Marco Petracco Giudici : Citation Profile


Are you Marco Petracco Giudici?

European Commission

3

H index

2

i10 index

51

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 7
   Journals where Marco Petracco Giudici has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 2 (3.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe995
   Updated: 2022-06-22    RAS profile: 2022-04-08    
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Relations with other researchers


Works with:

Maccaferri, Sara (3)

Rancan, Michela (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Petracco Giudici.

Is cited by:

Heynderickx, Wouter (3)

Bellia, Mario (2)

Gadea, María (2)

Arghyrou, Michael (2)

Maccaferri, Sara (2)

Schratzenstaller, Margit (2)

Fatica, Serena (1)

Vašíček, Bořek (1)

de Manuel, Mirzha (1)

Kontolemis, Zenon (1)

Hall, Joshua (1)

Cites to:

Cuba-Borda, Pablo (7)

Aruoba, S. Boragan (5)

Guerrieri, Luca (5)

Schorfheide, Frank (5)

Villalvazo, Sergio (5)

Iacoviello, Matteo (4)

ferroni, filippo (4)

Schoenmaker, Dirk (3)

Pfeiffer, Philipp (3)

Conlon, Thomas (3)

Di Girolamo, Francesca Erica (3)

Main data


Where Marco Petracco Giudici has published?


Working Papers Series with more than one paper published# docs
Working Papers / Joint Research Centre, European Commission3

Recent works citing Marco Petracco Giudici (2021 and 2020)


YearTitle of citing document
2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

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2020Bail-in regulation and stock market reaction. (2020). Fiordelisi, Franco ; Ricci, Ornella ; Previati, Daniele ; Minnucci, Federica. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304069.

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2021The impacts of investors sentiments on stock returns using fintech approaches. (2021). Wang, Wen-Hao ; Lee, Yen-Hsien ; Lu, Yang-Cheng ; Chung, Chien-Ping ; Fang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001885.

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2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821.

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2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

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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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2022Evaluation of European Deposit Insurance Scheme funding based on risk analysis. (2022). Urea, Antonio Partal ; Ruiz, Rafael Moreno ; Martinez, Eduardo Trigo ; Fernandez-Aguado, Pilar Gomez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:234-247.

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2021Textual sentiment of comments and collapse of P2P platforms: Evidence from Chinas P2P market. (2021). Gong, Xue ; Zhang, Weiguo ; Wang, Chao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000696.

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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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2021Banks’ Foreign Claims in the Aftermath of the 2008 Crisis: Institutional Response, Financial Efficiency, and Integration of Cross-Border Banking in the Euro Area. (2021). Warin, Thierry ; Stojkov, Aleksandar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:61-:d:491750.

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2021.

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2020Do CDS markets care about the G-SIB status?. (2020). Heynderickx, Wouter ; Bellia, Mario ; Schich, Sebastian ; Maccaferri, Sara. In: Working Papers. RePEc:jrs:wpaper:202002.

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2021Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market. (2021). Aggarwal, Navdeep. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09317-1.

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2021Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00967-4.

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2020Banki na progu upad?o?ci – refleksje nad post?powaniem. (2020). Stopczyski, Andrzej R. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:5:p:517-548.

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2020The Effects of Macroprudential Policy on Banks Profitability. (2020). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:514.

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2020Innovative deep matching algorithm for stock portfolio selection using deep stock profiles. (2020). Xu, Fang ; Zhu, Feida ; Rao, Yulei ; Guo, Ganggang. In: PLOS ONE. RePEc:plo:pone00:0241573.

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2020Textual Information and IPO Underpricing: A Machine Learning Approach. (2020). Leledakis, George ; Androutsopoulos, Ion ; Katsafados, Apostolos G ; Pyrgiotakis, Emmanouil G ; Fergadiotis, Manos ; Chalkidis, Ilias. In: MPRA Paper. RePEc:pra:mprapa:103813.

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2021How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2.

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2022Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133.

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2022Effects of the bank levy introduction on the interbank market. (2022). Puawska, Karolina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:844-864.

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Works by Marco Petracco Giudici:


YearTitleTypeCited
2016WALKING DOWN WALL STREET WITH A TABLET: A SURVEY OF STOCK MARKET PREDICTIONS USING THE WEB In: Journal of Economic Surveys.
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article19
2017Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out? In: Journal of Financial Stability.
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article16
2015Banking Stress Scenarios for Public Debt Projections In: European Economy - Economic Papers 2008 - 2015.
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paper1
2020The sovereign-bank nexus in the euro area: financial and real channel In: Quarterly Report on the Euro Area (QREA).
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article2
2016Drivers behind the changes in European banks’ capital ratios: a descriptive analysis In: Working Papers.
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paper1
2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL In: Working Papers.
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paper3
2021Has the Comprehensive Assessment made the European financial system more resilient? In: Working Papers.
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paper0
2016Reducing and sharing the burden of bank failures In: OECD Journal: Financial Market Trends.
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article2
2014Financial Activities Taxes, Bank Levies and Systemic Risk In: Taxation Papers.
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paper7

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