Alessandro Beber : Citation Profile

Are you Alessandro Beber?

City University

10

H index

10

i10 index

695

Citations

RESEARCH PRODUCTION:

10

Articles

25

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 36
   Journals where Alessandro Beber has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 6 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe677
   Updated: 2020-10-17    RAS profile: 2015-03-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Pagano, Marco (4)

Simonelli, Saverio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandro Beber.

Is cited by:

Afonso, Antonio (15)

Kontonikas, Alexandros (14)

Arghyrou, Michael (14)

Guidolin, Massimo (10)

Trebesch, Christoph (10)

Beetsma, Roel (9)

Girardi, Alessandro (9)

Mayordomo, Sergio (8)

Pelizzon, Loriana (8)

Bernales, Alejandro (8)

Chamon, Marcos (6)

Cites to:

Bollerslev, Tim (10)

Diebold, Francis (8)

Ait-Sahalia, Yacine (8)

Pedersen, Lasse (7)

Andersen, Torben (7)

Reichlin, Lucrezia (6)

Giannone, Domenico (6)

Campbell, John (6)

Stambaugh, Robert (6)

Verdelhan, Adrien (5)

Vega, Clara (5)

Main data

Where Alessandro Beber has published?

Journals with more than one article published# docs
Review of Financial Studies3
Journal of Financial Economics2
Review of Finance2

Working Papers Series with more than one paper published# docs
Alea Tech Reports / Department of Computer and Management Sciences, University of Trento, Italy4
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

Recent works citing Alessandro Beber (2020 and 2019)

YearTitle of citing document
2019Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960.

Full description at Econpapers || Download paper

2019Business Education of CEO-CFO and Annual Report Readability. (2019). Du, Ruixue ; Liu, Zhenfeng ; Zhang, YU ; Tuo, Ling. In: Review of Economics & Finance. RePEc:bap:journl:190302.

Full description at Econpapers || Download paper

2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

Full description at Econpapers || Download paper

2019Hide and Seek: Uninformed Traders and the Short-sales Constraints. (2019). Xia, LE ; Li, Yuming ; Yu, Chiu ; Cai, Jinghan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:caikolixia.

Full description at Econpapers || Download paper

2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

Full description at Econpapers || Download paper

2020Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment. (2020). Deng, Xiaohu ; Kim, Jeong-Bon ; Gao, Lei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s092911991830470x.

Full description at Econpapers || Download paper

2020Worldwide short selling regulations and IPO underpricing. (2020). Zutter, Chad J ; Smart, Scott B ; Boulton, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300407.

Full description at Econpapers || Download paper

2020Enforceability and the effectiveness of laws and regulations. (2020). Zhu, Julie Lei ; Qian, Jun ; Lu, Lei ; Li, KE. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300420.

Full description at Econpapers || Download paper

2019The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles N ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:4.

Full description at Econpapers || Download paper

2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

Full description at Econpapers || Download paper

2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

Full description at Econpapers || Download paper

2019Information asymmetry, market state, and implementation risk. (2019). Chen, Tsung-Yu ; Wu, Zhen-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303188.

Full description at Econpapers || Download paper

2019Firm characteristics and jump dynamics in stock prices around earnings announcements. (2019). Qi, John ; Zhou, Haigang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302980.

Full description at Econpapers || Download paper

2020Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306818.

Full description at Econpapers || Download paper

2020The effect of short-sale restrictions on the information transmission of extended index futures trading. (2020). Wang, Bo-Ting ; Yeh, Shih-Kuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300632.

Full description at Econpapers || Download paper

2020Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

Full description at Econpapers || Download paper

2019The bank-sovereign nexus: Evidence from a non-bailout episode. (2019). Santucci de Magistris, Paolo ; Caporin, Massimiliano ; Ravazzolo, Francesco ; Natvik, Gisle J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:181-196.

Full description at Econpapers || Download paper

2019Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165.

Full description at Econpapers || Download paper

2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

Full description at Econpapers || Download paper

2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

Full description at Econpapers || Download paper

2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

Full description at Econpapers || Download paper

2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

Full description at Econpapers || Download paper

2019Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146.

Full description at Econpapers || Download paper

2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

Full description at Econpapers || Download paper

2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

Full description at Econpapers || Download paper

2020Collateral haircuts and bond yields in the European government bond markets. (2020). Nguyen, Minh. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301113.

Full description at Econpapers || Download paper

2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

Full description at Econpapers || Download paper

2019An analysis of over-the-counter and centralized stock lending markets. (2019). Prado, Melissa Porras ; Huszar, Zsuzsa R. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:31-53.

Full description at Econpapers || Download paper

2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

Full description at Econpapers || Download paper

2020Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd . In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795.

Full description at Econpapers || Download paper

2019Short-sale constraints and stock price informativeness. (2019). Hoseinzade, Saeid ; Ebrahimnejad, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:28-34.

Full description at Econpapers || Download paper

2019What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2019). Pliszka, Kamil ; Foos, Daniel ; Dombret, Andreas R ; Schulz, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:152-183.

Full description at Econpapers || Download paper

2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

Full description at Econpapers || Download paper

2020Macro disagreement and international options markets. (2020). Xiong, Xiong ; Theocharides, George ; Lu, Lei ; Li, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300718.

Full description at Econpapers || Download paper

2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

Full description at Econpapers || Download paper

2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

Full description at Econpapers || Download paper

2019Put-call parity violations and return predictability: Evidence from the 2008 short sale ban. (2019). Rompolis, Leonidas S ; Nishiotis, George P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:276-297.

Full description at Econpapers || Download paper

2019Sentiment spillover effects for US and European companies. (2019). Audrino, Francesco ; Tetereva, Anastasija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:542-567.

Full description at Econpapers || Download paper

2020On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455.

Full description at Econpapers || Download paper

2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

Full description at Econpapers || Download paper

2019Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market. (2019). Ramchand, Latha ; Nayak, Subhankar ; Kalimipalli, Madhu ; Huang, Alan G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:202-221.

Full description at Econpapers || Download paper

2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

Full description at Econpapers || Download paper

2020Potential pilot problems: Treatment spillovers in financial regulatory experiments. (2020). Boehmer, Ekkehart ; Zhang, Xiaoyan ; Jones, Charles M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:68-87.

Full description at Econpapers || Download paper

2020Is information risk priced? Evidence from abnormal idiosyncratic volatility. (2020). Yang, Yung Chiang ; Zhang, Chu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:528-554.

Full description at Econpapers || Download paper

2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

Full description at Econpapers || Download paper

2020The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?. (2020). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:637-658.

Full description at Econpapers || Download paper

2019Drivers of systemic risk: Do national and European perspectives differ?. (2019). Buch, Claudia M ; Tonzer, Lena ; Krause, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:160-176.

Full description at Econpapers || Download paper

2019Short sales constraints and stock returns: How do the regulations fare?. (2019). Bremer, Marc ; Kato, Hideaki Kiyoshi ; Rahim, Mostafa Saidur. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:54:y:2019:i:c:s0889158319300401.

Full description at Econpapers || Download paper

2019Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

Full description at Econpapers || Download paper

2019The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Ikizlerli, Deniz ; Anderson, Keith. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

Full description at Econpapers || Download paper

2019Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185.

Full description at Econpapers || Download paper

2019Financial distress, short sale constraints, and mispricing. (2019). Na, Haejung ; Lee, Inro ; Kim, Dongcheol. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:94-111.

Full description at Econpapers || Download paper

2019Liquidity and earnings in event studies: Does data granularity matter?. (2019). Michayluk, David ; Walsh, Kathleen ; Patel, Vinay ; Bohmann, Marc. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:118-131.

Full description at Econpapers || Download paper

2020Short selling and corporate tax avoidance: Insights from a financial constraint view. (2020). Tian, Gary Gang ; Ni, Xiaoran ; Luo, Jinbo . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20300019.

Full description at Econpapers || Download paper

2020Business sentiment and the cross-section of global equity returns. (2020). Zawadka, Dariusz ; Long, Huaigang ; Szyszka, Adam ; Zaremba, Adam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554.

Full description at Econpapers || Download paper

2020Price stabilization, short selling, and IPO secondary market liquidity. (2020). Braga-Alves, Marcus V ; Boulton, Thomas J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:278-291.

Full description at Econpapers || Download paper

2020Does the CEO elite education affect firm hedging policies?. (2020). Mefteh-Wali, Salma ; Clark, Ephraim ; Boubaker, Sabri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:340-354.

Full description at Econpapers || Download paper

2020Downside uncertainty shocks in the oil and gold markets. (2020). Xu, Yahua ; Byun, Suk Joon ; Roh, Tai-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:291-307.

Full description at Econpapers || Download paper

2020Liquidity risk and stock performance during the financial crisis. (2020). Dang, Tung ; Hue, Thi Minh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302831.

Full description at Econpapers || Download paper

2019What is the investment loss due to uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102648.

Full description at Econpapers || Download paper

2019Does Managerial Power Increase Selective Hedging? Evidence from the Oil and Gas Industry. (2019). Jankensgrd, Hkan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:71-:d:225345.

Full description at Econpapers || Download paper

2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

Full description at Econpapers || Download paper

2020Shaking Stability: COVID-19 Impact on the Visegrad Group Countries’ Financial Markets. (2020). Laputkova, Adriana ; Beneova, Irena ; Kotyza, Pavel ; Wielechowski, Micha ; Czech, Katarzyna. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6282-:d:394421.

Full description at Econpapers || Download paper

2020Investor strategies and Liquidity Premia in the European Green Bond market. (2020). Rannou, Yves ; Boutabba, Mohamed Amine. In: Post-Print. RePEc:hal:journl:hal-02544451.

Full description at Econpapers || Download paper

2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01984442.

Full description at Econpapers || Download paper

2019What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:138.

Full description at Econpapers || Download paper

2019Asset Pricing Implications of Short-Sale Constraints in Imperfectly Competitive Markets. (2019). Wang, Yajun ; Liu, Hong. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4422-4439.

Full description at Econpapers || Download paper

2020Managerial Biases and Debt Contract Design: The Case of Syndicated Loans. (2020). Streitz, Daniel ; Scheinert, Tobias ; Burg, Valentin ; Adam, Tim R. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:352-375.

Full description at Econpapers || Download paper

2020Managing Negative Celebrity Endorser Publicity: How Announcements of Firm (Non)Responses Affect Stock Returns. (2020). Raithel, Sascha ; Hock, Stefan J. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:3:p:1473-1495.

Full description at Econpapers || Download paper

2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data. (2019). Savona, Roberto ; Balduzzi, Pierluigi ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201903.

Full description at Econpapers || Download paper

2019Demystifying Yield Spread on Corporate Bonds Trades in India. (2019). Mukherjee, Kedar nath . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-09266-w.

Full description at Econpapers || Download paper

2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

Full description at Econpapers || Download paper

2020Option-implied information: What’s the vol surface got to do with it?. (2020). Walther, Simon ; Ulrich, Maxim. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:3:d:10.1007_s11147-020-09166-0.

Full description at Econpapers || Download paper

2019Public news announcements, short-sale restriction and informational efficiency. (2019). Choy, Siu Kai ; Zhang, Hua. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:1:d:10.1007_s11156-018-0707-8.

Full description at Econpapers || Download paper

2019Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases. (2019). Carcel, Hector ; Jurksas, Linas . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:60.

Full description at Econpapers || Download paper

2019The Effects of Short Selling on Financial Markets Volatilities. (2019). Baidoo, Kwaku Boafo. In: European Journal of Business Science and Technology. RePEc:men:journl:v:5:y:2019:i:2:p:218-228.

Full description at Econpapers || Download paper

2019What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: Working Papers. RePEc:ost:wpaper:383.

Full description at Econpapers || Download paper

2019Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads. (2019). Schwarz, Krista. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:3:p:557-597..

Full description at Econpapers || Download paper

2019Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru.. (2019). Humala, Alberto. In: Working Papers. RePEc:rbp:wpaper:2019-021.

Full description at Econpapers || Download paper

2019What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06.

Full description at Econpapers || Download paper

2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

Full description at Econpapers || Download paper

2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

Full description at Econpapers || Download paper

2019Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Rostom, Ahmed ; Nguyen, Duc Khuong. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

Full description at Econpapers || Download paper

2019An intertemporal capital asset pricing model under incomplete information and short sales. (2019). Zhang, Detao ; Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2909-9.

Full description at Econpapers || Download paper

2019Did long-memory of liquidity signal the European sovereign debt crisis?. (2019). Li, Youwei ; Yang, Y C ; Hamill, P A ; Sun, Z ; Vigne, S A. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2850-y.

Full description at Econpapers || Download paper

2020Managers’ research education, the use of FX derivatives and corporate speculation. (2020). Merkel, Matthias F ; Entrop, Oliver. In: Review of Managerial Science. RePEc:spr:rvmgts:v:14:y:2020:i:4:d:10.1007_s11846-018-0314-z.

Full description at Econpapers || Download paper

2020The network of firms implied by the news. (2020). Schwenkler, Gustavo ; Zheng, Hannan. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020108.

Full description at Econpapers || Download paper

2019Financially Constrained Firms: The Impact Of Managerial Optimism And Corporate Investment - The Case Of Greece. (2019). Stankeviien, Jelena ; Tsinani, Alexandra ; Maditinos, Dimitrios. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:12:y:2019:i:1:p:39-49.

Full description at Econpapers || Download paper

2019Trading Volume, Illiquidity and Commonalities in FX Markets. (2018). Santucci de Magistris, Paolo ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:23.

Full description at Econpapers || Download paper

2020Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets. (2020). Bohmann, Marc. In: PhD Thesis. RePEc:uts:finphd:1-2020.

Full description at Econpapers || Download paper

2019The impacts of public news announcements on intraday implied volatility dynamics. (2019). Ryu, Doojin ; Lee, Jieun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

Full description at Econpapers || Download paper

2020Uncertainty and the volatility forecasting power of option‐implied volatility. (2020). Jeon, Byoung Hyun ; Kim, Jun Sik ; Seo, Sung Won. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1109-1126.

Full description at Econpapers || Download paper

2019The Relative Effectiveness of Spot and Derivatives‐Based Intervention. (2019). Saborowski, Christian ; Nedeljkovic, Milan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:6:p:1455-1490.

Full description at Econpapers || Download paper

2019OTC discount. (2019). Schneider, Michael ; de Roure, Calebe ; Pelizzon, Loriana ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:422019.

Full description at Econpapers || Download paper

2020Foreign exchange rate exposure of companies under dynamic regret. (2020). Fuchs, Fabian U ; Entrop, Oliver. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4020.

Full description at Econpapers || Download paper

2020Macroeconomic determinants of foreign exchange rate exposure. (2020). Fuchs, Fabian U. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4220.

Full description at Econpapers || Download paper

2020Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market. (2020). Huang, Jingzhi ; Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:932-957.

Full description at Econpapers || Download paper

Works by Alessandro Beber:

YearTitleTypeCited
2013Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis In: Journal of Finance.
[Full Text][Citation analysis]		article146
2009Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2011Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2011) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2010Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2014Switching Risk Off: FX Correlations and Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2016Short-Selling Bans and Bank Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Short-Selling Bans and Bank Stability.(2017) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Short-Selling Bans and Bank Stability.(2020) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Short-selling bans and bank stability.(2018) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011Pricing Liquidity Risk with Heterogeneous Investment Horizons In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2013Distilling the Macroeconomic News Flow In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2015Distilling the macroeconomic news flow.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2013Distilling the Macroeconomic News Flow.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2013Economic Cycles and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Who times the foreign exchange market? Corporate speculation and CEO characteristics In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article31
2010Differences in beliefs and currency risk premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article47
2006The effect of macroeconomic news on beliefs and preferences: Evidence from the options market In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article36
2004The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market.(2004) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2003The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2005Order Submission Strategies and Information: Empirical Evidence from the NYSE In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper13
2006Resolving Macroeconomic Uncertainty in Stock and Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper37
2009Resolving Macroeconomic Uncertainty in Stock and Bond Markets.(2009) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2006Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper299
2009Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 299		article
2009Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 299		article
2010What Does Equity Sector Orderflow Tell Us about the Economy? In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
2011What Does Equity Sector Orderflow Tell Us About the Economy?.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2010When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions In: Review of Finance.
[Full Text][Citation analysis]		article27
2004Volatility and the Term Structure: Evidence from Interest Rate Derivatives In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2001Determinants of the implied volatility function on the Italian Stock Market In: LEM Papers Series.
[Full Text][Citation analysis]		paper6
2008Determinants of the implied volatility function on the Italian Stock Market..(2008) In: Alea Tech Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2008Introduzione allanalisi tecnica. In: Alea Tech Reports.
[Full Text][Citation analysis]		paper4
2008Il dibattito su dignità ed efficacia dellanalisi tecnica nelleconomia finanziaria. In: Alea Tech Reports.
[Full Text][Citation analysis]		paper8
2008Distribuzioni di probabilità implicite nei prezzi delle opzioni. In: Alea Tech Reports.
[Full Text][Citation analysis]		paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team