← All authors Loriana Pelizzon Leibniz Institute for Financial Research SAFE (from arXiv:2602.01817, 2026) · ORCID · OpenAlex
45 papers in scope · 45 published · 1 on the econ.EM arXiv · 3,028 citations · h-index 21 (over the papers listed here)
Papers (1 of 45)
Investor Reliance on ESG Ratings and Stock Price Performance
published 2026 · Management Science
with Aleksandra Rzeźnik, Kathleen Hanley
OTC Discount
published 2025 · Management Science · 2 citations · first circulated 2019
with Calebe de Roure, Emanuel Moench, Michael Schneider
published 2025 · Journal of Financial Markets · 7 citations · first circulated 2024
Central Bank–Driven Mispricing
published 2025 · Journal of Financial Economics · 19 citations · first circulated 2018
with Marti G. Subrahmanyam, Davide Tomio, Jun Uno
The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments
published 2024 · American Economic Journal Economic Policy · 15 citations · first circulated 2021
with Christian Mücke, Vincenzo Pezone, Anjan V. Thakor
The demand for central clearing: To clear or not to clear, that is the question!
published 2024 · Journal of Financial Stability · 23 citations · first circulated 2017
Sustainable Finance: A Journey Toward ESG and Climate Risk
published 2024 · International Review of Environmental and Resource Economics · 19 citations · first circulated 2022
Loss Sharing in Central Clearinghouses: Winners and Losers
published 2024 · The Review of Asset Pricing Studies · 2 citations · first circulated 2023
with Christian Kubitza, Mila Getmansky Sherman
Collateral eligibility of corporate debt in the Eurosystem
published 2024 · Journal of Financial Economics · 28 citations · first circulated 2020
with Max Riedel, Zorka Simon, Marti G. Subrahmanyam
Die Notwendigkeit einer Absicherung aller Sichteinlagen: Der Fall der Silicon Valley Bank und Lehren für Europa
published 2023 · Vierteljahrshefte zur Wirtschaftsforschung · 2 citations
with Florian Heider, Jan Pieter Krahnen, Jonas Schlegel, Tobias Tröger
Impact of public news sentiment on stock market index return and volatility
published 2023 · Computational Management Science · 14 citations · first circulated 2021
Lighting Up the Dark: Liquidity in the German Corporate Bond Market
published 2023 · The Journal of Fixed Income · 7 citations · first circulated 2018
with Yalın Gündüz, Michael Schneider, Marti G. Subrahmanyam, Giorgio Ottonello
Machine learning sentiment analysis, COVID-19 news and stock market reactions
published 2023 · Research in International Business and Finance · 135 citations · first circulated 2020
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
published 2022 · International Review of Economics & Finance · 19 citations · first circulated 2016
Risk pooling, intermediation efficiency, and the business cycle
published 2022 · Journal of Economic Dynamics and Control · 7 citations · first circulated 2021
with Pietro Dindo, Andrea Modena
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
published 2021 · The Review of Corporate Finance Studies · 136 citations · first circulated 2018
with Calebe de Roure, Anjan V. Thakor
Short Selling – On Ethics, Politics, and Culture
published 2021 · Zeitschrift für Bankrecht und Bankwirtschaft · 3 citations
with Katja Langenbucher
Inside the ESG ratings: (Dis)agreement and performance
published 2021 · Corporate Social Responsibility and Environmental Management · 579 citations · first circulated 2020
A meta-measure of performance related to both investors and investments characteristics
published 2021 · Annals of Operations Research · 2 citations
Portfolio similarity and asset liquidation in the insurance industry
published 2021 · Journal of Financial Economics · 87 citations · first circulated 2016
with Giulio Girardi, Kathleen Hanley, Stanislava Nikolova, Mila Getmansky Sherman, Mila Getmansky
Recovery from fast crashes: Role of mutual funds
published 2021 · Journal of Financial Markets · 9 citations
with Ravi Jagannathan, Ernst Schaumburg, Mila Getmansky Sherman, Darya Yuferova
Networks in risk spillovers: A multivariate GARCH perspective
published 2021 · Econometrics and Statistics · 11 citations · first circulated 2016
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
published 2019 · Journal of risk and financial management · 12 citations
Measuring sovereign contagion in Europe
published 2017 · Journal of Financial Stability · 133 citations · first circulated 2012
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market
published 2017 · Quantitative Finance · 14 citations
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
published 2016 · Journal of Financial Economics · 104 citations
with Marti G. Subrahmanyam, Davide Tomio, Jun Uno
Hedge Fund Tail Risk: An Investigation in Stressed Markets
published 2016 · The Journal of Alternative Investments · 4 citations
Interconnectedness and systemic risk: hedge funds, banks, insurance companies
published 2014 · BANCARIA
no link
Mutual excitation in Eurozone sovereign CDS
published 2014 · Journal of Econometrics · 115 citations
Liquidity Coinsurance and Bank Capital
published 2014 · Journal of money credit and banking · 22 citations
with Fabio Castiglionesi, Fabio Feriozzi, Gyöngyi Lóránth
Health status and portfolio choice: Is their relationship economically relevant?
published 2014 · International Review of Financial Analysis · 39 citations
with Silvia Bressan, Noemi Pace
Deciphering the Libor and Euribor Spreads during the subprime crisis
published 2013 · The North American Journal of Economics and Finance · 2 citations
with Domenico Sartore
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)
published 2013 · Financial Analysts Journal · 66 citations
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
published 2012 · Journal of Financial Economics · 641 citations · first circulated 2010
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis
published 2011 · BANCARIA
with Ivan Lorenzon, Marcella Lucchetta
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Dynamic risk exposures in hedge funds
published 2010 · Computational Statistics & Data Analysis · 111 citations
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
published 2009 · The Journal of Alternative Investments · 10 citations · first circulated 2008
Efficient portfolios when housing needs change over the life cycle
published 2009 · Journal of Banking & Finance · 62 citations · first circulated 2007
with Guglielmo Weber
Are Household Portfolios Efficient? an Analysis Conditional on Housing
published 2008 · Journal of Financial and Quantitative Analysis · 26 citations · first circulated 2003
with Guglielmo Weber
Credit derivatives, capital requirements and opaque OTC markets
published 2008 · Journal of Financial Intermediation · 48 citations · first circulated 2006
with Antonio Nicolò
Diversification and ownership concentration
published 2007 · Journal of Banking & Finance · 15 citations · first circulated 2005
with Bruno Maria Parigi
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
published 2005 · European Journal of Finance · 27 citations
Contagion and interdependence in stock markets: Have they been misdiagnosed?
published 2003 · Journal of Economics and Business · 152 citations
Volatility and shocks spillover before and after EMU in European stock markets
published 2003 · Journal of Multinational Financial Management · 117 citations
Value-at-Risk: a multivariate switching regime approach
published 2000 · Journal of Empirical Finance · 182 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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