Francisco Barillas
Assistant Professor of Finance

Contact Information
Goizueta Business School
Emory University
1300 Clifton Road
Atlanta, GA 30322
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.