Emanuele Bajo

University of Bologna - Department of Management

Via Capo di lucca, 34

Bologna, 40126

Italy

SCHOLARLY PAPERS

21

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CITATIONS
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38

Scholarly Papers (21)

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 1,546 (10,873)

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Insider trading, abnormal volume, event study

2.
Downloads 688 ( 36,112)
Citation 7

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 686 (35,709)

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Market efficiency, Trading volume

The Information Content of Abnormal Trading Volume

Journal of Business Finance & Accounting, Vol. 37, Issue 7-8, pp. 950-978, July/August 2010
Number of pages: 29 Posted: 20 Sep 2010
Emanuele Bajo
University of Bologna - Department of Management
Downloads 2 (660,308)
Citation 7
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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
University of Bologna - Department of Management, Boston College - Carroll School of Management, Suffolk University - Department of Finance and Boston College - Department of Finance
Downloads 439 (64,171)
Citation 8

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Underwriter Centrality, Initial Public Offerings, Underwriter Networks

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 434 (64,414)
Citation 1

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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

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 219 (137,156)
Citation 2

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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 128 (219,941)
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 University of Lugano
Downloads 340 (86,688)
Citation 3

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IPO, media, underpricing, textual analysis

7.
Downloads 302 ( 98,746)
Citation 2

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 302 (98,257)
Citation 2

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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

8.

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 250 (120,597)

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Convertible Bonds, Financial Structure, Options

9.

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

Number of pages: 42 Posted: 13 Feb 2008
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 249 (121,093)
Citation 1

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

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

ECGI - Finance Working Paper No. 350
Number of pages: 40 Posted: 21 Feb 2013
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 194 (154,078)
Citation 3

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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
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

Optimal Corporate Hedging Using Options with Basis and Production Risk

Number of pages: 29 Posted: 28 Sep 2012
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Bologna - Department of Statistics
Downloads 190 (157,764)

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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
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

12.

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 180 (164,963)

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Institutional Ownership, Firm value, Social Network, Blockholders

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 148 (195,126)
Citation 5

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Mortgage Refinancing, Financial Literacy, Household Finance

14.

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 108 (248,171)

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Convertible Bonds, Call Delay, Call Policy, Fixed Income

15.

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 University of Lugano
Downloads 87 (286,085)

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Media, Ownership Structure, Conflicts of Interest

16.

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

17.

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
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

18.

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
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.

19.

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

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Convertible bonds, Time value, Call policy, Fixed income

20.

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
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

21.

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