Loriana Pelizzon
Finance · 2000–2020
A researcher in the Science corpus: 8 papers; trusts 23 researchers and is trusted by 31 researchers here, as inferred from the citation graph.
Subfields
- Finance — 164 citations into it; #1,549 of 10,518 by trust here, #985 by citations
- Economics and Econometrics — 126 citations into it; #3,211 of 23,481 by trust here, #2,362 by citations
- Accounting — 38 citations into it
Whom Loriana Pelizzon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Markus K. Brunnermeier
- Roberto Rigobon
- Andrew W. Lo
- Juan Carlos Meléndez Rodríguez
- F. Longin
- Carlo A. Favero
- Giancarlo Corsetti
- Kristin J. Forbes
- Raghuram G. Rajan
- A. Ng
Who trusts Loriana Pelizzon overall
- Juri Marcucci
- Monica Billio
- P. Giot
- Jui-Cheng Hung
- Pilar Abad
- Söhnke M. Bartram
- D. Vandijk
- P. Claeys
- Mila Getmansky
- Lena Tonzer
Papers from Loriana Pelizzon's perspective
Ordered by how strongly the researchers Loriana Pelizzon trusts endorse each paper. Same corpus, a different order for every researcher.
- Market liquidity and funding liquidity
- Deciphering the Liquidity and Credit Crunch 2007-08
- A New Approach to Measuring Financial Contagion
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- Hedge Funds and the Technology Bubble
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- The fundamental principles of financial regulation
- Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
- Volatility spillover effects from Japan and the US to the Pacific–Basin
- Market Liquidity and Trading Activity
Their papers
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (2012) — 2,290 citations
- Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010) — 251 citations
- Value-at-Risk: a multivariate switching regime approach (2000) — 184 citations
- Measuring Sovereign Contagion in Europe (2014) — 257 citations
- Volatility and shocks spillover before and after EMU in European stock markets (2003) — 118 citations
- Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? (2003) — 152 citations
- Inside the ESG Ratings: (Dis)Agreement and Performance (2020) — 521 citations
- Measuring Systemic Risk in the Finance and Insurance Sectors (2010) — 121 citations