Antonio Gargano

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,796

SSRN RANKINGS

Top 17,796

in Total Papers Downloads

2,805

SSRN CITATIONS
Rank 16,318

SSRN RANKINGS

Top 16,318

in Total Papers Citations

31

CROSSREF CITATIONS

23

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

Scholarly Papers (7)

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 Melbourne and University of Cambridge - Judge Business School
Downloads 1,087 (19,978)
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 667 (39,741)
Citation 30

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 Rossi and Russ Wermers
University of Melbourne - Department of Finance, Georgetown University and University of Maryland - Robert H. Smith School of Business
Downloads 468 (62,747)
Citation 13

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 Rossi
University of Melbourne - Department of Finance and Georgetown University
Downloads 392 (77,539)
Citation 10

Abstract:

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investor attention, brokerage account, attention allocation

5.

The Profits and Losses of Short Sellers

Number of pages: 46 Posted: 11 Feb 2019
University of Melbourne - Department of Finance, Universidad de los Andes, Chile and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 145 (208,823)

Abstract:

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

6.

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 30 (484,913)

Abstract:

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Short Selling, Limits to Arbitrage, Synchronization Risk

7.

Attention and Search: Micro-Evidence on Housing Market Momentum

Number of pages: 69 Posted: 07 Feb 2020 Last Revised: 18 Feb 2020
Antonio Gargano, Marco Giacoletti and Elvis Jarnecic
University of Melbourne - Department of Finance, Marshall School of Business and The University of Sydney
Downloads 16 (565,732)

Abstract:

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Attention, House Search, Segmentation, Homeownership, House Prices, Momentum