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Fabio Moneta
Fabio Moneta
Full Professor of Finance, Telfer School of Management, University of Ottawa
Verified email at telfer.uottawa.ca - Homepage
Title
Cited by
Cited by
Year
Does the Yield Spread Predict Recessions in the Euro Area?*
F Moneta
International Finance 8 (2), 263-301, 2005
2042005
Business cycle synchronisation in East Asia
F Moneta, R Rüffer
Journal of Asian Economics 20 (1), 1-12, 2009
1902009
Anomalies are Publicized Broadly, Institutions Trade Accordingly, and Returns Decay Correspondingly
F Moneta, P Calluzzo, S Topaloglu
Management Science, 2019
124*2019
Measuring bond mutual fund performance with portfolio characteristics
F Moneta
Journal of Empirical Finance 33, 223-242, 2015
1132015
Holding horizon: a new measure of active investment management
C Lan, F Moneta, R Wermers
Journal of Financial and Quantitative Analysis 59 (4), 1471-1515, 2024
73*2024
Understanding the impact of the external dimension on the euro area-trade, capital flows and other international macroeconomic linkages
R Anderton, F Di Mauro, F Moneta
ECB occasional paper, 2004
672004
Beta and firm age
LB Chincarini, D Kim, F Moneta
Journal of Empirical Finance 58, 50-74, 2020
56*2020
Economic risk premia in the fixed-income markets: The intraday evidence
P Balduzzi, F Moneta
Journal of Financial and Quantitative Analysis 52 (5), 1927-1950, 2017
522017
The challenges of oil investing: Contango and the financialization of commodities
LB Chincarini, F Moneta
Energy Economics 102, 105443, 2021
202021
Complex instrument allowance at mutual funds
P Calluzzo, F Moneta, S Topaloglu
SSRN, 2019
13*2019
On the anomaly tilts of factor funds
MS Broman, F Moneta
Financial Management 53 (3), 605-635, 2024
102024
Long-term foreign exchange risk premia and inflation risk
D Kim, F Moneta
International Review of Financial Analysis 78, 101901, 2021
52021
Crowded Spaces and Anomalies
R Lazo-Paz, F Moneta, LB Chincarini
Available at SSRN 4618248, 2024
22024
US Treasury Market: The High‐Frequency Evidence
P Balduzzi, F Moneta
Handbook of Fixed‐Income Securities, 210-238, 2016
12016
Crowded spaces and anomalies
L Chincarini, R Lazo-Paz, F Moneta
Journal of Banking & Finance, 107579, 2025
2025
Mutual Fund Tournaments and ESG Rating
F Moneta, X Sun
Available at SSRN 5619190, 2025
2025
Momentum at Long Holding Periods
P Calluzzo, F Moneta, S Topaloglu
Available at SSRN, 2025
2025
PREDICTING RECESSIONS USING FINANCIAL VARIABLES
F Moneta
Recessions: Prospects and Developments, 127, 2009
2009
Macroeconomic Announcements and Risk Premia in the Treasury Bond Market
F Moneta
Available at SSRN 1343242, 2008
2008
Murillo Campello, Gaurav Kankanhalli, and Pradeep Muthukrishnan Analyst Coverage and Corporate Environmental Policies............................................ 1586 Chenxing …
C Lan, F Moneta, R Wermers, J Cao, A Goyal, S Ke, X Zhan
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Articles 1–20