Enrico Onali

University of Bristol

University of Bristol,

Senate House, Tyndall Avenue

Bristol, Avon BS8 ITH

United Kingdom

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 6,392

SSRN RANKINGS

Top 6,392

in Total Papers Downloads

13,869

TOTAL CITATIONS
Rank 7,386

SSRN RANKINGS

Top 7,386

in Total Papers Citations

261

Ideas:
“  Payout policy, Corporate governance, Financial Regulation, and Applied Econometrics.  ”

Scholarly Papers (32)

1.

COVID-19 and Stock Market Volatility

Number of pages: 24 Posted: 10 Apr 2020 Last Revised: 29 Nov 2022
Enrico Onali
University of Bristol
Downloads 7,176 (2,075)
Citation 153

Abstract:

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COVID-19, stock market, volatility

2.

Pandemic Risk and Diversification

Number of pages: 78 Posted: 03 Jun 2020 Last Revised: 05 Jan 2022
Enrico Onali and Danilo V. Mascia
University of Bristol and University of Leeds
Downloads 732 (73,719)
Citation 6

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Coronavirus, COVID-19, pandemic crisis, idiosyncratic risk, volatility, diversification

Debt Priority Structure, Market Discipline and Bank Conduct

Review of Financial Studies (Forthcoming)
Number of pages: 63 Posted: 06 Sep 2017
Tilburg University - Department of Finance, Durham University, University of Bristol and University of Bristol
Downloads 399 (154,042)
Citation 3

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market discipline, debt priority structure, banking regulation, natural experiment

Monitoring Matters: Debt Seniority, Market Discipline and Bank Conduct

Number of pages: 50 Posted: 18 Jan 2015
Tilburg University - Department of Finance, Durham University, University of Bristol and University of Bristol
Downloads 252 (252,366)
Citation 1

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market discipline, debt priority structure, natural experiment, bail-ins

4.

Dividends and Risk in European Banks

22nd Australasian Finance and Banking Conference 2009, European Finance Associaton Annual Meeting 2010
Number of pages: 26 Posted: 24 Aug 2009 Last Revised: 08 Oct 2012
Enrico Onali
University of Bristol
Downloads 513 (115,575)
Citation 6

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Dividend, Bank Risk Taking, Moral Hazard

5.

Market Reaction to Bank Liquidity Regulation

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 71 Posted: 07 Nov 2016
Brunella Bruno, Enrico Onali and Klaus Schaeck
Bocconi University - Department of Finance, University of Bristol and University of Bristol
Downloads 446 (136,757)

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liquidity regulation, market reaction, event study, Basel III

6.

The Real Effects of Banking Supervision: Evidence from Enforcement Actions

Journal of Financial Intermediation, Forthcoming
Number of pages: 49 Posted: 13 Mar 2014 Last Revised: 25 Oct 2016
Tilburg University - Department of Finance, University of Nottingham, University of Bristol and University of Bristol
Downloads 401 (154,629)
Citation 27

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bank distress, enforcement actions, local economic growth, macro-financial linkages

7.
Downloads 389 (159,960)
Citation 2

Moral Hazard, Dividends and Risk in Banks

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 31 Posted: 22 Oct 2010 Last Revised: 02 Dec 2010
Enrico Onali
University of Bristol
Downloads 229 (277,286)
Citation 1

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Dividend, Bank Risk, Monitoring, Agency Costs

Moral Hazard, Dividends, and Risk in Banks

Bangor Business School Research Paper No. 11/012
Number of pages: 51 Posted: 06 Jan 2012
Enrico Onali
University of Bristol
Downloads 160 (386,456)
Citation 1

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Dividend, bank risk, moral hazard

8.

Assessing the Value Relevance of Accounting Data after IFRS Introduction in Europe

Number of pages: 44 Posted: 08 Apr 2014
Alain Devalle, Riccardo Magarini and Enrico Onali
University of Turin - Department of Business Administration, University of Turin - Department of Business Administration and University of Bristol
Downloads 361 (173,846)
Citation 1

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9.

Pre-Adoption Market Reaction to IFRS 9: A Cross-Country Event-Study

Journal of Accounting and Public Policy, Vol. 33, No. 6, 2014, DOI:10.1016/j.jaccpubpol.2014.08.004
Number of pages: 15 Posted: 05 Aug 2014 Last Revised: 10 Jan 2016
Enrico Onali and Gianluca Ginesti
University of Bristol and Department of Economics, Management, Institutions - University of Naples
Downloads 316 (200,658)
Citation 3

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financial instruments; IFRS 9; event study; international financial reporting standards

10.

Debtholder Monitoring Incentives and Bank Earnings Opacity

Journal of Financial and Quantitative Analysis (Forthcoming)
Number of pages: 64 Posted: 07 Feb 2020
Tilburg University - Department of Finance, Durham University, University of Bristol and University of Bristol
Downloads 263 (242,975)
Citation 13

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debtholder monitoring incentives, bank earnings opacity, earnings management, debt structure

11.

How Should We Estimate Value-Relevance Models? Insights from European Data

British Accounting Review, DOI/10.1016/j.bar.2017.05.006, Forthcoming
Number of pages: 34 Posted: 24 May 2017 Last Revised: 05 Aug 2017
University of Bristol, Department of Economics, Management, Institutions - University of Naples and Bangor Business School
Downloads 251 (254,802)
Citation 3

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Value-Relevance; Linear Information Model; IFRS; Price Regression Model; Return Regression Model; Panel Data

Unifractality and Multifractality in the Italian Stock Market

Number of pages: 34 Posted: 13 Oct 2008 Last Revised: 17 May 2009
John Goddard and Enrico Onali
Bangor University - Bangor University and University of Bristol
Downloads 223 (284,637)
Citation 1

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Efficient Market Hypothesis, Fractal Market Hypothesis, Italy, Stock market

Unifractality and Multifractality in the Italian Stock Market

International Review of Financial Analysis, Forthcoming
Posted: 17 May 2009
John Goddard and Enrico Onali
Bangor University - Bangor University and University of Bristol

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random walk, unifractality, multifractality, Italy, stock market

13.

Market Contestability and Bank Payout Policy

Number of pages: 76 Posted: 07 Jun 2019 Last Revised: 11 Feb 2023
University of Manchester - Alliance Manchester Business School - Finance & Accounting Group, Cardiff Business School, University of Bath and University of Bristol
Downloads 213 (298,495)

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dividends, competition, payout policy, share repurchases

14.

Investor Reaction to IFRS for Financial Instruments in Europe: The Role of Firm-Specific Factors

Finance Research Letters, DOI/10.1016/j.frl.2017.01.002, Forthcoming
Number of pages: 18 Posted: 12 Jan 2017 Last Revised: 05 Aug 2017
University of Bristol, Department of Economics, Management, Institutions - University of Naples and University of Bologna
Downloads 195 (324,106)

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market reaction, event study, IFRS 9, information asymmetry, information quality

Wealth Shocks, Credit-Supply Shocks, and Asset Allocation: Evidence from Household and Firm Portfolios

ECB Working Paper No. 1662
Number of pages: 48 Posted: 05 Apr 2014
Deutsche Bundesbank, University of Bristol, Deutsche Bundesbank and University of Bristol
Downloads 146 (417,412)

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asset allocation; sovereign debt crisis; credit-supply shocks; bank distress

Wealth Shocks, Credit-Supply Shocks, and Asset Allocation: Evidence from Household and Firm Portfolios

Bundesbank Discussion Paper No. 07/2014
Number of pages: 56 Posted: 21 Jun 2016
Deutsche Bundesbank, Deutsche Bundesbank, University of Bristol and University of Bristol
Downloads 43 (883,114)

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asset allocation, sovereign debt crisis, credit-supply shocks, bank distress

16.

Can We Predict Dividend Cuts?

Economics Letters, Forthcoming
Number of pages: 16 Posted: 25 Jul 2016
Enrico Onali
University of Bristol
Downloads 187 (336,807)

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Dividend policy, dividend dates, signalling theory, asymmetric information, US capital market

17.

Natural Disasters and Economic Growth: The Role of Banking Market Structure

Journal of Corporate Finance, Forthcoming
Number of pages: 62 Posted: 18 Nov 2021 Last Revised: 24 Nov 2021
University of Bologna - Department of Management, Durham University, University of Bristol and University of Bologna - Department of Management
Downloads 186 (338,519)
Citation 16

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disasters, economic growth, banks

18.

CEO Power, Government Monitoring, and Bank Dividends

Journal of Financial Intermediation, doi:10.1016/j.jfi.2015.08.001, Forthcoming
Number of pages: 40 Posted: 14 Dec 2015 Last Revised: 17 Dec 2015
University of Bristol, University of Bologna - Department of Management, University of SharjahUniversity of Sharjah - College of Business Administration and University of Bologna - Department of Management
Downloads 168 (370,547)
Citation 6

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CEO power, dividends, entrenchment, government monitoring, banks

19.

Monetary Policy and Systemic Risk

Number of pages: 68 Posted: 26 Dec 2019
Afshin Sabri, Dudley Gilder and Enrico Onali
Lloyds Banking Group, Cardiff Business School and University of Bristol
Downloads 136 (440,953)
Citation 1

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systemic risk, monetary policy, interest rate, too big to fail, event study

20.

A Very British State Capitalism: Variegation, Political Connections and Bailouts during the COVID-19 Crisis

Number of pages: 35 Posted: 21 Dec 2021
Western University, University of Bristol, Loughborough University - School of Business and Economics and University of Manitoba - Department of Business Administration
Downloads 128 (462,704)

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State capitalism, Variegation, Bailouts, Political connections, Crony capitalism, State capture, COVID-19, Economic crisis, United Kingdom, Comparative institutional theory, LME

Are European Equity Markets Efficient? New Evidence from Fractal Analysis

Number of pages: 28 Posted: 09 Apr 2011
Enrico Onali and John Goddard
University of Bristol and Bangor University - Bangor University
Downloads 120 (489,396)
Citation 5

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market efficiency, fractal analysis, random walk hypothesis

Are European Equity Markets Efficient? New Evidence from Fractal Analysis

International Review of Financial Analysis, Vol. 20, No. 2, pp. 59-67, April 2011
Posted: 09 Apr 2011
Enrico Onali and John Goddard
University of Bristol and Bangor University - Bangor University

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22.

Do Stress Tests Affect Bank Liquidity Creation?

Journal of Corporate Finance, Forthcoming
Number of pages: 58 Posted: 20 Apr 2020
University of Sheffield, University of Liverpool - Management School (ULMS), Nottingham University Business School and University of Bristol
Downloads 103 (544,685)
Citation 10

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Stress testing, Bank liquidity creation, SCAP, CCAR

23.

Does gender diversity in bank boards matter? Evidence from public bailouts

Number of pages: 63 Posted: 28 Jan 2020
University of Bologna - Department of Management, University of Bristol and University of Bologna - Department of Management
Downloads 98 (563,668)
Citation 1

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24.

Determinants of SMEs’ Default on Covid and Non-Covid Loans: Evidence from the UK

Number of pages: 37 Posted: 15 Dec 2023
Nottingham University Business School, Nottingham University Business School, UCL Institute of Finance and Technology, Bank of England, University of Bristol Business School, University of Bristol, Lloyds Banking Group, Lancaster University and University of Nottingham
Downloads 81 (633,239)

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Covid-19 Pandemic; Government-backed Loan Schemes; Information Asymmetry; Loan Default; SMEs; Top Management Team (TMT)

25.

Dissecting Organizational Stigma: The Case of Lehman 'Orphans'

Number of pages: 47 Posted: 14 Aug 2023
Anna Grosman, Enrico Onali and Justin Tumlinson
Loughborough University - School of Business and Economics, University of Bristol and University of Exeter Business School
Downloads 71 (680,781)

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Executive career management, organizational stigma, risk preferences, CEO, board of directors, bankruptcy, compensation

26.

Market Reaction to the Expected Loss Model in Banks

Journal of Financial Stability, Forthcoming
Number of pages: 52 Posted: 07 May 2021
University of Bristol, Department of Economics, Management, Institutions - University of Naples, University of Bologna - Department of Management and University of Bologna - Department of Management
Downloads 71 (680,781)
Citation 3

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Self-Affinity in Financial Asset Returns

International Review of Financial Analysis, Forthcoming
Number of pages: 39 Posted: 07 Sep 2012
John Goddard and Enrico Onali
Bangor University - Bangor University and University of Bristol
Downloads 57 (775,844)

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Self-Affinity in Financial Asset Returns

International Review of Financial Analysis, Forthcoming
Posted: 02 Jul 2012
Enrico Onali and John Goddard
University of Bristol and Bangor University - Bangor University

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28.

Dividends and Bank Bailouts

Number of pages: 55 Posted: 24 Aug 2024
Thaer Alhalabi and Enrico Onali
University of Exeter and University of Bristol
Downloads 50 (807,608)

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Banking, Bailouts, Dividend payout, Charter value

29.

Investor behavior around targeted liquidity announcements

British Accounting Review, Forthcoming
Number of pages: 1 Posted: 08 Nov 2023
University of Bologna - Department of Management, University of Bristol and University of Padua - Department of Economics and Management
Downloads 47 (829,932)

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Liquidity, Banks, Short-Selling, Price Reaction

30.

Long Memory and Multifractality: A Joint Test

Physica A: Statistical Mechanics and Its Applications, Forthcoming
Number of pages: 17 Posted: 08 Jan 2016
John Goddard and Enrico Onali
Bangor Business School and University of Bristol
Downloads 47 (829,932)

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Multifractality, long memory, volatility clustering, exchange rate returns

31.

Short and Long Memory in Stock Returns Data

Economics Letters, Forthcoming
Posted: 27 May 2012
Enrico Onali and John Goddard
University of Bristol and Bangor University - Bangor University

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fractional integration, long memory, Monte Carlo study, stock returns

32.

Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe

Journal of International Financial Management & Accounting, Forthcoming
Posted: 08 Dec 2009 Last Revised: 24 Jan 2010
Alain Devalle, Riccardo Magarini and Enrico Onali
University of Turin - Department of Business Administration, University of Turin - Department of Business Administration and University of Bristol

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value relevance, European stock markets, accounting quality, IFRS