Detail

Professor Santos' research focuses on two distinct areas. A first interest is the field of asset pricing with a particular emphasis on theoretical and empirical models that can account for the predictability of returns, both in the time series and the cross section. A second interest of Professor Santos is applied economic theory, specifically, the economics of financial innovations as well as theory of organizations. He teaches options markets.

• Fall 2008
  (PhD) Asset Pricing I
  
Options Markets

• Fall 2007
  (PhD) Asset Pricing I
  
Options Markets

• Fall 2006
  (PhD) Asset Pricing I
  
(PHD) ASSET PRICING I
OPTIONS MARKETS

• Fall 2005
  (PHD) ASSET PRICING I
  
OPTIONS MARKETS

• Spring 2005
  (PHD) ASSET PRICNG THEORY
  

Adaptive Organizations In Journal of Political Economy (2006) Coauthor(s): Wouter Dessein, Tano Santos

Adaptive Organizations In Journal of Political Economy (2006) Coauthor(s): Wouter Dessein, Tano Santos

Labor Income and Predictable Stock Returns In Review of Financial Studies (2006) Coauthor(s): Tano Santos, Pietro Veronesi

Referrals In American Economic Review (2004) Coauthor(s): Luis Garicano, Tano Santos

Understanding Predictability In Journal of Political Economy (2004) Coauthor(s): Lior Menzly, Tano Santos, Pietro Veronesi

Competition Among Exchanges In Quarterly Journal of Economics (2001) Coauthor(s): Tano Santos, Jose Scheinkman

Financial Intermediation Without Exclusivity In American Economic Review (2001) Coauthor(s): Tano Santos, Jose Scheinkman

Prospect Theory and Asset Prices In Quarterly Journal of Economics (2001) Coauthor(s): Nicholas Barberis, Ming Huang, Tano Santos

Outside and Inside Liquidity In Working Paper (2009) Coauthor(s): Patrick Bolton, Tano Santos, Jose Scheinkman

Habit Formation, the Cross Section of Stock Returns, and the Cash-Flow Risk Puzzle In Working paper (2006) Coauthor(s): Tano Santos, Pietro Veronesi

Contractible Signals and Security Design In Working paper (2005) Coauthor(s): Kazuhiko Ohashi, Tano Santos