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

60

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13,219

TOTAL CITATIONS
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Top 10,089

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103

Scholarly Papers (60)

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1.

International Portfolio Formation, Skewness and the Role of Gold

Downloads 408 (21,790)
Citation 19

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 408 (150,075)
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 1,011 (47,560)

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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 623 (90,551)

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Correlation Dynamics, GARCH, Multivariate Estimation

4.

A discussion paper for possible approaches to building a statistically valid backtesting framework

Number of pages: 32 Posted: 17 Jul 2024
Veni Arakelian, Karolina Bolesta, Silvija Vlah Jeric, Yiting Liu, Joerg Osterrieder, Valerio Potì, Peter Schwendner, Kristina Sutiene and Abraham Itzhak Weinberg
Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Warsaw School of Economics (SGH) - Department of Economics I, University of Zagreb, University of Twente, University of Twente, University College Dublin, Zurich University of Applied Sciences, Kaunas University of Technology and A.I. Weinberg Ltd.
Downloads 589 (97,218)

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Data snooping, evaluation bias, e-values, overfitting, p-hacking

5.

Predictability and 'Good Deals' in Currency Markets

Downloads 580 (99,174)
Citation 3

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 286 (221,458)

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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 176 (355,048)

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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 118 (495,344)
Citation 3

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6.

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 561 (103,401)
Citation 10

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Correlation dynamics, GARCH, idiosyncratic risk

7.

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 549 (106,223)
Citation 15

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

8.

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Downloads 517 (114,421)
Citation 5

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 355 (175,514)
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 162 (382,039)
Citation 3

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

9.

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 458 (132,354)
Citation 3

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Commodity prices, financialization, speculation

10.

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 - McDonough School of Business, 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 409 (151,163)
Citation 2

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

11.

Sentiment, productivity, and economic growth

Downloads 390 (160,342)

Sentiment, productivity, and economic growth

FEB-RN Research Paper No. 22/2024, 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, Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 63 Posted: 19 Sep 2022 Last Revised: 16 Mar 2025
George M. Constantinides, Maurizio Montone, Valerio Potì and Stella N. Spilioti
University of Chicago - Booth School of Business, Utrecht University - School of Economics, University College Dublin and University of Piraeus - Department of Economics
Downloads 372 (166,648)

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Sentiment, Productivity, Economic growth, Market efficiency

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 - School of Economics, University College Dublin and Athens University of Economics and Business
Downloads 18 (1,160,894)

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12.

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 388 (160,342)

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

13.

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 354 (177,575)

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Coskewness, asset pricing

14.

Coskewness and Conditional Asset Pricing

Downloads 299 (212,891)
Citation 2

Coskewness and Conditional Asset Pricing

Number of pages: 19 Posted: 21 Apr 2005
Valerio Potì
University College Dublin
Downloads 189 (332,687)
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 110 (522,819)

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Asset Pricing, Coskewness

15.

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 286 (223,010)
Citation 1

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Correlation dynamics, idiosyncratic risk, asset pricing

16.

Option-Implied Physical Distributions

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 24-6
Number of pages: 55 Posted: 23 Apr 2024 Last Revised: 22 Nov 2024
Richard McGee, Thierry Post and Valerio Potì
University College Dublin (UCD) - Michael Smurfit Graduate School of Business, Graduate School of Business of Nazarbayev University and University College Dublin
Downloads 256 (249,608)

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Conditional density forecasts, equity index options, asset pricing in incomplete markets, Empirical Likelihood

17.

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 233 (273,904)
Citation 1

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

18.

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 207 (306,563)
Citation 1

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

19.

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 203 (312,266)
Citation 2

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

20.

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 203 (312,266)

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Cash holdings, Private firms, Financing policies

21.

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 190 (331,849)
Citation 1

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Foreign Exchange, Predictability, Market Efficiency

22.

A Note on Return Predictability and Price Bubbles

Downloads 187 (336,698)

A Note on Return Predictability and Price Bubbles

Number of pages: 21 Posted: 16 Feb 2009
Valerio Potì
University College Dublin
Downloads 101 (557,249)

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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 86 (619,147)

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bubbles, equity risk premium, predictability

23.

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 182 (345,191)
Citation 4

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

24.

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 179 (350,317)
Citation 11

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Idiosyncratic risk, correlation, portfolio management, asset pricing

25.

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 175 (357,382)

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Predictability, Foreign Exchange, Filter Rules, Market Efficiency

26.

Banking Sector Consolidation and Corporate Financial Policies

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-15
Number of pages: 62 Posted: 05 Dec 2022 Last Revised: 22 Jan 2024
Valerio Potì and William Wang
University College Dublin and University of Essex - Essex Business School
Downloads 172 (368,478)

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

27.

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 169 (368,478)

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Asset Pricing, Coskewness, Linear Pricing, Maximal Sharpe Ratios

28.

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 168 (370,415)
Citation 9

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Asset Pricing, Coskewness

29.

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 166 (376,210)
Citation 1

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

30.

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 159 (388,301)

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

31.

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

Downloads 156 (394,725)

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 88 (610,139)

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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 68 (708,360)

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

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 154 (399,013)

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Commodity prices, manipulation

33.

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

Downloads 153 (403,342)
Citation 1

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 128 (464,385)

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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 25 (1,069,553)
Citation 1

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

34.

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

Number of pages: 32 Posted: 19 Oct 2023 Last Revised: 11 Mar 2024
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 153 (401,184)
Citation 1

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

35.

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 150 (407,725)
Citation 1

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36.

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 146 (416,778)

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narrative economics, asset bubbles, natural language processing

37.

Are Banks Too Big to Fine?

Number of pages: 26 Posted: 09 May 2023 Last Revised: 18 Dec 2024
Catarina Marvão, Valerio Potì and Giancarlo Spagnolo
Technological University Dublin, University College Dublin and University of Rome Tor Vergata
Downloads 140 (430,766)

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Banks, Antitrust, Financial markets, misconduct, bank fines

38.

A Direct Optimal Portfolio Construction Method Relying on Image Processing

FEB-RN Research Paper No. 06/2024
Number of pages: 29 Posted: 04 May 2024
Lanxin Lu, Yingjie Niu, Ruihai Dong and Valerio Potì
University College Dublin, University College Dublin (UCD), University College Dublin (UCD) and University College Dublin
Downloads 139 (433,239)

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portfolio optimization; CNN; ex-post

39.

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 129 (459,777)

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

40.

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 125 (471,101)

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

41.

Ethical Artificial Intelligence, Fintech and Data Protection: A Path Forward for Training in Europe

Number of pages: 31 Posted: 11 Jul 2024
Maria Moloney, Ioana Coita, Eleftheria G. Paschalidou, Ekaterina Svetlova, Codruta Mare, Liana Stanca, Galena Pisoni, Karolina Bolesta, Olivija Filipovska, Valerio Potì, Cal B. Muckley, Barbara Bedowska-Sojka, Joerg Osterrieder and Veni Arakelian
University College Dublin (UCD) - College of Business and Law, University of Oradea, affiliation not provided to SSRN, Behavioural, management and social sciences, Babes-Bolyai University - Faculty of Economics and Business Administration, Babes-Bolyai University, York St John University, Warsaw School of Economics (SGH) - Department of Economics I, Geostrategic Institute Global, University College Dublin, University College Dublin, Poznań University of Economics and Business, University of Twente and Council of Economic Advisors, Ministry of Finance, Hellenic Republic
Downloads 124 (474,094)

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Data Protection, Artificial Intelligence, Privacy, Ethics, Training, European Policy, Data Privacy, Responsible AI

42.

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 122 (480,161)

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Asset Pricing, Coskewness, Linear Pricing, Maximal Sharpe Ratios

43.

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 117 (495,694)
Citation 1

Abstract:

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44.

A New Tight and General Bound on Return Predictability

Downloads 117 (495,694)
Citation 1

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 72 (686,576)

Abstract:

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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 45 (866,116)
Citation 1

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Market Efficiency, Asset Return Predictabiltity, Foreign Exchange

45.

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 112 (512,095)

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

46.

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 University of Bari
Downloads 97 (567,279)

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Cryptocurrencies, Network analysis, quantile regression

47.

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 96 (571,117)
Citation 2

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Forecast Comparison, Stochastic Dominance, Empirical Likelihood, Inflation Forecasting

48.

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 96 (571,117)

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Asset Pricing, GMM, Learning, Size Effect

49.

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 94 (578,829)
Citation 2

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COVID19, bubble, persistence

50.

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 94 (578,829)
Citation 3

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Commodity prices, financialization, commodity speculation

51.

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 91 (590,588)

Abstract:

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Correlation dynamics, idiosyncratic risk, asset pricing, portfolio management

52.

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 80 (637,581)

Abstract:

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

53.

Optimal COVID restrictions: Is policy making rational during uncertain times?

Number of pages: 35 Posted: 24 Feb 2022 Last Revised: 25 Feb 2025
Maurizio Montone and Valerio Potì
Utrecht University - School of Economics and University College Dublin
Downloads 69 (690,931)

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Public choice, Pandemic, Government response, Trust, Productivity

54.

The Value-Relevance of ESG Scores:A Fair Value Hierarchy Perspective with Evidence from European Banks

Number of pages: 41 Posted: 21 Feb 2024
Valerio Potì, Federica Miglietta and Giuseppe Di Martino
University College Dublin, Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Business Studies and Private Law and University of Bari
Downloads 65 (712,608)

Abstract:

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Banks, CSR, ESG, fair value hierarchy, Value Relevance

55.

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 54 (779,592)

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

56.

Banking Sector Consolidation, Banking Relationships and Corporate Financial Policies

Number of pages: 61 Posted: 01 Oct 2024
Valerio Potì and Senyu Wang
University College Dublin and affiliation not provided to SSRN
Downloads 30 (983,060)
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Capital structure, Debt structure, Cash holdings, Syndicated loans, Bank M&As, Banking sector consolidation, Banking relationships

57.

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 30 (983,060)

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Commodity prices, manipulation

58.

Green But Not Blinded! The Impact of Female Directors on Biodiversity and Environmental Risks in Banks

Number of pages: 36 Posted: 18 Feb 2025
Simona Cosma, Valerio Potì and Giuseppe Rimo
Alma Mater Studiorum University of Bologna, University College Dublin and University of Salento
Downloads 15 (1,163,470)

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biodiversity finance, climate change, banks, board structure, corporate governance.

59.

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

60.

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