Details about Lorenzo Casavecchia

Access statistics for papers by Lorenzo Casavecchia.

Last updated 2022-11-23. Update your information in the RePEc Author Service.

Short-id: pca501

Working Papers

2009

1. The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney
   See also Journal Article The impact on the pricing process of costly active management and performance chasing clients, Journal of Economic Interaction and Coordination, Springer (2011) View citations (1) (2011)

2008

2. Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
   See also Journal Article Conditional style rotation model on enhanced value and growth portfolios: The European experience, Journal of Asset Management, Palgrave Macmillan (2011) View citations (2) (2011)
3. Insights into the Market Impact of Different Investment Styles
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney

2006

4. Insights into the Momentum Life Cycle for European Stocks
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (4)

Journal Articles

2022

1. The impact of analyst forecast errors on fundamental indexation: the Australian evidence
   Journal of Asset Management, 2022, 23, (5), 400-418

2019

2. Jack of all trades versus specialists: Fund family specialization and mutual fund performance
   International Review of Financial Analysis, 2019, 63, (C), 69-85 View citations (4)

2018

3. Are mutual fund investors paying for noise?
   International Review of Financial Analysis, 2018, 58, (C), 8-23 View citations (2)
4. What moves benchmark money market rates? Evidence from the BBSW market
   Pacific-Basin Finance Journal, 2018, 51, (C), 137-154

2017

5. Managerial incentives for risk-taking and internal capital allocation
   Australian Journal of Management, 2017, 42, (3), 428-461 View citations (4)

2016

6. Cross trading by investment advisers: Implications for mutual fund performance
   Journal of Financial Intermediation, 2016, 25, (C), 99-130 View citations (14)
7. Fund managers' herding and the sensitivity of fund flows to past performance
   International Review of Financial Analysis, 2016, 47, (C), 205-221 View citations (11)
8. Fund managers’ herding and mutual fund governance
   International Journal of Managerial Finance, 2016, 12, (3), 242-276 View citations (4)

2015

9. Managerial Sharing, Mutual Fund Connections, and Performance
   International Review of Finance, 2015, 15, (3), 427-455 View citations (6)

2011

10. Conditional style rotation model on enhanced value and growth portfolios: The European experience
    Journal of Asset Management, 2011, 11, (6), 375-390 View citations (2)
    See also Working Paper Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience, Working Paper Series (2008) View citations (3) (2008)
11. The impact on the pricing process of costly active management and performance chasing clients
    Journal of Economic Interaction and Coordination, 2011, 6, (1), 61-82 View citations (1)
    See also Working Paper The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients, Working Paper Series (2009) (2009)

2009

12. Fundamental Indexation: An Australian Investigation
    Australian Journal of Management, 2009, 34, (1), 1-20 View citations (11)

2007

13. Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
    The European Journal of Finance, 2007, 13, (8), 769-793 View citations (28)
14. Value enhancement using momentum indicators: the European experience
    International Journal of Managerial Finance, 2007, 3, (3), 229-262 View citations (15)