Caterina Santi

University of Liège - HEC Liège

Assistant Professor in Finance

Rue Louvrex 14

Liège, 4000

Belgium

http://www.caterinasanti.com

  • University of Liège - HEC Liège

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Investor Climate Sentiment and Financial Markets

International Review of Financial Analysis, Forthcoming
Number of pages: 45 Posted: 03 Feb 2021 Last Revised: 08 Jan 2023
Caterina Santi
University of Liège - HEC Liège
Downloads 549 (87,923)

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Climate Change, Sentiment, Asset Pricing, Sustainable Investing, Textual Analysis.

2.

Exploring Style Herding by Mutual Funds

Downloads 445 (114,049)

Exploring Style Herding by Mutual Funds

Journal of International Financial Markets, Institutions & Money
Number of pages: 38 Posted: 15 Jun 2017 Last Revised: 21 Mar 2023
Caterina Santi and Remco C. J. Zwinkels
University of Liège - HEC Liège and Vrije Universiteit Amsterdam
Downloads 349 (149,249)
Citation 1

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herding, mutual funds, style investing, asset pricing

Exploring Style Herding by Mutual Funds

Number of pages: 40 Posted: 16 Nov 2022
Caterina Santi and Remco C. J. Zwinkels
University of Liège - HEC Liège and Vrije Universiteit Amsterdam
Downloads 96 (468,625)

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herding, Mutual Funds, Asset Pricing

3.

Research Quotient, Optimal R&D and Stock Returns

WRDS Research Paper
Number of pages: 34 Posted: 14 May 2018 Last Revised: 15 Oct 2020
Caterina Santi
University of Liège - HEC Liège
Downloads 304 (173,038)

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optimal R&D, innovative ability, limited attention, return predictability, market efficiency

4.

Carbon Risk Premium and Worries about Climate Change

Number of pages: 39 Posted: 18 Oct 2021 Last Revised: 30 Nov 2023
Angelo Moretti and Caterina Santi
Utrecht University - Faculty of Social and Behavioural Sciences and University of Liège - HEC Liège
Downloads 257 (205,455)
Citation 2

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Public Attitudes, Climate Change, Climate Finance, Asset Pricing, Europe.

5.

Social Interaction, Stochastic Volatility, and Momentum

Number of pages: 43 Posted: 17 Feb 2017 Last Revised: 09 Jun 2021
Xuezhong He, Kai Li, Caterina Santi and Lei Shi
Xi'an Jiaotong-Liverpool University (XJTLU), Macquarie Business School, Macquarie University, University of Liège - HEC Liège and Macquarie University
Downloads 193 (269,183)
Citation 3

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Social interaction, mean choice, volatility clustering, time-series momentum

6.

The Need for Reliable and Timely Data to Contrast COVID-19: What Went Wrong?

Number of pages: 21 Posted: 24 Sep 2020 Last Revised: 11 Nov 2020
Angelo Moretti and Caterina Santi
Utrecht University - Faculty of Social and Behavioural Sciences and University of Liège - HEC Liège
Downloads 76 (536,450)

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Coronavirus, Social-distancing Policies, Inference, Survey Sampling, Health, Geography, SARS