Giovanni Siciliano

CONSOB (Commissione Nazionale per le Società e la Borsa)

Head of Research Division

Via G.B. Martini, 3

Roma, 00199

Italy

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 10,382

in Total Papers Downloads

3,735

CITATIONS
Rank 40,226

SSRN RANKINGS

Top 40,226

in Total Papers Citations

4

Scholarly Papers (8)

1.

The Clearing and Settlement Industry: Structure, Competition and Regulatory Issues

Number of pages: 32 Posted: 16 Aug 2005
Nadia Linciano, Giovanni Siciliano and Gianfranco Trovatore
Commissione Nazionale per le Societa e la Borsa (CONSOB), CONSOB (Commissione Nazionale per le Società e la Borsa) and CONSOB (Commissione Nazionale per le Societa e la Borsa)
Downloads 1,205 (11,760)

Abstract:

Clearing and settlement, CSD, Global custodian, Antitrust law

2.

Do Bank Acquisitions Increase Shareholders' Wealth? A Comparison Between Market-Based and Accounting-Based Performance Indicators for Some Italian Banks

Number of pages: 36 Posted: 14 Jun 2000
Andrea Resti and Giovanni Siciliano
Bocconi University - Department of Finance and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 983 (16,406)

Abstract:

bank, mergers, efficiency, CAR

3.

Equity Prices and the Risk of Expropriation: An Analysis of the Italian Stock Market

EFMA 2004 Basel Meetings Paper; ECGI - Finance Working Paper No. 24/2003
Number of pages: 24 Posted: 17 Sep 2003
Roberto Barontini and Giovanni Siciliano
Scuola Superiore Sant'Anna di Pisa - Institute of Management and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 817 (22,535)
Citation 4

Abstract:

equity returns, shareholders expropriation, closely held firms, firm valuation, corporate governance

4.

Credit Default Swaps: Contract Characteristics and Interrelations with the Bond Market

Discussion Papers CONSOB
Number of pages: 47 Posted: 05 Aug 2011 Last Revised: 02 May 2012
CONSOB, CONSOB (Commissione Nazionale per le Società e la Borsa) - Divisione Mercati, CONSOB (Commissione Nazionale per le Società e la Borsa), CONSOB (Commissione Nazionale per le Società e la Borsa) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 254 (91,928)

Abstract:

CDS, credit default swaps, government bond, arbitrage strategies, post-trade transparency

Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products

ESMA Working Paper n. 1 2015
Number of pages: 30 Posted: 19 Jan 2015
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 76 (269,808)

Abstract:

derivatives, structured products, risk-neutral pricing, probability scenarios

Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products

ESMA Working Paper No. 1, 2015, CONSOB Working Papers No. 74
Number of pages: 30 Posted: 17 Oct 2013 Last Revised: 01 Jul 2016
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 63 (299,867)

Abstract:

derivatives, structured products, risk-neutral pricing, probability scenarios

6.

Bond Issued by Italian Banks: Risk and Return Characteristics

Working Papers CONSOB
Number of pages: 32 Posted: 22 Sep 2011 Last Revised: 02 May 2012
Renato Grasso, Nadia Linciano, Lucia Pierantoni and Giovanni Siciliano
CONSOB (Commissione Nazionale per le Società e la Borsa), Commissione Nazionale per le Societa e la Borsa (CONSOB), CONSOB (Commissione Nazionale per le Società e la Borsa) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 59 (284,597)

Abstract:

bonds, bank, credit risk, liquidity risk, market risk

7.

Probabilità reali e probabilità neutrali al rischio nella stima del valore futuro degli strumenti derivati (Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products)

CONSOB Working Papers No. 74
Number of pages: 66 Posted: 05 Sep 2013 Last Revised: 10 Sep 2014
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 41 (251,556)

Abstract:

pricing, fair-value, misura neutrale al rischio, partizioni di probabilità, martingala

8.

Minority Shareholders Protection and the Regulation of Control Block Transfers: The Case of the Partial Opportunity Rule

Posted: 06 Sep 1999
Alfredo Macchiati and Giovanni Siciliano
CONSOB (Commissione Nazionale per le Società e la Borsa) - Divisione Studi Economici and CONSOB (Commissione Nazionale per le Società e la Borsa)

Abstract: