Antonio Gargano

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 18,808

SSRN RANKINGS

Top 18,808

in Total Papers Downloads

2,521

CITATIONS
Rank 17,677

SSRN RANKINGS

Top 17,677

in Total Papers Citations

39

Scholarly Papers (5)

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 City University London - Sir John Cass Business School
Downloads 923 (24,140)
Citation 4

Abstract:

Loading...

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 651 (39,050)
Citation 22

Abstract:

Loading...

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, University of Maryland - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads 458 (61,437)
Citation 3

Abstract:

Loading...

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 University of Maryland - Department of Finance
Downloads 373 (78,386)
Citation 3

Abstract:

Loading...

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 116 (237,612)

Abstract:

Loading...

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