Alessandro Beber : Citation Profile

Are you Alessandro Beber?

City University

10

H index

11

i10 index

927

Citations

RESEARCH PRODUCTION:

10

Articles

25

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 48
   Journals where Alessandro Beber has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 10 (1.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe677
   Updated: 2023-01-28    RAS profile: 2015-03-15    
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Relations with other researchers

Works with:

Pagano, Marco (3)

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 (16)

Kontonikas, Alexandros (14)

Arghyrou, Michael (14)

Pelizzon, Loriana (11)

Trebesch, Christoph (11)

Bernales, Alejandro (10)

Girardi, Alessandro (9)

Guidolin, Massimo (9)

Beetsma, Roel (9)

Mayordomo, Sergio (8)

Schumacher, Julian (8)

Cites to:

Bollerslev, Tim (11)

Diebold, Francis (9)

Evans, Martin (8)

Stambaugh, Robert (8)

Ait-Sahalia, Yacine (8)

Andersen, Torben (8)

Lebaron, Blake (7)

Verdelhan, Adrien (7)

Pedersen, Lasse (7)

Lustig, Hanno (6)

Campbell, John (6)

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
NBER Working Papers / National Bureau of Economic Research, Inc5
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 (2022 and 2021)

YearTitle of citing document
2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015.

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2022Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116.

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2021Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960.

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2022Clustering Coefficients in Weighted Undirected Multilayer Networks. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2105.14325.

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2021Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698.

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2022Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires. (2022). Ouazad, Amine. In: Papers. RePEc:arx:papers:2208.06930.

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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

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2022Sudden Yield Reversals and Financial Intermediation in Emerging Markets. (2022). Sarmiento, Miguel. In: Borradores de Economia. RePEc:bdr:borrec:1210.

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2021The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

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2021Do supervisory enforcement actions affect board composition?. (2021). Gallo, Angela ; Cotugno, Matteo ; Stefanelli, Valeria ; D'Amato, Antonio . In: Corporate Governance: An International Review. RePEc:bla:corgov:v:29:y:2021:i:1:p:22-44.

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2021CEO education and the ability to raise capital. (2021). Loukopoulos, Georgios ; Gounopoulos, Dimitrios. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:29:y:2021:i:1:p:67-99.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9150.

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2021The Contrarian Put. (2021). guimaraes, bernardo ; Giovannetti, Bruno ; Chague, Fernando. In: Discussion Papers. RePEc:cfm:wpaper:2106.

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2021The Macroeconomics of Financial Speculation. (2021). Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15733.

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2022Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24.

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2021Short sales restrictions and market quality: Evidence from Korea. (2021). Hahn, Jaehoon ; Eom, Yunsung ; Sohn, Wook. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000484.

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2021Implication of stigmatization on investors financial risk tolerance: The case of gay men. (2021). Wellman, Joseph D ; Beer, Francisca M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000575.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022Counteracting large-scale asset purchase program: The Bank of Japan’s ETF purchases and securities lending. (2022). Takahashi, Koji ; Shino, Junnosuke ; Maeda, Kou. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:563-576.

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2022Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420.

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2021What determines volatility smile in China?. (2021). Lin, Yan ; Xian, Aichuan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:326-335.

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2021Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2021Stock returns and carry trades. (2021). Qian, Zongxin ; Gang, Jianhua ; Chen, Zilin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001261.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2022Lessons from naïve diversification about the risk-reward trade-off. (2022). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001856.

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2021Sieve estimation of option-implied state price density. (2021). Qu, Zhongjun ; Lu, Junwen. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:88-112.

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2022Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220.

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2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2021The big picture: The industry effect of short interest. (2021). Wang, Kainan ; Liu, Chang ; Chung, Chune Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001010.

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2022Why do firm fundamentals predict returns? Evidence from short selling activity. (2022). Wu, Yuliang ; Mazouz, Khelifa. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002908.

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2022Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects. (2022). Rannou, Yves ; Boutabba, Mohamed Amine. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200045x.

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2022Impacts of sovereign risk premium on bank profitability: Evidence from euro area. (2022). Junttila, Juha ; Sang, Vo Cao. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000783.

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2022Trading restriction and the choice for derivatives. (2022). Liu, Xiaoquan ; Shi, Yining ; Ye, Wuyi ; Chen, Pengzhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000862.

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2021The 2020 European short-selling ban and the effects on market quality. (2021). Vendrasco, Marco ; Bessler, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317001.

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2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239.

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2022YOLO trading: Riding with the herd during the GameStop episode. (2022). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003603.

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2021The dynamics of short sales constraints and market quality: An experimental approach. (2021). Gousgounis, Eleni ; Cabrera, Juan . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300185.

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2021Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545.

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2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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2021The marketing–finance interface: A new integrative review of metrics, methods, and findings and an agenda for future research. (2021). Hanssens, Dominique M ; Srinivasan, Shuba ; Edeling, Alexander. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:38:y:2021:i:4:p:857-876.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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2022Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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2022Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not. (2022). Jimenez-Garces, Sonia ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000683.

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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2022Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

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2021Volatility forecasting in European government bond markets. (2021). Ozbekler, Ali Gencay ; Triantafyllou, Athanasios ; Kontonikas, Alexandros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1691-1709.

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2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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2021Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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2021The price of populism: Financial market outcomes of populist electoral success. (2021). Stöckl, Sebastian ; Rode, Martin ; Stockl, Sebastian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:51-83.

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2021Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

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2021To own or not to own: Stock loans around dividend payments. (2021). Fox, Corbin A ; Dixon, Peter N ; Kelley, Eric K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:539-559.

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2021Investment responses to tax policy under uncertainty. (2021). Albinowski, Maciej ; Guceri, Irem. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1147-1170.

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2021Spectral factor models. (2021). Tamoni, Andrea ; Lo, Andrew W ; Chaudhuri, Shomesh E ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:214-238.

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2021Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334.

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2021Emotions in macroeconomic news and their impact on the European bond market. (2021). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001236.

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2022Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021Is there a dark side of managerial ability? Evidence from the use of derivatives and firm risk in China. (2021). Cheung, Adrian ; Cheng, Lingsha. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:2:s1815566921000163.

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2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390.

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2021Explaining the risk premiums of life settlements. (2021). Wang, Jennifer L ; Tsai, Chenghsien Jason ; Peng, Jin-Lung ; Hsieh, Ming-Hua ; Kung, Ko-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000810.

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2022Muslim CEOs, risk-taking and firm performance. (2022). Hooy, Chee-Wooi ; Ooi, Chai-Aun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001135.

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2021Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States. (2021). Paimanova, Viktoria ; Aliano, Mauro ; Galloppo, Giuseppe ; Previati, Daniele Angelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:144-158.

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2021Housing price dynamics: The impact of stock market sentiment and the spillover effect. (2021). Osmer, Eric ; Zheng, Yao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:854-867.

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2021Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:280-297.

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2022Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102.

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2021The impact of global financial crisis on regulation S private debt market. (2021). Zhang, Zhou ; Yu, Xin ; Mittoo, Usha R ; Li, Yingqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:231-248.

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2021Flight to quality and implicit guarantee: Evidence from Chinese trust products. (2021). Sohn, Sungbin ; Park, Heungju. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:399-419.

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2021Policy uncertainty, the use of derivatives: Evidence from U.S. bank holdingcompanies (BHCs). (2021). Turunen-Red, Arja ; Altalafha, Sarah H ; Hassan, Kabir M ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000684.

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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709.

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2022CEO Education and Firm Performance: Evidence from Corporate Universities. (2022). Nguyen, Hai Long ; Fan, Pengda. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:4:p:145-:d:954425.

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2021Trading Frictions and the Post-Earnings-Announcement Drift. (2021). Theissen, Erik ; Palan, Stefan ; Fink, Josef. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-01.

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2021Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2021). Palan, Stefan ; Stckl, Thomas ; Merl, Robert. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-03.

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2022Arbitrage constraints and behaviour of volatility components: Evidence from a natural experiment. (2022). Jacob, Joshy ; Srivastava, Pranjal. In: IIMA Working Papers. RePEc:iim:iimawp:14685.

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2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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2021Informed Trading with a Short-Sale Prohibition. (2021). Lenkey, Stephen L. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1803-1824.

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2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217.

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2021Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model. (2021). Fiorelli, Cristiana ; Foglia, Matteo ; Cartone, Alfredo. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09483-5.

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2022Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?. (2022). Lagoa, Sergio C ; Leo, Emanuel R ; Bhimjee, Diptes P. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09547-8.

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2022Corporate bond yields and returns: a survey. (2022). Heck, Stephanie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00394-4.

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2022The Green Bond Premium: A Comparative Analysis. (2022). , Lauraserlenga ; Intonti, Mariantonietta ; de Leonardis, Matteo ; Ferri, Giovanni ; Serlenga, Laura. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc40.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:28954.

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2021External Balance Sheets and the COVID-19 Crisis. (2021). Juvenal, Luciana ; Hale, Galina. In: NBER Working Papers. RePEc:nbr:nberwo:29277.

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2021Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?. (2021). Dixon, Peter N. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:1:p:122-168..

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2022Macroeconomic Attention and Announcement Risk Premia. (2022). Sheng, Jinfei ; Martineau, Charles ; Fisher, Adlai . In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5057-5093..

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2021Trust Shocks, Financial Crises, and Money. (2021). Jia, Pengfei. In: MPRA Paper. RePEc:pra:mprapa:106343.

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2021In-kind financing during a pandemic: Trade credit and COVID-19. (2021). Gopalakrishnan, Balagopal ; Srivastava, Jagriti. In: MPRA Paper. RePEc:pra:mprapa:111433.

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2022Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data. (2022). Jha, Sumit Kumar ; Bhattacharya, Sharad Nath. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:2:p:251-272.

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2021The Arrival of Information and Price Adjustment Across Extreme Quantiles: Global Evidence. (2021). Tripathi, Abhinava. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:10:y:2021:i:1:p:7-19.

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2022Long term optimal investment with regime switching: inflation, information and short sales. (2022). Zhang, Detao ; Si, Kehan ; Hakim, Akeb ; Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03692-8.

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More than 100 citations found, this list is not complete...

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]		article191
2009Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2009) In: CEPR Discussion Papers.
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2011Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2011) In: CSEF Working Papers.
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2010Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 191		paper
2014Switching Risk Off: FX Correlations and Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2016Short-Selling Bans and Bank Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2017Short-Selling Bans and Bank Stability.(2017) In: EIEF Working Papers Series.
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This paper has another version. Agregated cites: 5		paper
2020Short-Selling Bans and Bank Stability.(2020) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 5		paper
2018Short-selling bans and bank stability.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 5		paper
2011Pricing Liquidity Risk with Heterogeneous Investment Horizons In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2013Distilling the Macroeconomic News Flow In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2015Distilling the macroeconomic news flow.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 10		article
2013Distilling the Macroeconomic News Flow.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10		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]		article43
2010Differences in beliefs and currency risk premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]		article54
2006The effect of macroeconomic news on beliefs and preferences: Evidence from the options market In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article54
2004The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market.(2004) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 54		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: 54		paper
2005Order Submission Strategies and Information: Empirical Evidence from the NYSE In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper16
2006Resolving Macroeconomic Uncertainty in Stock and Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2009Resolving Macroeconomic Uncertainty in Stock and Bond Markets.(2009) In: Review of Finance.
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This paper has another version. Agregated cites: 43		article
2006Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper403
2009Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 403		article
2009Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 403		article
2010What Does Equity Sector Orderflow Tell Us about the Economy? In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2011What Does Equity Sector Orderflow Tell Us About the Economy?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 26		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]		article39
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]		paper9
2008Determinants of the implied volatility function on the Italian Stock Market..(2008) In: Alea Tech Reports.
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This paper has another version. Agregated cites: 9		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]		paper4

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