Matteo P. Arena

Finance · 2008–2015

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it
• Accounting — 27 citations into it
• Economics and Econometrics — 25 citations into it
• Strategy and Management — 8 citations into it

Whom Matteo P. Arena trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Frank Zhang
2. Michael W. Faulkender
3. Irene Y. Kim
4. Michael J. Cooper
5. Jiang Wang
6. Douglas J. Skinner
7. Rong Wang
8. Roberto C. Gutierrez
9. Tarun Chordia
10. Susan Shu

Who trusts Matteo P. Arena overall

1. Artyom Durnev

Papers from Matteo P. Arena's perspective

Ordered by how strongly the researchers Matteo P. Arena trusts endorse each paper. Same corpus, a different order for every researcher.

1. Momentum, Business Cycle and Time Varying Expected Returns
2. Information Uncertainty and Stock Returns
3. A Model of Intertemporal Asset Prices Under Asymmetric Information
4. Corporate Financial Policy and the Value of Cash
5. Market States and Momentum
6. Measuring Securities Litigation Risk
7. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
8. The Persistence of Mutual Fund Performance
9. The Cross-Section of Volatility and Expected Returns
10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers

• The Effects of Securities Class Action Litigation on Corporate Liquidity and Investment Policy (2015) — 159 citations
• Price Momentum and Idiosyncratic Volatility (2008) — 131 citations