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Publications

by members of

University College London (UCL) → Department of Economics → Centre for Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Angrisani, Marco & Cipriani, Marco & De Filippis, Roberta & Guarino, Antonio & Kendall, Ryan, 2025, "Trading by Professional Traders: An Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 20456, Jul.
  2. Guarino, Antonio & Jehiel, Philippe & Symons-Hicks, James, 2025, "Q-Learning and Algorithmic Market Making: Loss-free, Collusive, or Competitive Prices?," CEPR Discussion Papers, Centre for Economic Policy Research, number 20461, Jul.
  3. Guarino, Antonio & Wang, Gang & Yu, Yang, 2025, "Extrapolation and Rational Inattention: Evidence from Chinese Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 20533, Aug.

2023

  1. Angrisani, Marco & Cipriani, Marco & Guarino, Antonio & Kendall, Ryan & Ortiz de Zarate Pina, Julen, 2023, "Noncognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students," CEPR Discussion Papers, Centre for Economic Policy Research, number 17968, Mar.
  2. Angrisani, Marco & Cipriani, Marco & Guarino, Antonio, 2023, "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," CEPR Discussion Papers, Centre for Economic Policy Research, number 17983, Mar.
  3. Cavatorta, Elisa & Guarino, Antonio & Huck, Steffen, 2023, "Social Learning with Partial and Aggregate Information: Experimental Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 18461, Sep.

2022

  1. Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022, "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17238, Apr.
  2. Roberta de Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa, 2022, "Non-Bayesian updating in a social learning experiment," Post-Print, HAL, number halshs-03229978, Jan, DOI: 10.1016/j.jet.2021.105188.

2020

  1. Cipriani, Marco & Angrisani, Marco & Guarino, Antonio & Kendall, Ryan & Ortiz de Zarate Pina, Julen, 2020, "Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students," CEPR Discussion Papers, Centre for Economic Policy Research, number 15108, Jul.

2017

  1. Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa, 2017, "Updating ambiguous beliefs in a social learning experiment," CeMMAP working papers, Institute for Fiscal Studies, number 13/17, Mar, DOI: 10.1920/wp.cem.2017.1317.
  2. Marco Angrisani & Antonio Guarino & Philippe Jehiel & Toru Kitagawa, 2017, "Information redundancy neglect versus overconfidence: a social learning experiment," CeMMAP working papers, Institute for Fiscal Studies, number 32/17, Jun, DOI: 10.1920/wp.cem.2017.3217.

2016

  1. Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016, "Informational contagion in the laboratory," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1063, Apr.

2015

  1. Marco Cipriani & Antonio Guarino, 2015, "Herd Behavior in Financial Markets," Liberty Street Economics, Federal Reserve Bank of New York, number 20150309, Mar.

2012

  1. Marco Cipriani & Antonio Guarino, 2012, "Estimating a structural model of herd behavior in financial markets," Staff Reports, Federal Reserve Bank of New York, number 561.

2010

  1. Marco Cipriani & Antonio Guarino, 2010, "Herd Behavior and Contagion in Financial Markets," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-01, Jan.

2009

  1. Antonio Guarino & Philippe Jehie, 2009, "Social Learning with Coarse Inference," Levine's Working Paper Archive, David K. Levine, number 814577000000000292, Jul.
  2. Antonio Guarino & Philippe Jehiel, 2009, "Social Leanring with Course Inference," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0050, Jul.

2008

  1. Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008, "No-Trade in the Laboratory," CESifo Working Paper Series, CESifo, number 2436.
  2. Marco Cipriani & Antonio Guarino, 2008, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Working Papers, The George Washington University, Institute for International Economic Policy, number 2009-16, Jul.
  3. Antonio Guarino & Steffen Huck & Heike Harmgart, 2008, "When half the truth is better than the truth: A Theory of aggregate information cascades," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0046, Oct.

2007

  1. Cipriani, Marco & Guarino, Antonio, 2007, "Transaction costs and informational cascades in financial markets: Theory and experimental evidence," Working Paper Series, European Central Bank, number 736, Mar.

2005

  1. Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," Experimental, University Library of Munich, Germany, number 0502002, Feb.

2004

  1. Guarino, Antonio & Huck, Steffen & Jeitschko, Thomas D., 2004, "Can fear cause economic collapse? Insights from an experimental study
    [Kann Angst zu einem Wirtschaftszusammenbruch führen? Erkenntnisse aus einer experimentellen Studie]    ," Discussion Papers, Research Unit: Market Processes and Governance, WZB Berlin Social Science Center, number SP II 2004-05.

Journal articles

2026

  1. Angrisani, Marco & Cipriani, Marco & Guarino, Antonio & Kendall, Ryan & De Zarate Pina, Julen Ortiz, 2026, "Risk preferences at the time of COVID-19: An experiment with professional traders and students," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101185.

2025

  1. Cripps, Martin & Guarino, Antonio & Skreta, Vasiliki, 2025, "An issue dedicated to Konrad Mierendorff: Introduction," European Economic Review, Elsevier, volume 175, issue C, DOI: 10.1016/j.euroecorev.2025.105001.
  2. Choi, Syngjoo & Cipriani, Marco & Guarino, Antonio & Kariv, Shachar, 2025, "Douglas Gale’s contribution to social learning, decision under risk and uncertainty, monotone games and networks," Journal of Financial Intermediation, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfi.2025.101141.
  3. Melo-Vega-Angeles, Oscar & Chuquillanqui-Lichardo, Bryan, 2025, "From uncertainty to adjustment: the influence of the 2023 Israel–Hamas War on Latin American Stock Market Volatility," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108131.

2024

  1. Cavatorta, Elisa & Guarino, Antonio & Huck, Steffen, 2024, "Social learning with partial and aggregate information: Experimental evidence," Games and Economic Behavior, Elsevier, volume 146, issue C, pages 292-307, DOI: 10.1016/j.geb.2024.05.005.
  2. Marco Angrisani & Marco Cipriani & Antonio Guarino & Ryan Kendall & Julen Zarate-Pina, 2024, "Non-Cognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 1-37, June, DOI: 10.1142/S2010139224400032.

2023

  1. Oscar Melo-Vega-Angeles & Bryan Chuquillanqui-Lichardo, 2023, "The Impact of COVID-19 on the Volatility of Copper Futures," Economies, MDPI, volume 11, issue 7, pages 1-15, July.

2022

  1. De Filippis, Roberta & Guarino, Antonio & Jehiel, Philippe & Kitagawa, Toru, 2022, "Non-Bayesian updating in a social learning experiment," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105188.
  2. Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022, "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1044-1072, DOI: 10.1016/j.jfineco.2022.04.007.

2021

  1. Marco Angrisani & Antonio Guarino & Philippe Jehiel & Toru Kitagawa, 2021, "Information Redundancy Neglect versus Overconfidence: A Social Learning Experiment," American Economic Journal: Microeconomics, American Economic Association, volume 13, issue 3, pages 163-197, August, DOI: 10.1257/mic.20180394.

2018

  1. Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018, "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, volume 22, issue 3, pages 877-904.

2014

  1. Marco Cipriani & Antonio Guarino, 2014, "Estimating a Structural Model of Herd Behavior in Financial Markets," American Economic Review, American Economic Association, volume 104, issue 1, pages 224-251, January.

2013

  1. Antonio Guarino & Philippe Jehiel, 2013, "Social Learning with Coarse Inference," American Economic Journal: Microeconomics, American Economic Association, volume 5, issue 1, pages 147-174, February.
  2. Cipriani, Marco & Gardenal, Gloria & Guarino, Antonio, 2013, "Financial contagion in the laboratory: The cross-market rebalancing channel," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4310-4326, DOI: 10.1016/j.jbankfin.2013.06.005.

2012

  1. Marco Cipriani & Riccardo Costantini & Antonio Guarino, 2012, "A Bayesian approach to experimental analysis: trading in a laboratory financial market," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 2, pages 175-191, September, DOI: 10.1007/s10058-012-0124-8.

2011

  1. Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011, "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, volume 11, issue 1, pages 1-58, April, DOI: 10.2202/1935-1704.1745.
  2. Guarino, Antonio & Harmgart, Heike & Huck, Steffen, 2011, "Aggregate information cascades," Games and Economic Behavior, Elsevier, volume 73, issue 1, pages 167-185, September.

2010

  1. Antonio Guarino & Antonella Ianni, 2010, "Bayesian Social Learning with Local Interactions," Games, MDPI, volume 1, issue 4, pages 1-21, October.

2009

  1. Marco Cipriani & Antonio Guarino, 2009, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, volume 7, issue 1, pages 206-233, March.

2008

  1. Cipriani Marco & Guarino Antonio, 2008, "Herd Behavior and Contagion in Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-56, October, DOI: 10.2202/1935-1704.1390.
  2. Cipriani, Marco & Guarino, Antonio, 2008, "Transaction costs and informational cascades in financial markets," Journal of Economic Behavior & Organization, Elsevier, volume 68, issue 3-4, pages 581-592, December.

2006

  1. Guarino, Antonio & Huck, Steffen & Jeitschko, Thomas D., 2006, "Averting economic collapse and the solipsism bias," Games and Economic Behavior, Elsevier, volume 57, issue 2, pages 264-285, November.

2005

  1. Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," American Economic Review, American Economic Association, volume 95, issue 5, pages 1427-1443, December.
  2. Marco Cipriani & Antonio Guarino, 2005, "Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 315-321, 04/05.

2003

  1. A. Guarino & M. Iacopetta, 2003, "A Conversation with Will Baumol on Capitalism, lnnovation and Growth," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 111, issue 1, pages 3-15.

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