Francesco Reggiani

University of Zurich

Rämistrasse 71

Zürich, CH-8006

Switzerland

SCHOLARLY PAPERS

8

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CITATIONS
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26

Scholarly Papers (8)

Returns to Buying Earnings and Book Value: Accounting for Growth and Risk

Number of pages: 55 Posted: 09 Feb 2010 Last Revised: 17 Aug 2011
Francesco Reggiani and Stephen H. Penman
University of Zurich and Columbia Business School - Department of Accounting
Downloads 1,856 (7,883)
Citation 2

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Returns to Buying Earnings and Book Value: Accounting for Growth and Risk

Number of pages: 49 Posted: 29 Feb 2012
Stephen H. Penman and Francesco Reggiani
Columbia Business School - Department of Accounting and University of Zurich
Downloads 434 (64,440)
Citation 6

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Returns to Buying Earnings and Book Value: Accounting for Growth and Risk

Columbia Business School Research Paper
Number of pages: 56 Posted: 25 Aug 2011
Stephen H. Penman and Francesco Reggiani
Columbia Business School - Department of Accounting and University of Zurich
Downloads 226 (133,052)
Citation 19

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2.

An Accounting-Based Characteristic Model for Asset Pricing

Number of pages: 64 Posted: 30 Nov 2011 Last Revised: 10 Nov 2015
Columbia Business School - Department of Accounting, University of Zurich, AQR Capital Management, LLC and London Business School
Downloads 1,423 (12,407)
Citation 14

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3.

Fundamentals of Value vs. Growth Investing and an Explanation for the Value Trap

Financial Analysts Journal, Fourth Quarter 2018, Vol. 74, No. 4: 103–119.
Number of pages: 37 Posted: 12 Sep 2014 Last Revised: 07 Dec 2018
Stephen H. Penman and Francesco Reggiani
Columbia Business School - Department of Accounting and University of Zurich
Downloads 1,273 (14,813)
Citation 3

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4.

Risk Analysis in Brand Valuation

Number of pages: 21 Posted: 19 Sep 2006
Francesca Beccacece, Emanuele Borgonovo and Francesco Reggiani
Bocconi University - Department of Decision Sciences, Bocconi University - Department of Decision Sciences and University of Zurich
Downloads 1,147 (17,368)
Citation 2

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Brand Valuation, Hirose Methodology, Risk Analysis, Brand Default Probability

A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price

European Financial Management, Forthcoming
Number of pages: 51 Posted: 04 May 2017 Last Revised: 26 Mar 2018
Columbia Business School - Department of Accounting, University of Zurich, AQR Capital Management, LLC and London Business School
Downloads 577 (44,945)
Citation 3

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A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book‐To‐Price

European Financial Management, Vol. 24, Issue 4, pp. 488-520, 2018
Number of pages: 33 Posted: 17 Sep 2018
Columbia Business School - Department of Accounting, University of Zurich, AQR Capital Management, LLC and London Business School
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Citation 3
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accounting principles, book‐to‐price, earnings‐to‐price, growth and risk

6.

Accruals and Future Performance: Can It be Attributed to Risk?

Review of Accounting Studies, Forthcoming
Number of pages: 58 Posted: 15 Dec 2012 Last Revised: 30 Jan 2015
Francesco Momentè, Francesco Reggiani and Scott A. Richardson
Bocconi University - Department of Accounting, University of Zurich and AQR Capital Management, LLC
Downloads 427 (66,372)

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investment activity, accruals, profitability, stock returns, supply chain

7.

Accounting for Employee Stock Options: What can We Learn from the Market's Perceptions?

Journal of International Financial Management & Accounting, Vol. 21, No. 2, pp. 161-186, Summer 2010
Number of pages: 26 Posted: 14 Apr 2010
affiliation not provided to SSRN, Bocconi University - Department of Accounting, University of Technology Sydney (UTS) - School of Finance and Economics, Bocconi University - Department of Accounting and University of Zurich
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8.

The Market Acceptance of Corporate Social Responsibility: A Comparison Across Six Countries/Regions

Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
Ronald Geoffrey Bird, Francesco Momentè and Francesco Reggiani
University of Technology Sydney (UTS) - School of Finance and Economics, Bocconi University - Department of Accounting and University of Zurich

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International, market reaction, responsible management, socially responsible investing