Caterina Santi

University of Liège - HEC Liège

Assistant Professor in International Finance

Rue Louvrex 14

Liège, 4000

Belgium

http://www.caterinasanti.com

SCHOLARLY PAPERS

6

DOWNLOADS

957

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

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 VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 273 (146,077)
Citation 1

Abstract:

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herding, mutual funds, style investing, asset pricing

2.

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 207 (190,988)

Abstract:

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

3.

Investor Climate Sentiment and Financial Markets

Number of pages: 45 Posted: 03 Feb 2021 Last Revised: 08 Dec 2021
Caterina Santi
University of Liège - HEC Liège
Downloads 204 (193,583)

Abstract:

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Climate Sentiment, Asset Pricing, Social Networks, StockTwits

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 148 (255,209)
Citation 2

Abstract:

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

5.

Carbon Risk Premium and Worries about Climate Change and Energy Disruption

Number of pages: 25 Posted: 18 Oct 2021
Caterina Santi and Angelo Moretti
University of Liège - HEC Liège and Manchester Metropolitan University - Faculty of Science and Engineering
Downloads 70 (419,729)

Abstract:

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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
Manchester Metropolitan University - Faculty of Science and Engineering and University of Liège - HEC Liège
Downloads 55 (472,887)

Abstract:

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