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Asset pricing

Market fragmentation, dissimulation, and the disclosure of insider trades, with Giovanni Cespa [WP]

Performance evaluation in competitive REE models, with José Marin [WP]

Which financial frictions? Parsing the evidence from the financial crisis of 2007-9, with Tobias Adrian and Hyun Song Shin, 2013, NBER Macroeconomics Annual 2012, Daron Acemoglu, Jonathan Parker and Michael Woodford, eds., 159-214. Coverage: [NBER Digest]

Environmental policy and speculation on markets for emission permits, with Marc Germain and Vincent van Steenberghe, 2012, Economica 79(313):152-182.

Information linkages and correlated trading, with Antonio Mele, 2010, Review of Financial Studies 23(1):203-246.

A portfolio-based evaluation of affine term structure models, with Andrea Beltratti, 2007, Annals of Operations Research 151(1):193-222.

Corporate Finance

Board connections and debt structure in family firms, with Mario Amore, Stefano Caselli and Guido Corbetta [WP]

Sovereign and corporate credit risk: Evidence from the Eurozone, with Mascia Bedendo, 2015, Journal of Corporate Finance 33:34-52.

Debt specialization, with Filippo Ippolito and Kai Li, 2013, Journal of Finance 68(5):2117-2141.

Leverage and pricing of debt in LBOs, with Filippo Ippolito and Hannes Wagner, 2012, Journal of Corporate Finance 18(1):124-137.

Law and Finance

The price of law: The case of the Eurozone collective action clauses, with Elena Carletti, Mitu Gulati and Steven Ongena [WP]

The puzzle of PDVSA bond prices, with Anna Gelpern and Mitu Gulati, 2017, Capital Markets Law Journal 12(1), 66-77.

Pricing contract terms in a crisis: Venezuelan bonds in 2016, with Elena Carletti, Mitu Gulati and Steven Ongena, 2016, Capital Markets Law Journal, 11(4):540-555. Coverage: [Financial Times]  [Bloomberg View

Evaluating the 2013 Euro CAC experiment, 2015, with Elena Carletti and Mitu Gulati in The new financial architecture in the Eurozone (Frankin Allen, Elena Carletti and Joanna Gray eds.), 123-139.

Miscellaneous (short papers)

Technology adoption: Hysteresis and absence of lock-in, with Filomena Garcia, 2016, Economics Letters 141:107-111.

Determinants of the cost of capital for privately financed hospital projects in the UK, with Stefano Gatti, Mark Hellowell and Veronica Vecchi, 2015, Health Policy 119(11):1442-1449.

Syndication and secondary loan sales, with Filippo Ippolito, 2011, Theoretical Economics Letters 1(3):81-87.


Last change 05/07/2017