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Fabio Pizzutilo

Personal Details

First Name:Fabio
Middle Name:
Last Name:Pizzutilo
Suffix:
RePEc Short-ID:ppi275
[This author has chosen not to make the email address public]
Largo Abbazia S. Scolastica, 53 70124 Bari (Italy)

Affiliation

Dipartimento di Economia, Management e Diritto dell'Impresa
Facoltà di Economia
Università degli Studi di Bari "Aldo Moro"

Bari, Italy
http://www.uniba.it/ricerca/dipartimenti/demdi
RePEc:edi:dgbarit (more details at EDIRC)

Research output

as
Jump to: Articles Chapters Books

Articles

  1. Hooi Hooi Lean & Fabio Pizzutilo & Kimberly Gleason, 2023. "Portfolio performance implications of investment in renewable energy equities: Green versus gray," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2990-3005, November.
  2. Fabio Pizzutilo, 2023. "Is ESG-ness the vaccine?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(4), pages 484-487, February.
  3. Massimo Mariani & Fabio Pizzutilo & Alessandra Caragnano & Marianna Zito, 2021. "Does it pay to be environmentally responsible? Investigating the effect on the weighted average cost of capital: Environmental commitment and the cost of capital," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(6), pages 1854-1869, November.
  4. Hooi Hooi Lean & Fabio Pizzutilo, 2021. "Performances and risk of socially responsible investments across regions during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3556-3568, July.
  5. Fabio Pizzutilo & Massimo Mariani & Alessandra Caragnano & Marianna Zito, 2020. "Dealing with Carbon Risk and the Cost of Debt: Evidence from the European Market," IJFS, MDPI, vol. 8(4), pages 1-10, October.
  6. Elisabetta Venezia & Fabio Pizzutilo, 2018. "Regulation Impact Assessment: Evaluation Process of an Integrated Social System," L'industria, Società editrice il Mulino, issue 4, pages 697-710.
  7. Fabio Pizzutilo & Elisabetta Venezia, 2018. "Are catastrophe bonds effective financial instruments in the transport and infrastructure industries? Evidence from international financial markets," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 256-267, April.
  8. Pizzutilo, Fabio & Venezia, Elisabetta, 2018. "Are catastrophe bonds effective financial instruments in the transport and infrastructure industries? Evidence and review from international financial markets," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(2), February.
  9. Fabio Pizzutilo & Valeria Roncone, 2017. "Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data," The European Journal of Finance, Taylor & Francis Journals, vol. 23(14), pages 1280-1310, November.
  10. Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.
  11. Fabio Pizzutilo, 2015. "Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation: a comment," Applied Economics, Taylor & Francis Journals, vol. 47(58), pages 6277-6283, December.
  12. Fabio Pizzutilo & Francesco Cal, 2015. "Loan Guarantees: An Option Pricing Theory Perspective," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 905-909.
  13. Fabio Pizzutilo, 2013. "The Distribution of the Returns of Japanese Stocks and Portfolios," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(9), pages 1249-1259.
  14. Fabio Pizzutilo, 2013. "A Note on the Effectiveness of Pairs Trading For Individual Investors," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 763-771.
  15. Fabio Pizzutilo, 2012. "Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market," Economics Bulletin, AccessEcon, vol. 32(1), pages 272-281.
    RePEc:taf:apfiec:v:22:y:2012:i:20:p:1743-1752 is not listed on IDEAS

Chapters

  1. Silke Bustamante & Fabio Pizzutilo & Martina Martinovic & Susana Herrero Olarte, 2021. "Conclusion," CSR, Sustainability, Ethics & Governance, in: Silke Bustamante & Fabio Pizzutilo & Martina Martinovic & Susana Herrero Olarte (ed.), Corporate Social Responsibility and Employer Attractiveness, pages 391-399, Springer.
  2. Fabio Pizzutilo, 2021. "Italy," CSR, Sustainability, Ethics & Governance, in: Silke Bustamante & Fabio Pizzutilo & Martina Martinovic & Susana Herrero Olarte (ed.), Corporate Social Responsibility and Employer Attractiveness, pages 193-205, Springer.

Books

  1. Silke Bustamante & Fabio Pizzutilo & Martina Martinovic & Susana Herrero Olarte (ed.), 2021. "Corporate Social Responsibility and Employer Attractiveness," CSR, Sustainability, Ethics & Governance, Springer, number 978-3-030-68861-5, June.

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Fabio Pizzutilo, 2015. "Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation: a comment," Applied Economics, Taylor & Francis Journals, vol. 47(58), pages 6277-6283, December.

    Mentioned in:

    1. Isolating the systematic and unsystematic components of a single stock’s (or portfolio’s) standard deviation: a comment (AE 2015) in ReplicationWiki ()

Articles

  1. Hooi Hooi Lean & Fabio Pizzutilo, 2021. "Performances and risk of socially responsible investments across regions during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3556-3568, July.

    Cited by:

    1. Abid, Ilyes & Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Urom, Christian, 2023. "Fossil fuel divestment and energy prices: Implications for economic agents," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 1-16.
    2. Liudmila I. Khoruzhy & Valery I. Khoruzhy & Bogdan S. Vasyakin & Wenhao Shen, 2022. "Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action," Risks, MDPI, vol. 10(3), pages 1-20, March.
    3. Joanna Próchniak & Renata Płoska & Anna Zamojska & Błażej Lepczyński & Giuseppe T. Cirella, 2023. "Maturity Analysis of Stock Exchanges in Africa: Prepandemic Sustainability Perspective," Sustainability, MDPI, vol. 15(8), pages 1-18, April.
    4. Helen Chiappini & Gianfranco Vento & Leonardo De Palma, 2021. "The Impact of COVID-19 Lockdowns on Sustainable Indexes," Sustainability, MDPI, vol. 13(4), pages 1-18, February.
    5. Veronika V. Yankovskaya & Timur A. Mustafin & Dmitry A. Endovitsky & Artem V. Krivosheev, 2022. "Corporate Social Responsibility as an Alternative Approach to Financial Risk Management: Advantages for Sustainable Development," Risks, MDPI, vol. 10(5), pages 1-18, May.
    6. Hooi Hooi Lean & Fabio Pizzutilo & Kimberly Gleason, 2023. "Portfolio performance implications of investment in renewable energy equities: Green versus gray," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2990-3005, November.
    7. Jitmaneeroj, Boonlert, 2023. "Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets," Research in International Business and Finance, Elsevier, vol. 64(C).

  2. Fabio Pizzutilo & Massimo Mariani & Alessandra Caragnano & Marianna Zito, 2020. "Dealing with Carbon Risk and the Cost of Debt: Evidence from the European Market," IJFS, MDPI, vol. 8(4), pages 1-10, October.

    Cited by:

    1. Igor A. Yakovlev & Lyudmila S. Kabir & Svetlana I. Nikulina, 2021. "Changes in Climate Policies and Financial Strategies of Their Implementation in the EU and Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 11-28, October.
    2. Zsuzsanna Győri & Yahya Khan & Krisztina Szegedi, 2021. "Business Model and Principles of a Values-Based Bank—Case Study of MagNet Hungarian Community Bank," Sustainability, MDPI, vol. 13(16), pages 1-27, August.
    3. Hooi Hooi Lean & Fabio Pizzutilo & Kimberly Gleason, 2023. "Portfolio performance implications of investment in renewable energy equities: Green versus gray," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2990-3005, November.
    4. Massimo Mariani & Fabio Pizzutilo & Alessandra Caragnano & Marianna Zito, 2021. "Does it pay to be environmentally responsible? Investigating the effect on the weighted average cost of capital: Environmental commitment and the cost of capital," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(6), pages 1854-1869, November.
    5. Abdulaziz Mohammed Alsahlawi & Kaouther Chebbi & Mohammed Abdullah Ammer, 2021. "The Impact of Environmental Sustainability Disclosure on Stock Return of Saudi Listed Firms: The Moderating Role of Financial Constraints," IJFS, MDPI, vol. 9(1), pages 1-17, January.
    6. Zhang-Hangjian Chen & Xiang Gao & Apicha Insuwan, 2023. "Dynamic information spillover between Chinese carbon and stock markets under extreme weather shocks," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-12, December.
    7. Magdalena Zioło & Iwona Bąk & Anna Spoz, 2023. "Incorporating ESG Risk in Companies’ Business Models: State of Research and Energy Sector Case Studies," Energies, MDPI, vol. 16(4), pages 1-25, February.

  3. Fabio Pizzutilo & Elisabetta Venezia, 2018. "Are catastrophe bonds effective financial instruments in the transport and infrastructure industries? Evidence from international financial markets," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 256-267, April.

    Cited by:

    1. Wulan Anggraeni & Sudradjat Supian & Sukono & Nurfadhlina Binti Abdul Halim, 2022. "Earthquake Catastrophe Bond Pricing Using Extreme Value Theory: A Mini-Review Approach," Mathematics, MDPI, vol. 10(22), pages 1-22, November.

  4. Pizzutilo, Fabio & Venezia, Elisabetta, 2018. "Are catastrophe bonds effective financial instruments in the transport and infrastructure industries? Evidence and review from international financial markets," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(2), February.

    Cited by:

    1. Wulan Anggraeni & Sudradjat Supian & Sukono & Nurfadhlina Binti Abdul Halim, 2022. "Earthquake Catastrophe Bond Pricing Using Extreme Value Theory: A Mini-Review Approach," Mathematics, MDPI, vol. 10(22), pages 1-22, November.

  5. Fabio Pizzutilo & Valeria Roncone, 2017. "Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data," The European Journal of Finance, Taylor & Francis Journals, vol. 23(14), pages 1280-1310, November.

    Cited by:

    1. Chuang, Yi-Wei & Tsai, Wei-Che & Weng, Pei-Shih, 2020. "The impact of weather on order submissions and trading performance," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    2. Radeef Chundakkadan, 2021. "Light a lamp and look at the stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
    3. Nils Muhlack & Christian Soost & Christian Johannes Henrich, 2022. "Does Weather Still Affect The Stock Market?," Schmalenbach Journal of Business Research, Springer, vol. 74(1), pages 1-35, March.
    4. Hyein Shim & Maria H. Kim & Doojin Ryu, 2017. "Effects of intraday weather changes on asset returns and volatilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 35(2), pages 301-330.
    5. Kostyantyn MALYSHENKO & Vadim MALYSHENKO & Elena Yu. PONOMAREVA & Marina ANASHKINA, 2019. "Analysis of the stock market anomalies in the context of changing the information paradigm," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 239-270, June.
    6. Zhuhua Jiang & Sang Hoon Kang & Chongcheul Cheong & Seong-Min Yoon, 2019. "The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns," IJFS, MDPI, vol. 7(4), pages 1-14, December.

  6. Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.

    Cited by:

    1. Gimede Gigante & Emiliano Sironi & Caterina Tridenti, 2023. "At the Frontier of Sustainable Finance: Impact Investing and the Financial Tradeoff; Evidence from Private Portfolio Companies in the United Kingdom," Sustainability, MDPI, vol. 15(5), pages 1-21, February.
    2. Azra Zaimovic & Adna Omanovic & Almira Arnaut-Berilo, 2021. "How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature," JRFM, MDPI, vol. 14(11), pages 1-30, November.
    3. Hooi Hooi Lean & Fabio Pizzutilo, 2021. "Performances and risk of socially responsible investments across regions during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3556-3568, July.
    4. Arnaud Gougler & Sebastian Utz, 2020. "Factor exposures and diversification: Are sustainably screened portfolios any different?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 221-249, September.
    5. Sangki Lee & Insu Kim & Chung-hun Hong, 2019. "Who Values Corporate Social Responsibility in the Korean Stock Market?," Sustainability, MDPI, vol. 11(21), pages 1-14, October.

  7. Fabio Pizzutilo, 2015. "Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation: a comment," Applied Economics, Taylor & Francis Journals, vol. 47(58), pages 6277-6283, December.

    Cited by:

    1. Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.

  8. Fabio Pizzutilo & Francesco Cal, 2015. "Loan Guarantees: An Option Pricing Theory Perspective," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 905-909.

    Cited by:

    1. Emmanuel O. Eyo & Merrian A. Nwaogu & Michael E. Agenson, 2020. "Agricultural Credit Guarantee in Nigeria and the Uncertainties of the Macroeconomic Environment," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 20-29.
    2. Nur, Suardi & Burton, Bruce & Bergmann, Ariel, 2023. "Evidence on optimal risk allocation models for Indonesian geothermal projects under PPP contracts," Utilities Policy, Elsevier, vol. 81(C).

  9. Fabio Pizzutilo, 2013. "The Distribution of the Returns of Japanese Stocks and Portfolios," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(9), pages 1249-1259.

    Cited by:

    1. Stavros Stavroyiannis, 2016. "Value-at-Risk and backtesting with the APARCH model and the standardized Pearson type IV distribution," Papers 1602.05749, arXiv.org.
    2. Sree Vinutha Venkataraman & S. V. D. Nageswara Rao, 2016. "Estimation of dynamic VaR using JSU and PIV distributions," Risk Management, Palgrave Macmillan, vol. 18(2), pages 111-134, August.

  10. Fabio Pizzutilo, 2013. "A Note on the Effectiveness of Pairs Trading For Individual Investors," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 763-771.

    Cited by:

    1. José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Ángel Sánchez-Granero, 2020. "An Alternative Approach to Measure Co-Movement between Two Time Series," Mathematics, MDPI, vol. 8(2), pages 1-24, February.
    2. Johannes St binger & Jens Bredthauer, 2017. "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 650-662.
    3. Laila Taskeen Qazi & Atta Ur Rahman & Saleem Gul, 2015. "Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 54(3), pages 215-244.

  11. Fabio Pizzutilo, 2012. "Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market," Economics Bulletin, AccessEcon, vol. 32(1), pages 272-281.

    Cited by:

    1. Stavros Stavroyiannis, 2016. "Value-at-Risk and backtesting with the APARCH model and the standardized Pearson type IV distribution," Papers 1602.05749, arXiv.org.

Chapters

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Books

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Co-authorship network on CollEc

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