Details about Alberto Plazzi

Access statistics for papers by Alberto Plazzi.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: ppl114

Working Papers

2023

1. Financial Intermediaries and Demand for Duration
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2021

2. Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
3. The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
   Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2021) View citations (4)

2020

4. Birds of a Feather – Do Hedge Fund Managers Flock Together?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   See also Journal Article Birds of a Feather: Do Hedge Fund Managers Flock Together?, Management Science, INFORMS (2024) (2024)
5. Does monetary policy impact international market co-movements?
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (3)

2019

6. Dissecting the Yield Curve: The International Evidence
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article Dissecting the yield curve: The international evidence, Journal of Banking & Finance, Elsevier (2022) View citations (5) (2022)
7. Mind the (Convergence) Gap: Bond Predictability Strikes Back!
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article Mind the (Convergence) Gap: Bond Predictability Strikes Back!, Management Science, INFORMS (2021) View citations (1) (2021)
8. What Constrains Liquidity Provision? Evidence From Hedge Fund Trades
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2013) View citations (5)

2018

9. Inflation Risk Premia, Yield Volatility and Macro Factors
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (5)
   See also Journal Article Inflation Risk Premia, Yield Volatility, and Macro Factors, Journal of Financial Econometrics, Oxford University Press (2019) View citations (3) (2019)

2017

10. Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
11. Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
    See also Journal Article Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, Management Science, INFORMS (2019) View citations (14) (2019)

2016

12. A False Sense of Security: Why U.S. Banks Diversify and Does it Help?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
13. Does Corporate Governance Matter? Evidence from the AGR Governance Rating
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
14. Equity Is Cheap for Large Financial Institutions: The International Evidence
    Research Papers, Stanford University, Graduate School of Business View citations (10)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (9)

2011

15. Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (20)
16. Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (9)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (9)

2004

17. 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (1)

Journal Articles

2024

1. Birds of a Feather: Do Hedge Fund Managers Flock Together?
   Management Science, 2024, 70, (5), 2976-2998
   See also Working Paper Birds of a Feather – Do Hedge Fund Managers Flock Together?, Swiss Finance Institute Research Paper Series (2020) View citations (1) (2020)

2022

2. Dissecting the yield curve: The international evidence
   Journal of Banking & Finance, 2022, 134, (C) View citations (5)
   See also Working Paper Dissecting the Yield Curve: The International Evidence, Swiss Finance Institute Research Paper Series (2019) (2019)

2021

3. Mind the (Convergence) Gap: Bond Predictability Strikes Back!
   Management Science, 2021, 67, (12), 7888-7911 View citations (1)
   See also Working Paper Mind the (Convergence) Gap: Bond Predictability Strikes Back!, Swiss Finance Institute Research Paper Series (2019) (2019)
4. What Constrains Liquidity Provision? Evidence from Institutional Trades*
   (Illiquidity and stock returns: cross-section and time-series effects)
   Review of Finance, 2021, 25, (2), 485-517 View citations (6)

2020

5. Equity Is Cheap for Large Financial Institutions
   The Review of Financial Studies, 2020, 33, (9), 4231-4271 View citations (12)

2019

6. Direct Versus Iterated Multiperiod Volatility Forecasts
   Annual Review of Financial Economics, 2019, 11, (1), 173-195 View citations (22)
7. Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation
   Management Science, 2019, 65, (11), 5268-5289 View citations (14)
   See also Working Paper Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, Swiss Finance Institute Research Paper Series (2017) View citations (2) (2017)
8. Inflation Risk Premia, Yield Volatility, and Macro Factors
   Journal of Financial Econometrics, 2019, 17, (3), 397-431 View citations (3)
   See also Working Paper Inflation Risk Premia, Yield Volatility and Macro Factors, Swiss Finance Institute Research Paper Series (2018) View citations (5) (2018)

2016

9. Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
   Journal of Finance, 2016, 71, (5), 2145-2192 View citations (87)

2010

10. Expected Returns and Expected Growth in Rents of Commercial Real Estate
    The Review of Financial Studies, 2010, 23, (9), 3469-3519 View citations (72)

2008

11. The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations
    Real Estate Economics, 2008, 36, (3), 403-439 View citations (17)

2007

12. Valuation in US Commercial Real Estate
    European Financial Management, 2007, 13, (3), 472-497 View citations (18)

Chapters

2020

1. What You See Is What You Get But Do Investors Reward Good Corporate Governance When They See It?
   Chapter 4 in Behavioral Finance A Novel Approach, 2020, pp 73-98

2013

2. Forecasting Real Estate Prices
   Elsevier View citations (72)