IDEAS home Printed from https://ideas.repec.org/d/isusich.html
 

Publications

by members of

Istituto di Finanza
Facoltá di scienze economiche
Universitá della Svizzera Italiana (USI)
Lugano, Switzerland

(Institute of Finance, Faculty of Economics, University of Lugano)

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 | Chapters |

Working papers

2021

  1. Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov, 2021. "Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency," Swiss Finance Institute Research Paper Series 21-21, Swiss Finance Institute.
  2. Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021. "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series 21-30, Swiss Finance Institute.

2020

  1. Francois Degeorge & Giuseppe Pratobevera, 2020. "Nepotism in IPOs: consequences for issuers and investors," Swiss Finance Institute Research Paper Series 20-68, Swiss Finance Institute.
  2. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.

2019

  1. Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2019. "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Swiss Finance Institute Research Paper Series 19-52, Swiss Finance Institute.
  2. Andrea Berardi & Alberto Plazzi, 2019. "Dissecting the Yield Curve: The International Evidence," Swiss Finance Institute Research Paper Series 19-73, Swiss Finance Institute.

2018

  1. Andrea Berardi & Alberto Plazzi, 2018. "Inflation Risk Premia, Yield Volatility and Macro Factors," Swiss Finance Institute Research Paper Series 18-13, Swiss Finance Institute, revised Mar 2018.

2017

  1. Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2017. "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Swiss Finance Institute Research Paper Series 17-53, Swiss Finance Institute.
  2. Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi, 2017. "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series 17-47, Swiss Finance Institute.

2016

  1. Romain Boulland & François Degeorge & Edith Ginglinger, 2016. "News Dissemination and Investor Attention," Post-Print halshs-01316170, HAL.
  2. Priyank Gandhi & Patrick Christian Kiefer & Alberto Plazzi, 2016. "A False Sense of Security: Why U.S. Banks Diversify and Does it Help?," Swiss Finance Institute Research Paper Series 16-43, Swiss Finance Institute.
  3. Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi, 2016. "Birds of a Feather – Do Hedge Fund Managers Flock Together?," Swiss Finance Institute Research Paper Series 16-10, Swiss Finance Institute, revised Jul 2020.
  4. Gandhi, Priyank & Lustig, Hanno & Plazzi, Alberto, 2016. "Equity Is Cheap for Large Financial Institutions: The International Evidence," Research Papers 3454, Stanford University, Graduate School of Business.
  5. Alberto Plazzi & Walter N. Torous, 2016. "Does Corporate Governance Matter? Evidence from the AGR Governance Rating," Swiss Finance Institute Research Paper Series 16-54, Swiss Finance Institute.

2013

  1. Francois Degeorge & Jens Martin & Ludovic Phalippou, 2013. "On Secondary Buyouts," Swiss Finance Institute Research Paper Series 13-48, Swiss Finance Institute, revised Feb 2015.
  2. Francois Degeorge & François Derrien & Ambrus Kecskes & Sebastien Michenaud, 2013. "Do Analysts' Preferences Affect Corporate Policies?," Swiss Finance Institute Research Paper Series 13-22, Swiss Finance Institute.
  3. Efe Cotelioglu & Francesco A. Franzoni & Alberto Plazzi, 2013. "What Constrains Liquidity Provision? Evidence From Hedge Fund Trades," Swiss Finance Institute Research Paper Series 13-10, Swiss Finance Institute.

2012

  1. François Derrien & François Degeorge, 2012. "Analyst Following, Underwriting Relationships and the Stock Price Performance of Initial Public Offerings," Working Papers hal-00696601, HAL.
  2. Hervé Stolowy & Yuan Ding & Thomas Jeanjean & François Degeorge, 2012. "Analyst coverage, earnings management and financial development: An international study," Post-Print hal-00765628, HAL.
  3. Romain Boulland & François Degeorge & Edith Ginglinger, 2012. "Targeted Communication and Investor Attention," Post-Print hal-01637669, HAL.

2011

  1. Hervé Stolowy & Veronique Nguyen & François Degeorge & Antoine Hyafil & Michel Lebas & François Lenglart & Raymond Maeder & Bernard Marois & Jean-Pierre Nioche & Dang Pham & Georges Trepo, 2011. "Corporate Governance : une synthèse de la littérature," Working Papers hal-00600254, HAL.
  2. Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011. "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series 11-07, Swiss Finance Institute.
  3. Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011. "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series 11-06, Swiss Finance Institute.

2008

  1. François DEGEORGE & François DERRIEN & Kent L. WOMACK, 2008. "Auctioned IPOs: The U.S. Evidence," Swiss Finance Institute Research Paper Series 08-38, Swiss Finance Institute.

2007

  1. Boaz Moselle & François Degeorge & Richard Zeckhauser, 2007. "Conspicuous Conservatism In Risk Choice," Swiss Finance Institute Research Paper Series 07-15, Swiss Finance Institute.
  2. François Derrien & François Degeorge & K. Womack, 2007. "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," Post-Print hal-00480839, HAL.

2006

  1. Francois Degeorge & Ernst Maug, 2006. "Corporate Finance in Europe: A Survey," Swiss Finance Institute Research Paper Series 06-17, Swiss Finance Institute.
  2. Thomas Jeanjean & Yuan Ding & Hervé Stolowy & François Degeorge, 2006. "Do Financial Analysts Curb Earnings Management ? International Evidence," Post-Print halshs-00121074, HAL.

2005

  1. DEGEORGE, François & DING, Yuan & JEANJEAN, Thomas & STOLOWY, Hervé, 2005. "Does Analyst Following Curb Earnings Management?," HEC Research Papers Series 810, HEC Paris.
  2. François Degeorge & Yuan Ding & Thomas Jeanjean & Hervé Stolowy, 2005. "Does Analyst Following Curb Earnings Management? International Evidence," Working Papers hal-00584703, HAL.

2004

  1. Degeorge, François & Derrien, Francois & Womack, Kent L, 2004. "Quid Pro Quo in IPOs: Why Book-Building is Dominating Auctions," CEPR Discussion Papers 4462, C.E.P.R. Discussion Papers.
  2. Plazzi, Alberto & Torous, Walt & Valkanov, Rossen, 2004. "13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate," University of California at Los Angeles, Anderson Graduate School of Management qt8c68m5tk, Anderson Graduate School of Management, UCLA.

2001

  1. Sylvie Chalayer Rouchon & François Degeorge & Anne-Laure Le Nadant, 2001. "Objectifs de la gestion des résultats comptables et marchés financiers," Post-Print halshs-00522981, HAL.
  2. François Degeorge & François Derrien, 2001. "Les déterminants de la performance à long terme des introductions en bourse : le cas français," Post-Print hal-00480224, HAL.

2000

  1. Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers 7683, National Bureau of Economic Research, Inc.

1998

  1. Degeorge, François & Patel, U & Zeckhauser, Richard, 1998. "Earnings Management to Exceed Thresholds," CEPR Discussion Papers 1790, C.E.P.R. Discussion Papers.

1997

  1. François Degeorge & B. Moselle & R.J. Zeckhauser, 1997. "Strategic Choice of Earnings Risk: Reducing and Increasing Noise in the signal of Firms Quality," Working Papers hal-00605605, HAL.

1996

  1. Degeorge, François & Moselle, Boaz & Zeckhauser, Richard, 1996. "Hedging and Gambling: Corporate Risk Choice when Informing the Market," CEPR Discussion Papers 1520, C.E.P.R. Discussion Papers.
  2. François Degeorge & J. Patel & R.J. Zeckhauser, 1996. "Earnings Manipulation, I: the role of thresholds," Working Papers hal-00606076, HAL.

1995

  1. François Degeorge & Boaz Moselle & Richard Zeckhauser, 1995. "Hedging and Shooting: Corporate Risk Choice When Informing the Market," Working Papers hal-00607600, HAL.

1994

  1. François Degeorge, 1994. "Fad Behavior in Initial Public Offering: Evidence from IPOs Issued Before and After the Stock Market Crash," Working Papers hal-00607986, HAL.

1993

  1. François Degeorge, 1993. "Can underwriter price support explain high first-day IPO returns ?," Working Papers hal-00610770, HAL.

1991

  1. Francois Degeorge & Richard Zeckhauser, 1991. "Information Handling and Firm Performance: Evidence from Reverse LBOs," NBER Working Papers 3798, National Bureau of Economic Research, Inc.

Journal articles

2020

  1. Priyank Gandhi & Hanno Lustig & Alberto Plazzi, 2020. "Equity Is Cheap for Large Financial Institutions," Review of Financial Studies, Society for Financial Studies, vol. 33(9), pages 4231-4271.

2019

  1. Andrea Berardi & Alberto Plazzi, 2019. "Inflation Risk Premia, Yield Volatility, and Macro Factors," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(3), pages 397-431.
  2. Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2019. "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Management Science, INFORMS, vol. 65(11), pages 5268-5289, November.
  3. Eric Ghysels & Alberto Plazzi & Rossen Valkanov & Antonio Rubia & Asad Dossani, 2019. "Direct Versus Iterated Multiperiod Volatility Forecasts," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 173-195, December.

2017

  1. Romain Boulland & François Degeorge & Edith Ginglinger, 2017. "News Dissemination and Investor Attention," Review of Finance, European Finance Association, vol. 21(2), pages 761-791.

2016

  1. Degeorge, Francois & Martin, Jens & Phalippou, Ludovic, 2016. "On secondary buyouts," Journal of Financial Economics, Elsevier, vol. 120(1), pages 124-145.
  2. Eric Ghysels & Alberto Plazzi & Rossen Valkanov, 2016. "Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry," Journal of Finance, American Finance Association, vol. 71(5), pages 2145-2192, October.

2010

  1. Degeorge, François & Derrien, François & Womack, Kent L., 2010. "Auctioned IPOs: The US evidence," Journal of Financial Economics, Elsevier, vol. 98(2), pages 177-194, November.
  2. Alberto Plazzi & Walter Torous & Rossen Valkanov, 2010. "Expected Returns and Expected Growth in Rents of Commercial Real Estate," Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3469-3519.

2008

  1. Alberto Plazzi & Walter Torous & Rossen Valkanov, 2008. "The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(3), pages 403-439, September.

2007

  1. Boaz Moselle & François Degeorge & Richard Zeckhauser, 2007. "Conspicuous conservatism in risk choice," Journal of Risk and Uncertainty, Springer, vol. 35(1), pages 1-16, August.
  2. Francois Degeorge & Francois Derrien & Kent L. Womack, 2007. "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1021-1058.
  3. Eric Ghysels & Alberto Plazzi & Rossen Valkanov, 2007. "Valuation in US Commercial Real Estate," European Financial Management, European Financial Management Association, vol. 13(3), pages 472-497, June.

2006

  1. Degeorge, Francois, 2006. "Corporate finance--Theory and practice," The International Journal of Accounting, Elsevier, vol. 41(3), pages 319-321.

2005

  1. François Degeorge, 2005. "Vers une analyse financière indépendante ?," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 221-227.
  2. François Degeorge & Patrick Roger, 2005. "Éditorial," Finance, Presses universitaires de Grenoble, vol. 26(2), pages 1-3.

2004

  1. Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004. "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, vol. 71(1), pages 169-202, January.
  2. FranÁois Degeorge & Boaz Moselle & Richard Zeckhauser, 2004. "The Ecology of Risk Taking," Journal of Risk and Uncertainty, Springer, vol. 28(3), pages 195-215, May.

1999

  1. Degeorge, Francois & Patel, Jayendu & Zeckhauser, Richard, 1999. "Earnings Management to Exceed Thresholds," The Journal of Business, University of Chicago Press, vol. 72(1), pages 1-33, January.

1998

  1. Mary Keegan & François Degeorge, 1998. "Corporate Governance Reports: Audit committees – a study in European corporate governance," Corporate Governance: An International Review, Wiley Blackwell, vol. 6(2), pages 116-118, April.

1993

  1. Degeorge, Francois & Zeckhauser, Richard, 1993. "The Reverse LBO Decision and Firm Performance: Theory and Evidence," Journal of Finance, American Finance Association, vol. 48(4), pages 1323-1348, September.

Chapters

2020

  1. Alberto Plazzi & Walter Torous & Umit Yilmaz, 2020. "What You See Is What You Get But Do Investors Reward Good Corporate Governance When They See It?," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance A Novel Approach, chapter 4, pages 73-98, World Scientific Publishing Co. Pte. Ltd..

2013

  1. Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter, 2013. "Forecasting Real Estate Prices," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 509-580, Elsevier.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.