Maurizio Montone

Utrecht University

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, +31 30 253 7373 3584 EC

Netherlands

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 26,423

SSRN RANKINGS

Top 26,423

in Total Papers Downloads

3,682

SSRN CITATIONS

14

CROSSREF CITATIONS

1

Scholarly Papers (14)

1.

Company Name Fluency and Stock Returns

Journal of Behavioral and Experimental Finance, Vol. 39, 100819, September 2023
Number of pages: 38 Posted: 22 Feb 2018 Last Revised: 10 Jun 2023
Utrecht University, Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 551 (95,259)

Abstract:

Loading...

fluency; investor recognition; company names; stock returns

2.

Risk, Return, and Sentiment in a Virtual Asset Market

Number of pages: 40 Posted: 23 Feb 2021 Last Revised: 30 Jan 2024
Maurizio Montone and Remco C. J. Zwinkels
Utrecht University and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 506 (105,832)

Abstract:

Loading...

Asset pricing; Market efficiency; Natural experiment

3.

Wage Gap and Stock Returns: Do Investors Dislike Pay Inequality?

Journal of Corporate Finance, Volume 78, February 2023, 102322, European Corporate Governance Institute – Finance Working Paper No. 727/2021
Number of pages: 60 Posted: 18 Aug 2018 Last Revised: 06 Feb 2023
Ingolf Dittmann, Maurizio Montone and Yuhao Zhu
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Utrecht University and Erasmus University Rotterdam (EUR)
Downloads 334 (170,106)
Citation 1

Abstract:

Loading...

Wage Gap, Stock Returns, Asymmetric Mispricing, Inequality Aversion

4.

Investor Sentiment and Employment

Journal of Financial and Quantitative Analysis, Volume 55, Issue 5, August 2020, pp. 1581-1618.
Number of pages: 50 Posted: 14 Jun 2014 Last Revised: 20 Feb 2021
Maurizio Montone and Remco C. J. Zwinkels
Utrecht University and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 314 (181,551)
Citation 1

Abstract:

Loading...

Investor sentiment; Labor market; Financial development, Financial crises

5.

Does the U.S. President Affect the Stock Market?

Journal of Financial Markets, Volume 61, November 2022, 100704.
Number of pages: 43 Posted: 02 Nov 2014 Last Revised: 21 Nov 2022
Maurizio Montone
Utrecht University
Downloads 307 (185,881)

Abstract:

Loading...

Politics; Approval ratings; Heterogeneous beliefs; Return predictability

Beta, Value, and Growth: Do Dichotomous Risk-Preferences Explain Stock Returns?

Journal of Behavioral and Experimental Finance, forthcoming, 100834.
Number of pages: 38 Posted: 11 Dec 2011 Last Revised: 10 Aug 2023
Maurizio Montone
Utrecht University
Downloads 263 (216,760)

Abstract:

Loading...

Value premium; Speculative demand; Beta; Business cycle.

Beta, Value, and Growth: Do Dichotomous Risk-Preferences Explain Stock Returns?

Number of pages: 38 Posted: 17 Oct 2022
Maurizio Montone
Utrecht University
Downloads 35 (848,391)

Abstract:

Loading...

Value premium, Speculative demand, Beta, Business cycle.

7.

Optimal Pricing in the Online Betting Market

Journal of Economic Behavior and Organization, Volume 186, June 2021, Pages 344-363.
Number of pages: 30 Posted: 11 Jan 2013 Last Revised: 30 Apr 2021
Maurizio Montone
Utrecht University
Downloads 255 (224,809)

Abstract:

Loading...

Betting market; Market efficiency; Risk aversion; Arbitrage

Sentiment, Productivity, and Economic Growth

NBER Working Paper w31031, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-40, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-8
Number of pages: 69 Posted: 19 Sep 2022 Last Revised: 28 May 2024
University of Chicago - Booth School of Business, Utrecht University, University College Dublin and University of Piraeus - Department of Economics
Downloads 171 (325,025)

Abstract:

Loading...

Sentiment; Productivity; Economic growth; Market efficiency

Sentiment, Productivity, and Economic Growth

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-40
Number of pages: 38 Posted: 22 Mar 2023
University of Chicago - Booth School of Business, Utrecht University, University College Dublin and Athens University of Economics and Business
Downloads 51 (728,818)

Abstract:

Loading...

Sentiment, Productivity, and Economic Growth

NBER Working Paper No. w31031
Number of pages: 37 Posted: 20 Mar 2023 Last Revised: 16 Apr 2023
University of Chicago - Booth School of Business, Utrecht University, University College Dublin and Athens University of Economics and Business
Downloads 8 (1,125,118)
  • Add to Cart

Abstract:

Loading...

9.

Political Uncertainty and Institutional Herding

Number of pages: 38 Posted: 19 Jul 2021 Last Revised: 13 Apr 2023
University of StirlingStirling Management School, UNIVERSITY OF LIVERPOOL and Utrecht University
Downloads 219 (260,271)
Citation 1

Abstract:

Loading...

Herding, institutional investors, political uncertainty, presidential popularity.

10.

Technological Greenness and Long-run Performance

Number of pages: 47 Posted: 01 Dec 2023 Last Revised: 24 May 2024
Stefano Battiston, Irene Monasterolo and Maurizio Montone
University of Zurich - Department Finance, Utrecht University and Utrecht University
Downloads 186 (302,003)
Citation 1

Abstract:

Loading...

Technological greenness; Climate finance; Long-run returns; Operating performance; Disclosure

The Prospect Capital Asset Pricing Model: Theory and Empirics

CEPR Discussion Paper No. 17935.
Number of pages: 21 Posted: 27 Dec 2022 Last Revised: 13 Sep 2023
Xiang Gao, Kees Koedijk, Maurizio Montone and Zhan Wang
Shanghai Business School, Utrecht University, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 130 (408,005)

Abstract:

Loading...

Prospect theory, stock returns, beta pricing, skewness.

The Prospect Capital Asset Pricing Model: Theory and Empirics

Number of pages: 22 Posted: 07 Nov 2023
Xiang Gao, Kees Koedijk, Maurizio Montone and Zhan Wang
Shanghai Business School, Utrecht University, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 41 (800,252)

Abstract:

Loading...

Prospect theory, Stock returns, Beta pricing, Skewness.

12.

Managerial Sentiment and Employment

Number of pages: 39 Posted: 19 Mar 2021 Last Revised: 08 Feb 2024
Maurizio Montone, Yuhao Zhu and Remco C. J. Zwinkels
Utrecht University, Erasmus University Rotterdam (EUR) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 150 (363,369)

Abstract:

Loading...

Managerial sentiment, Employment, Investment opportunities, Investor sentiment

13.

Friend or Foe? Bilateral Political Relations and the Portfolio Allocation of Foreign Institutional Investors

Number of pages: 30 Posted: 22 Nov 2022 Last Revised: 04 May 2023
Stefano Lugo and Maurizio Montone
Utrecht University - School of Economics and Utrecht University
Downloads 104 (480,107)

Abstract:

Loading...

Institutional investors, Portfolio allocation, Political risk, Bilateral relations

14.

Optimal COVID Restrictions

Number of pages: 34 Posted: 24 Feb 2022 Last Revised: 01 Mar 2024
Maurizio Montone and Valerio Potì
Utrecht University and University College Dublin
Downloads 57 (677,699)

Abstract:

Loading...

Pandemic; Government response; Trust; Productivity; Public health