Marco Grotteria

London Business School

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

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

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,252

SSRN RANKINGS

Top 13,252

in Total Papers Downloads

5,310

SSRN CITATIONS
Rank 25,220

SSRN RANKINGS

Top 25,220

in Total Papers Citations

25

CROSSREF CITATIONS

12

Scholarly Papers (8)

1.
Downloads 2,031 ( 11,052)
Citation 5

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
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
Downloads 1,989 (11,211)
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 2022
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
Downloads 41 (579,688)

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Risk-Free Interest Rates

CEPR Discussion Paper No. DP13899
Number of pages: 57 Posted: 20 Aug 2019
University of Pennsylvania - Finance Department, London Business School and University of Pennsylvania - The Wharton School
Downloads 1 (931,728)
Citation 5
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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: 05 Jan 2022
Roberto Gomez Cram and Marco Grotteria
London Business School and London Business School
Downloads 739 (48,758)
Citation 1

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

3.
Downloads 658 ( 56,765)
Citation 8

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 631 (59,127)
Citation 3

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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 2022
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 27 (668,192)

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4.

Follow the Money

Number of pages: 71 Posted: 08 Dec 2018 Last Revised: 27 Dec 2021
Marco Grotteria
London Business School
Downloads 642 (58,602)
Citation 5

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Lobbying, Expected Returns, Imperfect competition, Strategic interaction

5.
Downloads 637 ( 59,161)

Foreseen Risks

Number of pages: 67 Posted: 12 Jan 2018 Last Revised: 22 Apr 2020
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 620 (60,526)

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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: 27 Jul 2022
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 17 (751,483)

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6.

Do market prices reflect biased information? Evidence from voluntary corporate disclosures

Number of pages: 59 Posted: 11 Mar 2022 Last Revised: 15 Jul 2022
Roberto Gomez Cram and Marco Grotteria
London Business School and London Business School
Downloads 268 (160,058)

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High-frequency identification, price discovery, market efficiency, management forecasts, disclosure quality

7.

The Present Value of Future Market Power

Number of pages: 32 Posted: 22 Oct 2021
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 178 (234,316)

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markups, valuation, superstar, present value

8.

Foreign Influence in US Politics

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62 Posted: 23 Mar 2022 Last Revised: 25 Mar 2022
Marco Grotteria, Max Miller and S Lakshmi Naaraayanan
London Business School, University of Pennsylvania, The Wharton School, Finance Department and London Business School
Downloads 157 (260,447)

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