SSRN logo
Public User
Advanced Search

Gioia Pescetto

University of Portsmouth

Professor

Richmond Building

Portland Street

Portsmouth, Hampshire PO1 3DE

United Kingdom

  • University of Portsmouth

    • Email
    • Tel: +44(0)2392844057
    • Fax: +44(0)2392844059
SCHOLARLY PAPERS

4

DOWNLOADS
Rank 28,236

SSRN RANKINGS

Top 28,236

in Total Papers Downloads

1,313

CITATIONS
Rank 28,900

SSRN RANKINGS

Top 28,900

in Total Papers Citations

8

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Modeling International Price Relationships and Interdependencies between EU Stock Index and Stock Index Futures Markets: A Multivariate Analysis

EFMA 2001 Lugano Meetings
Number of pages: 27 Posted: 04 Apr 2001
Gioia Pescetto, Antonios Antoniou and Antonis Violaris
University of Portsmouth, Wealth Associates and Durham University - Department of Economics and Finance
Downloads 595 (35,130)
Citation 3

Abstract:

spot-futures, market interdependence, lead-lags, volatility, VAR-EGARCH, EU financial markets

2.

How Value–Glamour Investors Use Financial Information: UK Evidence of Investor’s Confirmation Bias

Number of pages: 42 Posted: 08 Oct 2010
Chau Minh Duong, Gioia Pescetto and Daniel Santamaria
Canterbury Christ Church University, University of Portsmouth and affiliation not provided to SSRN
Downloads 321 (61,325)

Abstract:

Value–glamour investing, financial statement analysis, contextual fundamental analysis, market efficiency, behavioural finance, confirmation bias

3.

Debt Maturity Structure and the 1997 Asian Financial Crisis

Number of pages: 35 Posted: 01 May 2007
Rataporn Deesomsak, Krishna Paudyal and Gioia Pescetto
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Portsmouth
Downloads 277 (85,908)
Citation 1

Abstract:

debt maturity structure, Asia Pacific region, financial crisis

4.

Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis

Journal of Business Finance & Accounting, Vol. 30, pp. 645-667, June 2003
Number of pages: 24 Posted: 26 Sep 2003
Antonios Antoniou, Gioia Pescetto and Antonis Violaris
Wealth Associates, University of Portsmouth and Durham University - Department of Economics and Finance
Downloads 16 (469,990)
Citation 4
  • Add to Cart

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.177 seconds

Relx Group logo