Ilaria Piatti

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

4

DOWNLOADS
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SSRN RANKINGS

Top 40,393

in Total Papers Downloads

852

CITATIONS
Rank 45,357

SSRN RANKINGS

Top 45,357

in Total Papers Citations

3

Scholarly Papers (4)

1.

Dividend Growth Predictability and the Price-Dividend Ratio

Swiss Finance Institute Research Paper No. 12-42
Number of pages: 74 Posted: 05 Jun 2012 Last Revised: 22 Apr 2014
Ilaria Piatti and Fabio Trojani
University of Oxford - Said Business School and University of Geneva
Downloads 255 (74,582)
Citation 1

Abstract:

Predictability, Predictive regression, Present-value model, State-space model, Bootstrap, Likelihood ratio test

2.

Predictable Risks and Predictive Regression in Present-Value Models

Saïd Business School WP 2017-11,
Number of pages: 96 Posted: 15 Mar 2011 Last Revised: 03 Aug 2017
Ilaria Piatti and Fabio Trojani
University of Oxford - Said Business School and University of Geneva
Downloads 198 (94,521)
Citation 2

Abstract:

Predictability, Present-value models, Predictive regression, Persistence, Term structure of risk

3.

Heterogeneous Beliefs about Rare Event Risk in the Lucas Orchard

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Saïd Business School WP 2014-5,
Number of pages: 59 Posted: 23 Apr 2014 Last Revised: 18 Feb 2017
Ilaria Piatti
University of Oxford - Said Business School
Downloads 75 (168,806)

Abstract:

Heterogeneous beliefs, Systemic disasters, Lucas orchard, Variance risk premium, Correlation risk premium, Predictability

4.

Expected Term Structures

Saïd Business School WP 2016-36,
Number of pages: 57 Posted: 19 Jan 2017 Last Revised: 08 Feb 2017
Andrea Buraschi, Ilaria Piatti and Paul Whelan
The University of Chicago, University of Oxford - Said Business School and Copenhagen Business School
Downloads 0 (227,766)

Abstract:

Rational Expectations, Cross-Section of Beliefs, Bond Risk Premia, Spanning, Expectation Formation