Francesco Sangiorgi

Frankfurt School of Finance & Management gemeinnützige GmbH

Adickesallee 34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 24,073

SSRN RANKINGS

Top 24,073

in Total Papers Downloads

1,819

CITATIONS
Rank 13,784

SSRN RANKINGS

Top 13,784

in Total Papers Citations

27

Scholarly Papers (10)

1.

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 gemeinnützige GmbH
Downloads 384 (71,587)
Citation 7

Abstract:

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

2.

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 gemeinnützige GmbH and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 376 (73,393)
Citation 4

Abstract:

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partially revealing equilibria, overconfidence, rational expectations, information

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 gemeinnützige GmbH and Carnegie Mellon University - David A. Tepper School of Business
Downloads 352 (79,241)
Citation 5

Abstract:

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

4.

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 gemeinnützige GmbH and Carnegie Mellon University - David A. Tepper School of Business
Downloads 222 (129,565)

Abstract:

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

5.

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 gemeinnützige GmbH
Downloads 192 (148,634)
Citation 5

Abstract:

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markets for information, imperfect competition, share auctions

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
Swedish House of Finance and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 157 (177,476)

Abstract:

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

7.

Why Is Capital Slow Moving? Liquidity Hysteresis and the Dynamics of Limited Arbitrage

Swedish House of Finance Research Paper No. 18-12
Number of pages: 59 Posted: 04 Jun 2018 Last Revised: 25 Jul 2018
James Dow, Jungsuk Han and Francesco Sangiorgi
London Business School - Institute of Finance and Accounting, Swedish House of Finance and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 60 (337,072)

Abstract:

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limits to arbitrage, price efficiency, history dependence, slow-moving capital, regime shift, rational expectations

8.

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 gemeinnützige GmbH
Downloads 47 (376,819)
Citation 5

Abstract:

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markets for information, imperfect competition

9.

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 gemeinnützige GmbH and Carnegie Mellon University - David A. Tepper School of Business
Downloads 29 (446,426)

Abstract:

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10.

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 gemeinnützige GmbH and Universitat Pompeu Fabra

Abstract:

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Asset pricing in production economies, nominal rigidities