Details about Valentina Galvani

Access statistics for papers by Valentina Galvani.

Last updated 2024-02-07. 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 Outliers and momentum in the corporate bond market, The Quarterly Review of Economics and Finance, Elsevier (2023) (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 The value premium during flights, Finance Research Letters, Elsevier (2021) View citations (1) (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 Riding the yield curve: a spanning analysis, Review of Quantitative Finance and Accounting, Springer (2013) View citations (3) (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 Options and efficiency in spaces of bounded claims, Journal of Mathematical Economics, Elsevier (2010) View citations (4) (2010)
10. Portfolio Diversification in Energy Markets
    Working Papers, University of Alberta, Department of Economics View citations (3)
    See also Journal Article Portfolio diversification in energy markets, Energy Economics, Elsevier (2010) View citations (22) (2010)
11. Spanning with Zero-Price Investment Assets
    Working Papers, University of Alberta, Department of Economics View citations (2)

Journal Articles

2024

1. Frog in the Pan and the market-state effect on momentum
   Finance Research Letters, 2024, 63, (C)

2023

2. Can U.S. strategic petroleum reserves calm a tight market exacerbated by the Russia–Ukraine conflict?
   Resources Policy, 2023, 86, (PB)
3. Outliers and momentum in the corporate bond market
   The Quarterly Review of Economics and Finance, 2023, 89, (C), 135-148
   See also Working Paper Outliers and Momentum in the Corporate Bond Market, Working Papers (2022) (2022)

2021

4. Informed Trading and Momentum in the Corporate Bond Market*
   (Asset pricing with liquidity risk)
   Review of Finance, 2021, 25, (6), 1773-1816 View citations (5)
5. The value premium during flights
   Finance Research Letters, 2021, 39, (C) View citations (1)
   See also Working Paper The Value Premium During Flights, Working Papers (2018) (2018)

2018

6. Market states, sentiment, and momentum in the corporate bond market
   Journal of Banking & Finance, 2018, 89, (C), 249-265 View citations (15)

2017

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

2013

8. Mean–variance dominant trading strategies
   Finance Research Letters, 2013, 10, (3), 142-150
9. 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 Riding the Yield Curve: A Spanning Analysis, Working Papers (2011) View citations (1) (2011)
10. Spanning with futures contracts
    The Quarterly Review of Economics and Finance, 2013, 53, (1), 61-72

2010

11. Options and efficiency in spaces of bounded claims
    Journal of Mathematical Economics, 2010, 46, (4), 616-619 View citations (4)
    See also Working Paper Options and Efficiency in Spaces of Bounded Claims, Working Papers (2009) View citations (3) (2009)
12. Portfolio diversification in energy markets
    Energy Economics, 2010, 32, (2), 257-268 View citations (22)
    See also Working Paper Portfolio Diversification in Energy Markets, Working Papers (2009) View citations (3) (2009)

2009

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

2007

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