Gianluigi Giorgioni

University of Liverpool - Management School (ULMS)

Lecturer

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 23,741

SSRN RANKINGS

Top 23,741

in Total Papers Downloads

1,952

CITATIONS
Rank 43,825

SSRN RANKINGS

Top 43,825

in Total Papers Citations

7

Scholarly Papers (5)

1.

Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities

Number of pages: 31 Posted: 01 Jun 2013 Last Revised: 03 Jun 2013
Jozef Rudy, Christian Dunis, Gianluigi Giorgioni and Jason Laws
Harvest Alpha Capital, John Moores University - Business School, University of Liverpool - Management School (ULMS) and University of Liverpool - Accounting and Finance Division
Downloads 1,548 (10,859)
Citation 1

Abstract:

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High-frequency data, statistical arbitrage, pairs trading, cointegration, time adaptive models

2.

On Stock Market Illiquidity and Real-Time GDP Growth

Journal of International Money and Finance, 2014, Vol. 44, pp. 210–229
Number of pages: 43 Posted: 12 Oct 2012 Last Revised: 28 May 2014
University of Liverpool (UK), University of Liverpool - Management School (ULMS), University of Liverpool Management School and University of Liverpool - Management School (ULMS)
Downloads 210 (143,182)
Citation 6

Abstract:

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stock market illiquidity, divisia money, GDP growth, non-linear model

3.

Analyst Coverage, Corruption and Financial Secrecy: A Multi-Country Study

Number of pages: 47 Posted: 20 Feb 2015
Omaima A. G. Hassan and Gianluigi Giorgioni
Brunel University London - Economics and Finance and University of Liverpool - Management School (ULMS)
Downloads 114 (238,952)

Abstract:

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analyst coverage, analyst following, corruption, anti-bribery policies, financial

4.

The CFA Franc Zone: A Re-Evaluation

Number of pages: 34 Posted: 02 Oct 2013
Gianluigi Giorgioni
University of Liverpool - Management School (ULMS)
Downloads 60 (352,074)

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CFA Franc Zone, Africa, France, monetary unions, aid

5.

Foreign Direct Investment in Rural Unitary Authorities: The Case of the North-West of England

Number of pages: 20 Posted: 18 Jun 2015
Gianluigi Giorgioni and Seamus O'Brien
University of Liverpool - Management School (ULMS) and Liverpool John Moores University, Business School
Downloads 20 (514,815)

Abstract:

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foreign-owned firms, rural, urban, non-parametric analysis, Economic Geography