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Details about Lorenzo Casavecchia

Homepage:http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=4015
Workplace:Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Lorenzo Casavecchia.

Last updated 2020-02-20. Update your information in the RePEc Author Service.

Short-id: pca501


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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 Downloads
    See also Journal Article in Journal of Economic Interaction and Coordination (2011)

2008

  1. 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 Downloads View citations (2)
  2. Insights into the Market Impact of Different Investment Styles
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads

2006

  1. Insights into the Momentum Life Cycle for European Stocks
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (3)

Journal Articles

2019

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

2018

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

2017

  1. Managerial incentives for risk-taking and internal capital allocation
    Australian Journal of Management, 2017, 42, (3), 428-461 Downloads

2016

  1. Cross trading by investment advisers: Implications for mutual fund performance
    Journal of Financial Intermediation, 2016, 25, (C), 99-130 Downloads View citations (5)
  2. Fund managers' herding and the sensitivity of fund flows to past performance
    International Review of Financial Analysis, 2016, 47, (C), 205-221 Downloads View citations (3)
  3. Fund managers’ herding and mutual fund governance
    International Journal of Managerial Finance, 2016, 12, (3), 242-276 Downloads View citations (1)

2015

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

2011

  1. 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 Downloads View citations (1)
    See also Working Paper (2009)

2009

  1. Fundamental Indexation: An Australian Investigation
    Australian Journal of Management, 2009, 34, (1), 1-20 Downloads View citations (5)

2007

  1. Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
    The European Journal of Finance, 2007, 13, (8), 769-793 Downloads View citations (16)
  2. Value enhancement using momentum indicators: the European experience
    International Journal of Managerial Finance, 2007, 3, (3), 229-262 Downloads View citations (14)
 
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