Andrea Ricci

Bocconi University - Baffi Carefin Centre

Via Roentgen 1

Milan

Italy

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Scholarly Papers (1)

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Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: The European Evidence

BAFFI CAREFIN Centre Research Paper No. 2018-89
Number of pages: 32 Posted: 10 Oct 2018 Last Revised: 18 Dec 2020
Massimo Guidolin and Andrea Ricci
Bocconi University - Department of Finance and Bocconi University - Baffi Carefin Centre
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Abstract:

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Arbitrage risk, arbitrage asymmetries, idiosyncratic volatility, cross section of stock returns, large caps