Alessandro Beber

Cass Business School

Prof.

London, EC2Y 8HB

Great Britain

Centre for Economic Policy Research (CEPR)

London

United Kingdom

  • Cass Business School

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

17

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Top 4,177

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15,704

SSRN CITATIONS
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SSRN RANKINGS

Top 1,465

in Total Papers Citations

560

CROSSREF CITATIONS

463

Scholarly Papers (17)

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1.

Distilling the Macroeconomic News Flow

Downloads 3,395 ( 5,857)
Citation 14

Distilling the Macroeconomic News Flow

Number of pages: 48 Posted: 20 Feb 2013 Last Revised: 21 Mar 2014
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 3,201 (6,339)
Citation 1

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macroeconomic news, nowcasting, disagreement

Distilling the Macroeconomic News Flow

NBER Working Paper No. w19650
Number of pages: 47 Posted: 16 Nov 2013 Last Revised: 12 Mar 2023
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 186 (267,973)
Citation 5

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Distilling the Macroeconomic News Flow

CEPR Discussion Paper No. DP9360
Number of pages: 46 Posted: 26 Feb 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 8 (1,000,025)
Citation 4
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disagreement., macroeconomic news, nowcasting

2.

Realized and Anticipated Macroeconomic Conditions Forecast Stock Returns

Downloads 2,769 ( 8,059)
Citation 2

Realized and Anticipated Macroeconomic Conditions Forecast Stock Returns

Number of pages: 48 Posted: 05 Mar 2013 Last Revised: 21 Nov 2014
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 2,758 (7,988)
Citation 2

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stock market predictability, state of the economy, macroeconomic uncertainty

Economic Cycles and Expected Stock Returns

CEPR Discussion Paper No. DP9528
Number of pages: 50 Posted: 02 Jul 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 11 (969,683)
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macroeconomic uncertainty, state of the economy, stock market predictability

3.

Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis

Downloads 2,576 ( 9,051)
Citation 173

Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis

Journal of Finance, Forthcoming
Number of pages: 64 Posted: 10 Nov 2009 Last Revised: 22 Aug 2011
Alessandro Beber and Marco Pagano
Cass Business School and Einaudi Institute for Economics and Finance (EIEF)
Downloads 2,566 (8,954)
Citation 3

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Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis

CEPR Discussion Paper No. DP7557
Number of pages: 41 Posted: 11 Jan 2010
Alessandro Beber and Marco Pagano
Cass Business School and Einaudi Institute for Economics and Finance (EIEF)
Downloads 10 (979,976)
Citation 45
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ban, crisis, liquidity, price discovery, short selling

4.

What Does Equity Sector Orderflow Tell Us About the Economy?

Downloads 1,239 (28,179)
Citation 11

What Does Equity Sector Orderflow Tell Us About the Economy?

Number of pages: 44 Posted: 21 Jun 2008
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 623 (71,365)
Citation 1

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orderflow, macroeconomy, sector rotation, style investing, asset allocation

What Does Equity Sector Orderflow Tell Us About the Economy?

AFA 2010 Atlanta Meetings Paper
Number of pages: 61 Posted: 23 Mar 2009 Last Revised: 05 Nov 2010
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 411 (118,632)
Citation 7

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What Does Equity Sector Orderflow Tell Us about the Economy?

EFA 2009 Bergen Meetings Paper
Number of pages: 51 Posted: 17 Feb 2009
Alessandro Beber, Kenneth A. Kavajecz and Michael W. Brandt
Cass Business School, Edgewood College and Duke University - Fuqua School of Business
Downloads 143 (335,356)
Citation 2

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What Does Equity Sector Orderflow Tell Us About the Economy?

NBER Working Paper No. w16534
Number of pages: 62 Posted: 22 Nov 2010 Last Revised: 06 Mar 2023
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 62 (584,557)
Citation 1

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5.

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Downloads 801 (52,008)
Citation 19

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 101 Posted: 25 Nov 2011 Last Revised: 31 Mar 2020
Alessandro Beber, Joost Driessen, Anthony Neuberger, Patrick Tuijp and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management, City University London - Faculty of Finance and University of Amsterdam - Finance GroupOrtec Finance
Downloads 611 (73,149)
Citation 13

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis (JFQA), Volume 56, Issue 2, Netspar Discussion Paper No. 11/2011-120
Number of pages: 101 Posted: 25 May 2012 Last Revised: 05 Mar 2021
Alessandro Beber, Joost Driessen, Anthony Neuberger, Patrick Tuijp and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management, City University London - Faculty of Finance and University of Amsterdam - Finance GroupOrtec Finance
Downloads 181 (274,444)
Citation 15

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

CEPR Discussion Paper No. DP8710
Number of pages: 49 Posted: 22 Dec 2011
Alessandro Beber, Joost Driessen, Patrick Tuijp and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management and University of Amsterdam - Finance GroupOrtec Finance
Downloads 9 (990,066)
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investment horizon, liquidity risk

6.

Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals

Downloads 772 (54,659)
Citation 1

Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals

Number of pages: 39 Posted: 20 Jun 2013 Last Revised: 23 Nov 2014
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 766 (54,457)
Citation 1

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sovereign yield spread, real-time economic growth

Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals

CEPR Discussion Paper No. DP9538
Number of pages: 47 Posted: 09 Jul 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN
Downloads 6 (1,018,885)
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real-time economic growth, sovereign yield spread

7.

Short-Selling Bans and Bank Stability

Downloads 697 (62,654)
Citation 6

Short-Selling Bans and Bank Stability

Number of pages: 36 Posted: 04 Jan 2016 Last Revised: 22 Sep 2020
Alessandro Beber, Daniela Fabbri, Marco Pagano and Saverio Simonelli
Cass Business School, City University London - The Business School, Einaudi Institute for Economics and Finance (EIEF) and University of Naples Federico II - Department of Economics and Statistics
Downloads 598 (75,186)
Citation 5

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short selling, ban, financial crisis, bank stability, systemic risk

Short-Selling Bans and Bank Stability

ESRB: Working Paper Series No. 2018/64
Number of pages: 45 Posted: 05 Nov 2020
Alessandro Beber, Daniela Fabbri, Marco Pagano and Saverio Simonelli
Cass Business School, City University London - The Business School, Einaudi Institute for Economics and Finance (EIEF) and University of Naples Federico II - Department of Economics and Statistics
Downloads 96 (450,931)

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ban, bank stability, financial crisis, short-selling, systemic risk

Short-Selling Bans and Bank Stability

CEPR Discussion Paper No. DP11090
Number of pages: 39 Posted: 17 Feb 2016
Alessandro Beber, Daniela Fabbri and Marco Pagano
Cass Business School, City University London - The Business School and Einaudi Institute for Economics and Finance (EIEF)
Downloads 3 (1,044,659)
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ban, bank stability, financial crisis, short-selling, systemic risk

8.

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Downloads 578 (79,383)
Citation 150

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Number of pages: 37 Posted: 17 Mar 2006
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 512 (91,321)
Citation 107

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flight-to-quality, flight-to-liquidity, net order flow

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

NBER Working Paper No. w12376
Number of pages: 38 Posted: 26 Jul 2006 Last Revised: 27 Oct 2022
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 66 (565,574)
Citation 8

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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

The Review of Financial Studies, Vol. 22, Issue 3, pp. 925-957, 2009
Posted: 17 Mar 2009
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College

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G10, G12

9.

Switching Risk Off: FX Correlations and Risk Premia

Downloads 485 (98,590)
Citation 3

Switching Risk Off: FX Correlations and Risk Premia

Number of pages: 69 Posted: 12 Oct 2014
Alessandro Beber, Michael W. Brandt and Jason Cen
Cass Business School, Duke University - Fuqua School of Business and University of Exeter Business School
Downloads 485 (97,599)
Citation 3

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Risk-Off, Correlation, Currency Risk Premia

Switching Risk Off: FX Correlations and Risk Premia

CEPR Discussion Paper No. DP10214
Number of pages: 72 Posted: 21 Oct 2014
Alessandro Beber, Michael W. Brandt and Jason Cen
Cass Business School, Duke University - Fuqua School of Business and University of Exeter Business School
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currency risk premia, FX correlation, risk-off

10.

Order Submission Strategies and Information: Empirical Evidence from the NYSE

EFA 2003 Annual Conference Paper No. 875, FAME Research Paper No. 146
Number of pages: 57 Posted: 06 Aug 2003
Alessandro Beber and Cecilia Caglio
Cass Business School and Board of Governors of the Federal Reserve System
Downloads 479 (100,127)
Citation 4

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Order Aggressiveness, Informed Trading, Order Flow

11.

Resolving Macroeconomic Uncertainty in Stock and Bond Markets

Downloads 471 (102,095)
Citation 26

Resolving Macroeconomic Uncertainty in Stock and Bond Markets

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper
Number of pages: 36 Posted: 14 Mar 2006
Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business
Downloads 421 (115,314)

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Macroeconomic uncertainty, implied volatility

Resolving Macroeconomic Uncertainty in Stock and Bond Markets

NBER Working Paper No. w12270
Number of pages: 37 Posted: 08 Jun 2006 Last Revised: 13 Jul 2022
Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business
Downloads 50 (649,151)
Citation 6

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Resolving Macroeconomic Uncertainty in Stock and Bond Markets

Review of Finance, Vol. 13, No. 1, pp. 1-45, 2009
Posted: 17 Jan 2009
Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business

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12.

Who Times the Foreign Exchange Market? Corporate Speculation and CEO Characteristics

AFA 2006 Boston Meetings Paper
Number of pages: 49 Posted: 24 Mar 2005 Last Revised: 19 Jun 2012
Alessandro Beber and Daniela Fabbri
Cass Business School and City University London - The Business School
Downloads 380 (131,048)
Citation 9

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behavioral corporate finance, CEO characteristics, speculation, corporate risk management

13.

Differences in Beliefs and Currency Risk Premia

Number of pages: 48 Posted: 27 Feb 2007 Last Revised: 15 Dec 2009
Alessandro Beber, Francis Breedon and Andrea Buraschi
Cass Business School, University of London, Queen Mary - School of Economics and Finance and Imperial College Business School
Downloads 333 (151,323)
Citation 16

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Option pricing, difference in beliefs, incomplete markets, foreign exchange

14.

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Downloads 257 (197,938)
Citation 3

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Number of pages: 47 Posted: 31 Jul 2018 Last Revised: 09 Feb 2019
Alessandro Beber, Michael W. Brandt, Jason Cen and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business, University of Exeter Business School and Edgewood College
Downloads 218 (231,499)
Citation 3

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mutual funds, performance evaluation, benchmarks, constraints, active manager skill

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Number of pages: 23 Posted: 22 Jul 2013
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 39 (720,078)

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portfolio choice, investment decisions

15.

Expectations, Fundamentals, and Asset Returns: Evidence from the Commodity Markets

Number of pages: 72 Posted: 25 Jun 2016 Last Revised: 18 Oct 2016
Alessandro Beber and Jacopo Piana
Cass Business School and City University London - Faculty of Finance
Downloads 236 (215,126)
Citation 1

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Survey expectations, commodity markets, return predictability, futures, options implied volatility

16.

The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market

Downloads 236 (215,126)
Citation 51

The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market

Number of pages: 43 Posted: 24 Jul 2003
Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business
Downloads 186 (267,973)

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The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market

NBER Working Paper No. w9914
Number of pages: 42 Posted: 29 Aug 2003 Last Revised: 05 Aug 2022
Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business
Downloads 50 (649,151)
Citation 21

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17.

When it Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News On Bond Returns in Expansions and Recessions

Review of Finance, Vol. 14, Issue 1, pp. 119-155, 2010
Posted: 25 Jan 2010
Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business

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E43, E44, G12