Luca Del Viva

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,872

SSRN RANKINGS

Top 26,872

in Total Papers Downloads

1,806

SSRN CITATIONS
Rank 49,263

SSRN RANKINGS

Top 49,263

in Total Papers Citations

7

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility

Number of pages: 83 Posted: 27 May 2017 Last Revised: 28 Mar 2019
Georgetown University - Robert Emmett McDonough School of Business, ESADE Business School, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 494 (58,806)
Citation 1

Abstract:

Loading...

Stock Market Anomalies, Stock Returns, Growth Options, Profitability, Lotteryness, Distress, Idiosyncratic Volatility, Idiosyncratic Skewness

2.

Dynamic Capital Structure and the Contingent Capital Option

Number of pages: 38 Posted: 01 Oct 2010 Last Revised: 01 Apr 2017
Emilio Barucci and Luca Del Viva
Politecnico di Milano - Department of Mathematics and ESADE Business School
Downloads 374 (82,047)
Citation 7

Abstract:

Loading...

Contingent Capital, Dynamic Capital Structure, Leverage

3.

The Value Uncertainty Premium

Georgetown McDonough School of Business Research Paper No. 3299582
Number of pages: 89 Posted: 02 Jan 2019 Last Revised: 29 Jul 2019
Georgetown University - Robert Emmett McDonough School of Business, ESADE Business School, ESADE Business School and University of Cyprus - Department of Public and Business Administration
Downloads 279 (113,613)

Abstract:

Loading...

value stocks, book-to-market uncertainty, equity returns, asset pricing factors

4.

Asymmetric Returns and the Economic Content of Accruals and Investment

Number of pages: 34 Posted: 01 May 2018
ESADE Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 279 (113,613)

Abstract:

Loading...

investment and accruals, volatility, growth options, nonlinear equity value, asymmetric returns, idiosyncratic skewness, anomalies

5.

Countercyclical Contingent Capital

Number of pages: 56 Posted: 17 Apr 2011
Emilio Barucci and Luca Del Viva
Politecnico di Milano - Department of Mathematics and ESADE Business School
Downloads 159 (193,663)
Citation 2

Abstract:

Loading...

Countercyclical Contingent Capital, Convertible Bonds, Capital Structure, Leverage

6.

Bank Lottery Behavior and Regulatory Bailouts

Number of pages: 53 Posted: 03 Apr 2017
ESADE Business School, Helsinki School of Economics, New York University - Leonard N. Stern School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 91 (292,799)

Abstract:

Loading...

Lottery Behavior, Regulatory Bailout, Bank Stocks, Risk Taking, TARP, Equity Returns

7.

Growth Options as Determinants of Skewness

ESADE Business School Research Paper No. 247
Number of pages: 44 Posted: 30 Jun 2013
Luca Del Viva, Eero Kasanen and Lenos Trigeorgis
ESADE Business School, Helsinki School of Economics and University of Cyprus - Department of Public and Business Administration
Downloads 87 (301,229)

Abstract:

Loading...

8.

Do Big Bank Equityholders 'Pay' for Bailout Insurance Over the Economic Cycle?

Number of pages: 39 Posted: 20 Jul 2017
ESADE Business School, Helsinki School of Economics, New York University - Leonard N. Stern School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 43 (428,942)

Abstract:

Loading...

TARP, Too-big-to-Fail, TBTF, Bailout, Banks, Financial Institution, Big Banks