Marcelo Bianconi

Tufts University - Department of Economics

Professor

Medford, MA 02155

United States

http://www.tufts.edu/~mbiancon

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 17,193

SSRN RANKINGS

Top 17,193

in Total Papers Downloads

3,012

SSRN CITATIONS
Rank 32,858

SSRN RANKINGS

Top 32,858

in Total Papers Citations

7

CROSSREF CITATIONS

14

Scholarly Papers (25)

1.

Risk Factors and Value at Risk in Publicly Traded Companies of the Nonrenewable Energy Sector

Energy Economics, Vol. 45, 2014
Number of pages: 47 Posted: 15 Jan 2013 Last Revised: 01 May 2015
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 431 (71,784)
Citation 3

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return on stocks, price of risk, value at risk, oil and gas industry, dynamic conditional correlation (DCC)

2.

Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies

Number of pages: 58 Posted: 02 May 2012 Last Revised: 11 Sep 2014
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 280 (116,750)

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asset pricing, multifactor model, CAPM, emerging markets

3.

BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets

Emerging Markets Review, Vol. 14, 2013
Number of pages: 54 Posted: 20 Jan 2012 Last Revised: 01 May 2015
Tufts University - Department of Economics, University of São Paulo (USP) - Department of Economics and Insper
Downloads 251 (130,876)
Citation 1

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BRIC, stock-bond returns, conditional volatility, dynamic conditional correlation, financial crisis

4.

Cross-Listing Premium in the US and the UK Destination

Number of pages: 50 Posted: 11 Jan 2008
Marcelo Bianconi and Liang Tan
Tufts University - Department of Economics and affiliation not provided to SSRN
Downloads 213 (153,478)
Citation 3

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cross-listing premium, treatment effects

5.

Firm Value, the Sarbanes-Oxley Act and Cross-Listing in the US, Germany and Hong Kong Destinations

Number of pages: 38 Posted: 15 Apr 2009 Last Revised: 14 Feb 2011
Marcelo Bianconi, Richard Chen and Joe Akira Yoshino
Tufts University - Department of Economics, United States Agency for International Development (USAID) and University of São Paulo (USP) - Department of Economics
Downloads 207 (157,721)
Citation 2

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Cross-listing, Sarbanes-Oxley, dynamic panel data, treatment effects

6.

Trade Policy Uncertainty and Stock Returns

Number of pages: 38 Posted: 14 Mar 2019 Last Revised: 08 May 2020
Marcelo Bianconi, Federico Esposito and Marco Sammon
Tufts University - Department of Economics, Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Downloads 197 (165,953)
Citation 1

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trade policy, uncertainty, stock returns, risk premium

7.

Implied Volatility and the Risk-Free Rate of Return in Options Markets

North American Journal of Economics and Finance, 31, 2015
Number of pages: 40 Posted: 29 Jan 2014 Last Revised: 01 May 2015
Marcelo Bianconi, Scott MacLachlan and Marco Sammon
Tufts University - Department of Economics, Tufts University and Kellogg School of Management - Department of Finance
Downloads 170 (188,330)

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re-pricing options, forecasting volatility, seemingly unrelated regression, implied volatility

8.

Determinants of Systemic Risk and Information Dissemination

International Review of Economics & Finance, Forthcoming
Number of pages: 51 Posted: 16 Dec 2013 Last Revised: 12 Mar 2015
Marcelo Bianconi, Xiaxin Hua and Chih Ming Tan
Tufts University - Department of Economics, Clark University - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 169 (189,328)
Citation 1

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conditional value-at-risk, VIX, externality, consumer sentiment

9.

Firm Value, Investment and Monetary Policy

Number of pages: 34 Posted: 04 Apr 2010 Last Revised: 14 Feb 2011
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 158 (200,545)
Citation 5

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firm value, nominal risk, cross-listing

10.

Firm Market Performance and Volatility in a National Real Estate Sector

Number of pages: 48 Posted: 16 Oct 2010
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 144 (216,474)
Citation 2

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Risk-Return Tradeoff, National Real Estate Market, Momentum, Reversal

11.

Evaluating the Instantaneous and Medium-Run Impact of Mergers and Acquisitions on Firm Values

Number of pages: 46 Posted: 20 Apr 2017
Marcelo Bianconi and Chih Ming Tan
Tufts University - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 129 (236,089)

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EV/EBITDA, treatment effect, DID estimation, propensity score matchings

12.

Worldwide Commodities Sector Market-to-Book and Return on Equity Valuation

Number of pages: 54 Posted: 23 Oct 2012
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 122 (246,286)
Citation 1

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market-to-book ratio and return on equity, quantile regression

13.

Pricing Dollar Strength Risk

Number of pages: 67 Posted: 27 Sep 2016 Last Revised: 15 Aug 2017
Marcelo Bianconi and Marco Sammon
Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Downloads 106 (272,399)

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factor models, global risk, momentum, exposure

14.

House Price Indexes and Cyclical Behavior

Number of pages: 24 Posted: 23 Feb 2011
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 91 (301,125)
Citation 2

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House Price Index, Real and Nominal Shocks

15.

The Stochastic Structure of a Price Index and Inflation

Number of pages: 65 Posted: 02 May 2011
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of São Paulo (USP) - Department of Economics
Downloads 76 (335,851)

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Price dispersion, inflation dispersion, aggregate shocks

16.

Equity Prices and Cartel Activity

Number of pages: 31 Posted: 12 Oct 2015 Last Revised: 16 May 2017
Dan Richards, Heng Yuan and Marcelo Bianconi
Tufts University - Department of Economics, Tufts University and Tufts University - Department of Economics
Downloads 75 (338,420)
Citation 1

Abstract:

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Event Study, Equity Prices, Cartels

17.

Higher Moment Exchange Rate Exposure of S&P500 Firms

Number of pages: 36 Posted: 19 Aug 2014
Marcelo Bianconi and Zhe Cai
Tufts University - Department of Economics and Tufts University
Downloads 73 (343,571)

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U.S. large-cap, FX risk, skewness, kurtosis, panel data

Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies

Review of International Economics, 22(1), 116-130, February 2014
Number of pages: 35 Posted: 08 Jun 2011 Last Revised: 30 Apr 2015
Marcelo Bianconi and Walter H. Fisher
Tufts University - Department of Economics and Institute for Advanced Studies (IHS) - Department of Economics & Finance
Downloads 42 (453,683)

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government budget constraint, nominal assets, capital income tax

Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies

Review of International Economics, Vol. 22, Issue 1, pp. 116-130, 2014
Number of pages: 15 Posted: 15 Jan 2014
Marcelo Bianconi and Walter H. Fisher
Tufts University - Department of Economics and Institute for Advanced Studies (IHS)
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19.

Determinants of Debt and Economic Regulation: An Analysis of Brazilian Regulated Infrastructure Firms

Number of pages: 23 Posted: 17 Aug 2017
University of São Paulo (USP) - Faculty of Economics, Administration and Accounting of Ribeirão Preto (FEARP), Tufts University - Department of Economics, University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students and University of São Paulo (USP) - Department of Economics
Downloads 32 (488,555)

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Capital Structure; Debt; Leverage; Economics of Regulation; Infrastructure

20.

Transfer Programs Under Alternative Insurance Schemes and Liquidity Constraints

Journal of International Trade and Economic Development, Forthcoming
Number of pages: 25 Posted: 19 Jan 2005 Last Revised: 14 Apr 2009
Marcelo Bianconi
Tufts University - Department of Economics
Downloads 26 (520,347)

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Transfers, insurance, liquidity constraint, intertemporal substitution, risk aversion

21.

The International Transmission of Tax Policies in a Dynamic World Economy

NBER Working Paper No. w4086
Number of pages: 41 Posted: 07 Aug 2007 Last Revised: 12 Sep 2010
Stephen J. Turnovsky and Marcelo Bianconi
University of Washington - Institute for Economic Research and Tufts University - Department of Economics
Downloads 20 (556,599)
Citation 1

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Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply

Posted: 19 Jan 2005
Marcelo Bianconi
Tufts University - Department of Economics

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Private information, adverse selection, lottery, unemployment insurance, incomplete

Heterogeneity, Adverse Selection and Valuation With Endogenous Labor Supply

International Review of Economics and Finance, Forthcoming
Posted: 16 May 2007
Marcelo Bianconi
Tufts University - Department of Economics

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Private information, adverse selection, lottery, unemployment insurance, incomplete

23.

The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply

Macroeconomic Dynamics, Forthcoming
Posted: 19 Jan 2005
Stephen J. Turnovsky and Marcelo Bianconi
University of Washington - Institute for Economic Research and Tufts University - Department of Economics

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Stochastic growth, labor supply, costs of business cycles, asset prices

24.

Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences Under Moral Hazard

Posted: 19 Jan 2005
Marcelo Bianconi
Tufts University - Department of Economics

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Moral hazard, disutility of effort, incomplete contract, meanvariance

25.

Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy

Journal of International Money and Finance, Forthcoming
Posted: 19 Jan 2005
Walter H. Fisher and Marcelo Bianconi
Institute for Advanced Studies (IHS) - Department of Economics & Finance and Tufts University - Department of Economics

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Government budget, taxation, nominal assets, growth