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Research Publications
Journal Article
(Forthcoming). Banks’ Home-Bias in Government Bonds Holdings. Will Banks in Low-Rated Countries Invest in European Safe Bonds (ESBies)? . European Financial ManagementJournal Article
(2020). Conditional Extremes in Asymmetric Financial Markets. Journal of Business and Economic Statistics, 38(1), (pp201-213).Journal Article
Von Beschwitz B., Massa M. (Forthcoming). Biased Short: Short Sellers' Disposition Effect and Limits to Arbitrage. Journal of Financial MarketsJournal Article
Gavazzoni F., Santacreu A. M. (Forthcoming). International R&D Spillovers and Asset Prices. Journal of Financial EconomicsJournal Article
Li J., Massa M., Zhang H., Zhang J. (Forthcoming). Air Pollution, Behavioral Bias, and the Disposition Effect in China. Journal of Financial EconomicsJournal Article
Dumas B., Luciano E. (2019). From Volatility Smiles to the Volatility of Volatility. Decisions in Economics and Finance, 42(2), (pp387-406).Journal Article
Peress J., Schmidt D. (Forthcoming). Glued to the TV: Distracted Noise Traders and Stock Market Liquidity. Journal of FinanceJournal Article
Massa M. (Forthcoming). Behavioral Biases and Portfolio Choice. Review of FinanceWorking Paper
Hillion P. (2019). The Specialness of Equally-Weighted Portfolios: The Rebalancing Fallacy. 2019/45/FINJournal Article
Dong A., Massa M., Zaldokas A. (2019). The Effects of Global Leniency Programs on Margins and Mergers. Rand Journal of Economics, 50(4), (pp883-915).Journal Article
Menkveld A. J., Yueshen B. Z. (2019). The Flash Crash: A Cautionary Tale About Highly Fragmented Markets. Management Science, 65(10), (pp4470-4488).Journal Article
Manconi A., Peyer U., Vermaelen T. (2019). Are Buybacks Good for Long-term Shareholder Value? Evidence From Buybacks Around the World. Journal of Financial and Quantitative Analysis, 54(5), (pp1899-1935).Journal Article
Belo F., Lin X., Yang F. (2019). External Equity Financing Shocks, Financial Flows, and Asset Prices. Review of Financial Studies, 32(9), (pp3500-3543).Case Study
The Mouse and the Fox: A Disney Story by Ziad M., Massa M.published: 28 Jun 2019
Journal Article
Breugem M., Buss A. (2019). Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency. Review of Financial Studies, 32(6), (pp2260-2301).Case Study
Governance of the Tata Group: In Pursuit of Profitability, Philanthropy and Power by Massa M., Taraporevala K. (., Van der Heyden L.published: 31 May 2019
Journal Article
Buss A., Dumas B. (2019). The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees. Journal of Finance, 74(2), (pp795-844).Journal Article
Abed Masror Khah S., Vermaelen T., Wolff C. (2019). The Determinants of Coco Bond Prices. Journal of Derivatives, 26(3), (pp35-52).Journal Article
Chuprinin O., Gaspar S., Massa M. (2019). Adjusting to the Information Environment: News Tangibility and Mutual Fund Performance. Management Science, 65(3), (pp1430-1453).
