Details about Daniele Ballinari

Access statistics for papers by Daniele Ballinari.

Last updated 2024-12-05. Update your information in the RePEc Author Service.

Short-id: pba1855

Working Papers

2025

1. Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration
   Papers, arXiv.org

2024

2. Calibrating doubly-robust estimators with unbalanced treatment assignment
   Papers, arXiv.org View citations (1)
   See also Journal Article Calibrating doubly-robust estimators with unbalanced treatment assignment, Economics Letters, Elsevier (2024) View citations (1) (2024)
3. Semiparametric inference for impulse response functions using double/debiased machine learning
   Papers, arXiv.org

Journal Articles

2024

1. Calibrating doubly-robust estimators with unbalanced treatment assignment
   Economics Letters, 2024, 241, (C) View citations (1)
   See also Working Paper Calibrating doubly-robust estimators with unbalanced treatment assignment, Papers (2024) View citations (1) (2024)

2022

2. When does attention matter? The effect of investor attention on stock market volatility around news releases
   International Review of Financial Analysis, 2022, 82, (C) View citations (6)

2021

3. How to gauge investor behavior? A comparison of online investor sentiment measures
   Digital Finance, 2021, 3, (2), 169-204 View citations (3)

2020

4. Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter
   Finance Research Letters, 2020, 35, (C) View citations (2)
5. The impact of sentiment and attention measures on stock market volatility
   International Journal of Forecasting, 2020, 36, (2), 334-357 View citations (94)