Giovanna Nicodano : Citation Profile


Are you Giovanna Nicodano?

Università degli Studi di Torino (47% share)
Università degli Studi di Torino (47% share)
Università degli Studi di Torino (6% share)

9

H index

9

i10 index

368

Citations

RESEARCH PRODUCTION:

17

Articles

42

Papers

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 12
   Journals where Giovanna Nicodano has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 24 (6.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni74
   Updated: 2019-10-21    RAS profile: 2019-07-28    
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Relations with other researchers


Works with:

Bagliano, Fabio (8)

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

Is cited by:

Da Rin, Marco (18)

Guidolin, Massimo (17)

Hellmann, Thomas (14)

Bottazzi, Laura (11)

Cespa, Giovanni (8)

Hyde, Stuart (6)

Bianchi, Daniele (6)

Bianchi, Daniele (6)

Муравьев, Александр (6)

Henrekson, Magnus (5)

luciano, elisa (5)

Cites to:

Campbell, John (36)

Guidolin, Massimo (27)

Viceira, Luis (26)

Laeven, Luc (22)

Huizinga, Harry (22)

Nicodème, Gaëtan (22)

Fugazza, Carolina (19)

merton, robert (13)

Timmermann, Allan (13)

Zingales, Luigi (11)

Shiller, Robert (10)

Main data


Where Giovanna Nicodano has published?


Journals with more than one article published# docs
Review of Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto11
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)7
Working papers / Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino5
Working Papers / Federal Reserve Bank of St. Louis5

Recent works citing Giovanna Nicodano (2019 and 2018)


YearTitle of citing document
2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2018Internal capital markets in Italian business groups: evidence from the financial crisis. (2018). Santioni, Raffaele ; Supino, Ilaria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_421_18.

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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2018Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18.

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2017Voluntary disclosure and strategic stock repurchases. (2017). Kumar, Praveen ; Sivaramakrishnan, K ; Oded, Jacob ; Langberg, Nisan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:207-230.

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2018Financial synergies and systemic risk in the organization of bank affiliates. (2018). luciano, elisa ; Wihlborg, Clas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:208-224.

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2018Zero leverage and the value in waiting to have debt. (2018). Lotfaliei, Babak. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:335-349.

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2018Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41.

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2018How should taxes be designed to encourage entrepreneurship?. (2018). Gordon, Roger. In: Journal of Public Economics. RePEc:eee:pubeco:v:166:y:2018:i:c:p:1-11.

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2017Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion. (2017). Prigent, Jean-Luc ; Barthélémy, Fabrice ; Mokrane, Mahdi ; Keenan, Donald ; Amedee-Manesme, Charles-Olivier. In: THEMA Working Papers. RePEc:ema:worpap:2017-20.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2018Groups, Pricing, and Cost of Debt: Evidence from Turkey. (2018). Kullu, Melih A ; Raymar, Steven. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:14-:d:136653.

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2018Schumpeterian Entrepreneurship in Europe Compared to Other Industrialized Regions. (2018). Henrekson, Magnus ; Sanandaji, Tino. In: Working Paper Series. RePEc:hhs:iuiwop:1170.

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2018Financial Literacy, Human Capital and Stock Market Participation in Europe. (2018). Spataro, Luca ; Thomas, Ashok. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:39:y:2018:i:4:d:10.1007_s10834-018-9576-5.

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2018Varieties of entrepreneurship: exploring the institutional foundations of different entrepreneurship types through ‘Varieties-of-Capitalism’ arguments. (2018). Elert, Niklas ; Herrmann, Andrea M ; Dilli, Selin. In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:2:d:10.1007_s11187-018-0002-z.

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2018Venture capital in Europe: social capital, formal institutions and mediation effects. (2018). Grilli, Luca ; Latifi, Gresa ; Mrkajic, Boris . In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:2:d:10.1007_s11187-018-0007-7.

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2019The dynamics of switching between governmental and independent venture capitalists: theory and evidence. (2019). Ughetto, Elisa ; Croce, Annalisa ; Abrardi, Laura. In: Small Business Economics. RePEc:kap:sbusec:v:53:y:2019:i:1:d:10.1007_s11187-018-0047-z.

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2019Individualism and Venture Capital: A Cross-Country Study. (2019). Volonte, Christophe ; Kind, Axel ; Gantenbein, Pascal. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1901.

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2017Assessing hedge fund performance with institutional constraints: evidence from CTA funds. (2017). Bilson, John ; Baek, Seungho ; John , ; Molyboga, Marat. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:7:d:10.1057_s41260-017-0053-8.

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2018On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets. (2018). Pa, Burak A ; Pinar, Mustafa. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2619-8.

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2018The variance risk premium and capital structure. (2018). Lotfaliei, Babak. In: ESRB Working Paper Series. RePEc:srk:srkwps:201870.

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2018Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model. (2018). Chakkalakal, Louis ; Li, Wenwei ; Hommel, Ulrich. In: Journal of Property Research. RePEc:taf:jpropr:v:35:y:2018:i:2:p:117-138.

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2018Capital gains taxation and funding for start-ups. (2018). Edwards, Alexander ; Todtenhaupt, Maximilian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18046.

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Works by Giovanna Nicodano:


YearTitleTypeCited
2015Equally Weighted vs. Long†Run Optimal Portfolios In: European Financial Management.
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article3
2001Insider Trading, Investment, and Liquidity: A Welfare Analysis In: Journal of Finance.
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article16
1999Insider Trading, Investment and Liquidity: A Welfare Analysis.(1999) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2009Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value In: Real Estate Economics.
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article9
2009Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value.(2009) In: CeRP Working Papers.
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This paper has another version. Agregated cites: 9
paper
2009Time and risk diversification in real estate investments: assessing the ex post economic value.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2006Should Insider Trading be Prohibited when Share Repurchases are Allowed? In: Carlo Alberto Notebooks.
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paper2
2008Should Insider Trading be Prohibited when Share Repurchases are Allowed?.(2008) In: Review of Finance.
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This paper has another version. Agregated cites: 2
article
20101/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus In: Carlo Alberto Notebooks.
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paper7
20101/N and long run optimal portfolios: results for mixed asset menus.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2010Ex Post Portfolio Performance with Predictable Skewness and Kurtosis In: Carlo Alberto Notebooks.
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paper0
2010International diversification and industry-related labor income risk In: Carlo Alberto Notebooks.
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paper5
2011International diversification and industry-related labor income risk.(2011) In: International Review of Economics & Finance.
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This paper has another version. Agregated cites: 5
article
2013Optimal life-cycle portfolios for heterogeneous workers In: Carlo Alberto Notebooks.
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paper3
2013Optimal life-cycle portfolios for heterogeneous workers.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2014Optimal Life-Cycle Portfolios for Heterogeneous Workers.(2014) In: Review of Finance.
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article
2012Optimal life-cycle portfolios for heterogeneous workers.(2012) In: Working papers.
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2012Default risk in business groups In: Carlo Alberto Notebooks.
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paper2
2015Complex organizations, tax policy and financial stability In: Carlo Alberto Notebooks.
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paper0
2016The Apparent Diversification Discount In: Carlo Alberto Notebooks.
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paper0
2019A Life-Cycle Model with Unemployment Traps In: Carlo Alberto Notebooks.
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paper0
2017A Life-Cycle Model with Unemployment Traps.(2017) In: Working papers.
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This paper has another version. Agregated cites: 0
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2008Ownership links, leverage and credit risk In: Carlo Alberto Notebooks.
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2010Intercorporate guarantees, leverage and taxes In: Carlo Alberto Notebooks.
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paper2
1999Insider Trading, Investment and Liquidity In: CEPR Discussion Papers.
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paper2
2004Privatization and Stock Market Liquidity In: CEPR Discussion Papers.
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paper36
2007Privatization and stock market liquidity.(2007) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 36
article
2004Privatization and Stock Market Liquidity.(2004) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 36
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1990Information Supply with a Linear Signalling Rule: A Note on Distorted Signals In: CEPR Financial Markets Paper.
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paper0
1992Corporate Information Sales and Market Liquidity: A Property Right Approach to Insider Trading In: CEPR Financial Markets Paper.
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paper0
2014A Reporting Standard for Defined Contribution Pension Plans In: CeRP Working Papers.
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2005Investing for the Long-Run in European Real Estate. Does Predictability Matter? In: CeRP Working Papers.
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2005Small Caps in International Equity Portfolios: The Effects of Variance Risk In: CeRP Working Papers.
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paper12
2007Small caps in international equity portfolios: the effects of variance risk.(2007) In: Working Papers.
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2009Small caps in international equity portfolios: the effects of variance risk.(2009) In: Annals of Finance.
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This paper has another version. Agregated cites: 12
article
2007International Diversification and Labor Income Risk In: CeRP Working Papers.
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paper1
2007Small Caps in International Diversified Portfolios In: CeRP Working Papers.
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paper0
2007Investing in Mixed Asset Portfolios: the Ex-Post Performance In: CeRP Working Papers.
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paper0
2005Public policy and the creation of active venture capital markets In: Working Paper Series.
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2006Public policy and the creation of active venture capital markets.(2006) In: Journal of Public Economics.
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This paper has another version. Agregated cites: 133
article
2004Public Policy and the Creation of Active Venture Capital Markets.(2004) In: Working Papers.
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2006Public policy and the creation of active venture capital markets.(2006) In: Other publications TiSEM.
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2006Pyramidal groups and debt In: European Economic Review.
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article34
2004Private benefits, block transaction premiums and ownership structure In: International Review of Financial Analysis.
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article24
1998Corporate groups, dual-class shares and the value of voting rights In: Journal of Banking & Finance.
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article30
2019A trade-off theory of ownership and capital structure In: Journal of Financial Economics.
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article0
2017A Trade-off Theory of Ownership and Capital Structure.(2017) In: Working papers.
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This paper has another version. Agregated cites: 0
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2019Life-cycle portfolios, unemployment and human capital loss In: Journal of Macroeconomics.
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2003Privatization and Financial Market Development: Theoretical Issues In: Working Papers.
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paper10
2006Investing for the long-run in European real estate In: Working Papers.
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paper25
2007Investing for the Long-run in European Real Estate.(2007) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 25
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2007Managing international portfolios with small capitalization stocks In: Working Papers.
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1989EQUILIBRIUM PUBLIC INFORMATION IN ASSET MARKETS. In: Princeton, Department of Economics - Financial Research Center.
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2015Ownership, Taxes and Default In: Working Papers.
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2014Guarantees, Leverage, and Taxes In: Review of Financial Studies.
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article7
2010A reply to Douglas Cummings Review Essay: ‘Public policy and the creation of active venture capital markets’ In: Venture Capital.
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2011Insider Trading, Traded Volume and Returns In: Working papers.
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2018Hedging Labor Income Risk over the Life-Cycle In: Working papers.
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2019Life-Cycle Portfolios, Unemployment and Human Capital Loss In: Working papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team