Discussion paper DP19320 Intrinsic Value: A Solution to the Declining Performance of Value Strategies Derek Bergen Francesco Franzoni Daniel Obrycki Rafael Resendes 1 Aug 2024 Asset Pricing G01 G12 G32
Discussion paper DP18574 Supply Chain Shortages, Large Firms’ Market Power, and Inflation Francesco Franzoni Mariassunta Giannetti Roberto Tubaldi 3 Nov 2023 Industrial Organization International Trade and Regional Economics Monetary Economics and Fluctuations Banking and Corporate Finance E31 L11 G3
Discussion paper DP17251 The Wealth Creation Effect in Stock Returns Francesco Franzoni Daniel Obrycki Rafael Resendes 25 Apr 2022 Financial Economics G11 G12
Discussion paper DP15762 Competition for Attention in the ETF Space Itzhak Ben-David Francesco Franzoni Byungwook Kim Rabih Moussawi 3 Feb 2021 Financial Economics G12 G14 G15
Discussion paper DP14234 An Improved Method to Predict Assignment of Stocks into Russell Indexes Itzhak Ben-David Francesco Franzoni Rabih Moussawi 22 Dec 2019 Financial Economics G12 G14 G15
Discussion paper DP13936 The Value of Intermediation in the Stock Market Marco Di Maggio Mark Egan Francesco Franzoni 19 Aug 2019 Financial Economics Industrial Organization L11 G14 G23 G24
Discussion paper DP13812 Strategic Trading as a Response to Short Sellers Francesco Franzoni Marco Di Maggio Massimo Massa Roberto Tubaldi 19 Jun 2019 Financial Economics G30 M41
Discussion paper DP13645 What Constrains Liquidity Provision? Evidence From Hedge Fund Trades Francesco Franzoni Alberto Plazzi Efe Cotelioglu 2 Apr 2019 Financial Economics G20 G23
Discussion paper DP13427 The Granular Nature of Large Institutional Investors Itzhak Ben-David Francesco Franzoni Rabih Moussawi John Sedunov 4 Jan 2019 Financial Economics G01 G12 G23
Discussion paper DP12040 Financial Conglomerate Affiliated Hedge Funds: Risk Taking Behavior and Liquidity Provision Mariassunta Giannetti Francesco Franzoni 11 May 2017 Financial Economics G2