Marinela Adriana Finta

Singapore Management University

50 Stamford Road

Singapore, 178899

Singapore

SCHOLARLY PAPERS

7

DOWNLOADS

1,022

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 05 Mar 2018 Last Revised: 25 Apr 2019
Marinela Adriana Finta and Jose Renato Haas Ornelas
Singapore Management University and Banco Central do Brasil
Downloads 406 (131,200)

Abstract:

Loading...

Commodity Forecast, Implied Volatility, Implied Skewness, Risk Premium

2.

WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application

Journal of Forecasting, Volume 38, Issue 6, Pages 552-563, Forthcoming , Swiss Finance Institute Research Paper No. 16-53
Number of pages: 25 Posted: 24 Feb 2016 Last Revised: 13 Aug 2019
Giovanni Barone-Adesi, Marinela Adriana Finta, Chiara Legnazzi and Carlo Sala
University of Lugano, Singapore Management University, Swiss Finance Institute and ESADE Business School
Downloads 287 (191,104)
Citation 4

Abstract:

Loading...

Option Prices, Risk Measures, VaR and CVaR, Elicitability

3.

Higher-Order Risk Premium and Return Spillovers between Commodity and Stock Markets

Number of pages: 46 Posted: 27 Jan 2023
Marinela Adriana Finta
Singapore Management University
Downloads 103 (463,522)

Abstract:

Loading...

Return; Volatility; Skewness; Kurtosis; Risk-Neutral; Risk Premium

4.

Risk Premium Spillovers Among Stock Markets: Evidence from Higher-Order Moments

Number of pages: 39 Posted: 05 Mar 2018 Last Revised: 12 Oct 2018
Marinela Adriana Finta and Sofiane Aboura
Singapore Management University and Université Paris XIII Nord - Department of Economics and Management
Downloads 89 (510,230)
Citation 3

Abstract:

Loading...

Spillovers, Volatility, Skewness, Kurtosis, Risk-Neutral, Risk Premium

5.

Are Investors Better Off Doing Nothing During Exchange-Traded Fund Closures?

Number of pages: 39 Posted: 23 Jan 2023 Last Revised: 02 Nov 2023
Ekkehart Boehmer and Marinela Adriana Finta
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
Downloads 79 (548,561)

Abstract:

Loading...

ETFs, Closure

6.

Retail Investors' Activity and Climate Disasters

Number of pages: 2 Posted: 07 Dec 2022 Last Revised: 07 Jan 2023
Marinela Adriana Finta
Singapore Management University
Downloads 57 (651,423)

Abstract:

Loading...

Retail Investors, Climate Disasters

7.

Retail Investors’ Activity on Pleasant and Unpleasant Firms

Number of pages: 51
Marinela Adriana Finta
Singapore Management University
Downloads 1

Abstract:

Loading...

Retail Investors; Pleasant Firm; Unpleasant Firm; Return Predictability.