Filippo Massari

Bocconi University - Department of Decision Sciences

Via Roentgen 1

Milan, 20136

Italy

University of East Anglia

Norwich Research Park

Norwich, Norfolk NR4 7TJ

United Kingdom

  • Bocconi University - Department of Decision Sciences

  • University of East Anglia

SCHOLARLY PAPERS

12

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11

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13

Scholarly Papers (12)

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1.

Swarm Intelligence? Stock Opinions of the Crowd and Stock Returns

International Review of Economics and Finance 64, November 2019, 443-464.
Number of pages: 48 Posted: 01 Jun 2016 Last Revised: 13 Nov 2019
Bastian Breitmayer, Filippo Massari and Matthias Pelster
Leuphana University of Lueneburg, Bocconi University - Department of Decision Sciences and Paderborn University
Downloads 456 (88,390)
Citation 3

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social trading, crowd intelligence, stock returns, abnormal returns

2.

Learning and equilibrium in misspecified models

Number of pages: 18 Posted: 30 Oct 2019 Last Revised: 30 Jun 2020
Filippo Massari and Jonathan Newton
Bocconi University - Department of Decision Sciences and Kyoto University - Institute of Economic Research
Downloads 110 (336,329)

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misspecified learning, evolutionary models

3.

Market Selection in Large Economies: A Matter of Luck

Number of pages: 43 Posted: 04 Feb 2015 Last Revised: 04 Oct 2018
Filippo Massari
Bocconi University - Department of Decision Sciences
Downloads 76 (422,937)
Citation 6

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market selection hypothesis, asset pricing, De-Finetti's theorem

4.

The Wisdom of the Crowd in Dynamic Economies

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2017
Number of pages: 60 Posted: 19 Sep 2017 Last Revised: 27 Nov 2018
Pietro Dindo and Filippo Massari
Ca Foscari University of Venice - Dipartimento di Economia and Bocconi University - Department of Decision Sciences
Downloads 69 (445,606)
Citation 4

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Wisdom of the Crowd, Heterogeneous Beliefs, Market Selection Hypothesis, Naive Learning

5.

Learning from Ambiguous and Misspecified Models

Number of pages: 14 Posted: 04 Oct 2017
Massimo Marinacci and Filippo Massari
Bocconi University - Department of Decision Sciences and Bocconi University - Department of Decision Sciences
Downloads 40 (566,242)
Citation 7

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Ambiguity, Learning

6.

What Should Economic Agents Learn in Misspecified Environments?

Number of pages: 11 Posted: 11 Jan 2022
Filippo Massari and Jonathan Newton
Bocconi University - Department of Decision Sciences and Kyoto University - Institute of Economic Research
Downloads 30 (622,397)

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misspecified learning, evolutionary models.

7.

Markets with Heterogeneous Beliefs: A Necessary and Sufficient Condition for a Trader to Vanish

Number of pages: 27 Posted: 02 Feb 2017
Filippo Massari
Bocconi University - Department of Decision Sciences
Downloads 22 (677,703)
Citation 3

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Market Selection, Behavioural Strategies

8.

When Does Ambiguity Fade Away?

Number of pages: 9 Posted: 30 Oct 2019
Filippo Massari and Jonathan Newton
Bocconi University - Department of Decision Sciences and Kyoto University - Institute of Economic Research
Downloads 21 (685,155)

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ambiguity, learning, robust statistical decisions, misspecified learning

9.

Under-reaction: Irrational behavior or robust response to model misspecification?

Number of pages: 20 Posted: 19 Jul 2020 Last Revised: 21 Jul 2020
Filippo Massari
Bocconi University - Department of Decision Sciences
Downloads 20 (692,747)

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mis-specified learning, under-reaction, market selection, behavioral finance

10.

Price Probabilities: A Class of Bayesian and Non-Bayesian Prediction Rules

Number of pages: 33 Posted: 24 Jul 2016 Last Revised: 03 Oct 2017
Filippo Massari
Bocconi University - Department of Decision Sciences
Downloads 18 (708,291)
Citation 3

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Non-Bayesian Learning, Prediction Market, Market Selection

11.

Price Dynamics and Market Selection in Small and Large Economies

Number of pages: 42 Posted: 14 Mar 2014 Last Revised: 03 Oct 2017
Filippo Massari
Bocconi University - Department of Decision Sciences
Downloads 17 (716,378)
Citation 1

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Market selection hypothesis, Asset Pricing

12.

Ambiguity, Robust Statistics, and Raiffa's Critique

Number of pages: 19 Posted: 03 Jun 2019 Last Revised: 30 Jun 2020
Filippo Massari
Bocconi University - Department of Decision Sciences
Downloads 12 (759,481)
Citation 1

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ambiguity, misspecified learning, robust statistics, multiple-prior learning