Francesco Sangiorgi

Frankfurt School of Finance & Management

Adickesallee 34

Frankfurt am Main, 60322

Germany

  • Frankfurt School of Finance & Management

SCHOLARLY PAPERS

13

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3,221

SSRN CITATIONS
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Top 14,628

in Total Papers Citations

49

CROSSREF CITATIONS

29

Scholarly Papers (13)

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1.

The Economics of Credit Rating Agencies

Foundations and Trends in Finance, 12, 1-116 (2017)
Number of pages: 100 Posted: 21 Oct 2017 Last Revised: 26 Jan 2018
Francesco Sangiorgi and Chester S. Spatt
Frankfurt School of Finance & Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 928 (35,282)
Citation 15

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credit rating agencies, information production, information intermediation, conflict of interest, reputation, selection, competition, regulation, systemic risk

2.

Uncertainty, Information Acquisition and Price Swings in Asset Markets

Review of Economic Studies (2015) 82 (4): 1533-1567
Number of pages: 85 Posted: 06 May 2009 Last Revised: 01 Feb 2018
Antonio Mele and Francesco Sangiorgi
University of Lugano and Frankfurt School of Finance & Management
Downloads 428 (95,206)
Citation 28

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Asset markets with Knightian uncertainty, asymmetric information, value of parameter uncertainty, information complementarities, multiple equilibria

3.

Opacity, Credit Rating Shopping and Bias

Management Science 63, 4016-4036 (2017).
Number of pages: 51 Posted: 14 Mar 2012 Last Revised: 26 Jan 2018
Francesco Sangiorgi and Chester S. Spatt
Frankfurt School of Finance & Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 407 (100,950)
Citation 23

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credit rating agencies; ratings shopping; selective disclosure; rational expectations; opacity; ratings bias

4.

Overconfidence and Market Efficiency with Heterogeneous Agents

Economic Theory, Vol. 30, No. 2, 2007
Number of pages: 28 Posted: 23 Jun 2004 Last Revised: 13 Sep 2016
Diego Garcia, Francesco Sangiorgi and Branko Urosevic
University of Colorado at Boulder - Leeds School of Business, Frankfurt School of Finance & Management and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 394 (104,760)
Citation 1

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partially revealing equilibria, overconfidence, rational expectations, information

5.

Hysteresis in price efficiency and the economics of slow moving capital

Review of Financial Studies, (2021) Vol. 34, P. 2857–2909
Number of pages: 76 Posted: 04 Jun 2018 Last Revised: 24 May 2021
James Dow, Jungsuk Han and Francesco Sangiorgi
London Business School - Institute of Finance and Accounting, Seoul National University - College of Business Administration and Frankfurt School of Finance & Management
Downloads 249 (170,173)
Citation 4

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rational expectations, price efficiency, history dependence, slow-moving capital, regime shift, informed trading

6.

Searching for Information

Journal of Economic Theory, Vol. 175, pp. 342-373, 2018
Number of pages: 38 Posted: 02 Feb 2015 Last Revised: 09 Feb 2018
Jungsuk Han and Francesco Sangiorgi
Seoul National University - College of Business Administration and Frankfurt School of Finance & Management
Downloads 224 (188,220)

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information acquisition, information search, commonality of information, urn model, coordination games

7.

Information Sales and Strategic Trading

Review of Financial Studies (2011) Vol. 24 (9), 3069-3104
Number of pages: 53 Posted: 21 Mar 2008 Last Revised: 13 Sep 2016
Diego Garcia and Francesco Sangiorgi
University of Colorado at Boulder - Leeds School of Business and Frankfurt School of Finance & Management
Downloads 217 (194,076)
Citation 5

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markets for information, imperfect competition, share auctions

8.

Factor Investing, Learning from Prices, and Endogenous Uncertainty in Asset Markets

Number of pages: 58 Posted: 10 Nov 2020 Last Revised: 30 Jun 2021
Chukwuma Dim, Francesco Sangiorgi and Grigory Vilkov
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 198 (211,103)

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information acquisition, attention allocation, factor investing, endogenous uncertainty, amplification, strategic complementarity

9.

Insider Trading Regulation and Market Quality Tradeoffs

Downloads 80 (411,137)
Citation 1

Insider Trading Regulation and Market Quality Tradeoffs

Swiss Finance Institute Research Paper No. 20-118
Number of pages: 39 Posted: 12 Aug 2020 Last Revised: 25 May 2021
Antonio Mele and Francesco Sangiorgi
University of Lugano and Frankfurt School of Finance & Management
Downloads 80 (415,447)
Citation 1

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Insider trading; post-trade transparency; ex ante corporate disclosure; information crowding-out.

Insider Trading Regulation and Market Quality Tradeoffs

CEPR Discussion Paper No. DP16179
Number of pages: 40 Posted: 14 Jul 2021
Antonio Mele and Francesco Sangiorgi
University of Lugano and Frankfurt School of Finance & Management
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10.

Technical Appendix: Information Sales and Strategic Trading

Number of pages: 23 Posted: 15 May 2009 Last Revised: 18 Sep 2012
Diego Garcia and Francesco Sangiorgi
University of Colorado at Boulder - Leeds School of Business and Frankfurt School of Finance & Management
Downloads 59 (482,287)

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markets for information, imperfect competition

11.

Online Appendix to 'Opacity, Credit Rating Shopping and Bias'

Number of pages: 22 Posted: 08 May 2013 Last Revised: 30 Jun 2015
Francesco Sangiorgi and Chester S. Spatt
Frankfurt School of Finance & Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 36 (587,842)
Citation 3

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12.

The Short-Termism Trap: Competition for Informed Investors Under Stock-Based CEO Compensation

Swedish House of Finance Research Paper No. 21-24
Number of pages: 72 Posted: 02 Nov 2021 Last Revised: 27 Jun 2022
James Dow, Jungsuk Han and Francesco Sangiorgi
London Business School - Institute of Finance and Accounting, Seoul National University - College of Business Administration and Frankfurt School of Finance & Management
Downloads 1 (874,537)

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informed trading, managerial compensation, short-termism, optimal contracting, race to the bottom, strategic complementarities

13.

Nominal Rigidities and Asset Pricing in New Keynesian Monetary Models

EFA 2005 Moscow Meetings Paper
Posted: 31 Jan 2005
Francesco Sangiorgi and Sergio Santoro
Frankfurt School of Finance & Management and Universitat Pompeu Fabra

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Asset pricing in production economies, nominal rigidities