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Beber, Alessandro's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,690 |
Total
Citations
170 |
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1.
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Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Pagano, Marco
University of Naples Federico II - Department of Economics
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Posted:
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10 Nov 09
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Last Revised:
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22 Aug 11
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1,373
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37
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Pagano, Marco
University of Naples Federico II - Department of Economics
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10
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37
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ban, crisis, liquidity, price discovery, short selling
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Pagano, Marco
University of Naples Federico II - Department of Economics
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10 Nov 09
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Last Revised:
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22 Aug 11
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1,363
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37
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2.
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What Does Equity Sector Orderflow Tell Us about the Economy?
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking Brandt, Michael W.
Duke University - Fuqua School of Business
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Posted:
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21 Jun 08
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Last Revised:
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22 Nov 10
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877
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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19
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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23 Mar 09
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Last Revised:
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05 Nov 10
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343
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking Brandt, Michael W.
Duke University - Fuqua School of Business
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105
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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410
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6
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orderflow, macroeconomy, sector rotation, style investing, asset allocation
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3.
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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Posted:
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17 Mar 06
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Last Revised:
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29 Jul 10
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450
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60
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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0
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G10, G12
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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31
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60
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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419
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60
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flight-to-quality, flight-to-liquidity, net order flow
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4.
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Resolving Macroeconomic Uncertainty in Stock and Bond Markets
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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Posted:
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14 Mar 06
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Last Revised:
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29 Jul 10
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382
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17
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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0
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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26
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17
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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356
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17
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Macroeconomic uncertainty, implied volatility
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5.
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Caglio, Cecilia
Board of Governors of the Federal Reserve System
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350
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13
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Order Aggressiveness, Informed Trading, Order Flow
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6.
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Luisi, Maurizio
Quantitative Investment Solutions (QIS)
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297
(48,715)
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stock market predictability, state of the economy, macroeconomic uncertainty
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7.
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Fabbri, Daniela
University of Amsterdam
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24 Mar 05
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Last Revised:
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19 Jun 12
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276
(52,985)
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6
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behavioral corporate finance, CEO characteristics, speculation, corporate risk management
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8.
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Breedon, Francis
University of London, Queen Mary - School of Economics and Finance Buraschi, Andrea
Imperial College Business School
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27 Feb 07
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Last Revised:
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15 Dec 09
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213
(70,022)
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10
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Option pricing, difference in beliefs, incomplete markets, foreign exchange
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9.
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Pricing Liquidity Risk with Heterogeneous Investment Horizons
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Driessen, Joost
Tilburg University - Department of Finance Tuijp, Patrick
Tilburg University - Department of Finance
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Posted:
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25 Nov 11
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Last Revised:
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07 Nov 12
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192
(77,739)
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1
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Driessen, Joost
Tilburg University - Department of Finance Tuijp, Patrick
Tilburg University - Department of Finance
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25 May 12
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Last Revised:
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07 Nov 12
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27
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1
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Driessen, Joost
Tilburg University - Department of Finance Tuijp, Patrick
Tilburg University - Department of Finance
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9
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1
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investment horizon, liquidity risk
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Driessen, Joost
Tilburg University - Department of Finance Tuijp, Patrick
Tilburg University - Department of Finance
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25 Nov 11
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Last Revised:
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15 Oct 12
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156
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1
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liquidity premium, liquidity risk, investment horizon, holding period
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10.
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The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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Posted:
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24 Jul 03
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Last Revised:
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04 Nov 10
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175
(84,913)
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19
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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22
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19
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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153
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19
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11.
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Distilling the Macroeconomic News Flow
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Luisi, Maurizio
Quantitative Investment Solutions (QIS)
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Posted:
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20 Feb 13
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Last Revised:
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26 Feb 13
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105
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1
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Luisi, Maurizio
Quantitative Investment Solutions (QIS)
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3
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1
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disagreement., macroeconomic news, nowcasting
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Luisi, Maurizio
Quantitative Investment Solutions (QIS)
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102
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1
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macroeconomic news, nowcasting, disagreement
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12.
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business
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E43, E44, G12
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