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Items where Author is "Verardo, Michela"

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Number of items: 8.

Article

Jiang, Hao and Verardo, Michela (2018) Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73 (5). pp. 2229-2269. ISSN 0022-1082

Patton, Andrew J. and Verardo, Michela (2012) Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25 (9). pp. 2789-2839. ISSN 0893-9454

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) The price impact of institutional herding. Review of Financial Studies, 24 (3). pp. 892-925. ISSN 0893-9454

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) Institutional trade persistence and long-term equity returns. Journal of Finance, 66 (2). pp. 635-653. ISSN 0022-1082

Verardo, Michela (2009) Heterogenous beliefs and momentum profits. Journal of Financial and Quantitative Analysis, 44 (4). pp. 795-822. ISSN 0022-1090

Monograph

Patton, Andrew J. and Verardo, Michela (2009) Does beta move with news?: Systematic risk and firm-specific information flows. Discussion paper (630). Financial Markets Group, London School of Economics and Political Science, London, UK.

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2007) Institutional trade persistence and long-term equity returns. . Centre for Economic Policy Research, London, UK.

Online resource

Verardo, Michela and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms. LSE Business Review (10 Mar 2016). Website.

This list was generated on Thu Nov 14 21:13:28 2019 GMT.