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Mancini, Loriano


 SSRN Author Rank: 1,863 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
10,423
Total
Citations
86
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
2,386
(2,601)
24

2.  
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums | Show Abstract | Download |
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Accepted Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of Saint Gallen
Posted:
14 Aug 09
Last Revised:
13 Oct 13
1,444
(6,180)
11

3.  
Robust Value at Risk Prediction | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 07-31
Working Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
17 Aug 05
Last Revised:
13 Sep 10
984
(11,524)
5

4.  
Detecting Informed Trading Activities in the Options Markets | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-42
Working Paper Series
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:
08 May 14
909
(13,050)
3

5.  
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
20 Feb 07
Last Revised:
13 Feb 09
854
(14,311)
4

6.  
Sentiment, Risk Aversion, and Time Preference | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-21
Working Paper Series
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:
28 May 14
808
(15,614)
 

7.  
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:
12 May 14
723
(18,368)
2

8.  
Sentiment, Asset Prices, and Systemic Risk | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-50
Working Paper Series
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
441
(36,328)
3

9.  
Out of Sample Forecasts of Quadratic Variation | Show Abstract | Download |
Journal of Econometrics, Vol. 147, pp. 17-33, 2008
Accepted Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
01 Jun 06
Last Revised:
12 Nov 08
394
(41,314)
16

10.  
The Euro Interbank Repo Market | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-71, University of St. Gallen, School of Finance Research Paper No. 2013/16
Working Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of Saint Gallen
Posted:
28 Sep 13
Last Revised:
26 Mar 14
335
(50,219)
 

11.  
Quadratic Variance Swap Models | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-06
Working Paper Series
Filipovic, Damir
Ecole Polytechnique Fédérale de Lausanne
Gourier, Elise
Princeton University
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
23 Mar 13
Last Revised:
18 Jun 14
237
(74,447)
 

12.  
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Show Abstract | Download |
Journal of the American Statistical Association, Vol. 100, No. 470, pp. 628-641, June 2005
Working Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
29 Jul 03
202
(87,381)
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:
04 Jul 12
160
(108,740)
 

14.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of Saint Gallen
Posted:
20 Dec 11
Last Revised:
11 Jun 13
128
(131,480)
 

15.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Trojani, Fabio
University of Lugano
Posted:
12 Sep 10
123
(135,568)
5

16.  
A Tale of Two Investors: Estimating Optimism and Overconfidence | Show Abstract | Download |
26th Australasian Finance and Banking Conference 2013
Working Paper Series
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
121
(137,341)
 

17.  
Scientific Research Measures | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-37
Working Paper Series
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:
03 Jul 14
93
(165,851)
 

18.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of Saint Gallen
Posted:
17 Dec 13
Last Revised:
26 Mar 14
47
(239,832)
 

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:
29 May 14
34
(271,297)
 


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