Stefano Cassella

Tilburg University- School of Economics and Management

Assistant Professor of Finance

Professor de Moorplein 521

Tilburg, 5037

Netherlands

  • Tilburg University- School of Economics and Management

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,783

SSRN RANKINGS

Top 26,783

in Total Papers Downloads

2,113

SSRN CITATIONS
Rank 39,957

SSRN RANKINGS

Top 39,957

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables

Number of pages: 73 Posted: 22 Oct 2015 Last Revised: 05 Sep 2017
Stefano Cassella and Huseyin Gulen
Tilburg University- School of Economics and Management and Purdue University - Krannert School of Management
Downloads 941 (28,344)
Citation 17

Abstract:

Loading...

2.

Belief-based Equity Market Sentiment

Number of pages: 87 Posted: 22 Feb 2018 Last Revised: 03 Oct 2019
Stefano Cassella and Huseyin Gulen
Tilburg University- School of Economics and Management and Purdue University - Krannert School of Management
Downloads 330 (107,056)

Abstract:

Loading...

Expectations, sentiment, beliefs, representativeness heuristic, overextrapolation, cross-section, asset pricing

3.

Extrapolators at the Gate: Market-wide Misvaluation and the Value Premium

Number of pages: 79 Posted: 23 Nov 2020
Stefano Cassella, Zhaojing Chen, Huseyin Gulen and Ralitsa Petkova
Tilburg University- School of Economics and Management, Purdue University - Krannert School of Management, Purdue University - Krannert School of Management and Case Western Reserve University - Department of Banking & Finance
Downloads 232 (154,162)

Abstract:

Loading...

Value premium, extrapolation, extrapolative expectations, style investing, predictability

4.

Do Shareholders Gain from Their Right to Sue? Evidence from Federal Judge Turnover

Number of pages: 66 Posted: 14 Jan 2019 Last Revised: 05 Feb 2021
Stefano Cassella and Antonino Emanuele Rizzo
Tilburg University- School of Economics and Management and Nova School of Business and Economics
Downloads 190 (185,821)

Abstract:

Loading...

shareholder litigation, lawsuits, federal courts, judicial ideology, corporate valuation, law and finance, takeover threat, investor protection, deterrence, governance

5.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 49 Posted: 14 Feb 2019 Last Revised: 04 Jan 2021
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 189 (186,727)
Citation 2

Abstract:

Loading...

term structure of equities, extrapolation, optimism bias

6.

Different Extrapolators and Stock Market Momentum and Reversal

Number of pages: 47 Posted: 07 Dec 2020
Adem Atmaz, Stefano Cassella, Huseyin Gulen and Fangcheng Ruan
Purdue University - Krannert School of Management, Tilburg University- School of Economics and Management, Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Downloads 112 (284,541)

Abstract:

Loading...

Extrapolative expectations, negative extrapolators, autocorrelation, momentum, reversal

7.

Horizon Bias in Expectations Formation

Number of pages: 69 Posted: 11 Feb 2021 Last Revised: 14 Feb 2021
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 81 (350,823)

Abstract:

Loading...

Motivated Beliefs, Optimal Expectations, Wishful Thinking, Economic Forecasting, Economic Models, Expectations, Optimism Bias, Survey Forecasts

8.

Do Teams Alleviate or Exacerbate Cognitive Biases? Evidence from Extrapolation in Mutual Funds

Number of pages: 67 Posted: 11 Feb 2021
Ricardo Barahona, Stefano Cassella and Kristy A.E. Jansen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University- School of Economics and Management and Tilburg University
Downloads 38 (499,513)

Abstract:

Loading...

Cognitive Biases, Extrapolation, Heuristics, Mutual Funds, Teams