Details about Valentina Galvani

Access statistics for papers by Valentina Galvani.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pga325

Working Papers

2022

1. Country-Based Investing with Exchange Rate and Reserve Currency
   Working Papers, University of Alberta, Department of Economics
2. Outliers and Momentum in the Corporate Bond Market
   Working Papers, University of Alberta, Department of Economics
   See also Journal Article in The Quarterly Review of Economics and Finance (2023)
3. The Mean-Variance Core of Cryptocurrencies: When More is Not Better
   Working Papers, University of Alberta, Department of Economics

2018

4. Asymmetric Information, Predictability and Momentum in the Corporate Bond Market
   Working Papers, University of Alberta, Department of Economics
5. The Momentum Effect for Canadian Corporate Bonds
   Working Papers, University of Alberta, Department of Economics
6. The Value Premium During Flights
   Working Papers, University of Alberta, Department of Economics
   See also Journal Article in Finance Research Letters (2021)

2011

7. Riding the Yield Curve: A Spanning Analysis
   Working Papers, University of Alberta, Department of Economics View citations (1)
   See also Journal Article in Review of Quantitative Finance and Accounting (2013)

2009

8. A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds
   Working Papers, University of Alberta, Department of Economics View citations (2)
9. Options and Efficiency in Spaces of Bounded Claims
   Working Papers, University of Alberta, Department of Economics View citations (3)
   See also Journal Article in Journal of Mathematical Economics (2010)
10. Portfolio Diversification in Energy Markets
    Working Papers, University of Alberta, Department of Economics View citations (2)
    See also Journal Article in Energy Economics (2010)
11. Spanning with Zero-Price Investment Assets
    Working Papers, University of Alberta, Department of Economics View citations (2)

Journal Articles

2023

1. Outliers and momentum in the corporate bond market
   The Quarterly Review of Economics and Finance, 2023, 89, (C), 135-148
   See also Working Paper (2022)

2021

2. Informed Trading and Momentum in the Corporate Bond Market*
   (Asset pricing with liquidity risk)
   Review of Finance, 2021, 25, (6), 1773-1816 View citations (3)
3. The value premium during flights
   Finance Research Letters, 2021, 39, (C)
   See also Working Paper (2018)

2018

4. Market states, sentiment, and momentum in the corporate bond market
   Journal of Banking & Finance, 2018, 89, (C), 249-265 View citations (13)

2017

5. Firm-specific stock and bond predictability: New evidence from Canada
   International Review of Economics & Finance, 2017, 51, (C), 174-192 View citations (5)

2013

6. Mean–variance dominant trading strategies
   Finance Research Letters, 2013, 10, (3), 142-150
7. Riding the yield curve: a spanning analysis
   Review of Quantitative Finance and Accounting, 2013, 40, (1), 135-154 View citations (3)
   See also Working Paper (2011)
8. Spanning with futures contracts
   The Quarterly Review of Economics and Finance, 2013, 53, (1), 61-72

2010

9. Options and efficiency in spaces of bounded claims
   Journal of Mathematical Economics, 2010, 46, (4), 616-619 View citations (4)
   See also Working Paper (2009)
10. Portfolio diversification in energy markets
    Energy Economics, 2010, 32, (2), 257-268 View citations (21)
    See also Working Paper (2009)

2009

11. Option spanning with exogenous information structure
    Journal of Mathematical Economics, 2009, 45, (1-2), 73-79 View citations (7)

2007

12. A note on spanning with options
    Mathematical Social Sciences, 2007, 54, (1), 106-114 View citations (2)
13. Underlying assets for which options complete the market
    Finance Research Letters, 2007, 4, (1), 59-66 View citations (3)