Università
della
Svizzera
italiana
Francesco Franzoni
http://usi.to/hpi
Publications
Key publications (2)
- Franzoni F., Ben-David I., Moussawi R. (2012) Hedge Fund Stock Trading in the Financial Crisis of 2007-2009. Lead Article
- Franzoni F., Marin J. M. (2006) Pension Plan Funding and Stock Market Efficiency
Journal Article (6)
- Franzoni F., Ben-David I., Moussawi R. (2012) Hedge Fund Stock Trading in the Financial Crisis of 2007-2009. Lead Article, Review of Financial Studies
- Franzoni F., Nowak E., Phalippou L. (2012) Private equity performance and liquidity risk, Journal of Finance, Vol. 67 (6), 2341-2374
- Franzoni F., Adrian T. (2009) Learning about Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM, Journal of Empirical Finance
- Franzoni F. (2009) Underinvestment Vs. Overinvestment: Evidence From Price Reactions To Pension Contributions, Journal of Financial Economics
- Franzoni F., Marin J. M. (2006) Pension Plan Funding and Stock Market Efficiency, Journal of Finance:921-956
- Franzoni F., Marin J. M. (2006) Portable Alphas From Pension Mispricing, Journal of Portfolio Management, Summer, 2006, pp. 44-53
Working paper (3)
- Barbon A., Franzoni F., Di Maggio M., Landier A. (2017) Brokers and Order Flow Leakage: Evidence from Fire Sales
- Franzoni F. (2008) The changing nature of market risk
- Franzoni F. (2002) Where is beta going? The riskiness of value and small stocks
