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Details about Alessandro Beber

E-mail:
Workplace:Bayes Business School, City University, (more information at EDIRC)

Access statistics for papers by Alessandro Beber.

Last updated 2015-03-15. Update your information in the RePEc Author Service.

Short-id: pbe677


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Working Papers

2020

  1. Short-Selling Bans and Bank Stability
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (2)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2018) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2017) Downloads

2014

  1. Switching Risk Off: FX Correlations and Risk Premia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2013

  1. Distilling the Macroeconomic News Flow
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2015)
  2. Economic Cycles and Expected Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2011

  1. Pricing Liquidity Risk with Heterogeneous Investment Horizons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
  2. Short-Selling Bans around the World: Evidence from the 2007-09 Crisis
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2010) Downloads View citations (3)

    See also Journal Article in Journal of Finance (2013)

2010

  1. What Does Equity Sector Orderflow Tell Us about the Economy?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article in Review of Financial Studies (2011)

2008

  1. Determinants of the implied volatility function on the Italian Stock Market
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (4)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2001) Downloads View citations (7)
  2. Distribuzioni di probabilità implicite nei prezzi delle opzioni
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (4)
  3. Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (8)
  4. Introduzione all'analisi tecnica
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (4)

2006

  1. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2009)
  2. Resolving Macroeconomic Uncertainty in Stock and Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article in Review of Finance (2009)

2005

  1. Order Submission Strategies and Information: Empirical Evidence from the NYSE
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (11)

2004

  1. The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (3)

    See also Journal Article in Journal of Monetary Economics (2006)
  2. Volatility and the Term Structure: Evidence from Interest Rate Derivatives
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads

Journal Articles

2015

  1. Distilling the macroeconomic news flow
    Journal of Financial Economics, 2015, 117, (3), 489-507 Downloads View citations (9)
    See also Working Paper (2013)

2013

  1. Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis
    Journal of Finance, 2013, 68, (1), 343-381 Downloads View citations (165)
    See also Working Paper (2011)

2012

  1. Who times the foreign exchange market? Corporate speculation and CEO characteristics
    Journal of Corporate Finance, 2012, 18, (5), 1065-1087 Downloads View citations (36)

2011

  1. What Does Equity Sector Orderflow Tell Us About the Economy?
    Review of Financial Studies, 2011, 24, (11), 3688-3730 Downloads View citations (10)
    See also Working Paper (2010)

2010

  1. Differences in beliefs and currency risk premiums
    Journal of Financial Economics, 2010, 98, (3), 415-438 Downloads View citations (50)
  2. When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions
    Review of Finance, 2010, 14, (1), 119-155 Downloads View citations (34)

2009

  1. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
    Review of Financial Studies, 2009, 22, (3), 925-957 Downloads View citations (321)
    Also in Review of Financial Studies, 2009, 22, (3), 925-957 (2009) Downloads View citations (90)

    See also Working Paper (2006)
  2. Resolving Macroeconomic Uncertainty in Stock and Bond Markets
    Review of Finance, 2009, 13, (1), 1-45 Downloads View citations (32)
    See also Working Paper (2006)

2006

  1. The effect of macroeconomic news on beliefs and preferences: Evidence from the options market
    Journal of Monetary Economics, 2006, 53, (8), 1997-2039 Downloads View citations (41)
    See also Working Paper (2004)
 
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