Stefano Cassella

Tilburg University- School of Economics and Management

Assistant Professor of Finance

Professor de Moorplein 521

Tilburg, 5037

Netherlands

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 17,836

SSRN RANKINGS

Top 17,836

in Total Papers Downloads

4,057

SSRN CITATIONS
Rank 32,739

SSRN RANKINGS

Top 32,739

in Total Papers Citations

20

CROSSREF CITATIONS

5

Scholarly Papers (9)

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 1,034 (30,647)
Citation 30

Abstract:

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2.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 61 Posted: 14 Feb 2019 Last Revised: 29 Nov 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 469 (86,720)
Citation 3

Abstract:

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term structure of equities, extrapolation, optimism bias

3.

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

Number of pages: 73 Posted: 23 Nov 2020 Last Revised: 23 Mar 2022
Tilburg University- School of Economics and Management, Renmin University of China - School of Finance, Purdue University - Krannert School of Management and Case Western Reserve University - Department of Banking & Finance
Downloads 436 (94,165)

Abstract:

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

4.

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 430 (95,760)
Citation 1

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

5.

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

Number of pages: 76 Posted: 11 Feb 2021 Last Revised: 25 Apr 2022
Ricardo Barahona, Stefano Cassella and Kristy A.E. Jansen
Banco de EspaƱa, Tilburg University- School of Economics and Management and Tilburg University
Downloads 415 (99,725)

Abstract:

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Behavioral biases, Extrapolation, Heuristics, Mutual funds, Teams

6.

Motivated Beliefs in Macroeconomic Expectations

Number of pages: 59 Posted: 11 Feb 2021 Last Revised: 09 Aug 2022
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 397 (105,596)
Citation 2

Abstract:

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Motivated beliefs, Expectation formation, Wishful thinking, Economic forecasting, Economic models, Expectations, Optimism bias, Survey forecasts, Macroeconomic forecasts.

7.

Contrarians, Extrapolators, and Stock Market Momentum and Reversal

Number of pages: 49 Posted: 07 Dec 2020 Last Revised: 11 Feb 2022
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 316 (134,853)
Citation 1

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Extrapolative expectations, extrapolators, autocorrelation, momentum, reversal

8.

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

Number of pages: 67 Posted: 14 Jan 2019 Last Revised: 25 Jan 2022
Stefano Cassella and Antonino Emanuele Rizzo
Tilburg University- School of Economics and Management and Nova School of Business and Economics
Downloads 298 (143,419)

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

9.

Extracting Extrapolative Beliefs from Market Prices: An Augmented Present-Value Approach

Number of pages: 75 Posted: 18 May 2021 Last Revised: 15 Nov 2021
Stefano Cassella, Huseyin Gulen and Yan Liu
Tilburg University- School of Economics and Management, Purdue University - Krannert School of Management and Purdue University
Downloads 262 (163,540)

Abstract:

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Present value, Structural estimation, Expectations formation, Extrapolation bias, Behavioral, Sentiment, Predictive regression, Discount rate, Dividend growth