Crina Pungulescu

Toulouse Business School - Barcelona Campus

C/ Trafalgar, 10 08010

Barcelona

Spain

  • Toulouse Business School - Barcelona Campus

SCHOLARLY PAPERS

8

DOWNLOADS

1,228

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (8)

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1.

Model Uncertainty, Financial Market Integration and the Home Bias Puzzle

Downloads 425 (107,207)

Model Uncertainty, Financial Market Integration and the Home Bias Puzzle

Number of pages: 39 Posted: 31 Jul 2006 Last Revised: 28 Jan 2008
Lieven Baele, Crina Pungulescu and Jenke ter Horst
Tilburg University - Department of Finance, Toulouse Business School - Barcelona Campus and TIAS School for Business and Society
Downloads 425 (106,178)
Citation 4

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Home Bias, Market Integration, Euro, Model Uncertainty

Model Uncertainty, Financial Market Integration and the Home Bias Puzzle

Journal of International Money and Finance, Vol. 26, No. 4, 2007
Posted: 26 Jun 2007
Lieven Baele, Crina Pungulescu and Jenke ter Horst
Tilburg University - Department of Finance, Toulouse Business School - Barcelona Campus and TIAS School for Business and Society

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Home Bias, Market Integration, Euro, Model Uncertainty

2.

Country-Level Size Effects in International Asset Pricing

Number of pages: 41 Posted: 08 Jun 2007 Last Revised: 06 Dec 2021
Crina Pungulescu
Toulouse Business School - Barcelona Campus
Downloads 266 (178,048)
Citation 2

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Market Size, Emerging Markets, Market Integration, Capital Controls

3.

Measuring Financial Market Integration in the European Union: EU15 vs. New Member States

Number of pages: 33 Posted: 22 Sep 2008 Last Revised: 07 Sep 2013
Crina Pungulescu
Toulouse Business School - Barcelona Campus
Downloads 212 (221,821)
Citation 2

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Market Integration, European Union, New Member States

4.

Real Effects of Financial Market Integration: Does Lower Home Bias Lead to Welfare Benefits?

Number of pages: 38 Posted: 22 Sep 2008 Last Revised: 02 Mar 2009
Crina Pungulescu
Toulouse Business School - Barcelona Campus
Downloads 144 (309,498)

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Home Bias, International Portfolio Choice, Economic Growth, Model Uncertainty

5.

Using Textual Analysis to Diversify Portfolios

Number of pages: 24 Posted: 25 Apr 2022 Last Revised: 16 May 2022
Crina Pungulescu
Toulouse Business School - Barcelona Campus
Downloads 77 (473,780)

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Textual Analysis, Stock Returns Correlations, Portfolio Performance, Natural Language Understanding

6.

Intra-Dealer Integration

Number of pages: 36 Posted: 25 Apr 2010
Laurent Germain, Brian Kluger, Crina Pungulescu, David Stolin and Daniel G. Weaver
Toulouse University, Toulouse Business School, University of Cincinnati - Department of Finance - Real Estate, Toulouse Business School - Barcelona Campus, Toulouse Business School - Economics and Finance and Rutgers Business School
Downloads 66 (515,063)

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Intra-Dealer Integration, Price Discovery, Cointegration, Fungibility

7.

Bilateral Home Bias: A New Measure of Proximity

Number of pages: 28 Posted: 04 Nov 2020 Last Revised: 08 Mar 2023
Crina Pungulescu
Toulouse Business School - Barcelona Campus
Downloads 34 (677,410)

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Home Bias, Gravity Models, International Portfolio Choice, Textual Analysis, Natural Language Understanding

8.

Linking Asset Prices to News without Direct Asset Mentions

Number of pages: 10 Posted: 13 Mar 2023
Ilanit Avioz, Haim Kedar-Levy, Crina Pungulescu and David Stolin
Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, Toulouse Business School - Barcelona Campus and Toulouse Business School - Economics and Finance
Downloads 4 (920,749)

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News, Volatility, Commodities, Natural Language Processing