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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

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CITATIONS
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Top 28,852

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8

Scholarly Papers (4)

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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 (34,571)
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 (60,935)

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 (84,450)
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 (462,033)
Citation 4

Abstract:

Submit a Paper Section 508 Text Only Pages

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