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Camillo Lento

This is information that was supplied by Camillo Lento in registering through RePEc. If you are Camillo Lento, 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:Camillo
Middle Name:
Last Name:Lento
RePEc Short-ID:ple554
[This author has chosen not to make the email address public]
Thunder Bay, Canada

: (807) 343-8386
(807) 343-8443
955 Oliver Road, Thunder Bay, ON P7B 5E1
RePEc:edi:fblkhca (more details at EDIRC)
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  1. Dragan Kukolj & Nikola Gradojevic & Camillo Lento, 2012. "Improving Non-Parametric Option Pricing during the Financial Crisis," Working Paper Series 35_12, The 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, The Rimini Centre for Economic Analysis.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
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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