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Camillo Lento

Personal Details

First Name:Camillo
Middle Name:
Last Name:Lento
Suffix:
RePEc Short-ID:ple554
[This author has chosen not to make the email address public]

Affiliation

Faculty of Business Administration
Lakehead University

Thunder Bay, Canada
http://foba.lakeheadu.ca/

: (807) 343-8386
(807) 343-8443
955 Oliver Road, Thunder Bay, ON P7B 5E1
RePEc:edi:fblkhca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dragan Kukolj & Nikola Gradojevic & Camillo Lento, 2012. "Improving Non-Parametric Option Pricing during the Financial Crisis," Working Paper series 35_12, Rimini Centre for Economic Analysis.
  2. Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.

Articles

  1. Camillo Lento & Naqi Sayed & Merridee Bujaki, 2018. "Sex role socialization and perceptions of student academic dishonesty by male and female accounting faculty," Accounting Education, Taylor & Francis Journals, vol. 27(1), pages 1-26, January.
  2. Camillo Lento & Wing Him Yeung, 2017. "Earnings benchmarks, earnings management and future stock performance of Chinese listed companies reporting under ASBE-IFRS," Asian Review of Accounting, Emerald Group Publishing, vol. 25(4), pages 502-525, December.
  3. Camillo Lento & Julie Cotter & Irene Tutticci, 2016. "Does the market price the nature and extent of earnings management for firms that beat their earnings benchmark?," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 633-655, November.
  4. Camillo Lento & Naqi Sayed, 2015. "Do changes in gross margin percentage provide complementary information to revenue and earnings surprises?," Review of Accounting and Finance, Emerald Group Publishing, vol. 14(3), pages 239-261, August.
  5. Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  6. Jo†Anne Ryan & Camillo Lento & Naqi Sayed, 2012. "Unresolved Issues about the Proposed CPA Certification Program," Accounting Perspectives, John Wiley & Sons, vol. 11(2), pages 137-144, June.
  7. James Kozyra & Camillo Lento, 2011. "Filter rules: follow the trend or take the contrarian approach?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 235-237.
  8. James Kozyra & Camillo Lento, 2011. "Using VIX data to enhance technical trading signals," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1367-1370.
  9. Camillo Lento, 2010. "Thunder Bay Transportation: A Case of Business Valuation and Negotiation," Accounting Perspectives, John Wiley & Sons, vol. 9(4), pages 291-318, December.
  10. Camillo Lento, 2009. "Combined signal approach: evidence from the Asian-Pacific equity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(7), pages 749-753.
  11. C. Lento & N. Gradojevic & C. S. Wright, 2007. "Investment information content in Bollinger Bands?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 263-267.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Dragan Kukolj & Nikola Gradojevic & Camillo Lento, 2012. "Improving Non-Parametric Option Pricing during the Financial Crisis," Working Paper series 35_12, Rimini Centre for Economic Analysis.

    Cited by:

    1. Gradojevic Nikola, 2016. "Multi-criteria classification for pricing European options," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 123-139, April.

  2. Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.

    Cited by:

    1. Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market States," MPRA Paper 78989, University Library of Munich, Germany.
    2. Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015. "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 253-265.
    3. Han, Liyan & Xu, Yang & Yin, Libo, 2018. "Does investor attention matter? The attention-return relationships in FX markets," Economic Modelling, Elsevier, vol. 68(C), pages 644-660.
    4. Bouoiyour, Jamal & Selmi, Refk, 2015. "Is the Internet Search Driving Oil Market? A Revisit through Time-Frequency approaches," MPRA Paper 66214, University Library of Munich, Germany.
    5. Burak Sencer Atasoy & Timur Han Gür, 2016. "Does the Wagner’s Hypothesis Hold for China? Evidence from Static and Dynamic Analyses," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(1), pages 45-60, March.

Articles

  1. Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
    See citations under working paper version above.
  2. James Kozyra & Camillo Lento, 2011. "Filter rules: follow the trend or take the contrarian approach?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 235-237.

    Cited by:

    1. Gradojevic, Nikola & Gençay, Ramazan, 2013. "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 578-586.

  3. James Kozyra & Camillo Lento, 2011. "Using VIX data to enhance technical trading signals," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1367-1370.

    Cited by:

    1. Jadhao, Gaurav & Chandra, Abhijeet, 2017. "Application of VIX and entropy indicators for portfolio rotation strategies," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1367-1371.
    2. Nazarova Jekaterina, 2015. "Investment Planning in the Context of Business Cycle Volatility," Economics and Business, Sciendo, vol. 27(1), pages 53-57, August.
    3. Imlak Shaikh & Puja Padhi, 2014. "The forecasting performance of implied volatility index: evidence from India VIX," Economic Change and Restructuring, Springer, vol. 47(4), pages 251-274, November.

  4. C. Lento & N. Gradojevic & C. S. Wright, 2007. "Investment information content in Bollinger Bands?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 263-267.

    Cited by:

    1. Xiao-Xu Yan & Yuan-Biao Zhang & Xin-Kun Lv & Zi-Yu Li, 2017. "Improvement and Test of Stock Index Futures Trading Model Based on Bollinger Bands," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(1), pages 78-87, January.
    2. Lubnau, Thorben & Todorova, Neda, 2015. "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, vol. 51(C), pages 312-319.
    3. Kim man Lui & Terence T. L. Chong, 2013. "Do Technical Analysts Outperform Novice Traders: Experimental Evidence," Economics Bulletin, AccessEcon, vol. 33(4), pages 3080-3087.
    4. Camillo Lento, 2009. "Combined signal approach: evidence from the Asian-Pacific equity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(7), pages 749-753.
    5. Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015. "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 253-265.
    6. Lubnau, Thorben, 2014. "Spread trading strategies in the crude oil futures market," Discussion Papers 353, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    7. Strobel, Marcus & Auer, Benjamin R., 2018. "Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 168-184.
    8. Gerritsen, Dirk F., 2016. "Are chartists artists? The determinants and profitability of recommendations based on technical analysis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 179-196.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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-MST: Market Microstructure (1) 2012-06-25

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