Filippo Massari

University of Bologna, Department of Economics

Bologna

Italy

SCHOLARLY PAPERS

14

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1,288

SSRN CITATIONS
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Top 27,956

in Total Papers Citations

28

CROSSREF CITATIONS

13

Scholarly Papers (14)

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, University of Bologna, Department of Economics and University of Duisburg-Essen - Mercator School of Management
Downloads 501 (106,314)
Citation 3

Abstract:

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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
University of Bologna, Department of Economics and Kyoto University - Institute of Economic Research
Downloads 182 (305,816)

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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
University of Bologna, Department of Economics
Downloads 94 (510,040)
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 University of Bologna, Department of Economics
Downloads 92 (517,002)
Citation 7

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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 University of Bologna, Department of Economics
Downloads 80 (563,208)
Citation 7

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Ambiguity, Learning

6.

Rational beliefs when the truth is not an option

Number of pages: 32 Posted: 11 Jan 2022 Last Revised: 26 Feb 2024
Filippo Massari and Jonathan Newton
University of Bologna, Department of Economics and Kyoto University - Institute of Economic Research
Downloads 65 (631,136)

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misspecified learning, evolutionary models.

7.

When Does Ambiguity Fade Away?

Number of pages: 9 Posted: 30 Oct 2019
Filippo Massari and Jonathan Newton
University of Bologna, Department of Economics and Kyoto University - Institute of Economic Research
Downloads 49 (721,038)
Citation 2

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ambiguity, learning, robust statistical decisions, misspecified learning

8.

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
University of Bologna, Department of Economics
Downloads 48 (727,368)

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

9.

Ambiguity, Robust Statistics, and Raiffa's Critique

Number of pages: 19 Posted: 03 Jun 2019 Last Revised: 30 Jun 2020
Filippo Massari
University of Bologna, Department of Economics
Downloads 38 (796,968)
Citation 1

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

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
University of Bologna, Department of Economics
Downloads 38 (796,968)
Citation 6

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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
University of Bologna, Department of Economics
Downloads 36 (812,279)
Citation 1

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Market selection hypothesis, Asset Pricing

12.

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

Number of pages: 27 Posted: 02 Feb 2017
Filippo Massari
University of Bologna, Department of Economics
Downloads 35 (820,082)
Citation 4

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Market Selection, Behavioural Strategies

13.

The Market test

Number of pages: 16 Posted: 27 Nov 2023
Filippo Massari
University of Bologna, Department of Economics
Downloads 23 (925,523)

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expert testing, manipulability, testing manager performance.

14.

Market selection under stereotypes

Number of pages: 26 Posted: 27 Mar 2024
Daniele Giachini and Filippo Massari
Scuola Superiore Sant’Anna and University of Bologna, Department of Economics
Downloads 7 (1,083,950)

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Market Selection Hypothesis; Stereotypes; Complete Markets; Representativeness Heuristics; Rényi Divergence.