Andres Donangelo

University of Texas at Austin - Department of Finance

Assistant Professor of Finance

Red McCombs School of Business

Austin, TX 78712

United States

http://faculty.mccombs.utexas.edu/donangelo/

SCHOLARLY PAPERS

7

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4,583

SSRN CITATIONS
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Top 7,962

in Total Papers Citations

132

CROSSREF CITATIONS

29

Scholarly Papers (7)

1.
Downloads 1,602 ( 13,134)
Citation 18

Product Market Competition and Industry Returns

M. Cecilia Bustamante, Andres Donangelo, Product Market Competition and Industry Returns, The Review of Financial Studies, Volume 30, Issue 12, December 2017, Pages 4216–4266., DOI: 10.1093/rfs/hhx033
Number of pages: 68 Posted: 11 Nov 2012 Last Revised: 29 Jun 2019
Maria Cecilia Bustamante and Andres Donangelo
University of Maryland - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 1,272 (18,479)
Citation 17

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expected returns, product market competition, industry concentration, sample selection bias

Industry Concentration and Markup: Implications for Asset Pricing

Robert H. Smith School Research Paper No. RHS 2662691
Number of pages: 1 Posted: 18 Sep 2015 Last Revised: 02 Aug 2017
Maria Cecilia Bustamante and Andres Donangelo
University of Maryland - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 330 (109,712)
Citation 1

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expected returns, industry concentration, markup, sample selection bias, product market competition

2.
Downloads 1,211 ( 20,240)
Citation 32

Labor Mobility: Implications for Asset Pricing

2014, Journal of Finance, 63 (3), 1321-1346
Number of pages: 38 Posted: 26 Nov 2010 Last Revised: 30 Oct 2016
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 1,168 (21,012)
Citation 32

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Asset Pricing, Labor Mobility, Expected Returns, Cross-Section

Labor Mobility and the Cross-Section of Expected Returns

Number of pages: 63 Posted: 07 Oct 2015 Last Revised: 15 Feb 2017
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 43 (496,994)
Citation 4

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Asset Pricing, Labor Mobility, Expected Returns, Cross-Section

3.
Downloads 754 ( 39,785)
Citation 25

The Cross-Section of Labor Leverage and Equity Returns

Donangelo, Andres, Francois Gourio, Matthias Kehrig, and Miguel Palacios. "The cross-section of labor leverage and equity returns." Journal of Financial Economics 132, no. 2 (2019): 497-518 , DOI: 10.1016/j.jfineco.2018.10.016
Number of pages: 53 Posted: 13 May 2016 Last Revised: 29 Jun 2019
University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago, Duke University and Haskayne School of Business, University of Calgary
Downloads 628 (50,139)
Citation 23

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Labor Leverage, Capital-Labor Complementarity, Capital-Labor Elasticity of Substitution, Operating Leverage, Labor Share, Expected Returns

The Cross-Section of Labor Leverage and Equity Returns

FRB of Chicago Working Paper No. WP-2017-22
Number of pages: 60 Posted: 10 Nov 2017
University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago, Duke University and Haskayne School of Business, University of Calgary
Downloads 126 (268,426)
Citation 1

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Labor leverage, labor mobility, labor supply, wage, productivity

4.

Labor Leverage and the Value Premium

Number of pages: 73 Posted: 03 Oct 2015 Last Revised: 15 Feb 2017
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 426 (82,188)
Citation 8

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Value Premium, Labor Leverage, Operating Leverage, Labor Share, Expected Returns

5.

Untangling the Value Premium with Labor Shares

Review of Financial Studies, January 2021, 34(1), 451-508.
Number of pages: 80 Posted: 16 Nov 2017 Last Revised: 19 Dec 2020
Andres Donangelo
University of Texas at Austin - Department of Finance
Downloads 257 (143,052)
Citation 3

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Labor Share, Labor Leverage, Operating Leverage, Value Premium, Value Spread, Growth Spread, Expected Returns

6.

What Drives Firms' Hiring Decisions? An Asset Pricing Perspective

Number of pages: 61 Posted: 30 Apr 2020
Frederico Belo, Andres Donangelo, Xiaoji Lin and Ding Luo
INSEAD, University of Texas at Austin - Department of Finance, University of Minnesota and City University of Hong Kong
Downloads 170 (210,989)
Citation 1

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Labor Hiring, Stock Returns, Dividend Growth, Simulated Method of Moments, Labor Adjustment Costs

7.

Priceless Consumption

Number of pages: 60 Posted: 11 Nov 2019 Last Revised: 05 May 2020
Frederico Belo and Andres Donangelo
INSEAD and University of Texas at Austin - Department of Finance
Downloads 163 (217,509)
Citation 1

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Consumption, NIPA, Demand System Estimation, Translog, Asset Pricing, C-CAPM