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Pier Malpenga

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Intra-Day Anomalies in the Relationship between U.S. Futures and European Stock Indexes

University of Siena Department of Economic Policy, Finance and Development Working Paper No. 12/2010, https://doi.org/10.3905/jii.2011.1.4.040
Posted: 21 May 2019
Alessandro Innocenti, Pier Malpenga, Lorenzo Menconi and Alessandro Santoni
University of Siena - Labsi Experimental Economics LaboratoryUniversity of Siena - Department of Social, Political and Cognitive Sciences, affiliation not provided to SSRN, University of Siena and University of Siena

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Futures Market, Spot Markets, Intraday Timing, Market Correlation, Information Processing

2.

Time Lags in Processing Market-Sensitive Information: A Case Study

https://doi.org/10.3905/jot.2012.7.4.068
Posted: 21 May 2019
Alessandro Innocenti, Pier Malpenga, Lorenzo Menconi and Alessandro Santoni
University of Siena - Labsi Experimental Economics LaboratoryUniversity of Siena - Department of Social, Political and Cognitive Sciences, affiliation not provided to SSRN, University of Siena and University of Siena

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financial trading, arbitrage, information processing, cognitive limitations