Valerio Potì
University College Dublin
H-index: 16
Europe-Ireland
Top articles of Valerio Potì
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Option-Implied Physical Distributions | Available at SSRN 4801530 | Richard McGee Thierry Post Valerio Potì | 2024/4/20 |
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns | Economics Letters | Yuting Chen Valerio Potì | 2024/2/1 |
Sentiment, productivity, and economic growth | George M Constantinides Maurizio Montone Valerio Potì Stella Spilioti | 2023/3/20 | |
Optimal COVID Restrictions | Available at SSRN 4016302 | Maurizio Montone Valerio Potì | 2023/9/1 |
Are banks too big to fine? | Available at SSRN 4441329 | Catarina MP Marvão Valerio Potì Giancarlo Spagnolo | 2023/2/24 |
Commodity futures return predictability and intertemporal asset pricing | Journal of Commodity Markets | John Cotter Emmanuel Eyiah-Donkor Valerio Potì | 2023/9/1 |
Stablecoins: Funding and Market Liquidity | Available at SSRN 4562256 | Akhtar R Siddique Valerio Potì Akanksha Jalan Roman Matkovskyy | 2023/8/24 |
Assessing Network Risk with FRM: Links with Pricing Kernel Volatility and Application to Cryptocurrencies | Available at SSRN 4574619 | Ruting Wang Valerio Potì Wolfgang Karl Härdle | 2023/9/18 |
Bubbles Talk: Narrative Augmented Bubble Prediction | Michael J. Brennan Irish Finance Working Paper Series Research Paper | Yuting Chen Don Bredin Valerio Potì | 2023/3/31 |
Board Diversity and Bank Performance | Available at SSRN 4592781 | Akhtar R Siddique Valerio Potì Alona Bilokha | 2023/9/15 |
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic | Digital Finance | Yuting Chen Don Bredin Valerio Potì Roman Matkovskyy | 2022/3 |
Shall the winning last? A study of recent bubbles and persistence | Finance Research Letters | Akanksha Jalan Roman Matkovskyy Valerio Potì | 2022/3/1 |
The Impact of ESG Score on the Value Relevance of Fair Value Hierarchy: Evidence from European Banks | Available at SSRN 4028780 | Giuseppe Di Martino Federica Miglietta Valerio Potì | 2022/2/7 |
Banking Sector Consolidation and Corporate Financial Policies | Michael J. Brennan Irish Finance Working Paper Series Research Paper | Valerio Potì William Wang | 2022/11/29 |
Revisiting the hunt brothers case | Michael J. Brennan Irish Finance Working Paper Series Research Paper | Don Bredin Valerio Potì Enrique Salvador | 2022 |
Discussion on:“Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples | Digital Finance | Valerio Poti | 2022/9 |
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour | Economics Letters | Rocco Caferra Andrea Morone Valerio Potì | 2022/9/1 |
Nonparametric tests for optimal predictive ability | International Journal of Forecasting | Stelios Arvanitis Thierry Post Valerio Potì Selcuk Karabati | 2021/4/1 |
Does US Investor Sentiment Attract Foreign Investors? | Available at SSRN 3853542 | Maurizio Montone Valerio Potì Remco CJ Zwinkels | 2021/9/1 |
Food prices, ethics and forms of speculation | Journal of Business Ethics | Don Bredin Valerio Potì Enrique Salvador | 2021/5/23 |
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