Details about Enrico Onali

Access statistics for papers by Enrico Onali.

Last updated 2023-07-08. Update your information in the RePEc Author Service.

Short-id: pon70

Working Papers

2016

1. How does the Eurozone crisis affect securities portfolios?
   Working Papers CEB, ULB -- Universite Libre de Bruxelles
2. Long memory and multifractality: A joint test
   Papers, arXiv.org
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)

2015

3. New Accounting Rules for Loan Loss Provisions in Europe: Much Ado about Nothing?
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Sins of Omission in Value Relevance Empirical Studies
   MPRA Paper, University Library of Munich, Germany View citations (1)

2014

5. Are European equity markets efficient? New evidence from fractal analysis
   Papers, arXiv.org View citations (1)
   See also Journal Article in International Review of Financial Analysis (2011)
6. Self-affinity in financial asset returns
   Papers, arXiv.org View citations (1)
   See also Journal Article in International Review of Financial Analysis (2012)
7. Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios
   Discussion Papers, Deutsche Bundesbank View citations (2)
   Also in Working Paper Series, European Central Bank (2014) View citations (2)

2012

8. Moral hazard, dividends, and risk in banks
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (5)
   See also Journal Article in Journal of Business Finance & Accounting (2014)

2009

9. Assessing the Value Relevance of Accounting Data After the Introduction of IFRS in Europe
   MPRA Paper, University Library of Munich, Germany View citations (36)

Journal Articles

2023

1. A very British state capitalism: Variegation, political connections and bailouts during the COVID-19 crisis
   Environment and Planning A, 2023, 55, (3), 673-696

2022

2. Corporate diversification and stock risk: Evidence from a global shock
   Journal of Corporate Finance, 2022, 72, (C) View citations (1)

2021

3. Debtholder Monitoring Incentives and Bank Earnings Opacity
   Journal of Financial and Quantitative Analysis, 2021, 56, (4), 1408-1445 View citations (2)
4. Does gender diversity on banks' boards matter? Evidence from public bailouts
   Journal of Corporate Finance, 2021, 71, (C) View citations (9)
5. Natural disasters and economic growth: The role of banking market structure
   Journal of Corporate Finance, 2021, 71, (C) View citations (7)

2020

6. Do stress tests affect bank liquidity creation?
   Journal of Corporate Finance, 2020, 64, (C) View citations (8)

2018

7. Debt Priority Structure, Market Discipline, and Bank Conduct
   Review of Financial Studies, 2018, 31, (11), 4493-4555 View citations (13)
8. Market Reaction to Bank Liquidity Regulation
   Journal of Financial and Quantitative Analysis, 2018, 53, (2), 899-935 View citations (15)
9. The real effects of banking supervision: Evidence from enforcement actions
   Journal of Financial Intermediation, 2018, 35, (PA), 86-101 View citations (28)

2017

10. How should we estimate value-relevance models? Insights from European data
    The British Accounting Review, 2017, 49, (5), 460-473 View citations (8)
11. Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors
    Finance Research Letters, 2017, 21, (C), 72-77 View citations (3)

2016

12. CEO power, government monitoring, and bank dividends
    Journal of Financial Intermediation, 2016, 27, (C), 89-117 View citations (38)
13. Can we predict dividend cuts?
    Economics Letters, 2016, 146, (C), 71-76 View citations (1)
14. Long memory and multifractality: A joint test
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 288-294
    See also Working Paper (2016)

2014

15. Moral Hazard, Dividends, and Risk in Banks
    Journal of Business Finance & Accounting, 2014, 41, (1-2), 128-155 View citations (30)
    See also Working Paper (2012)

2012

16. Self-affinity in financial asset returns
    International Review of Financial Analysis, 2012, 24, (C), 1-11 View citations (2)
    See also Working Paper (2014)
17. Short and long memory in stock returns data
    Economics Letters, 2012, 117, (1), 253-255 View citations (10)

2011

18. Are European equity markets efficient? New evidence from fractal analysis
    International Review of Financial Analysis, 2011, 20, (2), 59-67 View citations (29)
    See also Working Paper (2014)

2009

19. Unifractality and multifractality in the Italian stock market
    International Review of Financial Analysis, 2009, 18, (4), 154-163 View citations (48)