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DP17251 The Wealth Creation Effect in Stock Returns 智库出版物
2022
作者:  Francesco Franzoni;  Daniel Obrycki;  Rafael Resendes
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Profitability factor  Investment factor  Asset pricing  Net-present value  Wealth creation  
DP15762 Competition for Attention in the ETF Space 智库出版物
2021
作者:  Itzhak Ben-David;  Francesco Franzoni;  Byungwook Kim;  Rabih Moussawi
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Etfs  Financial innovation  Competition for attention  
Competition for Attention in the ETF Space 智库出版物
2021
作者:  Itzhak Ben-David;  Francesco Franzoni;  Byungwook Kim;  Rabih Moussawi
Adobe PDF(667Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP14234 An Improved Method to Predict Assignment of Stocks into Russell Indexes 智库出版物
2019
作者:  Francesco Franzoni;  Rabih Moussawi;  Itzhak Ben-David
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Russell  Institutional investors  Etfs  Volatility  
An Improved Method to Predict Assignment of Stocks into Russell Indexes 智库出版物
2019
作者:  Itzhak Ben-David;  Francesco Franzoni;  Rabih Moussawi
Adobe PDF(385Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
DP13936 The Value of Intermediation in the Stock Market 智库出版物
2019
作者:  Marco Di Maggio;  Mark Egan;  Francesco Franzoni
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Financial intermediation  Institutional investors  Research analysts  Broker networks  Equity trading  
The Value of Intermediation in the Stock Market 智库出版物
2019
作者:  Marco Di Maggio;  Mark L. Egan;  Francesco Franzoni
Adobe PDF(661Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
DP13812 Strategic Trading as a Response to Short Sellers 智库出版物
2019
作者:  Francesco Franzoni;  Marco Di Maggio;  Massimo Massa;  Roberto Tubaldi
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Short selling  Informed trading  Strategic traders  Institutional investors  Market efficiency  
The effects of concentration in the asset management industry on stock prices 智库出版物
2019
作者:  Francesco Franzoni
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Asset management  investment  Stock prices  Stock exchanges  Financial regulation  Market concentration  
DP13645 What Constrains Liquidity Provision? Evidence From Hedge Fund Trades 智库出版物
2019
作者:  Francesco Franzoni;  Alberto Plazzi;  Efe Cotelioglu
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Hedge funds  Limits of arbitrage  Liquidity provision  Trading costs  Funding liquidity