IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Enrico Onali

This is information that was supplied by Enrico Onali in registering through RePEc. If you are Enrico Onali, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Enrico
Middle Name:
Last Name:Onali
RePEc Short-ID:pon70
[This author has chosen not to make the email address public]
Bangor, United Kingdom

: +44 (0) 1248 383648

Gwynedd LL57 2DG
RePEc:edi:sabanuk (more details at EDIRC)
Suzhou, China

: +86 (0)512 8816 1700
+86 (0)512 8816 1899
111 Ren'ai Road, Dushu Lake Higher Education Town, Suzhou Industrial Park, 215123
RePEc:edi:ibxjtcn (more details at EDIRC)
Birmingham, United Kingdom


Aston Triangle, Birmingham B4 7ET
RePEc:edi:bsastuk (more details at EDIRC)
in new window
  1. Thomas Kick & Enrico Onali & Benedikt Ruprecht & Klaus Schaeck, 2016. "How does the Eurozone crisis affect securities portfolios?," Working Papers CEB 16-022, ULB -- Universite Libre de Bruxelles.
  2. John Goddard & Enrico Onali, 2016. "Long memory and multifractality: A joint test," Papers 1601.00903,
  3. Onali, Enrico & Ginesti, Gianluca, 2015. "New Accounting Rules for Loan Loss Provisions in Europe: Much Ado about Nothing?," MPRA Paper 64266, University Library of Munich, Germany, revised 10 May 2015.
  4. Onali, Enrico & Ginesti, Gianluca, 2015. "Sins of Omission in Value Relevance Empirical Studies," MPRA Paper 64265, University Library of Munich, Germany.
  5. Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios," Discussion Papers 07/2014, Deutsche Bundesbank, Research Centre.
  6. Enrico Onali & John Goddard, 2014. "Are European equity markets efficient? New evidence from fractal analysis," Papers 1402.1440,
  7. John Goddard & Enrico Onali, 2014. "Self-affinity in financial asset returns," Papers 1401.7170,
  8. Enrico Onali, 2012. "Moral hazard, dividends, and risk in banks," Working Papers 12001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  9. Devalle, Alain & Magarini, Riccardo & Onali, Enrico, 2009. "Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe," MPRA Paper 56174, University Library of Munich, Germany, revised 08 Oct 2009.
  1. Onali, Enrico & Ginesti, Gianluca & Ballestra, Luca Vincenzo, 2017. "Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors," Finance Research Letters, Elsevier, vol. 21(C), pages 72-77.
  2. Onali, Enrico & Galiakhmetova, Ramilya & Molyneux, Philip & Torluccio, Giuseppe, 2016. "CEO power, government monitoring, and bank dividends," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 89-117.
  3. Goddard, John & Onali, Enrico, 2016. "Long memory and multifractality: A joint test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 288-294.
  4. Onali, Enrico, 2016. "Can we predict dividend cuts?," Economics Letters, Elsevier, vol. 146(C), pages 71-76.
  5. Enrico Onali, 2014. "Moral Hazard, Dividends, and Risk in Banks," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(1-2), pages 128-155, January.
  6. Goddard, John & Onali, Enrico, 2012. "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 1-11.
  7. Goddard, John & Onali, Enrico, 2012. "Short and long memory in stock returns data," Economics Letters, Elsevier, vol. 117(1), pages 253-255.
  8. Onali, Enrico & Goddard, John, 2011. "Are European equity markets efficient? New evidence from fractal analysis," International Review of Financial Analysis, Elsevier, vol. 20(2), pages 59-67, April.
  9. Onali, Enrico & Goddard, John, 2009. "Unifractality and multifractality in the Italian stock market," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 154-163, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2012-09-16 2014-03-30 2014-11-28 2015-05-16. Author is listed
  2. NEP-EEC: European Economics (3) 2014-03-30 2014-11-28 2016-06-09. Author is listed
  3. NEP-ECM: Econometrics (2) 2014-02-02 2016-01-18
  4. NEP-FMK: Financial Markets (2) 2014-02-02 2014-02-08
  5. NEP-CFN: Corporate Finance (1) 2012-09-16
  6. NEP-CTA: Contract Theory & Applications (1) 2012-09-16
  7. NEP-ETS: Econometric Time Series (1) 2016-01-18
  8. NEP-RMG: Risk Management (1) 2012-09-16

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Enrico Onali should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.