Caterina Santi

University of Liège - HEC Liège

Assistant Professor in Finance

Rue Louvrex 14

Liège, 4000

Belgium

http://www.caterinasanti.com

SCHOLARLY PAPERS

6

DOWNLOADS

1,368

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Investor Climate Sentiment and Financial Markets

Number of pages: 43 Posted: 03 Feb 2021 Last Revised: 12 Aug 2022
Caterina Santi
University of Liège - HEC Liège
Downloads 404 (108,213)

Abstract:

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Climate Change, Sentiment, Asset Pricing, Sustainable Investing, Social Networks, StockTwits, Textual Analysis.

Exploring Style Herding by Mutual Funds

Number of pages: 38 Posted: 15 Jun 2017 Last Revised: 15 May 2020
Caterina Santi and Remco C. J. Zwinkels
University of Liège - HEC Liège and Vrije Universiteit Amsterdam
Downloads 307 (145,303)
Citation 1

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herding, mutual funds, style investing, asset pricing

Exploring Style Herding by Mutual Funds

Number of pages: 40 Posted: 08 Jul 2022
Caterina Santi and Remco C. J. Zwinkels
University of Liège - HEC Liège and Vrije Universiteit Amsterdam
Downloads 26 (713,487)

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herding, Mutual funds, 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 9 (877,577)

Abstract:

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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 234 (191,898)

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

4.

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 169 (256,998)
Citation 2

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

5.

Carbon Risk Premium and Worries about Climate Change

Number of pages: 34 Posted: 18 Oct 2021 Last Revised: 12 Sep 2022
Caterina Santi and Angelo Moretti
University of Liège - HEC Liège and Utrecht University - Faculty of Social and Behavioural Sciences
Downloads 156 (274,746)

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

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 63 (496,872)

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