Working Papers

Below you can find a list of my working papers (or the pre-print version of published papers) available on SSRN or arXiv:

26 Investor behavior around targeted liquidity announcements Click here

25 A Very British State Capitalism: Variegation, Political Connections and Bailouts during the COVID-19 Crisis Click here

24 Natural Disasters and Economic Growth: The Role of Banking Market Structure Click here

23 Market Reaction to the Expected Loss Model in Banks Click here

22 Pandemic risk and diversification Click here

21 COVID-19 and Stock Market Volatility Click here

20 Do stress tests affect bank liquidity creation? Click here

19 Debtholder Monitoring Incentives and Bank Earnings Opacity Click here

18 Market Contestability and Payout Policy Click here

17 Does gender diversity in bank boards matter? Evidence from public bailouts Click here

16 How Should We Estimate Value-Relevance Models? Insights from European Data Click here

15 Market Reaction to Bank Liquidity Regulation Click here

14 The Real Effects of Banking Supervision: Evidence from Enforcement Actions Click here

13 Investor Reaction to IFRS for Financial Instruments in Europe: The Role of Firm-Specific Factors Click here

12 CEO Power, Government Monitoring, and Bank Dividends Click here

11 Long Memory and Multifractality: A Joint Test Click here

10 Can We Predict Dividend Cuts? Click here

9 Monitoring Matters: Debt Seniority, Market Discipline and Bank Conduct Click here

(Abstracted in Notre Dame Center for the Study of Financial Regulation Newsletter - Winter 2015)

8 Assessing the Value Relevance of Accounting Data after IFRS Introduction in Europe Click here

7 Pre-adoption market reaction to IFRS 9: A cross-country event-study Click here

6 Wealth Shocks, Credit-Supply Shocks, and Asset Allocation: Evidence from Household and Firm Portfolios Click here

5 Self-Affinity in Financial Asset Returns Click here

4 Moral Hazard, Dividends, and Risk in Banks Click here

3 Are European Equity Markets Efficient? New Evidence from Fractal Analysis Click here

2 Dividends and Risk in European Banks     Click here

1 Unifractality and Multifractality in the Italian Stock Market Click here