.
Franzoni, Francesco A.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 10,646
Total Citations 114
1.
Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
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Adrian, Tobias Federal Reserve Bank of New York
Franzoni, Francesco A. University of Lugano
Posted:
09 Apr 03
Last Revised:
23 Nov 08
2,113(2,621)
19
Adrian, Tobias Federal Reserve Bank of New York
Franzoni, Francesco A. University of Lugano
360
19
Asset Pricing, Bayesian Learning, CAPM Anomalies, Value Premium
Adrian, Tobias Federal Reserve Bank of New York
Franzoni, Francesco A. University of Lugano
Posted:
09 Apr 03
Last Revised:
14 Oct 08
1,753
19
Asset Pricing, Bayesian Learning, CAPM Anomalies
2.
Ben-David, Itzhak Ohio State University - Fisher College of Business, Finance Department
Franzoni, Francesco A. University of Lugano
Moussawi, Rabih University of Pennsylvania - The Wharton School
Posted:
09 Feb 10
Last Revised:
14 Sep 11
1,582(4,295)
15
Hedge funds, Liquidity, Aggregate Liquidity, Arbitrage, Funding Liquidity, Illiquidity, Liquidity Crisis, Crisis Stock Market Crash, Limits to Arbitrage, Liquidity Spirals, Short Selling, Short Sellers, 13-F, TASS, Uncertainty, Equity Market, Investment Strategy, Mutual Funds, Retail Investors
3.
Private Equity Performance and Liquidity Risk
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Franzoni, Francesco A. University of Lugano
Nowak, Eric Swiss Finance Institute
Phalippou, Ludovic University of Oxford - Said Business School
Posted:
04 Dec 09
Last Revised:
13 Sep 12
1,420(5,209)
14
Franzoni, Francesco A. University of Lugano
Nowak, Eric Swiss Finance Institute
Phalippou, Ludovic University of Oxford - Said Business School
Posted:
05 Aug 10
Last Revised:
13 Sep 12
235
14
private equity, liquidity risk, cost of capital
Franzoni, Francesco A. University of Lugano
Nowak, Eric Swiss Finance Institute
Phalippou, Ludovic University of Oxford - Said Business School
Posted:
04 Dec 09
Last Revised:
13 Sep 12
1,185
14
Private equity, Liquidity risk, Cost of capital
4.
Ben-David, Itzhak Ohio State University - Fisher College of Business, Finance Department
Franzoni, Francesco A. University of Lugano
Landier, Augustin Toulouse School of Economics
Moussawi, Rabih University of Pennsylvania - The Wharton School
Posted:
17 Feb 11
Last Revised:
16 Sep 12
1,293(6,135)
2
Hedge fund, Manipulation, Stock, Reporting, Manager, Monthly returns, Competition, Inflation, Fraud, Performance reporting, Investors, Returns
5.
Pension Plan Funding and Stock Market Efficiency
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Franzoni, Francesco A. University of Lugano
Marin, Jose M. Universidad Carlos III de Madrid
Posted:
16 Sep 04
Last Revised:
16 Nov 08
1,152(7,399)
32
Franzoni, Francesco A. University of Lugano
Marin, Jose M. Universidad Carlos III de Madrid
0
Asset Pricing, Anomalies, Mispricing, Pension Plans, Pension Accounting, Pension Shortfall
Franzoni, Francesco A. University of Lugano
Marin, Jose M. Universidad Carlos III de Madrid
Posted:
16 Sep 04
Last Revised:
16 Nov 08
1,152
32
Asset Pricing, Market Efficiency, Alpha, Anomalies, Mispricing, Pension Plans, Pension Accounting, Pension Shortfall
6.
Portable Alphas from Pension Mispricing
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Marin, Jose M. Universidad Carlos III de Madrid
Franzoni, Francesco A. University of Lugano
Posted:
19 Oct 05
Last Revised:
26 Feb 12
950(10,187)
2
Marin, Jose M. Universidad Carlos III de Madrid
Franzoni, Francesco A. University of Lugano
0
Market Efficiency, Anomaly, Defined Benefit Plans, Portable Alpha, Enhanced Indexing, Pension Contributions
Franzoni, Francesco A. University of Lugano
Marin, Jose M. Universidad Carlos III de Madrid
Posted:
19 Oct 05
Last Revised:
25 Feb 12
950
2
Market Efficiency, Anomaly, Defined Benefit Plans, Portable Alpha, Enhanced Indexing, Pension Contributions
7.
Ben-David, Itzhak Ohio State University - Fisher College of Business, Finance Department
Franzoni, Francesco A. University of Lugano
Moussawi, Rabih University of Pennsylvania - The Wharton School
Posted:
02 Dec 11
Last Revised:
11 Dec 12
898(11,123)
1
Flash Crash, contagion, ETF, stocks, arbitrage, mispricing, overvaluation, undervaluation, volatility, excess returns, price, cross market contagion, arbitrageurs
8.
Franzoni, Francesco A. University of Lugano
Posted:
11 Oct 06
Last Revised:
24 Sep 08
468(28,140)
19
beta, systematic risk, value stocks, small stocks, CAPM
9.
Franzoni, Francesco A. University of Lugano
Posted:
04 Oct 06
Last Revised:
23 Nov 08
356(39,743)
2
CAPM, beta, systematic risk, valuation, value stocks, value premium, growth options, volatility
10.
Underinvestment vs. Overinvestment: Evidence from Price Reactions to Pension Contributions
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Franzoni, Francesco A. University of Lugano
Posted:
08 Feb 07
Last Revised:
05 Feb 09
266(55,923)
8
Franzoni, Francesco A. University of Lugano
0
financial constraints, corporate governance, underinvestment, overinvestment, market efficiency, pension
Franzoni, Francesco A. University of Lugano
Posted:
08 Feb 07
Last Revised:
16 Nov 08
266
8
underinvestment, overinvestment, financial constraints, corporate governance, pension
11.
Franzoni, Francesco A. University of Lugano
Plazzi, Alberto University of Lugano - Institute of Finance
Posted:
26 Mar 13
Last Revised:
17 May 13
104(132,997)
hedge funds, limits of arbitrage, liquidity provision, trading costs, funding liquidity
12.
Franzoni, Francesco A. University of Lugano
Schmalz, Martin C. University of Michigan - Stephen M. Ross School of Business
44(213,979)
mutual funds, hedge funds, capital allocation, flow-performance
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