Monia Magnani

Bocconi University

Post-doctoral researcher

Via Sarfatti, 25

Milan, MI 20136

Italy

Bocconi University - CAREFIN - Centre for Applied Research in Finance

Via Sarfatti, 25

Milan, 20136

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

821

TOTAL CITATIONS

2

Scholarly Papers (4)

1.

Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital 

BAFFI CAREFIN Centre Research Paper No. 202
Number of pages: 51 Posted: 22 Jun 2023 Last Revised: 14 Oct 2024
Massimo Guidolin, Monia Magnani and Ian Berk
Bocconi University, Dept. of Finance, Bocconi University and Bocconi University
Downloads 500 (117,596)
Citation 2

Abstract:

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ESG ratings, ESG momentum, ESG score volatility, cross-sectional pricing, systematic risk factor G11, G12, C59, G24

2.

Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles

BAFFI Centre Research Paper No. 231
Number of pages: 80 Posted: 15 Oct 2024
Monia Magnani
Bocconi University
Downloads 142 (420,229)

Abstract:

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Rational bubbles, monetary policy, stock returns, regime switching

3.

Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings

BAFFI CAREFIN Centre Research Paper No. 220
Number of pages: 38 Posted: 23 Feb 2024 Last Revised: 28 Feb 2024
Massimo Guidolin and Monia Magnani
Bocconi University, Dept. of Finance and Bocconi University
Downloads 128 (456,067)

Abstract:

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greenwashing; US mutual funds; ESG ratings; sustainable investment; sin stocks

4.

Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors? 

BAFFI Centre Research Paper No. 232
Number of pages: 64 Posted: 15 Oct 2024 Last Revised: 16 Oct 2024
Monia Magnani
Bocconi University
Downloads 51 (784,806)

Abstract:

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dynamic asset allocation, hedge fund strategies, out-of-sample performance, certainty equivalent return