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

SCHOLARLY PAPERS

12

DOWNLOADS

891

SSRN CITATIONS
Rank 33,646

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Top 33,646

in Total Papers Citations

11

CROSSREF CITATIONS

13

Scholarly Papers (12)

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

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
Bocconi University - Department of Decision Sciences and Kyoto University - Institute of Economic Research
Downloads 110 (336,329)

Abstract:

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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

Abstract:

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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

Abstract:

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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)

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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