Valerio Potì

University College Dublin

Professor of Finance

M. Smurfit School of Business

Carysfort Avenue, Blackrock

Dublin, Co Dublin

Ireland

http://https://people.ucd.ie/valerio.poti

  • University College Dublin

SCHOLARLY PAPERS

55

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90

CROSSREF CITATIONS

47

Scholarly Papers (55)

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1.

International Portfolio Formation, Skewness and the Role of Gold

Downloads 375 (19,458)
Citation 17

International Portfolio Formation, Skewness and the Role of Gold

IIIS Discussion Paper No. 30
Number of pages: 23 Posted: 05 Jul 2005
Brian M. Lucey, Edel Tully and Valerio Potì
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and University College Dublin
Downloads 375 (136,597)
Citation 19

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Portfolio allocation, skewness, gold

2.

Technical Trading, Predictability and Learning in Currency Markets

NYU Working Paper No. 2451/31452
Number of pages: 45 Posted: 28 Jan 2012 Last Revised: 10 Sep 2013
Valerio Potì, Richard M. Levich and Pierpaolo Pattitoni
University College Dublin, New York University (NYU) - Department of Finance and University of Bologna - Department of Statistical Sciences
Downloads 954 (42,526)

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3.

The Dcc-Varma Model: A Simple Estimation Procedure of the Conditional Correlation Dynamics Parameters for Large Variance-Covariance Matrices

Number of pages: 7 Posted: 22 Oct 2003
Valerio Potì
University College Dublin
Downloads 598 (78,848)

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Correlation Dynamics, GARCH, Multivariate Estimation

4.

Correlation Dynamics in European Equity Markets

Research in International Business and Finance, Vol. 20, No. 3, pp. 305-321, 2006, EFA 2003 Annual Conference Paper No. 744
Number of pages: 25 Posted: 06 Aug 2003 Last Revised: 05 Jan 2011
Colm Kearney and Valerio Potì
Monash University - Monash Business School and University College Dublin
Downloads 544 (88,730)
Citation 10

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Correlation dynamics, GARCH, idiosyncratic risk

5.

Predictability and 'Good Deals' in Currency Markets

Downloads 492 (100,411)
Citation 9

Predictability and 'Good Deals' in Currency Markets

Number of pages: 54 Posted: 22 Dec 2008
Richard M. Levich and Valerio Potì
New York University (NYU) - Department of Finance and University College Dublin
Downloads 273 (191,920)

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Foreign Exchange, Predictability, Filter Rules, Market Efficiency

Predictability and 'Good Deals' in Currency Markets

NYU Working Paper No. FIN-08-007
Number of pages: 51 Posted: 09 Mar 2009
Richard M. Levich and Valerio Potì
New York University (NYU) - Department of Finance and University College Dublin
Downloads 161 (314,316)

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Predictability and 'Good Deals' in Currency Markets

NBER Working Paper No. w14597
Number of pages: 55 Posted: 29 Dec 2008 Last Revised: 09 Mar 2023
Richard M. Levich and Valerio Potì
New York University (NYU) - Department of Finance and University College Dublin
Downloads 58 (626,981)
Citation 3

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6.

Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon

International Review of Financial Analysis, Vol. 41, 2015
Number of pages: 50 Posted: 21 Aug 2014 Last Revised: 31 Mar 2016
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 473 (105,512)
Citation 15

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Downside Risk, Gold, Hedge, Horizon, Safe Haven, Wavelet Analysis

7.

Commodity Pricing: Evidence from Rational and Behavioral Models

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-1
Number of pages: 33 Posted: 08 May 2018 Last Revised: 07 Mar 2023
Don Bredin, Valerio Potì and Enrique Salvador
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 404 (126,610)
Citation 3

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Commodity prices, financialization, speculation

8.

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Downloads 388 (132,553)
Citation 4

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-8
Number of pages: 55 Posted: 23 Oct 2020 Last Revised: 14 Jun 2021
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, University College Dublin (UCD) - UCD School of Business and University College Dublin
Downloads 262 (199,964)
Citation 2

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Commodity futures returns; Predictability; Asset allocation; Macroeconomic risk; Intertemporal pricing

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Number of pages: 44 Posted: 28 Apr 2022
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, University College Dublin (UCD) - UCD School of Business and University College Dublin
Downloads 126 (383,130)
Citation 3

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Commodity futures, Return predictability, Asset allocation, Business cycle, Intertemporal asset pricing

9.

Fed Put in the Equity Options Markets

Number of pages: 89 Posted: 28 Jun 2017 Last Revised: 24 Aug 2022
Sandeep Dahiya, Bardia Kamrad, Valerio Potì and Akhtar R. Siddique
Georgetown University - Department of Finance, Georgetown University - McDonough School of Business, University College Dublin and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 366 (141,440)
Citation 1

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Fed Funds Rate, Implied Volatility, Volatility Skew Surface, Greenspan Put.

10.

The Coskewness Puzzle

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 19 Oct 2005 Last Revised: 07 Dec 2009
Valerio Potì and Dengli Wang
University College Dublin and affiliation not provided to SSRN
Downloads 337 (154,698)

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Coskewness, asset pricing

11.

The Impact of ESG Score on the Value Relevance of Fair Value Hierarchy: Evidence from European Banks

Number of pages: 31 Posted: 09 Feb 2022 Last Revised: 08 Mar 2022
Giuseppe Di Martino, Federica Miglietta and Valerio Potì
Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Business Studies and Private Law, Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Business Studies and Private Law and University College Dublin
Downloads 308 (170,263)

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Bank, CSR, ESG, fair value hierarchy, value relevance

12.

Coskewness and Conditional Asset Pricing

Downloads 272 (193,600)
Citation 2

Coskewness and Conditional Asset Pricing

Number of pages: 19 Posted: 21 Apr 2005
Valerio Potì
University College Dublin
Downloads 173 (295,497)
Citation 2

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Conditional asset pricing, coskewness

Coskewness and Conditional Asset Pricing

Number of pages: 20 Posted: 05 Mar 2005
Valerio Potì
University College Dublin
Downloads 99 (457,553)

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Asset Pricing, Coskewness

13.

Have European Stocks Become More Volatile? An Empirical Investigation of Volatilities and Correlations in Emu Equity Markets at the Firm, Industry and Market Level

Number of pages: 35 Posted: 10 Nov 2004
Colm Kearney and Valerio Potì
Monash University - Monash Business School and University College Dublin
Downloads 229 (229,340)
Citation 1

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Correlation dynamics, idiosyncratic risk, asset pricing

14.

Stochastic Efficiency Analysis using Relative Entropy and Empirical Likelihood

Number of pages: 26 Posted: 10 Feb 2017
Thierry Post and Valerio Potì
Graduate School of Business of Nazarbayev University and University College Dublin
Downloads 214 (245,408)
Citation 1

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Stochastic Dominance, utility theory, Relative Entropy, Empirical Likelihood, Linear Programming, portfolio theory, asset pricing

15.

Sentiment, Productivity, and Economic Growth

Downloads 195 (265,902)

Sentiment, Productivity, and Economic Growth

NBER Working Paper w31031, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-40, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-8
Number of pages: 54 Posted: 19 Sep 2022 Last Revised: 23 Aug 2023
George M. Constantinides, Maurizio Montone, Valerio Potì and Stella N. Spilioti
University of Chicago - Booth School of Business, Utrecht University, University College Dublin and University of Piraeus - Department of Economics
Downloads 146 (341,297)

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Sentiment; Productivity; Economic growth; Market efficiency

Sentiment, Productivity, and Economic Growth

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-40
Number of pages: 38 Posted: 22 Mar 2023
George M. Constantinides, Maurizio Montone, Valerio Potì and Stella Spilioti
University of Chicago - Booth School of Business, Utrecht University, University College Dublin and Athens University of Economics and Business
Downloads 41 (732,817)

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Sentiment, Productivity, and Economic Growth

NBER Working Paper No. w31031
Number of pages: 37 Posted: 20 Mar 2023 Last Revised: 16 Apr 2023
George M. Constantinides, Maurizio Montone, Valerio Potì and Stella Spilioti
University of Chicago - Booth School of Business, Utrecht University, University College Dublin and Athens University of Economics and Business
Downloads 8 (1,035,543)
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16.

Predictability and Diversification Benefits of Investing in Commodity and Currency Futures

International Review of Financial Analysis, Vol. 50, 2017
Number of pages: 34 Posted: 02 Mar 2016 Last Revised: 26 Aug 2019
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, University College Dublin (UCD) - UCD School of Business and University College Dublin
Downloads 190 (272,242)
Citation 2

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Portfolio choice, Asset classes, Spanning tests, Predictability, Performance evaluation

17.

Management Fee Base: Financing and Investment Decisions

Journal of European Real Estate Research, 8(1)
Number of pages: 29 Posted: 17 Jun 2011 Last Revised: 10 Apr 2015
Pierpaolo Pattitoni, Barbara Petracci, Valerio Potì and Massimo Spisni
University of Bologna - Department of Statistical Sciences, University of Bologna- Department of Management, University College Dublin and University of Bologna - Department of Management
Downloads 184 (279,966)
Citation 1

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Managerial Incentives, Leverage, Investment, Real Estate Investment Trusts, Capital Structure

18.

Multiple Precautionary Motives for Private Firms’ Cash Holdings

Number of pages: 51 Posted: 27 Nov 2014 Last Revised: 22 Mar 2018
Valerio Potì, Pierpaolo Pattitoni and Barbara Petracci
University College Dublin, University of Bologna - Department of Statistical Sciences and University of Bologna- Department of Management
Downloads 181 (284,069)

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Cash holdings, Private firms, Financing policies

19.

What Drives Currency Predictability?

Number of pages: 52 Posted: 08 Oct 2012 Last Revised: 24 Aug 2022
Valerio Potì and Akhtar R. Siddique
University College Dublin and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 175 (292,582)
Citation 1

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Foreign Exchange, Predictability, Market Efficiency

20.

Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area

IIIS Discussion Paper No. 132
Number of pages: 46 Posted: 12 Aug 2006
Colm Kearney and Valerio Potì
Monash University - Monash Business School and University College Dublin
Downloads 168 (302,991)
Citation 11

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Idiosyncratic risk, correlation, portfolio management, asset pricing

21.

A Note on Return Predictability and Price Bubbles

Downloads 162 (312,570)

A Note on Return Predictability and Price Bubbles

Number of pages: 21 Posted: 16 Feb 2009
Valerio Potì
University College Dublin
Downloads 86 (501,685)

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Bubbles, Equity Risk Premium, Predictability, GARCH

A Note on Return Predictability and Price Bubbles

Number of pages: 13 Posted: 18 Nov 2008
Valerio Potì
University College Dublin
Downloads 76 (541,253)

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bubbles, equity risk premium, predictability

22.

The Price of Shelter - Downside Risk Reduction with Precious Metals

International Review of Financial Analysis, 2007, 49, 48-58
Number of pages: 34 Posted: 05 Apr 2016 Last Revised: 20 Feb 2020
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 158 (319,226)
Citation 4

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Downside Risk, Precious Metals, Horizon, Safe Haven, Value-at-Risk

23.

Predictability and Good Deals in Emerging and Developed Currency Markets: The Role of Spot vs. Forward Speculation

Number of pages: 53 Posted: 12 Jun 2018
Richard M. Levich, Thomas Conlon and Valerio Potì
New York University (NYU) - Department of Finance, University College Dublin and University College Dublin
Downloads 157 (320,971)

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Predictability, Foreign Exchange, Filter Rules, Market Efficiency

24.

The Coskewness Puzzle in the Cross-Section of Industry Portfolio Returns

Number of pages: 52 Posted: 06 Mar 2006
Valerio Potì
University College Dublin
Downloads 152 (329,775)
Citation 9

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Asset Pricing, Coskewness

25.

A Stochastic Discount Factor Volatility Upper Bound in a Mean-Variance-Skewness World: No Good Deal Implications for Multi-Factor Models Estimates

Number of pages: 50 Posted: 22 Mar 2007
Valerio Potì
University College Dublin
Downloads 149 (335,188)

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Asset Pricing, Coskewness, Linear Pricing, Maximal Sharpe Ratios

26.

Fed Put in the Equity Options Markets

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-11
Number of pages: 91 Posted: 01 Sep 2022 Last Revised: 06 Dec 2022
Sandeep Dahiya, Bardia Kamrad, Valerio Potì and Akhtar R. Siddique
Georgetown University, Georgetown University, University College Dublin and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 128 (377,227)

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Fed Funds Rate, Implied Volatility, Volatility Skew Surface, Greenspan Put

27.

Cost of Entrepreneurial Capital and Under-diversification: A Euro-Mediterranean Perspective

Downloads 126 (381,753)

Cost of Entrepreneurial Capital and Under-diversification: A Euro-Mediterranean Perspective

Research in International Business and Finance, 27(1):12-27, 2013
Number of pages: 34 Posted: 10 Jun 2010 Last Revised: 02 Jan 2013
Pierpaolo Pattitoni, Barbara Petracci, Valerio Potì and Massimo Spisni
University of Bologna - Department of Statistical Sciences, University of Bologna- Department of Management, University College Dublin and University of Bologna - Department of Management
Downloads 75 (545,505)

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Opportunity cost of capital, Commitment, Small and Medium Business, Entrepreneurship

Cost of Entrepreneurial Capital and Under-Diversification: A Euro-Mediterranean Perspective

Research in International Business and Finance, 27(1):12-27, 2013
Number of pages: 34 Posted: 03 Oct 2011 Last Revised: 12 Jul 2012
Pierpaolo Pattitoni, Barbara Petracci, Valerio Potì and Massimo Spisni
University of Bologna - Department of Statistical Sciences, University of Bologna- Department of Management, University College Dublin and University of Bologna - Department of Management
Downloads 51 (667,084)

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Opportunity cost of capital, Commitment, Small and Medium Business, Entrepreneurship

28.

Econometric Identification of the Attainable Maximal Sharpe Ratio by Optimal Shrinkage of the Cross-Section of Asset Returns

Downloads 108 (436,081)

Econometric Identification of the Attainable Maximal Sharpe Ratio by Optimal Shrinkage of the Cross-Section of Asset Returns

Number of pages: 12 Posted: 29 Nov 2023
Yuting Chen and Valerio Potì
University College Dublin and University College Dublin
Downloads 98 (467,205)

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Regularization, Maximal Sharpe ratio, pricing kernel volatility, polynomial pricing kernels

Econometric Identification of the Attainable Maximal Sharpe Ratio by Optimal Shrinkage of the Cross-Section of Asset Returns

Number of pages: 12 Posted: 14 Nov 2023
Valerio Potì and Yuting Chen
University College Dublin and University College Dublin
Downloads 10 (1,026,057)

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Regularization, maximal Sharpe ratio, pricing kernel volatility, polynomial pricing kernels

29.

Arbitrage, Good Deals and Stochastic Discount Factor Restrictions on Multi-Factor Models With Coskewness

Number of pages: 51 Posted: 04 Mar 2007
Valerio Potì
University College Dublin
Downloads 108 (427,494)

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Asset Pricing, Coskewness, Linear Pricing, Maximal Sharpe Ratios

30.

Tailoring the Logistic Distribution to Fit the Empirical Distribution of Financial Asset Returns

Number of pages: 19 Posted: 06 Feb 2013
Valerio Potì and Maria Grazia Zoia
University College Dublin and Catholic University of the Sacred Heart of Milan
Downloads 103 (442,129)

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Orthogonal Polynomials vs. Moments, Kurtosis, Asymmetry, Between-squares Dependence

31.

Banking Sector Consolidation and Corporate Financial Policies

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-15
Number of pages: 63 Posted: 05 Dec 2022 Last Revised: 12 May 2023
Valerio Potì and William Wang
University College Dublin and University of Essex - Essex Business School
Downloads 101 (451,376)

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Capital structure; Debt structure; Cash holdings; Bank M&As; Syndicated loans

32.

Revisiting The Hunt Brothers Case

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-3
Number of pages: 16 Posted: 09 Feb 2022
Don Bredin, Valerio Potì and Enrique Salvador
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 95 (466,800)

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Commodity prices, manipulation

33.

What Drives the Profitability of Momentum Strategies?

Number of pages: 36 Posted: 02 Feb 2017 Last Revised: 18 Sep 2017
Thomas Conlon, Richard M. Levich and Valerio Potì
University College Dublin, New York University (NYU) - Department of Finance and University College Dublin
Downloads 91 (479,875)

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Predictability, Momentum, Reversal, Horizon, Safe Havens, Market Efficiency

34.

Measuring Excess-Predictability of Asset Returns and Market Efficiency over Time

Number of pages: 14 Posted: 02 Jan 2019
Richard M. Levich, Thomas Conlon and Valerio Potì
New York University (NYU) - Department of Finance, University College Dublin and University College Dublin
Downloads 89 (486,449)
Citation 1

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35.

A New Tight and General Bound on Return Predictability

Downloads 84 (504,130)
Citation 4

A New Tight and General Bound on Return Predictability

Economics Letters, Forthcoming
Number of pages: 18 Posted: 08 Nov 2017
Valerio Potì
University College Dublin
Downloads 55 (643,614)

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Predictability Bounds, Market Efficiency, Currency Strategies

A New Tight and General Bound on Return Predictability

Economics Letters, Forthcoming
Number of pages: 18 Posted: 27 Nov 2017
Valerio Potì
University College Dublin
Downloads 29 (827,432)
Citation 1

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Market Efficiency, Asset Return Predictabiltity, Foreign Exchange

36.

Shall the winning last? A Study of Recent Bubbles and Persistence

Number of pages: 34 Posted: 12 Mar 2021
Akanksha Jalan, Roman Matkovskyy and Valerio Potì
ESC Rennes School of Business, Rennes School of Business and University College Dublin
Downloads 83 (507,703)
Citation 1

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COVID19, bubble, persistence

37.

Nonparametric Tests for Superior Predictive Ability

Number of pages: 64 Posted: 12 Oct 2018 Last Revised: 08 Mar 2020
Stelios Arvanitis, Selcuk Karabati, Thierry Post and Valerio Potì
Athens University of Economics and Business, Koc University - College of Administrative Sciences and Economics, Graduate School of Business of Nazarbayev University and University College Dublin
Downloads 83 (507,703)
Citation 2

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Forecast Comparison, Stochastic Dominance, Empirical Likelihood, Inflation Forecasting

38.

Tailoring Density Functions via Orthogonal Polynomials

Number of pages: 20 Posted: 06 Feb 2013
Mario Faliva, Maria Grazia Zoia and Valerio Potì
Catholic University of the Sacred Heart of Milan, Catholic University of the Sacred Heart of Milan and University College Dublin
Downloads 81 (515,126)
Citation 1

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39.

Food Prices, Ethics and Forms of Speculation

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-9
Number of pages: 27 Posted: 26 Oct 2020
Don Bredin, Valerio Potì and Enrique Salvador
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 79 (522,830)
Citation 2

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Commodity prices, financialization, commodity speculation

40.

Have European Stocks Become More Volatile

Number of pages: 32 Posted: 12 Mar 2005
Valerio Potì and Colm Kearney
University College Dublin and Monash University - Monash Business School
Downloads 79 (522,830)

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Correlation dynamics, idiosyncratic risk, asset pricing, portfolio management

41.

Crypto-Market Network In-Formation and Bitcoin Price Dynamics and Tail Behaviour

Number of pages: 10 Posted: 09 Apr 2022
Valerio Potì, Rocco Caferra and Andrea Morone
University College Dublin, University of Bari and affiliation not provided to SSRN
Downloads 78 (526,822)

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Cryptocurrencies, Network analysis, quantile regression

42.

GMM-Based Tests of Efficient Market Learning and an Application to Testing for a Small Firm Effect in Equity Pricing

Number of pages: 38 Posted: 06 Feb 2013 Last Revised: 24 Aug 2022
Valerio Potì and Akhtar R. Siddique
University College Dublin and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 77 (530,752)

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Asset Pricing, GMM, Learning, Size Effect

43.

Bubbles Talk: Narrative Augmented Bubble Prediction

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-5
Number of pages: 59 Posted: 18 Apr 2023
Yuting Chen, Don Bredin and Valerio Potì
University College Dublin, University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 76 (534,788)

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narrative economics, asset bubbles, natural language processing

44.

Assessing Network Risk with FRM: Links with Pricing Kernel Volatility and Application to Cryptocurrencies

Number of pages: 27 Posted: 19 Oct 2023
Ruting Wang, Valerio Potì and Wolfgang Karl Härdle
Sun Yat-sen University (SYSU) - School of Business, University College Dublin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 67 (572,956)

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Cryptocurrencies, Network Dynamics, Quantile Regression, Systemic Risk, Regularisation, Penalisation Parameter, LASSO Regression

45.

Are Banks Too Big to Fine?

Number of pages: 26 Posted: 09 May 2023 Last Revised: 12 May 2023
Catarina M. P. Marvão, Valerio Potì and Giancarlo Spagnolo
Technological University Dublin, University College Dublin and University of Rome Tor Vergata
Downloads 60 (605,676)

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Banks, Antitrust, Financial markets, misconduct, bank fines

46.

Does U.S. Investor Sentiment Attract Foreign Investors?

Number of pages: 9 Posted: 28 May 2021 Last Revised: 24 Jan 2022
Maurizio Montone, Valerio Potì and Remco C. J. Zwinkels
Utrecht University, University College Dublin and Vrije Universiteit Amsterdam
Downloads 59 (610,792)

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Investor sentiment, Foreign direct investments, Financial development, Educational attaiment

47.

Optimal COVID Restrictions

Number of pages: 34 Posted: 24 Feb 2022 Last Revised: 19 Sep 2023
Maurizio Montone and Valerio Potì
Utrecht University and University College Dublin
Downloads 48 (670,748)

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Pandemic; Government response; Trust; Productivity; Public health

48.

Stablecoins: Funding and Market Liquidity

Number of pages: 26 Posted: 20 Sep 2023 Last Revised: 22 Sep 2023
Akhtar R. Siddique, Valerio Potì, Akanksha Jalan and Roman Matkovskyy
Government of the United States of America - Office of the Comptroller of the Currency (OCC), University College Dublin, ESC Rennes School of Business and Rennes School of Business
Downloads 39 (728,625)

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Stablecoins, fintech, financial crises, crypto-assets, funding liquidity, market liquidity

49.

Commodity Pricing: Time-Varying Discount Rates vs. Investors’ Heterogeneity

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-3
Number of pages: 34 Posted: 18 Apr 2023
Don Bredin, Valerio Potì and Enrique Salvador
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 38 (742,738)

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Commodity prices, commodity pricing, financialization, speculation, investor heterogeneity

50.

Commodity Pricing: Time-Varying Discount Rates vs. Investors' Heterogeneity

Number of pages: 33 Posted: 10 Mar 2023
Don Bredin, Valerio Potì and Enrique Salvador
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 38 (735,693)

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commodity prices, commodity pricing, financialization, speculation, investor heterogeneity

51.

Board Diversity and Bank Performance

Number of pages: 32 Posted: 01 Nov 2023
Akhtar R. Siddique, Valerio Potì and Alona Bilokha
Government of the United States of America - Office of the Comptroller of the Currency (OCC), University College Dublin and Fordham University
Downloads 36 (749,899)

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Board diversity, ESG ratings, Reputation Risk, Financial Reporting Quality, Bank Performance, Causality, Machine Learning

52.

The Impact of ESG Scores on the Value Relevance of the Fair Value Hierarchy: Evidence from European Banks

Number of pages: 40 Posted: 26 Aug 2023
Valerio Potì, Giuseppe Di Martino and Federica Miglietta
University College Dublin, affiliation not provided to SSRN and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Business Studies and Private Law
Downloads 32 (779,846)

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Banks, CSR, ESG, fair value hierarchy, value relevance

53.

Revisiting the Silver Crisis

Number of pages: 17 Posted: 18 Feb 2022
Don Bredin, Valerio Potì and Enrique Salvador
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 18 (901,871)

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Commodity prices, manipulation

54.

A Minimum Discrepancy Formulation of Stochastic Dominance Analysis and Implications for Asset Pricing

Posted: 21 Sep 2014 Last Revised: 12 Oct 2014
Valerio Potì
University College Dublin

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Asset Pricing, Stochastic Dominance, GMM, EL

55.

A Behavioral Perspective on the Privacy Calculus Model

Posted: 15 Aug 2013
Maria Moloney and Valerio Potì
University College Dublin (UCD) - College of Business and Law and University College Dublin

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privacy, risk perception, trust propensity, behavioral intention, social contract