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Economics and Finance

D-Index
37
Citations
6857
World Ranking
2670
National Ranking
62

Overview

Loriana Pelizzon is affiliated with Ca Foscari University of Venice in Italy and has contributed extensively to the field of economics, econometrics, and finance. Their academic work spans a wide range of subfields and topics, focusing primarily on finance, economics and econometrics, accounting, strategy and management, and management science and operations research.

Their research delves into various specialized areas including banking stability, regulation, and efficiency; financial markets and investment strategies; corporate finance and governance; credit risk and financial regulations; housing market and economics; market dynamics and volatility; and global financial crises and policies.

Loriana Pelizzon has published papers in several frequent venues, such as:

  • SSRN Electronic Journal
  • Journal of Financial Economics
  • The Review of Corporate Finance Studies
  • Journal of Financial Markets
  • Management Science

Among recent notable papers authored or co-authored by Pelizzon are:

  • Inside the ESG Ratings: (Dis)agreement and Performance, 2021, Corporate Social Responsibility and Environmental Management
  • The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy, 2020, The Review of Corporate Finance Studies
  • P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?, 2021, The Review of Corporate Finance Studies
  • Machine learning sentiment analysis, COVID-19 news and stock market reactions, 2023, Research in International Business and Finance
  • Inside the ESG Ratings: (Dis)agreement and Performance, 2020, SSRN Electronic Journal

Frequent co-authors of Loriana Pelizzon include:

  • Monica Billio
  • Marti G. Subrahmanyam
  • Michele Costola
  • Carmelo Latino
  • Mila Getmansky Sherman

The breadth of their work across numerous publications and collaboration networks indicates a focus on integrating financial stability and regulations with market behavior and corporate governance topics. Pelizzon's research outputs contribute to understanding complex financial dynamics and responses to economic shocks such as the COVID-19 pandemic.

Best Publications

  • Econometric measures of connectedness and systemic risk in the finance and insurance sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Inside the ESG ratings: (Dis)agreement and performance

    Monica Billio;Michele Costola;Iva Hristova;Carmelo Latino

  • Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Measuring Sovereign Contagion in Europe

    Massimiliano Caporin;Loriana Pelizzon;Francesco Ravazzolo;Roberto Rigobon

  • Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Andrew W. Lo;Andrew W. Lo;Mila Getmansky Sherman;Loriana Pelizzon;Loriana Pelizzon;Loriana Pelizzon

  • Value-at-Risk: a multivariate switching regime approach

    Monica Billio;Loriana Pelizzon;Loriana Pelizzon

  • Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Contagion and Interdependence in Stock Markets: Have they been misdiagnosed?

    Monica Billio;Loriana Pelizzon

  • Measuring Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Dynamic risk exposures in hedge funds

    Monica Billio;Mila Getmansky;Loriana Pelizzon

  • Volatility and shocks spillover before and after EMU in European stock markets

    Monica Billio;Loriana Pelizzon

  • Sovereign Credit Risk, Liquidity, and European Central Bank Intervention: Deus ex Machina?

    Loriana Pelizzon;Loriana Pelizzon;Marti G. Subrahmanyam;Davide Tomio;Jun Uno;Jun Uno

  • Mutual excitation in eurozone sovereign CDS

    Yacine Aït-Sahalia;Roger J. A. Laeven;Loriana Pelizzon

  • P2P lenders versus banks: Cream skimming or bottom fishing?

    Calebe de Roure;Loriana Pelizzon;Loriana Pelizzon;Loriana Pelizzon;Anjan V. Thakor

  • Mutual excitation in Eurozone sovereign CDS

    Yacine Aït-Sahalia;Roger J.A. Laeven;Loriana Pelizzon

  • Machine Learning Sentiment Analysis, Covid-19 News and Stock Market Reactions

    Michele Costola;Michael Nofer;Oliver Hinz;Loriana Pelizzon

  • Measuring sovereign contagion in Europe

    Massimiliano Caporin;Loriana Pelizzon;Francesco Ravazzolo;Roberto Rigobon

  • The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy

    Elena Carletti;Tommaso Oliviero;Marco Pagano;Loriana Pelizzon

  • P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?

    Unknown

  • Crises and Hedge Fund Risk

    Monica Billio;Mila Getmansky;Loriana Pelizzon

  • Crises and Hedge Fund Risk

    Loriana Pelizzon;Monica Billio;Mila Getmansky

  • Inside the ESG ratings: (Dis)agreement and performance

    Monica Billio;Michele Costola;Iva Histova;Carmelo Latino

  • Are Household Portfolios Efficient? An Analysis Conditional on Housing

    Loriana Pelizzon;Guglielmo Weber

  • Hedge Fund Stock Trading in the Financial Crisis of 2007-2008

    Itzhak Ben-David;Francesco Franzoni;Rabih Moussawi;Giovanni Barone-Adesi

Frequent Co-Authors

Monica Billio
Monica Billio Ca Foscari University of Venice
Marti G. Subrahmanyam
Marti G. Subrahmanyam New York University
Massimiliano Caporin
Massimiliano Caporin University of Padua
Guglielmo Weber
Guglielmo Weber University of Padua
Elena Carletti
Elena Carletti Bocconi University
Ravi Jagannathan
Ravi Jagannathan Northwestern University
Yacine Aït-Sahalia
Yacine Aït-Sahalia Princeton University
Arnoud W. A. Boot
Arnoud W. A. Boot University of Amsterdam
Marco Pagano
Marco Pagano University of Naples Federico II

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