Alberto Plazzi : Citation Profile


Are you Alberto Plazzi?

Universitá della Svizzera Italiana (USI)

6

H index

5

i10 index

140

Citations

RESEARCH PRODUCTION:

5

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 9
   Journals where Alberto Plazzi has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 1 (0.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppl114
   Updated: 2020-03-30    RAS profile: 2020-03-04    
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Relations with other researchers


Works with:

Gandhi, Priyank (4)

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

Is cited by:

Engsted, Tom (11)

Pedersen, Thomas (11)

GUPTA, RANGAN (8)

Ling, David (7)

Leung, Charles (5)

Cenedese, Gino (5)

Mallucci, Enrico (5)

Plakandaras, Vasilios (4)

Papadimitriou, Theophilos (4)

Fabozzi, Frank (3)

Munk, Claus (3)

Cites to:

Campbell, John (29)

Shiller, Robert (19)

Case, Karl (10)

Stambaugh, Robert (9)

Valkanov, Rossen (8)

Bernanke, Ben (8)

French, Kenneth (7)

Mayer, Christopher (6)

Clapp, John (6)

Fama, Eugene (5)

Hamilton, James (5)

Main data


Where Alberto Plazzi has published?


Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute13

Recent works citing Alberto Plazzi (2019 and 2018)


YearTitle of citing document
2019Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2018An Empirical Investigation on the European Housing Market Prices. (2018). Bruzzo, Alessia ; Mazzoli, Marco. In: Review of Economics & Finance. RePEc:bap:journl:180203.

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2019The Value of Intermediation in the Stock Market. (2019). Franzoni, Francesco ; Egan, Mark ; di Maggio, Marco ; Dimaggio, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13936.

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2019Is tail risk the missing link between institutions and risk?. (2019). Ni, Wan ; Basu, Devraj ; Groslambert, Bertrand . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00266.

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2018Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2019Inflation risk premia and risk-adjusted expectations of inflation. (2019). Miccoli, Marcello ; Casiraghi, Marco. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:36-39.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach. (2019). Chen, Yongfei ; Shang, Yue ; Lei, Likun ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:341-351.

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2019Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

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2019Predictors and portfolios over the life cycle. (2019). Weiss, Farina ; Munk, Claus ; Kraft, Holger. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:1-27.

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2019A comprehensive appraisal of style-integration methods. (2019). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Miffre, Joelle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:134-150.

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2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

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2019How news and its context drive risk and returns around the world. (2019). Mamaysky, Harry ; Calomiris, Charles W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:299-336.

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2019Average skewness matters. (2019). Zhu, Xiaoneng ; Zhang, Qunzi ; Jondeau, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:29-47.

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2019Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:187-200.

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2019Return asymmetry and the cross section of stock returns. (2019). Li, Xiafei ; Chevapatrakul, Thanaset ; Xu, Zhongxiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:93-110.

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2018The vertical city: Rent gradients, spatial structure, and agglomeration economies. (2018). Liu, Crocker H ; Strange, William C ; Rosenthal, Stuart S. In: Journal of Urban Economics. RePEc:eee:juecon:v:106:y:2018:i:c:p:101-122.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2018Is wine a good choice for investment?. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:171-183.

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2019Negative house price co-movements and US recessions. (2019). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2019Earnings yield and predictability in the dry bulk shipping industry. (2019). Nomikos, Nikos K ; Moutzouris, Ioannis C. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:125:y:2019:i:c:p:140-159.

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2018Is size everything?. (2018). Sarkar, Asani ; Antill, Samuel. In: Staff Reports. RePEc:fip:fednsr:864.

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2017Who supplies liquidity, how and when?. (2017). Moinas, Sophie ; Biais, Bruno ; Declerck, Fany . In: IDEI Working Papers. RePEc:ide:wpaper:31762.

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2017Inflation Illusion, Expertise and Commercial Real Estate. (2017). Hardin, William G ; Wu, Zhonghua ; Jiang, Xiaoquan . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9587-7.

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2018The Anatomy of Public and Private Real Estate Return Premia. (2018). Kroencke, Tim ; Steininger, Bertram I ; Schindler, Felix. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9646-8.

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2018Pricing Extreme Attributes in Commercial Real Estate: the Case of Hotel Transactions. (2018). Das, Prashant ; Gallimore, Paul ; Smith, Patrick. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:2:d:10.1007_s11146-017-9621-4.

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2018What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach. (2018). Huang, Daisy J ; Tse, Chung-Yi ; Ka, Charles . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9647-7.

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2019Energy Factors, Leasing Structure and the Market Price of Office Buildings in the U.S.. (2019). Wallace, Nancy ; Stanton, Richard ; Jaffee, Dwight. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:3:d:10.1007_s11146-018-9676-x.

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2018How News and Its Context Drive Risk and Returns Around the World. (2018). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:24430.

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2019The Value of Intermediation in the Stock Market. (2019). Di Maggio, Marco ; Franzoni, Francesco ; Egan, Mark L ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:26147.

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2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S. In: Working Papers. RePEc:ofr:wpaper:17-07.

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2019The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks. (2019). Watugala, Sumudu ; Monin, Phillip ; Kruttli, Mathias . In: Working Papers. RePEc:ofr:wpaper:19-03.

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2017Who supplies liquidity, how and when?. (2017). Moinas, Sophie ; Biais, Bruno ; Declerck, Fany . In: TSE Working Papers. RePEc:tse:wpaper:31768.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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Works by Alberto Plazzi:


YearTitleTypeCited
2007Valuation in US Commercial Real Estate In: European Financial Management.
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article14
2016Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry In: Journal of Finance.
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article13
2008The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations In: Real Estate Economics.
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article10
200413-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2011Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals In: Swiss Finance Institute Research Paper Series.
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paper5
2011Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation In: Swiss Finance Institute Research Paper Series.
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paper4
2011Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation.(2011) In: Swiss Finance Institute Research Paper Series.
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paper
2013What Constrains Liquidity Provision? Evidence From Hedge Fund Trades In: Swiss Finance Institute Research Paper Series.
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paper6
2019What Constrains Liquidity Provision? Evidence From Hedge Fund Trades.(2019) In: CEPR Discussion Papers.
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paper
2016Birds of a Feather – Do Hedge Fund Managers Flock Together? In: Swiss Finance Institute Research Paper Series.
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paper0
2016Equity is Cheap for Large Financial Institutions: The International Evidence In: Swiss Finance Institute Research Paper Series.
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paper7
2016Equity Is Cheap for Large Financial Institutions: The International Evidence.(2016) In: Research Papers.
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paper
2016Equity is Cheap for Large Financial Institutions: The International Evidence.(2016) In: NBER Working Papers.
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paper
2016A False Sense of Security: Why U.S. Banks Diversify and Does it Help? In: Swiss Finance Institute Research Paper Series.
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paper0
2016Does Corporate Governance Matter? Evidence from the AGR Governance Rating In: Swiss Finance Institute Research Paper Series.
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paper0
2017Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets In: Swiss Finance Institute Research Paper Series.
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paper0
2017Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation In: Swiss Finance Institute Research Paper Series.
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2018Inflation Risk Premia, Yield Volatility and Macro Factors In: Swiss Finance Institute Research Paper Series.
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paper2
2019Inflation Risk Premia, Yield Volatility, and Macro Factors.(2019) In: Journal of Financial Econometrics.
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article
2019Mind the (Convergence) Gap: Bond Predictability Strikes Back! In: Swiss Finance Institute Research Paper Series.
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paper0
2019Dissecting the Yield Curve: The International Evidence In: Swiss Finance Institute Research Paper Series.
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2013Forecasting Real Estate Prices In: Handbook of Economic Forecasting.
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chapter37
2010Expected Returns and Expected Growth in Rents of Commercial Real Estate In: Review of Financial Studies.
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article42

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