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 Cesare Robotti
 SSRN Author Rank: 5,083 by Downloads
 Financial Economist
 Federal Reserve Bank of Atlanta
 1000 Peachtree Street NE
 Atlanta, GA 30309-4470
 United States
 404-498-8543 (Phone)
 404-498-8810 (Fax)
 email address

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. Cesare Robotti's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,193
Total
Citations
39
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Playing the Field: Geomagnetic Storms and the Stock Market | Show Abstract | Download |
Federal Reserve Bank of Atlanta Working Paper No. 2003-5b
Working Paper Series
Cesare Robotti
Federal Reserve Bank of Atlanta
Anya Krivelyova
Boston College - Department of Economics
Posted:
10 Mar 03
Last Revised:
04 Nov 03
611
(10,707)
1

2.  
The Price of Inflation and Foreign Exchange Risk in International Equity Markets | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; FRB of Atlanta Working Paper No. 2001-26
Working Paper Series
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
08 Dec 01
Last Revised:
20 May 02
291
(28,398)
2

3.  
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
04 Mar 02
Last Revised:
29 Apr 03
266
(31,468)
 

4.  
Specification Tests of Asset Pricing Models Using Excess Returns | Show Abstract | Download |
FRB of Atlanta Working Paper No. 2006-10, EFA 2007 Ljubljana Meetings Paper, Journal of Empirical Finance, Forthcoming
Working Paper Series
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
01 Aug 06
Last Revised:
17 Apr 08
157
(54,112)
9

5.   Incl. Electronic Paper
Pierluigi Balduzzi
Boston College - Wallace E. Carroll School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
17 Aug 05
Last Revised:
14 Apr 06
113
( 71,984)
 

6.  
Pierluigi Balduzzi
Boston College - Wallace E. Carroll School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
15 Jun 05
Last Revised:
31 Oct 06
109
(74,030)
5

7.  
The Exact Distribution of the Hansen-Jagannathan Bound | Show Abstract | Download |
FRB Atlanta Working Paper No. 2008-9
Working Paper Series
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
21 Dec 07
Last Revised:
13 Nov 08
103
(77,288)
1

8.  
Model Comparison Using the Hansen-Jagannathan Distance | Show Abstract | Download |
Review of Financial Studies, Forthcoming , FRB of Atlanta Working Paper No. 2007-4
Accepted Paper Series
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
31 Jan 07
Last Revised:
14 Sep 08
103
(77,288)
6

9.  
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models | Show Abstract | Download |
Journal of Business and Economic Statistics, Forthcoming
Accepted Paper Series
Pierluigi Balduzzi
Boston College - Wallace E. Carroll School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
08 Dec 07
Last Revised:
08 Dec 07
101
(78,388)
5

10.  
Pierluigi Balduzzi
Boston College - Wallace E. Carroll School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
14 Feb 08
Last Revised:
14 Feb 08
98
(80,091)
2

11.   Incl. Electronic Paper
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Jay A. Shanken
Emory University - Department of Finance
Posted:
16 Feb 09
Last Revised:
30 Jun 09
87
( 87,096)
 

12.  
Asset Pricing Models and Economic Risk Premia: A Decomposition | Show Abstract | Download |
Journal of Empirical Finance, Forthcoming
Working Paper Series
Pierluigi Balduzzi
Boston College - Wallace E. Carroll School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
06 Mar 08
Last Revised:
10 Sep 09
76
(95,025)
2

13.  
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Jay A. Shanken
Emory University - Department of Finance
Posted:
18 Mar 09
Last Revised:
18 Mar 09
42
(127,891)
 

14.  
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
22 Jan 09
Last Revised:
18 Mar 09
36
(135,392)
2

15.  
Model Comparison Using the Hansen-Jagannathan Distance | Show Abstract | Download |
The Review of Financial Studies, Vol. 22, Issue 9, pp. 3449-3490, 2009
Accepted Paper Series
Raymond Kan
University of Toronto - Joseph L. Rotman School of Management
Cesare Robotti
Federal Reserve Bank of Atlanta
Posted:
08 Sep 09
Last Revised:
08 Sep 09
0
(0)
6


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