Details about Rocco Ciciretti

Access statistics for papers by Rocco Ciciretti.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pci31

Working Papers

2022

1. A new measure of the resilience for networks of funds with applications to socially responsible investments
   Post-Print, HAL View citations (1)
   See also Journal Article A new measure of the resilience for networks of funds with applications to socially responsible investments, Physica A: Statistical Mechanics and its Applications, Elsevier (2022) View citations (2) (2022)
2. Attitude Towards Financial Planning of Italian Households
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2022)
3. Mitigating contagion risk by ESG investing
   Post-Print, HAL
   See also Journal Article Mitigating Contagion Risk by ESG Investing, Sustainability, MDPI (2022) View citations (1) (2022)

2021

4. ESG Investing: A Chance To Reduce Systemic Risk
   Post-Print, HAL View citations (43)
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2020) View citations (4)
   See also Journal Article ESG investing: A chance to reduce systemic risk, Journal of Financial Stability, Elsevier (2021) View citations (56) (2021)
5. Herding and Anti-Herding Across ESG Funds
   CEIS Research Paper, Tor Vergata University, CEIS

2020

6. The Resilience of the Socially Responsible Investment Networks
   CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
7. Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching
   CEIS Research Paper, Tor Vergata University, CEIS View citations (5)
   See also Journal Article Till mortgage do us part: Mortgage switching costs and household's bank switching, Journal of Banking & Finance, Elsevier (2020) View citations (4) (2020)

2019

8. The Contributions of Betas versus Characteristics to the ESG Premium
   CEIS Research Paper, Tor Vergata University, CEIS View citations (8)
   See also Journal Article The contributions of betas versus characteristics to the ESG premium, Journal of Empirical Finance, Elsevier (2023) View citations (10) (2023)

2017

9. Fishing the Corporate Social Responsibility Risk Factors
   CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
   See also Journal Article Fishing the Corporate Social Responsibility risk factors, Journal of Financial Stability, Elsevier (2018) View citations (37) (2018)

2015

10. The Cooperative Bank Difference Before and After the Global Financial Crisis
    CEIS Research Paper, Tor Vergata University, CEIS
    See also Journal Article The cooperative bank difference before and after the global financial crisis, Journal of International Money and Finance, Elsevier (2016) View citations (24) (2016)
11. The Determinants of Household's Bank Switching
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2015) View citations (5)
    See also Journal Article The determinants of household’s bank switching, Journal of Financial Stability, Elsevier (2016) View citations (27) (2016)

2014

12. Is There a Cooperative Bank Difference?
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
13. Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
    Working Paper series, Rimini Centre for Economic Analysis View citations (13)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2014) View citations (13)
    See also Journal Article Socially responsible and conventional investment funds: performance comparison and the global financial crisis, Applied Economics, Taylor & Francis Journals (2015) View citations (45) (2015)

2013

14. Capture, Politics and Antitrust Effectiveness
    CEIS Research Paper, Tor Vergata University, CEIS
15. Corporate Social Responsibility and Earnings Forecasting Unbiasedness
    CEIS Research Paper, Tor Vergata University, CEIS View citations (31)
    See also Journal Article Corporate social responsibility and earnings forecasting unbiasedness, Journal of Banking & Finance, Elsevier (2013) View citations (30) (2013)
16. Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility
    CEIS Research Paper, Tor Vergata University, CEIS View citations (5)
    See also Journal Article Corporate social responsibility, stakeholder risk, and idiosyncratic volatility, Journal of Corporate Finance, Elsevier (2015) View citations (91) (2015)
17. The Legal Origins of Corporate Social Responsibility
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (4)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2013) View citations (4)
    AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit (2013) View citations (4)

2011

18. How homogeneous diversification in balanced investment funds affects portfolio and systemic risk
    CEIS Research Paper, Tor Vergata University, CEIS
    See also Journal Article How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk, Journal of Financial Transformation, Capco Institute (2012) (2012)
19. Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event
    Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform View citations (9)
    See also Journal Article Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event, Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University (2011) View citations (5) (2011)

2009

20. Corporate social responsibility and shareholder's value: an empirical analysis
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)

2007

21. Corporate social responsibility and shareholder's value: an event study analysis
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (10)

2006

22. Corporate Social Responsibility and Stock Market Performance
    CEIS Research Paper, Tor Vergata University, CEIS View citations (11)
    See also Journal Article Corporate social responsibility and stock market performance, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (31) (2009)

Journal Articles

2023

1. The contributions of betas versus characteristics to the ESG premium
   Journal of Empirical Finance, 2023, 71, (C), 104-124 View citations (10)
   See also Working Paper The Contributions of Betas versus Characteristics to the ESG Premium, CEIS Research Paper (2019) View citations (8) (2019)

2022

2. A new measure of the resilience for networks of funds with applications to socially responsible investments
   Physica A: Statistical Mechanics and its Applications, 2022, 593, (C) View citations (2)
   See also Working Paper A new measure of the resilience for networks of funds with applications to socially responsible investments, Post-Print (2022) View citations (1) (2022)
3. Environmental reputational risk, negative media attention and financial performance
   Financial Markets, Institutions & Instruments, 2022, 31, (4), 123-145 View citations (2)
4. Mitigating Contagion Risk by ESG Investing
   Sustainability, 2022, 14, (7), 1-13 View citations (1)
   See also Working Paper Mitigating contagion risk by ESG investing, Post-Print (2022) (2022)

2021

5. ESG investing: A chance to reduce systemic risk
   Journal of Financial Stability, 2021, 54, (C) View citations (56)
   See also Working Paper ESG Investing: A Chance To Reduce Systemic Risk, Post-Print (2021) View citations (43) (2021)

2020

6. Legal Origins and Corporate Social Responsibility
   Sustainability, 2020, 12, (7), 1-34 View citations (5)
7. Till mortgage do us part: Mortgage switching costs and household's bank switching
   Journal of Banking & Finance, 2020, 119, (C) View citations (4)
   See also Working Paper Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching, CEIS Research Paper (2020) View citations (5) (2020)

2018

8. Fishing the Corporate Social Responsibility risk factors
   Journal of Financial Stability, 2018, 37, (C), 25-48 View citations (37)
   See also Working Paper Fishing the Corporate Social Responsibility Risk Factors, CEIS Research Paper (2017) View citations (2) (2017)

2016

9. The cooperative bank difference before and after the global financial crisis
   Journal of International Money and Finance, 2016, 69, (C), 224-246 View citations (24)
   See also Working Paper The Cooperative Bank Difference Before and After the Global Financial Crisis, CEIS Research Paper (2015) (2015)
10. The determinants of household’s bank switching
    Journal of Financial Stability, 2016, 26, (C), 175-189 View citations (27)
    See also Working Paper The Determinants of Household's Bank Switching, Working Paper series (2015) View citations (2) (2015)

2015

11. Corporate social responsibility, stakeholder risk, and idiosyncratic volatility
    Journal of Corporate Finance, 2015, 35, (C), 297-309 View citations (91)
    See also Working Paper Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility, CEIS Research Paper (2013) View citations (5) (2013)
12. Distribution strategy and movie performance: an empirical note
    Eurasian Economic Review, 2015, 5, (1), 179-187 View citations (1)
13. Socially responsible and conventional investment funds: performance comparison and the global financial crisis
    Applied Economics, 2015, 47, (25), 2541-2562 View citations (45)
    See also Working Paper Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis, Working Paper series (2014) View citations (13) (2014)

2013

14. Corporate social responsibility and earnings forecasting unbiasedness
    Journal of Banking & Finance, 2013, 37, (9), 3654-3668 View citations (30)
    See also Working Paper Corporate Social Responsibility and Earnings Forecasting Unbiasedness, CEIS Research Paper (2013) View citations (31) (2013)

2012

15. Corporate social responsibility and shareholder's value
    Journal of Business Research, 2012, 65, (11), 1628-1635 View citations (72)
16. How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
    Journal of Financial Transformation, 2012, 34, 195-210
    See also Working Paper How homogeneous diversification in balanced investment funds affects portfolio and systemic risk, CEIS Research Paper (2011) (2011)

2011

17. Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event
    Giornale degli Economisti, 2011, 70, (2), 3-58 View citations (5)
    See also Working Paper Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event, Sustainable Investment and Corporate Governance Working Papers (2011) View citations (9) (2011)

2009

18. Corporate social responsibility and stock market performance
    Applied Financial Economics, 2009, 19, (16), 1283-1293 View citations (31)
    See also Working Paper Corporate Social Responsibility and Stock Market Performance, CEIS Research Paper (2006) View citations (11) (2006)
19. Do Internet Activities Add Value? Evidence from the Traditional Banks
    Journal of Financial Services Research, 2009, 35, (1), 81-98 View citations (30)
20. Financial markets and the post-crisis scenario
    International Review of Economics, 2009, 56, (3), 215-225
21. Investment analysts' forecasts of earnings
    Review, 2009, 91, (Sep), 545-568 View citations (2)

2007

22. Earning Forecast Error in US and European Stock Markets
    The European Journal of Finance, 2007, 13, (2), 105-122 View citations (1)
23. Market vs. analysts reaction: the effect of aggregate and firm-specific news
    Applied Financial Economics, 2007, 17, (4), 299-312 View citations (3)

Chapters

2023

1. Dissecting the European ESG Premium vs the US: Is It All About Non-financial Reporting?
   Palgrave Macmillan