates with Kris Nimark. Review of Financial Studies, forthcoming


- Which Alpha? with Jay Shanken. Review of Financial Studies, 2017, 30(4): 1316-38

 

- Doubts or Variability? with Lars Peter Hansen and Thomas J. Sargent. Journal of Economic Theory, 2009, 144(6)

 

- A Generalization of the Endogenous Grid Method with Jesus Fernandez-Villaverde. Journal of Economics Dynamics and Control, 2007, 31

 


Working Papers

  -  Model Comparison with Sharpe Ratios with Raymond Kan, Cesare Robotti and Jay Shanken


  -  Can we Exploit Predictability in Bond Markets? revise and resubmit Review of Financial Studies


  -  Can Option Writers Manipulate Prices? Evidence from Short Term Reversals with Jeff Busse and Breno Schmidt.


-
  How Important are Di fferential Expectations in Explaining Stock Trading Volume? with Joonki Noh and Kris Nimark.


-
  News Selection, Beliefs and Asset Prices with Kris Nimark

 

  -  Changing Beliefs About the Macroeconomy and Asset Prices

 



  

© Francisco Barillas 2017.