Michela Verardo

London School of Economics & Political Science (LSE)

Department of Finance

Houghton Street

London, WC2A 2AE

United Kingdom

http://personal.lse.ac.uk/verardom/

SCHOLARLY PAPERS

5

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Top 5,539

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69

CROSSREF CITATIONS

148

Scholarly Papers (5)

Institutional Trade Persistence and Long-term Equity Returns

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 16 Mar 2006 Last Revised: 30 Jul 2010
Amil Dasgupta, Andrea Prat and Michela Verardo
London School of Economics (LSE), Columbia Business School - Finance and Economics and London School of Economics & Political Science (LSE)
Downloads 714 (37,891)
Citation 2

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Institutional Trade Persistence and Long-Term Equity Returns

CEPR Discussion Paper No. DP6374
Number of pages: 40 Posted: 23 May 2008
Amil Dasgupta, Andrea Prat and Michela Verardo
London School of Economics (LSE), Columbia Business School - Finance and Economics and London School of Economics & Political Science (LSE)
Downloads 6 (691,038)
Citation 4
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Career concerns, institutional investors, return predictability, trading behaviour

2.

Does Beta Move with News? Firm-Specific Information Flows and Learning About Profitability

Review of Financial Studies, Forthcoming
Number of pages: 65 Posted: 23 Mar 2009 Last Revised: 11 Mar 2012
Andrew J. Patton and Michela Verardo
Duke University - Department of Economics and London School of Economics & Political Science (LSE)
Downloads 678 (41,252)
Citation 37

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Beta, comovement, earnings, announcements, information spillovers, realized covariance, realized volatility, high-frequency data.

3.

Heterogeneous Beliefs and Momentum Profits

Number of pages: 41 Posted: 20 May 2005 Last Revised: 20 Nov 2007
Michela Verardo
London School of Economics & Political Science (LSE)
Downloads 677 (41,334)
Citation 14

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4.

Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance

Number of pages: 90 Posted: 12 Apr 2013 Last Revised: 12 Dec 2017
Hao Jiang and Michela Verardo
Michigan State University and London School of Economics & Political Science (LSE)
Downloads 631 (45,426)
Citation 11

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Mutual funds, performance, herding, imitation, alpha

5.
Downloads 405 ( 78,930)
Citation 47

The Price Impact of Institutional Herding

Number of pages: 39 Posted: 23 Mar 2009 Last Revised: 04 Aug 2010
Amil Dasgupta, Andrea Prat and Michela Verardo
London School of Economics (LSE), Columbia Business School - Finance and Economics and London School of Economics & Political Science (LSE)
Downloads 399 (79,616)
Citation 12

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herding, career concerns, institutional investors

The Price Impact of Institutional Herding

CEPR Discussion Paper No. DP7804
Number of pages: 46 Posted: 19 May 2010
Amil Dasgupta, Andrea Prat and Michela Verardo
London School of Economics (LSE), Columbia Business School - Finance and Economics and London School of Economics & Political Science (LSE)
Downloads 6 (691,038)
Citation 6
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career concerns, institutional herding, price impact