Emanuele Bajo

University of Bologna - Department of Management

Via Capo di lucca, 34

Bologna, 40126

Italy

  • University of Bologna - Department of Management

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SCHOLARLY PAPERS

28

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81

Scholarly Papers (28)

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1.

The Information Content of Abnormal Trading Volume: An Analysis of the Italian Stock Market

Number of pages: 29 Posted: 14 Oct 2002
Emanuele Bajo
University of Bologna - Department of Management
Downloads 1,884 (18,432)
Citation 1

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Insider trading, abnormal volume, event study

2.

The Information Content of Abnormal Trading Volume

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 33 Posted: 08 Mar 2005 Last Revised: 14 May 2010
Emanuele Bajo
University of Bologna - Department of Management
Downloads 860 (57,855)

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Market efficiency, Trading volume

3.

Underwriter Networks, Investor Attention, and Initial Public Offerings

Journal of Financial Economics 122, no. 2 (2016): 376-408
Number of pages: 65 Posted: 19 Jun 2014 Last Revised: 16 Dec 2017
Emanuele Bajo, Thomas J. Chemmanur, Karen Simonyan and Hassan Tehranian
University of Bologna - Department of Management, Boston College - Carroll School of Management, Suffolk University - Department of Finance and Boston College - Department of Finance
Downloads 658 (82,178)
Citation 15

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Underwriter Centrality, Initial Public Offerings, Underwriter Networks

4.

Where Should I Publish to Get Promoted? A Finance Journal Ranking Based on Business School Promotions

Journal of Banking and Finance 114, 105780, 2020
Number of pages: 32 Posted: 24 Mar 2020
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 564 (100,032)
Citation 7

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Journal Ranking, Research Assessment, Finance Journals

5.

Do What Insiders Do: Abnormal Performances after the Release of Insiders' Relevant Transactions

Downloads 518 (111,090)
Citation 11

Do What Insiders Do: Abnormal Performances after the Release of Insiders' Relevant Transactions

Number of pages: 37 Posted: 21 Apr 2004
Emanuele Bajo and Barbara Petracci
University of Bologna - Department of Management and University of Bologna- Department of Management
Downloads 302 (203,436)
Citation 4

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Trading, event sudy, abnormal returns, ownership changes

Do What Insiders Do: Abnormal Performances after the Release of Insiders' Relevant Transactions

Number of pages: 41 Posted: 04 Mar 2005
Emanuele Bajo and Barbara Petracci
University of Bologna - Department of Management and University of Bologna- Department of Management
Downloads 216 (285,013)
Citation 7

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Insider trading, event study, abnormal returns, ownership changes

Do What Insiders Do: Abnormal Performances After the Release of Insiders' Relevant Transactions

Studies in Economics and Finance, Vol. 23, No. 2, pp. 94-118, 2006
Posted: 26 Sep 2006
Emanuele Bajo and Barbara Petracci
University of Bologna - Department of Management and University of Bologna- Department of Management

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Insider Trading, Event Study, Abnormal Returns, Ownership Changes

6.

Media Sentiment and IPO Underpricing

Number of pages: 47 Posted: 28 Nov 2014 Last Revised: 03 Sep 2016
Emanuele Bajo and Carlo Raimondo
University of Bologna - Department of Management and Università della Svizzera italiana
Downloads 516 (111,627)
Citation 15

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IPO, media, underpricing, textual analysis

7.

Interest Rate Risk Estimation: A New Duration-Based Approach

Downloads 508 (113,798)
Citation 2

Interest Rate Risk Estimation: A New Duration-Based Approach

Number of pages: 21 Posted: 28 Apr 2009
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 508 (112,407)
Citation 2

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Duration, Interest Rate Risk, Hedging, Fixed Income

Interest Rate Risk Estimation: A New Duration-Based Approach

Applied Economics, Vol. 45, pp. 2697-2704, 2013
Posted: 14 Feb 2012 Last Revised: 19 Feb 2016
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance

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Duration, Interest Rate Risk, Hedging, Fixed Income

8.

Bolstering Family Control: Evidence from Loyalty Shares

European Corporate Governance Institute - Finance Working Paper No. 619/2019
Number of pages: 51 Posted: 01 Aug 2019 Last Revised: 01 May 2020
Emanuele Bajo, Massimiliano Barbi, Marco Bigelli and Ettore Croci
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Bologna - Department of Management and Catholic University of the Sacred Heart of Milan
Downloads 375 (162,190)
Citation 2

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Loyalty shares, Family firms, Long-term shareholders; Control-enhancing mechanisms

9.

The Risk-Shifting Effect and the Value of a Warrant

Downloads 372 (163,578)
Citation 1

The Risk-Shifting Effect and the Value of a Warrant

Number of pages: 23 Posted: 27 Feb 2007 Last Revised: 28 Sep 2009
Emanuele Bajo and Massimiliano Barbi
University of Bologna - Department of Management and University of Bologna - Department of Management
Downloads 372 (162,115)
Citation 1

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Warrant pricing, CEV models, risk-shifting

The Risk-Shifting Effect and the Value of a Warrant

Quantitative Finance, Vol. 10, pp. 1203-1213, 2010
Posted: 25 Sep 2009 Last Revised: 28 Oct 2010
Emanuele Bajo and Massimiliano Barbi
University of Bologna - Department of Management and University of Bologna - Department of Management

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warrant pricing, CEV models, risk shifting

10.

Institutional Investors Networks and Firm Value

Number of pages: 44 Posted: 22 Jul 2015 Last Revised: 01 Feb 2017
Emanuele Bajo, Ettore Croci and Nicoletta Marinelli
University of Bologna - Department of Management, Catholic University of the Sacred Heart of Milan and University of Macerata - Department of Economics and Law
Downloads 354 (172,826)
Citation 1

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Institutional Ownership, Firm value, Social Network, Blockholders

11.

The Determinants and Value Impact of Regulatory Compliance: An Analysis of Insider Trading Disclosures

Number of pages: 42 Posted: 13 Feb 2008
Emanuele Bajo, Marco Bigelli, David Hillier and Barbara Petracci
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Strathclyde - Department of Accounting and Finance and University of Bologna- Department of Management
Downloads 293 (211,591)
Citation 1

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Regulatory Compliance, Corporate Governance, Corporate Insider Trading, Regulation, Italy, Family Firms

12.

Time Value Expropriation and Convertible Bonds Calls

Incontri di Finanza Aziendale, pp. 1-11, Egea, Milan, 2002
Number of pages: 17 Posted: 17 Apr 2004
Emanuele Bajo
University of Bologna - Department of Management
Downloads 275 (225,844)

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Convertible Bonds, Financial Structure, Options

13.

Out of Sight, Out of Mind: Financial Illiteracy, Inattention, and Sluggish Mortgage Refinancing

Number of pages: 56 Posted: 29 Nov 2014 Last Revised: 03 Mar 2015
Emanuele Bajo and Massimiliano Barbi
University of Bologna - Department of Management and University of Bologna - Department of Management
Downloads 270 (230,012)
Citation 7

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Mortgage Refinancing, Financial Literacy, Household Finance

14.

The Role of Institutional Investors in Public-to-Private Transactions

Downloads 265 (234,480)
Citation 8

The Role of Institutional Investors in Public-to-Private Transactions

ECGI - Finance Working Paper No. 350
Number of pages: 40 Posted: 21 Feb 2013
Emanuele Bajo, Massimiliano Barbi, Marco Bigelli and David Hillier
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 265 (233,010)
Citation 8

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Public-to-private transactions, delisting, family firms, tender offer

The Role of Institutional Investors in Public-to-Private Transactions

Journal of Banking and Finance, Vol. 37, pp. 4327-4336, 2013
Posted: 06 Jul 2013 Last Revised: 19 Oct 2013
Emanuele Bajo, Massimiliano Barbi, Marco Bigelli and David Hillier
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance

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Public-to-private transactions, Delisting, Family firms, Tender offer

15.

Optimal Corporate Hedging Using Options with Basis and Production Risk

Downloads 252 (246,637)

Optimal Corporate Hedging Using Options with Basis and Production Risk

Number of pages: 29 Posted: 28 Sep 2012
Emanuele Bajo, Massimiliano Barbi and Silvia Romagnoli
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Bologna - Department of Statistics
Downloads 252 (245,215)

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Risk management, Option hedging, Expected shortfall

Optimal Corporate Hedging Using Options with Basis and Production Risk

North American Journal of Economics and Finance, Vol. 30, pp. 56-71, 2014
Posted: 29 Aug 2014 Last Revised: 13 May 2015
Emanuele Bajo, Massimiliano Barbi and Silvia Romagnoli
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Bologna - Department of Statistics

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Risk management, Option hedging, Expected shortfall

16.

Me, Myself and I: CEO Narcissism and Selective Hedging

Number of pages: 33 Posted: 16 Oct 2019
Emanuele Bajo, Håkan Jankensgård and Nicoletta Marinelli
University of Bologna - Department of Management, Stockholm University - Stockholm Business School and University of Macerata - Department of Economics and Law
Downloads 194 (316,415)
Citation 9

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Risk management, derivatives, selective hedging, narcissism, upper echelon

17.

Time Value vs. Cost of Forcing Call: New Evidence on Convertible Bond Call Policy

Number of pages: 33 Posted: 23 May 2010 Last Revised: 07 Jul 2010
Emanuele Bajo and Massimiliano Barbi
University of Bologna - Department of Management and University of Bologna - Department of Management
Downloads 159 (377,011)

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Convertible Bonds, Call Delay, Call Policy, Fixed Income

18.

Ownership Ties, Conflicts of Interest and the Tone of News

Number of pages: 29 Posted: 16 Mar 2017 Last Revised: 24 Mar 2017
Emanuele Bajo, Marco Bigelli and Carlo Raimondo
University of Bologna - Department of Management, University of Bologna - Department of Management and Università della Svizzera italiana
Downloads 138 (423,215)

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Media, Ownership Structure, Conflicts of Interest

19.

I’ll Trade, Just Not Today: Individual Investor Trading Activity around Birthdays

Number of pages: 59 Posted: 27 Aug 2021 Last Revised: 22 Feb 2023
Emanuele Bajo, Otto Randl and Giorgia Simion
University of Bologna - Department of Management, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 121 (468,867)
Citation 1

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Investor attention, Trading activity, Personal occurrences

20.

Beyond the Ticker: Female Brands and Fund Manager Investment Decisions

Number of pages: 54 Posted: 09 Dec 2024
Emanuele Bajo, Otto Randl, Giorgia Simion and Nicoletta Marinelli
University of Bologna - Department of Management, Vienna University of Economics and Business, Vienna University of Economics and Business and University of Macerata - Department of Economics and Law
Downloads 65 (689,912)

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Mutual Funds, Behavioral Finance, Gender Bias

21.

I'll Trade, Just Not Today:Individual Investor Trading Activity Around Birthdays

Downloads 48 (792,471)

I'll Trade, Just Not Today:Individual Investor Trading Activity Around Birthdays

Number of pages: 60 Posted: 14 Apr 2023
Emanuele Bajo, Otto Randl and Giorgia Simion
University of Bologna - Department of Management, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 28 (988,464)

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Investor attention, Trading activity, Personal occurrences.

I'll Trade, Just Not Today:Individual Investor Trading Activity Around Birthdays

Number of pages: 60 Posted: 12 Jun 2023
Emanuele Bajo, Otto Randl and Giorgia Simion
University of Bologna - Department of Management, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 20 (1,081,117)

Abstract:

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Investor attention, Trading activity, Personal occurrences

22.

Gender Balance in Academia:Evidence from Finance Departments

Number of pages: 30 Posted: 18 Apr 2024
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 22 (1,024,475)

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Gender gap, Academic promotions, Finance journals

23.

Financial Illiteracy and Mortgage Refinancing Decisions

Journal of Banking and Finance, Vol. 94, pp. 279-296, 2018
Posted: 15 Aug 2018 Last Revised: 30 Aug 2018
Massimiliano Barbi and Emanuele Bajo
University of Bologna - Department of Management and University of Bologna - Department of Management

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Mortgage refinancing, Financial literacy, Household finance

24.

Do Firms Get What They Pay For? A Second Thought on Over-Allotment Option in IPOs

Quarterly Review of Economics and Finance, Vol. 63, pp. 219-232, 2017
Posted: 19 Feb 2016 Last Revised: 17 Mar 2017
Emanuele Bajo, Massimiliano Barbi and Giovanni Petrella
University of Bologna - Department of Management, University of Bologna - Department of Management and Università Cattolica del Sacro Cuore

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Over-Allotment Option; IPO; Price Stabilization; Underpricing

25.

A Generalized Approach to Optimal Hedging with Option Contracts

European Journal of Finance, Vol. 21, pp. 714-733, 2015
Posted: 22 Nov 2013 Last Revised: 13 May 2015
Emanuele Bajo, Massimiliano Barbi and Silvia Romagnoli
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Bologna - Department of Statistics

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Optimal hedge ratio, Option hedging, Spectral risk measures, Copula function.

26.

The Role of Time Value in Convertible Bond Call Policy

Journal of Banking and Finance, Vol. 36, pp. 550-563, 2012
Posted: 05 Sep 2011 Last Revised: 28 Jan 2012
Emanuele Bajo and Massimiliano Barbi
University of Bologna - Department of Management and University of Bologna - Department of Management

Abstract:

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Convertible bonds, Time value, Call policy, Fixed income

27.

The Determinants of Regulatory Compliance: An Analysis of Insider Trading Disclosures in Italy

Journal of Business Ethics, Vol. 90, No. 3, pp. 331-343, 2009
Posted: 02 Oct 2009 Last Revised: 14 May 2010
Emanuele Bajo, Marco Bigelli, David Hillier and Barbara Petracci
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Strathclyde - Department of Accounting and Finance and University of Bologna- Department of Management

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regulatory compliance, corporate governance, insider trading, regulation, Italy, family firms

28.

The Stock Market Reaction to Investment Decisions: Evidence from Italy

Journal of Management and Governance, Vol. 2, No. 1, pp 1-16, 1998
Posted: 18 Apr 2004
Emanuele Bajo, Marco Bigelli and Sandro Sandri
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Bologna - Department of Management

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New investments, market myopia, private benefits, dual-class shares, event study