Pubblicazioni

Risk transmission, systemic fragility of banksâ interacting customers and credit worthiness assessment

2024 - FINANCE RESEARCH LETTERS

Cerqueti, Roy; Pampurini, Francesca; Quaranta, Anna Grazia; Storani, Saverio

Addressing Climate Challenges through ESG-Real Estate Investment Strategies: An Asset Allocation Perspective

2024 - FINANCE RESEARCH LETTERS

Biasin, Massimo; Delle Foglie, Andrea; Giacomini, Emanuela

Corporate net income smoothing: A variance decomposition approach

2024 - FINANCE RESEARCH LETTERS

Renzi, Antonio; Taragoni, Pietro; Vagnani, Gianluca

Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate

2024 - FINANCE RESEARCH LETTERS

Kumar Pandey, Dharen; Kumari, Vineeta; Palma, Alessia; Goodell, John W.

Commonality in volatility among green, brown, and sustainable energy indices

2024 - FINANCE RESEARCH LETTERS

Banerjee, A. K.; Sensoy, A.; Rahman, M. R.; Palma, A.

Is macroeconomic tail risk contagious to stock idiosyncratic risk?

2024 - FINANCE RESEARCH LETTERS

Yao, S.; Liu, Z.; Wang, C.; Palma, A.; Goodell, J. W.

Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors

2024 - FINANCE RESEARCH LETTERS

Yousaf, I.; Zeitun, R.; Ali, S.; Palma, A.

Short selling and firmsâ long-term stock return volatility: Evidence from Chinese concept stocks in Hong Kong

2024 - FINANCE RESEARCH LETTERS

Yang, Xiaoqi; Vagnani, Gianluca; Dong, Yan; Ji, Xu

Tradersâ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets

2023 - FINANCE RESEARCH LETTERS

Nappo, Giovanna; Marchetti, Fabio Massimo; Vagnani, Gianluca

Outward foreign direct greenfield investments and firms predicted long-term stock volatility levels and connectedness. Evidence from China

2023 - FINANCE RESEARCH LETTERS

Vagnani, Gianluca; Jinhuan, Tian; Dong, Yan

Stock market reactions and optimism bias in analystsâ earnings forecasts: An analysis of Chinaâs stock markets

2023 - FINANCE RESEARCH LETTERS

Ji, Xu; Dong, Yan; Vagnani, Gianluca; Yang, Xiaoqi

Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel-Hamas conflict

2023 - FINANCE RESEARCH LETTERS

Pandey, Dharen Kumar; Kumari, Vineeta; Palma, Alessia; Goodell, John W.

Better safe than sorry. Bank corporate governance, risk-taking, and performance

2021 - FINANCE RESEARCH LETTERS

Brogi, M.; Lagasio, V.

Cluster analysis of bank business models: The connection with performance, efficiency and risk

2021 - FINANCE RESEARCH LETTERS

Lagasio, Valentina; Quaranta, Anna Grazia

Fractal analysis of market (in)efficiency during the COVID-19

2020 - FINANCE RESEARCH LETTERS

Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto

Modelling stock market data in China: Crisis and Coronavirus

2020 - FINANCE RESEARCH LETTERS

Cristofaro, L.; Gil-Alana, L. A.; Chen, Z.; Wanke, P.

A risk-gain dominance maximization approach to enhanced index tracking

2019 - FINANCE RESEARCH LETTERS

Cesarone, Francesco; Lampariello, Lorenzo; Sagratella, Simone

Bank screening technologies and the founder effect. Evidence from European lending relationships

2017 - FINANCE RESEARCH LETTERS

Cucculelli, Marco; Peruzzi, Valentina