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Mancini, Loriano


 SSRN Author Rank: 1,700 by Downloads
 

Ecole Polytechnique Fédérale de Lausanne


 Quartier UNIL-Dorigny
 Bâtiment Extranef
 1015 Lausanne, CH-1015
 Switzerland
 HOME PAGE: http://sfi.epfl.ch/mancini.html
 email address
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 email address

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. Mancini, Loriano's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,203
Total
Citations
84
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
15 Oct 04
Last Revised:
29 Jul 10
2,515
(2,698)
24

2.  
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of Pages in PDF File: 69
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
14 Aug 09
Last Revised:
13 Oct 13
1,612
(5,782)
11

3.  
Detecting Abnormal Trading Activities in Option Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-42
Number of Pages in PDF File: 36
Chesney, Marc
University of Zurich - Swiss Banking Institute (ISB)
Crameri, Remo
University of Zurich - Swiss Banking Institute (ISB)
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
13 Jan 10
Last Revised:
23 Jan 15
1,167
(9,952)
 

4.  
Robust Value at Risk Prediction | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 07-31
Number of Pages in PDF File: 51
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
17 Aug 05
Last Revised:
13 Sep 10
1,025
(12,231)
5

5.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Karaman, Mustafa
University of Zurich - Swiss Banking Institute (ISB)
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
27 Aug 12
Last Revised:
13 Feb 15
970
(13,273)
3

6.  
Sentiment, Risk Aversion, and Time Preference | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 12-21
Number of Pages in PDF File: 44
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
18 May 12
Last Revised:
23 Oct 14
915
(14,517)
 

7.  
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
20 Feb 07
Last Revised:
13 Feb 09
867
(15,794)
4

8.  
The Euro Interbank Repo Market | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-71, University of St. Gallen, School of Finance Research Paper No. 2013/16
Number of Pages in PDF File: 49
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
28 Sep 13
Last Revised:
10 Jun 15
562
(29,457)
 

9.  
Sentiment, Asset Prices, and Systemic Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-50
Number of Pages in PDF File: 31
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
03 Nov 11
Last Revised:
21 Mar 12
505
(33,791)
3

10.  
Quadratic Variance Swap Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, Forthcoming
Number of Pages in PDF File: 77
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Gourier, Elise
Princeton University
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
23 Mar 13
Last Revised:
20 Dec 14
482
(35,827)
 

11.  
Out of Sample Forecasts of Quadratic Variation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Vol. 147, pp. 17-33, 2008
Number of Pages in PDF File: 36
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
01 Jun 06
Last Revised:
12 Nov 08
415
(43,318)
16

12.  
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of the American Statistical Association, Vol. 100, No. 470, pp. 628-641, June 2005
Number of Pages in PDF File: 34
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
29 Jul 03
205
(95,467)
13

13.  
Chesney, Marc
University of Zurich - Swiss Banking Institute (ISB)
Crameri, Remo
University of Zurich - Swiss Banking Institute (ISB)
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
22 Sep 11
Last Revised:
01 Apr 15
192
(101,661)
 

14.  
A Tale of Two Investors: Estimating Optimism and Overconfidence | Show Abstract | Download This Paper | Open PDF in Browser |
26th Australasian Finance and Banking Conference 2013
Number of Pages in PDF File: 50
Barone Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
02 Sep 13
187
(104,243)
 

15.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
20 Dec 11
Last Revised:
11 Jun 13
156
(122,900)
 

16.  
Scientific Research Measures | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-37
Number of Pages in PDF File: 28
Frittelli, Marco
University of Florence - Dipartimento di Matematica
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Peri, Ilaria
ESC Rennes School of Business
Posted:
02 Jul 13
Last Revised:
30 Jan 15
142
(133,085)
 

17.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
12 Sep 10
136
(137,965)
5

18.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
17 Dec 13
Last Revised:
10 Jun 15
79
(202,195)
 

19.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
22 Jul 13
Last Revised:
23 Oct 14
63
(229,570)
 

20.  
Frittelli, Marco
University of Florence - Dipartimento di Matematica
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Peri, Ilaria
ESC Rennes School of Business
Posted:
09 Dec 14
8
(405,351)
 


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