Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Valentina Galvani"'
Autor:
Valentina Galvani, Matthew Ackman
Publikováno v:
Heliyon, Vol 7, Iss 3, Pp e06416- (2021)
This study investigates whether the liquidity of medium-sized and large caps has been differently affected by the Italian Financial Transaction Tax, among the firms subject to the tax. We evaluate changes in mean and median bid-ask spreads and Amihud
Externí odkaz:
https://doaj.org/article/d4a1b6fb65004ff7b936b3515cb813cb
Autor:
Valentina Galvani
Publikováno v:
Heliyon, Vol 6, Iss 9, Pp e04881- (2020)
Empirical and theoretical research concurs to show that style investing increases return correlations within assets that are classified into the same style. The theoretical model presented in this study addresses the question of how the correlation i
Externí odkaz:
https://doaj.org/article/f11a18cd64104a8fa90091c55c7d86f1
Autor:
Valentina Galvani, Lifang Li
Publikováno v:
The Quarterly Review of Economics and Finance. 89:135-148
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f532b25daa797e933b5032011a9bf6bd
https://doi.org/10.1016/j.qref.2023.02.007
https://doi.org/10.1016/j.qref.2023.02.007
Autor:
Matthew Ackman, Valentina Galvani
Publikováno v:
Heliyon
Heliyon, Vol 7, Iss 3, Pp e06416-(2021)
Heliyon, Vol 7, Iss 3, Pp e06416-(2021)
This study investigates whether the liquidity of medium-sized and large caps has been differently affected by the Italian Financial Transaction Tax, among the firms subject to the tax. We evaluate changes in mean and median bid-ask spreads and Amihud
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ddaa23e0fe54adc2067fa4af055e0419
http://europepmc.org/articles/PMC7970327
http://europepmc.org/articles/PMC7970327
Autor:
Lifang Li, Valentina Galvani
Publikováno v:
Journal of Banking & Finance. 89:249-265
We show that momentum profits for corporate bonds depend on the state of the market (UP/DOWN), as already documented for equities. Momentum gains exclusively follow UP periods. In contrast, DOWN markets herald momentum losses. Importantly, this study
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81a5f20175312e8b7c491bde882d620d
https://doi.org/10.1016/j.jbankfin.2018.02.007
https://doi.org/10.1016/j.jbankfin.2018.02.007
Publikováno v:
International Review of Economics & Finance. 51:174-192
Asynchronous and contemporaneous links between the values of individual stocks and bonds issued by the same firm offer indications on how firm-specific information streams between the stock and bond markets. We examine these links using a novel datab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::206dfd7f86dd52d744ac25ad9fa587ea
https://doi.org/10.1016/j.iref.2017.05.007
https://doi.org/10.1016/j.iref.2017.05.007
Autor:
Valentina Galvani
Publikováno v:
Finance Research Letters. 39:101606
This study examines the returns on the value-minus-growth strategy in the U.S. stock market, during episodes of flight to and from safety. The premium is substantial for flight-to-safety months, especially for small and medium-sized equities. There i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad8823d9c67bd1c37f90bea18a1bd1b9
https://doi.org/10.1016/j.frl.2020.101606
https://doi.org/10.1016/j.frl.2020.101606
Autor:
Stefano Gubellini, Valentina Galvani
Publikováno v:
Finance Research Letters. 10:142-150
The paper examines the relative importance of ten anomaly-based trading strategies. We employ Mean Variance spanning methodologies in a classical unconditional setting and a novel conditional setting. Fixed-weight optimal portfolios stemming from the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e985373b22712658c10b0923f6593f4a
https://doi.org/10.1016/j.frl.2013.05.005
https://doi.org/10.1016/j.frl.2013.05.005