Working Papers

• G. Campisi, S. Muzzioli, F. Tramontana, Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach - DEMB Working Paper Series n.186. ISSN online: 2281-440X

• G. Campisi, B. De Baets, S. Muzzioli, A comparison of machine learning methods for predicting stock returns in the US market – DEMB Working Paper Series n.184. ISSN online: 2281-440X

• G. Campisi, S. Muzzioli, Fundamentalists heterogeneity and the role of the sentiment indicator – DEMB Working Paper Series n.167

• G. Campisi, S. Muzzioli, L. La Rocca, Assessing skewness in financial markets - DEMB Working Paper Series n.164

• G. Campisi, S. Muzzioli, Investor sentiment and trading behavior – DEMB Working Paper Series n.163

• L. Gambarelli, S. Muzzioli, (2019) “Risk asymmetry indices in Europe”, DEMB Working Paper n. 157.

• G. Campisi, S. Muzzioli, – Construction and properties of volatility indices for Austria, Finland and Spain -DEMB Working Paper Series n.156

• E. Elyasiani, L. Gambarelli, S. Muzzioli, (2018) “The properties of a skewness index and its relation with volatility and returns”, DEMB Working Paper n.133.

• E. Elyasiani, L. Gambarelli, S. Muzzioli, (2018) “The use of option prices in order to evaluate the skewness risk premium”, DEMB Working Paper n.132.