Francesco Sangiorgi

Frankfurt School of Finance & Management

Adickesallee 34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 17,480

in Total Papers Downloads

5,402

SSRN CITATIONS
Rank 13,057

SSRN RANKINGS

Top 13,057

in Total Papers Citations

88

CROSSREF CITATIONS

29

Scholarly Papers (14)

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 1,664 (20,383)
Citation 23

Abstract:

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

2.

Media Narratives and Price Informativeness

Number of pages: 65 Posted: 12 Jan 2023 Last Revised: 08 Feb 2024
Chukwuma Dim, Francesco Sangiorgi and Grigory Vilkov
George Washington University, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 654 (76,134)

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media narratives, media bias, price informativeness, idiosyncratic risk, noise trading, disagreement, latent demand

3.

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 476 (112,856)
Citation 46

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

4.

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 461 (117,256)
Citation 23

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

5.

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 442 (123,200)
Citation 1

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partially revealing equilibria, overconfidence, rational expectations, information

6.

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 364 (153,680)
Citation 4

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

7.

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
George Washington University, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 354 (158,466)

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

8.

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 303 (186,961)

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

9.

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 256 (221,996)
Citation 9

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markets for information, imperfect competition, share auctions

10.

The Short-Termism Trap: Catering to Informed Investors

Swedish House of Finance Research Paper No. 21-24
Number of pages: 97 Posted: 02 Nov 2021 Last Revised: 29 Mar 2024
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 180 (308,569)
Citation 4

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

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 121 (427,739)
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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12.

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 74 (588,265)

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markets for information, imperfect competition

13.

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 53 (695,410)
Citation 3

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14.

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