Giacomo Nocera

Audencia Business School

8 route de la Jonelière, BP 31222

Nantes Cedex 3, Cedex 3 44312

France

SCHOLARLY PAPERS

12

DOWNLOADS
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3,029

CITATIONS
Rank 10,345

SSRN RANKINGS

Top 10,345

in Total Papers Citations

41

Scholarly Papers (12)

1.

Ownership Structure, Risk and Performance in the European Banking Industry

Journal of Banking and Finance, Vol. 31, pp. 2127-2149, 2007
Number of pages: 25 Posted: 10 Oct 2007
Giacomo Nocera, Giuliano Iannotta and Andrea Sironi
Audencia Business School, Università Cattolica and Bocconi University - Department of Finance
Downloads 1,254 (10,989)
Citation 35

Abstract:

European banking, Ownership, Governance, Performance

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31 Posted: 22 Jul 2008 Last Revised: 09 Aug 2009
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 306 (78,923)

Abstract:

European banking, Ownership, Market Discipline, Credit Ratings

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

CAREFIN Research Paper No. 10/08
Number of pages: 25 Posted: 01 Mar 2009
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 155 (155,950)

Abstract:

European banking, Ownership, Market Discipline, Credit Ratings

3.

Investing in Art: The Informational Content of Italian Painting Pre-Sale Estimates

Number of pages: 27 Posted: 30 Jul 2008
Brunella Bruno and Giacomo Nocera
Bocconi University - Department of Finance and Audencia Business School
Downloads 365 (58,454)

Abstract:

Art investment, Art prices, Pre-sale estimates, Anchoring, Italian paintings

A Multivariate Model of Strategic Asset Allocation with Longevity Risk

Number of pages: 48 Posted: 24 May 2014
Carnegie Mellon University - David A. Tepper School of Business, Audencia Business School, Bocconi University - Department of Finance and Bocconi University, IGIER and CAREFIN
Downloads 174 (140,826)
Citation 1

Abstract:

Longevity Risk, Strategic Asset Allocation

A Multivariate Model of Strategic Asset Allocation with Longevity Risk

Netspar Discussion Paper No. 05/2015-012
Number of pages: 54 Posted: 30 Jul 2015
Carnegie Mellon University - David A. Tepper School of Business, Bocconi University - Department of Finance, Audencia Business School and Bocconi University, IGIER and CAREFIN
Downloads 45 (343,228)
Citation 1

Abstract:

Longevity risk, strategic asset allocation

A Multivariate Model of Strategic Asset Allocation with Longevity Risk

CEPR Discussion Paper No. DP10595
Number of pages: 55 Posted: 19 May 2015
Carnegie Mellon University - David A. Tepper School of Business, Bocconi University - Department of Finance, Audencia Business School and Bocconi University, IGIER and CAREFIN
Downloads 0
Citation 1

Abstract:

longevity risk, strategic asset allocation

5.

The Impact of Government Ownership on Bank Risk and Lending Behaviour

Number of pages: 36 Posted: 02 Mar 2011
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 213 (98,722)
Citation 1

Abstract:

European banking, Government ownership, Bank risk

6.

The Impact of Government Ownership on Bank Risk

Journal of Financial Intermediation, Vol. 22, No. 2, 2013
Number of pages: 40 Posted: 15 Mar 2013
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 91 (192,775)
Citation 2

Abstract:

European banking, Government ownership, Bank risk

7.

The Credibility of European Banks’ Risk-Weighted Capital: Structural Differences or National Segmentations?

BAFFI CAREFIN Centre Research Paper No. 2015-9
Number of pages: 36 Posted: 04 Jun 2015
Brunella Bruno, Giacomo Nocera and Andrea Resti
Bocconi University - Department of Finance, Audencia Business School and Bocconi University - Department of Finance
Downloads 70 (156,626)

Abstract:

Banks, capital, risk-weighted assets, regulation, Basel accords

8.

Do Investors Care About Credit Ratings? An Analysis Through the Cycle

Number of pages: 36 Posted: 17 Oct 2011 Last Revised: 22 Oct 2011
Giuliano Iannotta, Giacomo Nocera and Andrea Resti
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 54 (290,727)
Citation 2

Abstract:

Bonds, Credit spreads, Ratings, Opaqueness

9.

Are Risk-Based Capital Requirements Detrimental to Corporate Lending? Evidence from Europe

CEPR Discussion Paper No. DP12007
Number of pages: 38 Posted: 02 May 2017
Brunella Bruno, Giacomo Nocera and Andrea Resti
Bocconi University - Department of Finance, Audencia Business School and Bocconi University - Department of Finance
Downloads 0 (548,619)

Abstract:

10.

Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets

European Financial Management, Vol. 22, Issue 4, pp. 640-666, 2016
Number of pages: 27 Posted: 02 Sep 2016
Marco A. Navone and Giacomo Nocera
Finance Discipline Group - UTS Business School and Audencia Business School
Downloads 0 (548,619)

Abstract:

mutual funds, expense ratios, distribution costs

11.

Experience and Brokerage in Asset Markets: Evidence from Art Auctions

University of St.Gallen, School of Finance Research Paper No. 2016/05
Number of pages: 42 Posted: 15 Feb 2016 Last Revised: 16 Feb 2016
Bocconi University - Department of Finance, University of St. Gallen - School of Finance and Audencia Business School
Downloads 0 (322,269)

Abstract:

Brokerage, information, experience, art auctions

12.

The Impact of Government Ownership on Banks’ Ratings: Evidence from the European Banking Industry

Bancaria No. 06-2009
Posted: 29 Oct 2009
Andrea Sironi, Giuliano Iannotta and Giacomo Nocera
Bocconi University - Department of Finance, Università Cattolica and Audencia Business School

Abstract:

European banking, Ownership, Market Discipline, Credit Ratings