Alessandro Beber : Citation Profile


Are you Alessandro Beber?

City University

10

H index

11

i10 index

794

Citations

RESEARCH PRODUCTION:

10

Articles

25

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 41
   Journals where Alessandro Beber has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 6 (0.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe677
   Updated: 2022-05-14    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)

Arghyrou, Michael (14)

Kontonikas, Alexandros (14)

Trebesch, Christoph (11)

Guidolin, Massimo (10)

Pelizzon, Loriana (10)

Beetsma, Roel (9)

Girardi, Alessandro (9)

Bernales, Alejandro (8)

Mayordomo, Sergio (8)

Schumacher, Julian (7)

Cites to:

Bollerslev, Tim (10)

Diebold, Francis (8)

Ait-Sahalia, Yacine (8)

Pedersen, Lasse (7)

Andersen, Torben (7)

Reichlin, Lucrezia (6)

Stambaugh, Robert (6)

Evans, Martin (6)

Campbell, John (6)

Giannone, Domenico (6)

Verdelhan, Adrien (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 (2021 and 2020)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

2021Pricing 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

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Effect of foreign exchange intervention: The case of Korea. (2020). Kim, Youngmin ; Lee, Seojin. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:5:p:641-659.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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

2020Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Chinese equity index options market. (2020). , Eric ; Zhang, Jin E ; Yue, Tian. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119302341.

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

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.

Full description at Econpapers || Download paper

2020Once bitten twice shy? Evidence from the U.S. banking industry during the crash of the energy market. (2020). Karpovics, Mikhael ; Craig, Karen Ann ; Chen, Zhongdong. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303212.

Full description at Econpapers || Download paper

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.

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

2020Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets. (2020). Zhou, Shengjie ; Ye, Qing ; Zhang, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301939.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

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

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.

Full description at Econpapers || Download paper

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.

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

2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Short selling and corporate tax avoidance: Insights from a financial constraint view. (2020). Ni, Xiaoran ; Luo, Jinbo ; Tian, Gary Gang. 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). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554.

Full description at Econpapers || Download paper

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.

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). Clark, Ephraim ; Mefteh-Wali, Salma ; 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

2020Stock market liquidity, funding liquidity, financial crises and quantitative easing. (2020). Parikh, Bhavik ; Mishra, Ajay Kumar ; Spahr, Ronald W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:456-478.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

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

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]
article175
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: 175
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: 175
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: 175
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]
paper3
2017Short-Selling Bans and Bank Stability.(2017) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020Short-Selling Bans and Bank Stability.(2020) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Short-selling bans and bank stability.(2018) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Pricing Liquidity Risk with Heterogeneous Investment Horizons In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper13
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2013Distilling the Macroeconomic News Flow.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
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]
article36
2010Differences in beliefs and currency risk premiums In: Journal of Financial Economics.
[Full Text][Citation analysis]
article50
2006The effect of macroeconomic news on beliefs and preferences: Evidence from the options market In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article44
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: 44
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: 44
paper
2005Order Submission Strategies and Information: Empirical Evidence from the NYSE In: FAME Research Paper Series.
[Full Text][Citation analysis]
paper11
2006Resolving Macroeconomic Uncertainty in Stock and Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper40
2009Resolving Macroeconomic Uncertainty in Stock and Bond Markets.(2009) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
2006Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper335
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: 335
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: 335
article
2010What Does Equity Sector Orderflow Tell Us about the Economy? In: NBER Working Papers.
[Full Text][Citation analysis]
paper17
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: 17
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]
article34
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]
paper7
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: 7
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team