Luca Del Viva

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 24,785

SSRN RANKINGS

Top 24,785

in Total Papers Downloads

3,774

SSRN CITATIONS
Rank 36,239

SSRN RANKINGS

Top 36,239

in Total Papers Citations

22

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

Directional Information in Equity Returns

Number of pages: 91 Posted: 13 Oct 2023
Luca Del Viva, Carlo Sala and André B.M. Souza
ESADE Business School, ESADE Business School and ESADE Business School
Downloads 952 (44,453)

Abstract:

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Sign predictability, biased expectations, mispricing, momentum, crashes

2.

Value Uncertainty

Georgetown McDonough School of Business Research Paper No. 3299582
Number of pages: 91 Posted: 02 Jan 2019 Last Revised: 05 Oct 2020
Georgetown University - McDonough School of Business, ESADE Business School, Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF) and University of Cyprus - Department of Public and Business Administration
Downloads 662 (72,197)
Citation 1

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Real Options, value stocks, book-to-market uncertainty, equity returns

3.

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 - McDonough School of Business, ESADE Business School, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 655 (73,247)
Citation 2

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

4.

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 461 (113,016)
Citation 7

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Contingent Capital, Dynamic Capital Structure, Leverage

5.

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 410 (129,627)

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

6.

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 218 (250,348)
Citation 1

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Countercyclical Contingent Capital, Convertible Bonds, Capital Structure, Leverage

7.

Bank Lottery Behavior and Regulatory Bailouts

Number of pages: 53 Posted: 03 Apr 2017
ESADE Business School, Aalto University - School of Business, New York University - Leonard N. Stern School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 137 (374,052)

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

8.

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, Aalto University - School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 120 (413,935)

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9.

Innovative Activity, Growth Options and the Heterogeneous Return Performance of Cross-border vs. Domestic M&A Firms

Number of pages: 59 Posted: 18 May 2020
Luca Del Viva, Roberto Ragozzino and Lenos Trigeorgis
ESADE Business School, Nova School of Business and Economics and University of Cyprus - Department of Public and Business Administration
Downloads 93 (495,862)
Citation 1

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acquisitions, mergers, international, equity return, real options, multinational network hypothesis

10.

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

Number of pages: 39 Posted: 20 Jul 2017
ESADE Business School, Aalto University - School of Business, New York University - Leonard N. Stern School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 66 (604,899)

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