Filippo Pellegrino

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

461

TOTAL CITATIONS

2

Ideas:
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Scholarly Papers (3)

1.

From Extinction to Resurrection: Unveiling the Role of Short-Selling Frictions in Cross-Sectional Momentum

Number of pages: 64 Posted: 08 Feb 2024 Last Revised: 13 Nov 2024
Andrea Buraschi and Filippo Pellegrino
Imperial College Business School and Imperial College London
Downloads 372 (169,064)

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Empirical Asset Pricing, Momentum, Short-selling frictions

2.

A Tale of Commodities and Climate-driven Disasters

Number of pages: 75 Posted: 14 Jan 2025
Filippo Pellegrino
Imperial College London
Downloads 85 (619,456)

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Commodities, Climate-driven disasters, Geospatial data

3.

A Model of the Fed's View on Inflation

CEPR Discussion Paper No. DP12564
Number of pages: 31 Posted: 08 Jan 2018
Now-Casting Economics, Imperial College London, London Business School and University of Warwick - Department of Economics
Downloads 4 (1,285,846)
Citation 2
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Expectations, inflation, oil prices, Phillips curve