Luca Del Viva

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 27,051

SSRN RANKINGS

Top 27,051

in Total Papers Downloads

1,709

SSRN CITATIONS
Rank 46,618

SSRN RANKINGS

Top 46,618

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 458 (61,805)
Citation 1

Abstract:

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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 373 (78,844)
Citation 7

Abstract:

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Contingent Capital, Dynamic Capital Structure, Leverage

3.

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 263 (115,900)

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

4.

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 245 (124,699)

Abstract:

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

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 (186,135)
Citation 2

Abstract:

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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 88 (287,722)

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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 85 (294,059)

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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 38 (432,480)

Abstract:

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