Marco Grotteria

London Business School

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

http://sites.google.com/site/marcogrotteria/home

  • London Business School

SCHOLARLY PAPERS

8

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7,060

SSRN CITATIONS
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SSRN RANKINGS

Top 10,046

in Total Papers Citations

141

CROSSREF CITATIONS

10

Scholarly Papers (8)

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1.

Risk Free Interest Rates

Downloads 2,619 ( 9,186)
Citation 36

Risk Free Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 22 Sep 2018 Last Revised: 04 Jan 2021
Jules H. van Binsbergen, William Diamond and Marco Grotteria
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
Downloads 2,511 (9,638)
Citation 1

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Demand for Safe Assets, Convenience Yield, Quantitative Easing, Monetary Policy

Risk-Free Interest Rates

NBER Working Paper No. w26138
Number of pages: 55 Posted: 12 Aug 2019 Last Revised: 03 Jun 2023
Jules H. van Binsbergen, William Diamond and Marco Grotteria
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
Downloads 107 (433,854)

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Risk-Free Interest Rates

CEPR Discussion Paper No. DP13899
Number of pages: 57 Posted: 20 Aug 2019
William Diamond, Marco Grotteria and Jules H. van Binsbergen
University of Pennsylvania - Finance Department, London Business School and University of Pennsylvania - The Wharton School
Downloads 1 (1,096,078)
Citation 24
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Convenience Yield, Demand for Safe Assets, monetary policy, Quantitative easing

2.

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak

Journal of Financial Economics (JFE), Vol. 143, No. 3, 2022, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 23 Jun 2020 Last Revised: 01 Jun 2023
Roberto Gomez Cram and Marco Grotteria
New York University (NYU) - Leonard N. Stern School of Business and London Business School
Downloads 921 (44,725)
Citation 1

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Price Discovery, Monetary Policy, Federal Reserve, FOMC, Video Data

3.

Follow the Money

Number of pages: 49 Posted: 08 Dec 2018 Last Revised: 01 Jun 2023
Marco Grotteria
London Business School
Downloads 839 (50,827)
Citation 4

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Lobbying, Expected Returns, Imperfect competition, Strategic interaction

4.

Foreseen Risks

Downloads 751 (59,040)
Citation 1

Foreseen Risks

Number of pages: 71 Posted: 12 Jan 2018 Last Revised: 15 Jul 2023
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 722 (61,333)

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Credit Bubbles, Financial intermediaries, Financial Crises, Risk Shifting

Foreseen Risks

NBER Working Paper No. w25277
Number of pages: 66 Posted: 19 Nov 2018 Last Revised: 25 Jan 2023
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 29 (829,512)

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5.

Cyclical Dispersion in Expected Defaults

Downloads 698 (65,024)
Citation 15

Cyclical Dispersion in Expected Defaults

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61 Posted: 10 Apr 2017 Last Revised: 11 Aug 2020
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 659 (69,040)
Citation 2

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Expected Default, Bond Issuance, Business Cycles, Disaster Risk

Cyclical Dispersion in Expected Defaults

NBER Working Paper No. w23704
Number of pages: 51 Posted: 21 Aug 2017 Last Revised: 09 Apr 2023
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 39 (749,416)

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6.

Foreign Influence in US Politics

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 79 Posted: 23 Mar 2022 Last Revised: 26 Sep 2023
Marco Grotteria, Max Miller and S Lakshmi Naaraayanan
London Business School, Harvard Business School, Finance Unit and London Business School
Downloads 577 (83,144)

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Political economy, public finance, political connections, subsidies, foreign lobbying

7.

The Present Value of Future Market Power

Number of pages: 45 Posted: 22 Oct 2021 Last Revised: 27 Nov 2023
Thummim Cho, Marco Grotteria, Lukas Kremens and Howard Kung
London School of Economics & Political Science (LSE) - Department of Finance, London Business School, University of Washington and London Business School
Downloads 335 (156,526)

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present-value identity, markups, market power, M&A, risk premia, valuation

8.

Monetary Policy Wedges and the Long-term Liabilities of Households and Firms

Number of pages: 86 Posted: 09 Jun 2023 Last Revised: 27 Nov 2023
Jules H. van Binsbergen and Marco Grotteria
University of Pennsylvania - The Wharton School and London Business School
Downloads 320 (163,883)

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Monetary Policy Transmission; Mortgage Lending; Firm Heterogeneity; Market Power; Banking Industry; United States