Antonio Gargano

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 16,898

SSRN RANKINGS

Top 16,898

in Total Papers Downloads

3,124

SSRN CITATIONS
Rank 13,732

SSRN RANKINGS

Top 13,732

in Total Papers Citations

52

CROSSREF CITATIONS

24

Ideas:
“  Household Finance/FinTech, Information, Alternative and Unstructured Data, Financial Econometrics/Machine Learning  ”

Scholarly Papers (9)

1.

Foreign Exchange Volume

Number of pages: 66 Posted: 23 Aug 2017 Last Revised: 18 Apr 2019
Antonio Gargano, Steven Riddiough and Lucio Sarno
University of Melbourne - Department of Finance, University of Toronto and University of Cambridge - Judge Business School
Downloads 1,179 (18,829)
Citation 3

Abstract:

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foreign exchange volume, informed trading, return reversal, transaction costs

2.

Bond Return Predictability: Economic Value and Links to the Macroeconomy

Number of pages: 68 Posted: 26 Jul 2014 Last Revised: 05 Jun 2017
Antonio Gargano, Davide Pettenuzzo and Allan Timmermann
University of Melbourne - Department of Finance, Brandeis University - International Business School and UCSD
Downloads 679 (41,202)
Citation 37

Abstract:

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bond returns, yield curve, macro factors, stochastic volatility, time-varying parameters, unspanned macro risk factors

3.

The Freedom of Information Act and the Race Towards Information Acquisition

Robert H. Smith School Research Paper No. RHS 2517075, Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 54 Posted: 01 Nov 2014 Last Revised: 30 Apr 2015
Antonio Gargano, Alberto G. Rossi and Russ Wermers
University of Melbourne - Department of Finance, Georgetown University and University of Maryland - Robert H. Smith School of Business
Downloads 484 (63,680)
Citation 17

Abstract:

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Institutional Investors, Hedge Funds, Freedom of Information Act

4.

Does It Pay to Pay Attention?

Number of pages: 82 Posted: 01 Oct 2016 Last Revised: 28 Nov 2017
Antonio Gargano and Alberto G. Rossi
University of Melbourne - Department of Finance and Georgetown University
Downloads 414 (77,030)
Citation 20

Abstract:

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investor attention, brokerage account, attention allocation

5.

Short of capital: Stock Market Implications of Short Sellers’ Losses

Number of pages: 48 Posted: 11 Feb 2019 Last Revised: 06 Apr 2020
University of Melbourne - Department of Finance, Universidad de los Andes, Chile and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 181 (181,881)

Abstract:

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Short Selling, Profits and Losses, Limits to Arbitrage, Informed Trading, Return Predictability

6.

Attention and Search: Micro-Evidence on Housing Market Momentum

Number of pages: 67 Posted: 07 Feb 2020 Last Revised: 27 Apr 2020
Antonio Gargano, Marco Giacoletti and Elvis Jarnecic
University of Melbourne - Department of Finance, Marshall School of Business and The University of Sydney
Downloads 60 (387,931)
Citation 1

Abstract:

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Attention, House Search, House Prices, Momentum

7.

There's an App for That: Goal-Setting and Saving in the FinTech Era

Number of pages: 41 Posted: 13 May 2020 Last Revised: 11 Jun 2020
Antonio Gargano and Alberto G. Rossi
University of Melbourne - Department of Finance and Georgetown University
Downloads 54 (407,958)
Citation 1

Abstract:

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Goal Setting, Financial Technology, Saving Behavior

8.

Out of Sync: Disagreement Among Short Sellers and the Correction of Mispricing

Number of pages: 42 Posted: 17 Dec 2019
University of Melbourne - Department of Finance, Universidad de los Andes, Chile and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 48 (429,423)

Abstract:

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Short Selling, Limits to Arbitrage, Synchronization Risk

9.

Sparse Information and Market Efficiency: Policy Interventions in the Housing Market

Number of pages: 65 Posted: 15 Apr 2020
Antonio Gargano and Marco Giacoletti
University of Melbourne - Department of Finance and Marshall School of Business
Downloads 25 (536,083)

Abstract:

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Information Disclosure, Herding, Housing Policy, House Sales