Details about Alessandro Beber

Access statistics for papers by Alessandro Beber.

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

Short-id: pbe677

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 View citations (2)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2018)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2017)

2014

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

2013

3. Distilling the Macroeconomic News Flow
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (1)
   See also Journal Article in Journal of Financial Economics (2015)
4. Economic Cycles and Expected Stock Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
5. Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2011

6. Pricing Liquidity Risk with Heterogeneous Investment Horizons
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
7. 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 View citations (11)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
   Tinbergen Institute Discussion Papers, Tinbergen Institute (2010) View citations (3)
   See also Journal Article in Journal of Finance (2013)

2010

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

2008

9. Determinants of the implied volatility function on the Italian Stock Market
   Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy View citations (4)
   Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2001) View citations (7)
10. Distribuzioni di probabilità implicite nei prezzi delle opzioni
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy View citations (4)
11. 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 View citations (8)
12. Introduzione all'analisi tecnica
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy View citations (4)

2006

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

2005

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

2004

16. 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 View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (3)
    See also Journal Article in Journal of Monetary Economics (2006)
17. Volatility and the Term Structure: Evidence from Interest Rate Derivatives
    Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2015

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

2013

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

2012

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

2011

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

2010

5. Differences in beliefs and currency risk premiums
   Journal of Financial Economics, 2010, 98, (3), 415-438 View citations (50)
6. 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 View citations (34)

2009

7. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
   Review of Financial Studies, 2009, 22, (3), 925-957 View citations (321)
   Also in Review of Financial Studies, 2009, 22, (3), 925-957 (2009) View citations (90)
   See also Working Paper (2006)
8. Resolving Macroeconomic Uncertainty in Stock and Bond Markets
   Review of Finance, 2009, 13, (1), 1-45 View citations (32)
   See also Working Paper (2006)

2006

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