Citation profile for Giovanni Cespa

Giovanni Cespa : Citation Profile

City University (90% share)
Centro Studi di Economia e Finanza (CSEF) (5% share)
Centre for Economic Policy Research (CEPR) (5% share)

H index

i10 index

420

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 26
   Journals where Giovanni Cespa has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 28 (6.25 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce1
   Updated: 2024-01-16    RAS profile: 2021-05-18
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Relations with other researchers

Works with:

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

Is cited by:

Tribó, Josep (8)

Tirole, Jean (7)

Crifo, Patricia (6)

CAPELLE-BLANCARD, Gunther (6)

Havrylchyk, Olena (6)

Angeletos, George-Marios (5)

Pavan, Alessandro (5)

Benabou, Roland (5)

Nimark, Kristoffer (4)

Lorenzoni, Guido (4)

peress, joel (4)

Cites to:

Admati, Anat (25)

Vives, Xavier (25)

Foucault, Thierry (22)

Biais, Bruno (18)

Pagano, Marco (12)

Moinas, Sophie (12)

Subrahmanyam, Avanidhar (11)

Hellwig, Martin (11)

Vayanos, Dimitri (10)

He, Hua (10)

Main data

Where Giovanni Cespa has published?

Journals with more than one article published	# docs
Journal of Finance	2

Working Papers Series with more than one paper published	# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers	9
Post-Print / HAL	5
CESifo Working Paper Series / CESifo	4
Working Papers / Barcelona School of Economics	3
Working Papers / HAL	2

Recent works citing Giovanni Cespa (2024 and 2023)

Year	Title of citing document
2023	Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers \|\| Download paper
2023	Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106. Full description at Econpapers \|\| Download paper
2023	The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers \|\| Download paper
2023	Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109. Full description at Econpapers \|\| Download paper
2023	Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2023	Nonlinear market liquidity: An empirical examination. (2023). Uribe, Jorge ; Chuliá, Helena ; Mosquera-Lopez, Stephania ; Chulia, Helena. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000480. Full description at Econpapers \|\| Download paper
2023	Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers \|\| Download paper
2023	Fund flow-induced volatility and the cost of debt. (2023). Luo, Shikong ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002825. Full description at Econpapers \|\| Download paper
2023	Markets for financial innovation. (2023). Hachem, Kinda ; Babus, Ana. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s002205312300011x. Full description at Econpapers \|\| Download paper
2023	Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356. Full description at Econpapers \|\| Download paper
2023	Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers \|\| Download paper
2023	The intra-regional spillover effects of bond defaults: Evidence from the Chinese corporate debt market. (2023). Yang, Bowen ; Watson, John ; Huang, Yuqin ; Wang, Wenlong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001822. Full description at Econpapers \|\| Download paper
2023	How does corporate ESG performance affect stock liquidity? Evidence from China. (2023). Gao, Hao ; San, Ziyao ; Li, Tingting ; Wang, Kai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001531. Full description at Econpapers \|\| Download paper
2023	Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Do Lenders Value a Corporate Sustainability Structure?—Evidence from the Cost of Bank Loans. (2023). el Guengue, Hayat ; Mnasri, Mohamed ; Gueyie, Jean-Pierre ; Hmaittane, Abdelmajid. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4720-:d:1089875. Full description at Econpapers \|\| Download paper
2023	The Moderating Effect of a Golden Parachute on the Association between CSR and Firm Value: Does Gender-Driven Innovation Matter?. (2023). James, Kevin L ; Okafor, Winifred U ; Cho, Eunho ; Ujah, Nacasius U. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5483-:d:1102562. Full description at Econpapers \|\| Download paper
2023	Do LGBTQ-Supportive Corporate Policies Affect Consumer Behavior? Evidence from the Video Game Industry. (2023). Parshakov, Petr ; Naidenova, Iuliia ; Nesseler, Cornel ; Gomez-Gonzalez, Carlos. In: Journal of Business Ethics. RePEc:kap:jbuset:v:187:y:2023:i:3:d:10.1007_s10551-022-05137-7. Full description at Econpapers \|\| Download paper
2023	Impact of Managerial Entrenchment on Firm Performance. (2023). Waseem, Fareeha. In: OSF Preprints. RePEc:osf:osfxxx:hmuab. Full description at Econpapers \|\| Download paper
2023	Corporate social performance and the managerial labor market. (2023). Zhang, Ivy Xiying ; Lisic, Ling Lei ; Gao, Feng ; Dai, Xin. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:1:d:10.1007_s11142-021-09643-3. Full description at Econpapers \|\| Download paper
2023	Economic policy uncertainty and corporate donation: evidence from private firms in Korea. (2023). Song, Hakjoon ; Harjoto, Maretno ; Chun, Hongmin. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:3:d:10.1007_s11846-022-00550-8. Full description at Econpapers \|\| Download paper
2023	Corporate social responsibility and the alignment of CEO and shareholders wealth: Does a strong alignment induce or restrain CSR?. (2023). Han, Seung Hun ; Mun, Seongjae ; Kim, Hyeong Joon. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:2:p:720-741. Full description at Econpapers \|\| Download paper
2023	Real effects of social trust on firm performance during COVID?19. (2023). Athira, A ; Ramesh, Vishnu K. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:1:p:671-693. Full description at Econpapers \|\| Download paper

Works by Giovanni Cespa:

Year	Title	Type	Cited
2002	Stakeholder Activism, Managerial Entrenchment, and the Congruence of Interests between Shareholders and Stakeholders In: UFAE and IAE Working Papers. [Full Text][Citation analysis]	paper	6
2002	Stakeholder activism, managerial entrenchment and the congruence of interests between shareholders and stakeholders.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2004	Corporate Social Responsability and Managerial Entrenchment In: Working Papers. [Full Text][Citation analysis]	paper	188
2007	Corporate Social Responsibility and Managerial Entrenchment.(2007) In: Journal of Economics & Management Strategy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188	article
2004	Corporate Social Responsibility and Managerial Entrenchment.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188	paper
2007	Corporate Social Responsibility and Managerial Entrenchment.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188	paper
2003	A comparison of stock market mechanisms In: Working Papers. [Full Text][Citation analysis]	paper	4
2004	A Comparison of Stock Market Mechanisms.(2004) In: RAND Journal of Economics. [Citation analysis] This paper has nother version. Agregated cites: 4	article
2003	A Comparison of Stock Market Mechanism.(2003) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2003	A comparison of stock market mechanisms.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2003	Giffen Goods and Market Making In: Working Papers. [Full Text][Citation analysis]	paper	0
2003	Giffen Goods and Market Making.(2003) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2005	Giffen goods and market making.(2005) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2003	Giffen goods and market making.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2008	Information Sales and Insider Trading with Long?Lived Information In: Journal of Finance. [Full Text][Citation analysis]	article	13
2007	Information Sales and Insider Trading with Long-lived Information.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13	paper
2007	Information Sales and Insider Trading with Long-lived Information.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13	paper
2015	The Beauty Contest and Short-Term Trading In: Journal of Finance. [Full Text][Citation analysis]	article	34
2014	The Beauty Contest and Short-Term Trading.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34	paper
2009	Dynamic Trading and Asset Prices: Keynes vs. Hayek In: CESifo Working Paper Series. [Full Text][Citation analysis]	paper	44
2009	Dynamic Trading and Asset Prices: Keynes vs. Hayek.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44	paper
2007	Dynamic trading and asset prices: Keynes vs. Hayek.(2007) In: IESE Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44	paper
2012	Dynamic Trading and Asset Prices: Keynes vs. Hayek.(2012) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44	article
2008	Dynamic Trading and Asset Prices: Keynes vs. Hayek.(2008) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44	paper
2011	Expectations, Liquidity, and Short-term Trading In: CESifo Working Paper Series. [Full Text][Citation analysis]	paper	0
2011	Expectations, Liquidity, and Short-term Trading.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2016	Market Transparency and Fragility In: CESifo Working Paper Series. [Full Text][Citation analysis]	paper	2
2016	High Frequency Trading and Fragility.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2018	Exchange Competition, Entry, and Welfare In: CESifo Working Paper Series. [Full Text][Citation analysis]	paper	6
2018	Exchange Competition, Entry, and Welfare.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2016	Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	0
2004	Information Sales and Insider Trading In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	3
2008	Insiders-Outsiders, Transparency and the Value of the Ticker In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	5
2008	Insiders-outsiders, transparency and the value of the ticker.(2008) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2011	Insiders-Outsiders, Transparency and the Value of the Ticker.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5	paper
2008	Insiders-Outsiders, Transparency and the Value of the Ticker.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2008	Insiders-outsiders, transparency and the value of the ticker.(2008) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2011	Learning from Prices, Liquidity Spillovers, and Market Segmentation In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	20
2011	Learning from Prices, Liquidity Spillovers, and Market Segmentation.(2011) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20	paper
2011	Higher order expectations, illiquidity, and short-term trading In: IESE Research Papers. [Full Text][Citation analysis]	paper	1
2011	Higher Order Expectations, Illiquidity, and Short Term Trading.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2011	Higher Order Expectations, Illiquidity, and Short-term Trading.(2011) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2017	High Frequency Trading and Fragility In: IESE Research Papers. [Full Text][Citation analysis]	paper	0
2017	High frequency trading and fragility.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2002	Short-term investment and equilibrium multiplicity In: European Economic Review. [Full Text][Citation analysis]	article	5
2002	Short-term investment and equilibrium multiplicity.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2010	Dealer Attention, liquidity spillovers, and endogenous market segmentation In: Post-Print. [Citation analysis]	paper	0
2011	Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2011	Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2011	Dealer Attention, liquidity spillovers, and endogenous market segmentation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2014	Illiquidity Contagion and Liquidity Crashes In: Post-Print. [Citation analysis]	paper	74
2014	Illiquidity Contagion and Liquidity Crashes.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74	article
2012	Learning from prices, liquidity spillovers, and endogenous market segmentation In: Working Papers. [Citation analysis]	paper	0
2014	Sale of Price Information by Exchanges: Does It Promote Price Discovery? In: Management Science. [Full Text][Citation analysis]	article	9
2007	Information Sales and Insider Trading with Long-lived Information In: Working Papers. [Full Text][Citation analysis]	paper	1
2008	Insiders-Outsiders, Transparency and the Value of the Ticker In: Working Papers. [Full Text][Citation analysis]	paper	5
2002	Long run relationships and price rigidity In: Economics Working Papers. [Full Text][Citation analysis]	paper	0